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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   127,599
Positions
    36,624      7,126      6,017     18,170     34,461        611     16,824     50,575      6,694      7,762          9        281     34,617     21,825
 
Changes from:       January 24, 2012                                 Total Change is:     3,767
     4,116        936        505        203       -209          8     -2,961        427      1,010       -806          2         53      1,639      1,035
 
Percent of Open Interest Represented by Each Category of Trader
      28.7        5.6        4.7       14.2       27.0        0.5       13.2       39.6        5.2        6.1        0.0        0.2       27.1       17.1
 
Number of Traders in Each Category                                    Total Traders:        79
        10          6          8          6          4          .         22         20         10         10          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    43,701
Positions
    11,408      5,523      2,289        877      1,972        275     15,242     16,382      1,863        537          0          0     11,209     15,396
 
Changes from:       January 24, 2012                                 Total Change is:     1,662
       782      3,941        314       -122         11         -8     -1,024     -1,327        571          0          0          0      1,150     -1,840
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       12.6        5.2        2.0        4.5        0.6       34.9       37.5        4.3        1.2        0.0        0.0       25.6       35.2
 
Number of Traders in Each Category                                    Total Traders:        42
         6          8          8          .          4          .          8         14          7          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   197,551
Positions
   136,776      6,116      2,289      8,196     79,311      3,839     25,433     70,197      3,694      1,168      1,332        160     15,996     30,612
 
Changes from:       January 24, 2012                                 Total Change is:     1,237
    -5,812      3,992        -70       -542     -2,611        508      6,471      2,769        465         -2     -1,601        118        101     -2,333
 
Percent of Open Interest Represented by Each Category of Trader
      69.2        3.1        1.2        4.1       40.1        1.9       12.9       35.5        1.9        0.6        0.7        0.1        8.1       15.5
 
Number of Traders in Each Category                                    Total Traders:        99
        13          7         11          5         17          5         17         36         17          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   184,018
Positions
     1,782     71,777      5,569     65,034     10,394      1,441     76,792     53,652      3,598        756      2,983        199     28,846     34,404
 
Changes from:       January 24, 2012                                 Total Change is:    23,099
     1,157     11,029      1,794       -768       -194          3     15,507      5,816        883     -1,088      1,858        121      5,489      1,788
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       39.0        3.0       35.3        5.6        0.8       41.7       29.2        2.0        0.4        1.6        0.1       15.7       18.7
 
Number of Traders in Each Category                                    Total Traders:       100
         .         20          9          8          8          5         20         33         13          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   355,550
Positions
   133,548     34,710     12,712     57,551     32,163      4,812     69,251    159,826     31,348      5,217      8,463      4,946     36,165     66,569
 
Changes from:       January 24, 2012                                 Total Change is:    -6,318
   -10,980      3,256        971      3,928       -907       -529       -960    -12,111      2,289       -738        435      1,142     -1,441       -864
 
Percent of Open Interest Represented by Each Category of Trader
      37.6        9.8        3.6       16.2        9.0        1.4       19.5       45.0        8.8        1.5        2.4        1.4       10.2       18.7
 
Number of Traders in Each Category                                    Total Traders:       198
        24         13         16         17         19         14         26         70         40          7         22         15
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   162,866
Positions
    13,850     50,969      7,303      4,985     42,232      1,067     96,285     30,580      6,573      1,028      1,520      1,007     30,769     21,615
 
Changes from:       January 24, 2012                                 Total Change is:    12,939
     2,927      7,056        576      1,567     -1,706          5      4,262      4,924      2,045        521     -2,083        149        887      1,972
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       31.3        4.5        3.1       25.9        0.7       59.1       18.8        4.0        0.6        0.9        0.6       18.9       13.3
 
Number of Traders in Each Category                                    Total Traders:        98
         6         14          9          5          8          .         33         22         15          4          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   126,862
Positions
    42,849     41,581     74,137          0          0          0      6,381      7,693      3,264          0          0          0        231        187
 
Changes from:       January 24, 2012                                 Total Change is:       979
       -40        539        164          0          0          0        884        298          1          0          0          0        -30        -23
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       32.8       58.4        0.0        0.0        0.0        5.0        6.1        2.6        0.0        0.0        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         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 31, 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   150,567
Positions
    68,904     61,979      1,127     23,180        869        707     49,277     78,087        941      1,579      2,612          0      4,852      4,245
 
Changes from:       January 24, 2012                                 Total Change is:     8,053
       217      2,202        147       -635        -75       -115      7,047      5,907         -9        498        659          0        903       -663
 
Percent of Open Interest Represented by Each Category of Trader
      45.8       41.2        0.7       15.4        0.6        0.5       32.7       51.9        0.6        1.0        1.7        0.0        3.2        2.8
 
Number of Traders in Each Category                                    Total Traders:       102
         7         14          .         10          .          .         30         26          .          7          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    31,627
Positions
     1,634     19,157        205          0        449          0     25,072      9,571        175        420        443          0      4,121      1,627
 
Changes from:       January 24, 2012                                 Total Change is:     6,058
       -68      3,104        -20       -101       -152          0      5,093      3,002         34        255        101          0        865        -11
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       60.6        0.6        0.0        1.4        0.0       79.3       30.3        0.6        1.3        1.4        0.0       13.0        5.1
 
Number of Traders in Each Category                                    Total Traders:        49
         .         12          .          0          .          0         18         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    53,559
Positions
    14,470     33,124        168      3,233      2,534        538     22,958     10,743      1,035      3,652        349        361      7,146      4,707
 
Changes from:       January 24, 2012                                 Total Change is:       334
      -175        -80       -140       -178        140       -195      1,090        997        179         15       -205        152       -416       -515
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       61.8        0.3        6.0        4.7        1.0       42.9       20.1        1.9        6.8        0.7        0.7       13.3        8.8
 
Number of Traders in Each Category                                    Total Traders:        90
        16         14          4          .          6          .         29         16          9          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   107,119
Positions
    28,939     66,248        336      6,466      5,067      1,075     45,915     21,487      2,071      7,303        698        722     14,291      9,415
 
Changes from:       January 24, 2012                                 Total Change is:       667
      -350       -159       -279       -355        280       -390      2,180      1,993        359         30       -410        304       -832     -1,030
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       61.8        0.3        6.0        4.7        1.0       42.9       20.1        1.9        6.8        0.7        0.7       13.3        8.8
 
Number of Traders in Each Category                                    Total Traders:        90
        16         14          4          .          6          .         29         16          9          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   915,002
Positions
    43,628    194,478     44,448    366,813    189,735     61,765     96,033    148,816    112,132     29,003     30,856     26,214    134,967    106,559
 
Changes from:       January 24, 2012                                 Total Change is:    14,042
     3,066     10,817     -1,523       -316       -796      1,872      7,518      9,332      1,023      1,366     -2,777        635        399     -4,543
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       21.3        4.9       40.1       20.7        6.8       10.5       16.3       12.3        3.2        3.4        2.9       14.8       11.6
 
Number of Traders in Each Category                                    Total Traders:       544
        32         56         39        113         66         71         86        120        103         34         37         28
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   320,885
Positions
    28,294    116,275      4,159    108,135     45,240     14,937     19,074     24,297     48,654      3,144     12,825     11,713     82,775     42,785
 
Changes from:       January 24, 2012                                 Total Change is:      -358
    -4,488      8,045        386        198       -639         39    -10,552      3,085      3,471        -22       -763        466     10,145    -14,448
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       36.2        1.3       33.7       14.1        4.7        5.9        7.6       15.2        1.0        4.0        3.7       25.8       13.3
 
Number of Traders in Each Category                                    Total Traders:       119
         8         17          9         26         14         13         17         24         34          5          8          9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 2,970,586
Positions
   181,947    496,288     96,166  1,331,281    760,366    196,247    469,263    707,063    232,919    136,662     97,523     65,143    260,957    318,872
 
Changes from:       January 24, 2012                                 Total Change is:    72,000
     1,026    -22,884     27,203      4,003      5,785      2,596     58,216       -897     19,895      6,701    -10,308      1,087    -48,727     49,523
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       16.7        3.2       44.8       25.6        6.6       15.8       23.8        7.8        4.6        3.3        2.2        8.8       10.7
 
Number of Traders in Each Category                                    Total Traders:       514
        33         54         30        103         59         66         86        114         95         32         33         24
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   109,607
Positions
    21,323     22,569         53     51,202     61,932      8,160     15,992      8,173          4      1,779      4,375          0     11,094      4,341
 
Changes from:       January 24, 2012                                 Total Change is:       461
       335      1,789         53       -916      1,468     -1,482      2,814       -897       -320         62        -21          0        -84       -128
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       20.6        0.0       46.7       56.5        7.4       14.6        7.5        0.0        1.6        4.0        0.0       10.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        94
        11          9          .         32         12         14         17          7          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    93,030
Positions
     7,189     46,397     10,022     26,177      9,548      1,672     31,560     11,358      5,339      2,029      4,096        291      8,752      4,309
 
Changes from:       January 24, 2012                                 Total Change is:     1,078
       877      2,606      1,790        837       -114       -114      2,141      1,308     -2,043        426        -24        203     -3,041     -2,535
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       49.9       10.8       28.1       10.3        1.8       33.9       12.2        5.7        2.2        4.4        0.3        9.4        4.6
 
Number of Traders in Each Category                                    Total Traders:       239
        24         30         12         29         22          9         68         36         22         15         14          4
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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    15,499
Positions
     7,803     11,147         21          0        300          0      4,569      2,333          0          0        979          0      3,106        719
 
Changes from:       January 24, 2012                                 Total Change is:      -521
     1,170      1,353          1          0          0          0     -2,111      1,351          0          0        123          0        419     -3,349
 
Percent of Open Interest Represented by Each Category of Trader
      50.3       71.9        0.1        0.0        1.9        0.0       29.5       15.1        0.0        0.0        6.3        0.0       20.0        4.6
 
Number of Traders in Each Category                                    Total Traders:        24
         9          8          .          0          .          0          4          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   387,659
Positions
    42,825    222,141      4,110    130,885     46,240      8,358    157,487     67,658      4,163     10,146     15,583      1,454     28,231     17,951
 
Changes from:       January 24, 2012                                 Total Change is:     7,993
     6,885     14,613        596      4,185       -572       -568     10,613    -10,863        433      2,131       -734      1,017    -17,299      4,071
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       57.3        1.1       33.8       11.9        2.2       40.6       17.5        1.1        2.6        4.0        0.4        7.3        4.6
 
Number of Traders in Each Category                                    Total Traders:       239
        25         29          6         29         22          9         67         38         19         15         14          4
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   403,498
Positions
   142,923     27,712     21,137    122,376    203,443     29,222     55,994     86,432      5,548      7,824     12,527        420     18,053     17,055
 
Changes from:       January 24, 2012                                 Total Change is:    -7,004
   -16,696       -427        451      3,625      2,179        133      3,402     -9,099      2,028       -461     -2,854        -73        586        657
 
Percent of Open Interest Represented by Each Category of Trader
      35.4        6.9        5.2       30.3       50.4        7.2       13.9       21.4        1.4        1.9        3.1        0.1        4.5        4.2
 
Number of Traders in Each Category                                    Total Traders:       244
        22         12          5         47         43         26         43         53         20          7         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    21,835
Positions
     5,500        487          0      6,366        853         53      3,494      5,088          0        600      4,975          0      5,822     10,379
 
Changes from:       January 24, 2012                                 Total Change is:    -1,072
       410       -208          0     -1,713       -742         -1        -49       -281          0          0        389          0        281       -229
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        2.2        0.0       29.2        3.9        0.2       16.0       23.3        0.0        2.7       22.8        0.0       26.7       47.5
 
Number of Traders in Each Category                                    Total Traders:        34
         6          .          0          9          .          .          8          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    42,431
Positions
    14,013      8,459      1,536      7,109      2,979        855      6,116      3,092      4,934      2,093          0          0      5,775     20,576
 
Changes from:       January 24, 2012                                 Total Change is:    -1,176
      -530      1,213        714        636         15        -96     -2,388        913      1,741         84          0          0     -1,337     -5,676
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       19.9        3.6       16.8        7.0        2.0       14.4        7.3       11.6        4.9        0.0        0.0       13.6       48.5
 
Number of Traders in Each Category                                    Total Traders:        56
        10         14          4          7          .          4         10          9          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    46,637
Positions
     2,417      3,633        100     31,806     25,644      4,606      2,801     10,424        165          0          0          0      4,742      2,065
 
Changes from:       January 24, 2012                                 Total Change is:       323
     1,989       -673         11     -1,736      1,825       -107          1       -797          0          0          0          0        165         64
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        7.8        0.2       68.2       55.0        9.9        6.0       22.4        0.4        0.0        0.0        0.0       10.2        4.4
 
Number of Traders in Each Category                                    Total Traders:        51
         .          .          .         17         20         10          .          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    72,328
Positions
     8,164     22,667        900     34,900     23,997      3,184      9,713     15,747        317      4,800        489        600      9,750      4,427
 
Changes from:       January 24, 2012                                 Total Change is:     4,219
    -1,984      1,057        878       -882     -1,243        842      1,647        156       -278        665        -73          2      3,329      2,878
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       31.3        1.2       48.3       33.2        4.4       13.4       21.8        0.4        6.6        0.7        0.8       13.5        6.1
 
Number of Traders in Each Category                                    Total Traders:        79
         8         14          .         17          9          8         15          5          .          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   725,914
Positions
    14,837     99,762     37,302    285,069    111,505     97,917     64,471     85,076     56,542      9,512     70,905      5,649    154,615    161,255
 
Changes from:       January 24, 2012                                 Total Change is:   -15,956
    -9,204      4,808       -598     -9,129       -313     -4,547     16,176    -28,507     -8,012     -1,797      7,004     -1,859      3,014     16,068
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       13.7        5.1       39.3       15.4       13.5        8.9       11.7        7.8        1.3        9.8        0.8       21.3       22.2
 
Number of Traders in Each Category                                    Total Traders:       162
         7         19         20         43         18         34         32         27         38          .         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   379,724
Positions
     6,546    142,723        652    278,947     31,494     27,866      1,872    119,852        864          0      3,560          0     62,976     52,713
 
Changes from:       January 24, 2012                                 Total Change is:     6,615
     1,721     -5,304        -23      3,688      4,207     -1,405          0      2,093        534          0      1,949          0      2,100      4,564
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       37.6        0.2       73.5        8.3        7.3        0.5       31.6        0.2        0.0        0.9        0.0       16.6       13.9
 
Number of Traders in Each Category                                    Total Traders:        66
         .          8          4         36          6         18          .         10          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   953,559
Positions
    81,218    133,929      7,138    153,317    235,372     85,705    376,190    312,652     36,295     80,301     35,549      8,071    125,325     98,848
 
Changes from:       January 24, 2012                                 Total Change is:    86,612
     3,256    -17,254      1,250     -4,528     68,547     10,690     43,725     29,263      6,795     18,316    -13,936      6,278        831     -5,021
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       14.0        0.7       16.1       24.7        9.0       39.5       32.8        3.8        8.4        3.7        0.8       13.1       10.4
 
Number of Traders in Each Category                                    Total Traders:       226
        15         26         14         34         39         45         52         32         26         13         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,018,791
Positions
    95,958    140,577    123,040    743,245    757,687    187,365    314,472    176,239    145,088     78,418     96,843     32,968    298,236    358,983
 
Changes from:       January 24, 2012                                 Total Change is:    29,216
   -36,636     31,109     12,318     36,296    -54,426     26,280    -24,768     34,293    -14,959      1,291      5,877      6,130     23,264    -17,406
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        7.0        6.1       36.8       37.5        9.3       15.6        8.7        7.2        3.9        4.8        1.6       14.8       17.8
 
Number of Traders in Each Category                                    Total Traders:       266
        19         29         40         32         58         49         60         40         63          9         19         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,623,286
Positions
    72,849    212,716     49,522    493,236    652,028    173,533    258,070    112,488    114,272    199,410     65,741     15,121    247,273    227,865
 
Changes from:       January 24, 2012                                 Total Change is:    51,829
     2,986     22,147     -4,977     -9,889     28,403     22,937      9,611     -6,867     20,884      2,147    -12,717     -7,522     15,653    -10,459
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       13.1        3.1       30.4       40.2       10.7       15.9        6.9        7.0       12.3        4.0        0.9       15.2       14.0
 
Number of Traders in Each Category                                    Total Traders:       205
        10         29         17         22         43         46         43         34         37         10         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   637,855
Positions
   164,923    240,841    193,425      1,105      1,093      3,974     86,906     24,904    106,955     18,264      4,273     21,900     40,404     40,490
 
Changes from:       January 24, 2012                                 Total Change is:    22,464
     9,847     18,220      5,306        200         53          0     10,663        691      1,583         65       -641     -1,870     -3,328       -877
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       37.8       30.3        0.2        0.2        0.6       13.6        3.9       16.8        2.9        0.7        3.4        6.3        6.3
 
Number of Traders in Each Category                                    Total Traders:        94
        18         29         37          .          .          .         21         11         26          4          4          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,624,683
Positions
 1,207,343  2,245,213  3,170,098  1,245,285    362,148    147,148    933,027    435,396  4,904,446     79,320    382,238  1,002,105    935,912    975,891
 
Changes from:       January 24, 2012                                 Total Change is:   879,866
   131,937    -96,700    190,988   -164,291    111,019      1,995     54,948    -11,180    554,814     -6,184     31,848    133,468    -17,807    -36,385
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       16.5       23.3        9.1        2.7        1.1        6.8        3.2       36.0        0.6        2.8        7.4        6.9        7.2
 
Number of Traders in Each Category                                    Total Traders:       274
        26         60         84         12         13         18         67         59        109         11         18         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     9,571
Positions
     5,243      2,708          0      1,694        780         11      1,001      5,775         30      1,360        160          0        232        107
 
Changes from:       January 24, 2012                                 Total Change is:       -93
       -86       -439          0        141          0          0       -211        304          0         58          0          0          5         42
 
Percent of Open Interest Represented by Each Category of Trader
      54.8       28.3        0.0       17.7        8.1        0.1       10.5       60.3        0.3       14.2        1.7        0.0        2.4        1.1
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,572
Positions
    11,274      8,464          0      1,058      1,846          0        934      2,793          0         40        345          0        266        124
 
Changes from:       January 24, 2012                                 Total Change is:       997
     2,257        583          0       -178        180          0       -992        187          0        -40         40          0        -50          7
 
Percent of Open Interest Represented by Each Category of Trader
      83.1       62.4        0.0        7.8       13.6        0.0        6.9       20.6        0.0        0.3        2.5        0.0        2.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        34
         4          5          0          .          4          0          4         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    55,521
Positions
    18,145     29,892        189      2,981        360        537     20,240     20,322      1,516      4,202        765          5      7,707      1,936
 
Changes from:       January 24, 2012                                 Total Change is:    -9,147
    -3,091     -1,751        184     -2,122          0         23     -2,452     -7,762       -352     -1,159        313         -0       -177        199
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       53.8        0.3        5.4        0.6        1.0       36.5       36.6        2.7        7.6        1.4        0.0       13.9        3.5
 
Number of Traders in Each Category                                    Total Traders:        98
         4          5          .          8          .          .         34         15          6         22          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   171,354
Positions
    61,568     27,293     26,873     11,592      2,415      1,439      8,474     49,752     12,103      1,035      5,565     25,803     22,467     20,111
 
Changes from:       January 24, 2012                                 Total Change is:    19,732
     1,519     -6,404      1,418      2,077        424         99     -3,532      4,609      2,731        -94       -709        844     14,670     16,720
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       15.9       15.7        6.8        1.4        0.8        4.9       29.0        7.1        0.6        3.2       15.1       13.1       11.7
 
Number of Traders in Each Category                                    Total Traders:        80
        14          9         18          8          .          4         12         20         20          4          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,376
Positions
    11,630      1,417          0      1,673      1,001        430      1,817     11,880        168          0      1,146        312        346         22
 
Changes from:       January 24, 2012                                 Total Change is:        22
        12       -108          0         24         51          0         -6         70          0          0         -3          3        -11          9
 
Percent of Open Interest Represented by Each Category of Trader
      71.0        8.7        0.0       10.2        6.1        2.6       11.1       72.5        1.0        0.0        7.0        1.9        2.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          .          .          7          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated February 3, 2012