`Traders in Financial Futures - Futures Only Positions as of February 12, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   140,109
Positions
    36,203     73,316      2,086     18,444     19,165      1,122     34,290     12,066      3,211     11,923      1,210         31     32,799     27,902
 
Changes from:       February 5, 2013                                 Total Change is:    -1,698
     1,626        420        690        177       -665         20     -4,172     -3,688        -92     -1,348         10         28      1,373      1,579
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       52.3        1.5       13.2       13.7        0.8       24.5        8.6        2.3        8.5        0.9        0.0       23.4       19.9
 
Number of Traders in Each Category                                    Total Traders:        81
        10          7          6          7          4          4         25         14          9         12          .          .
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Traders in Financial Futures - Futures Only Positions as of February 12, 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    41,850
Positions
     5,042     23,222      1,090        919      2,385        374     12,292      6,355          1          0        792          0     22,132      7,631
 
Changes from:       February 5, 2013                                 Total Change is:    -1,735
       444        349         34          0          0          0       -914     -1,356          0          0       -160          0     -1,299       -602
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       55.5        2.6        2.2        5.7        0.9       29.4       15.2        0.0        0.0        1.9        0.0       52.9       18.2
 
Number of Traders in Each Category                                    Total Traders:        38
         5          9          .          .          4          .         12          6          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of February 12, 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   167,100
Positions
    79,292     26,106      1,120     23,184     28,633      2,734     37,367     49,736      2,680      3,077     22,138        125     17,521     33,828
 
Changes from:       February 5, 2013                                 Total Change is:     1,731
    14,647       -644        361        910     -1,303         41    -13,095      7,878     -1,099       -628     -2,682        125        469       -946
 
Percent of Open Interest Represented by Each Category of Trader
      47.5       15.6        0.7       13.9       17.1        1.6       22.4       29.8        1.6        1.8       13.2        0.1       10.5       20.2
 
Number of Traders in Each Category                                    Total Traders:        99
        14          9          5          7         12          5         19         29          9          4          5          .
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Traders in Financial Futures - Futures Only Positions as of February 12, 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   215,036
Positions
   103,825     14,188      1,580     23,256     10,037      2,916     29,517    104,585      1,268     34,024     18,908        979     17,671     60,575
 
Changes from:       February 5, 2013                                 Total Change is:    -2,673
     4,245      1,511        316     -9,386      1,272     -2,493      3,592     -3,410       -261        858      3,162        112        344     -2,882
 
Percent of Open Interest Represented by Each Category of Trader
      48.3        6.6        0.7       10.8        4.7        1.4       13.7       48.6        0.6       15.8        8.8        0.5        8.2       28.2
 
Number of Traders in Each Category                                    Total Traders:       134
        13         10          .          8          7          4         23         41          9          8         24          .
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Traders in Financial Futures - Futures Only Positions as of February 12, 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   239,566
Positions
    30,560     86,284      3,157     49,934     30,635      5,561     73,116     51,671      1,944     18,026     12,094      1,942     55,326     46,278
 
Changes from:       February 5, 2013                                 Total Change is:   -11,670
     3,237     -6,244        402     -2,829        147        103     -9,481      2,047       -812        677        -56        762     -3,729     -8,019
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       36.0        1.3       20.8       12.8        2.3       30.5       21.6        0.8        7.5        5.0        0.8       23.1       19.3
 
Number of Traders in Each Category                                    Total Traders:       172
        19         15          8         23         15         16         29         35         13         16         20          6
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Traders in Financial Futures - Futures Only Positions as of February 12, 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   163,745
Positions
    29,324     49,735        584      2,116     43,707      1,610     98,957     40,262        433      3,397      4,125          0     27,324     23,289
 
Changes from:       February 5, 2013                                 Total Change is:   -17,036
    12,468    -24,408       -876       -757        671       -169    -19,070      2,291        197     -1,290        304       -260     -7,279      5,214
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       30.4        0.4        1.3       26.7        1.0       60.4       24.6        0.3        2.1        2.5        0.0       16.7       14.2
 
Number of Traders in Each Category                                    Total Traders:       102
        13          9          .          .          9          .         31         23          8          7          8          0
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Traders in Financial Futures - Futures Only Positions as of February 12, 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    75,261
Positions
    36,457     48,781     17,436      2,489          0          0      7,878      1,364      4,416      2,865          0      2,860        860        404
 
Changes from:       February 5, 2013                                 Total Change is:       448
         0        384          0        242          0          0        184         33          0         -5          0          0         27         31
 
Percent of Open Interest Represented by Each Category of Trader
      48.4       64.8       23.2        3.3        0.0        0.0       10.5        1.8        5.9        3.8        0.0        3.8        1.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        27
         5         13         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of February 12, 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   169,726
Positions
    12,429    109,047        298     11,310      1,093          0    118,927     50,557      3,104     13,071      3,048        109     10,478      2,470
 
Changes from:       February 5, 2013                                 Total Change is:   -11,405
       882     -6,287        298       -381          0          0    -16,069     -4,693      2,752      1,585     -3,723        -97       -375        345
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       64.2        0.2        6.7        0.6        0.0       70.1       29.8        1.8        7.7        1.8        0.1        6.2        1.5
 
Number of Traders in Each Category                                    Total Traders:       134
         6         12          .          8          .          0         68         15          6         18          4          .
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Traders in Financial Futures - Futures Only Positions as of February 12, 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    37,767
Positions
     9,037     23,776        274      7,729          0          0      6,721      1,353         81      9,471      8,387      3,514        940        382
 
Changes from:       February 5, 2013                                 Total Change is:     1,131
       118      1,189          0        866       -116          0         25        104          2         50          0          0         70        -48
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       63.0        0.7       20.5        0.0        0.0       17.8        3.6        0.2       25.1       22.2        9.3        2.5        1.0
 
Number of Traders in Each Category                                    Total Traders:        29
         5          5          .          .          0          0          9          .          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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    35,107
Positions
     3,463     22,814          0        838          0          0     23,170      4,441      1,636        330      3,891        115      5,555      2,210
 
Changes from:       February 5, 2013                                 Total Change is:    -1,951
       273     -2,287          0         72          0          0     -1,531       -241        228       -410        213        115       -698         21
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       65.0        0.0        2.4        0.0        0.0       66.0       12.6        4.7        0.9       11.1        0.3       15.8        6.3
 
Number of Traders in Each Category                                    Total Traders:        59
         6          8          0          4          0          0         25         10          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    61,689
Positions
    14,706     38,745        651      6,456        268        508     26,882     12,241        187      2,408      2,274          0      9,893      6,816
 
Changes from:       February 5, 2013                                 Total Change is:     3,080
     1,389        600        229         13        183         21      1,221        910        143        202        545          0       -137        451
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       62.8        1.1       10.5        0.4        0.8       43.6       19.8        0.3        3.9        3.7        0.0       16.0       11.0
 
Number of Traders in Each Category                                    Total Traders:       115
        21         18          4          6          .          .         33         15          4          8         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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   123,377
Positions
    29,411     77,490      1,302     12,911        536      1,016     53,764     24,481        373      4,815      4,547          0     19,785     13,632
 
Changes from:       February 5, 2013                                 Total Change is:     6,159
     2,778      1,199        458         25        365         41      2,442      1,820        285        403      1,089          0       -273        902
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       62.8        1.1       10.5        0.4        0.8       43.6       19.8        0.3        3.9        3.7        0.0       16.0       11.0
 
Number of Traders in Each Category                                    Total Traders:       115
        21         18          4          6          .          .         33         15          4          8         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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   830,577
Positions
    94,496    231,375     37,821    352,318    133,101     62,282     85,280    190,193     36,679     39,344     35,064      9,213    113,144     94,849
 
Changes from:       February 5, 2013                                 Total Change is:    22,653
     8,211    -16,404      8,701     -7,252       -652      3,030     -3,052      4,880      2,255        205      3,697        190     10,365     16,956
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       27.9        4.6       42.4       16.0        7.5       10.3       22.9        4.4        4.7        4.2        1.1       13.6       11.4
 
Number of Traders in Each Category                                    Total Traders:       556
        38         37         25        119         48         61         95        113         66         52         53         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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   213,129
Positions
    49,669     80,465      4,701     65,151     27,940      8,376     12,404     30,837      1,037     11,489     11,289      3,701     56,601     44,783
 
Changes from:       February 5, 2013                                 Total Change is:     5,497
     7,176    -10,944       -932     -1,153       -207        108       -476      2,450        144        287       -170        453       -110     14,595
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       37.8        2.2       30.6       13.1        3.9        5.8       14.5        0.5        5.4        5.3        1.7       26.6       21.0
 
Number of Traders in Each Category                                    Total Traders:       100
        12         12          6         20          8         11         14         20          8          7          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 3,087,242
Positions
   357,647    888,061     32,092  1,463,970    553,938    241,397    473,602    906,002     68,986    161,707    141,306      5,128    282,713    250,332
 
Changes from:       February 5, 2013                                 Total Change is:    85,779
    52,242     19,767      1,096    -30,466     -2,198     14,580      2,799     27,832     -5,126      1,297     21,041     -3,020     52,377     11,807
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       28.8        1.0       47.4       17.9        7.8       15.3       29.3        2.2        5.2        4.6        0.2        9.2        8.1
 
Number of Traders in Each Category                                    Total Traders:       530
        36         38         19        109         43         54         98        109         54         47         49         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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   122,566
Positions
     3,517     55,396        703     64,098     48,598      3,258     36,738      8,968        646      1,446      2,296          0     12,160      2,701
 
Changes from:       February 5, 2013                                 Total Change is:     1,467
      -516        345        703       -573       -369        586        164       -538        646       -270          0          0        727         94
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       45.2        0.6       52.3       39.7        2.7       30.0        7.3        0.5        1.2        1.9        0.0        9.9        2.2
 
Number of Traders in Each Category                                    Total Traders:       104
         5         15          .         41         13         12         17          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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    66,913
Positions
     2,913     39,994        437     31,447      5,536        791     23,018     12,532        320      2,271      3,243         18      5,699      4,042
 
Changes from:       February 5, 2013                                 Total Change is:      -225
       609       -457        154        153       -177        -95     -1,761      1,190        124        193       -181        -70        468       -714
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       59.8        0.7       47.0        8.3        1.2       34.4       18.7        0.5        3.4        4.8        0.0        8.5        6.0
 
Number of Traders in Each Category                                    Total Traders:       215
        22         27          4         33         18         11         54         32         11         19          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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   334,566
Positions
    14,564    199,968      2,184    157,235     27,682      3,955    115,089     62,662      1,599     11,354     16,215         91     28,495     20,210
 
Changes from:       February 5, 2013                                 Total Change is:    -1,126
     3,044     -2,283        769        767       -883       -473     -8,807      5,952        621        964       -906       -352      2,341     -3,571
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       59.8        0.7       47.0        8.3        1.2       34.4       18.7        0.5        3.4        4.8        0.0        8.5        6.0
 
Number of Traders in Each Category                                    Total Traders:       215
        22         27          4         33         18         11         54         32         11         19          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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   359,961
Positions
    60,200     62,636     10,506    150,332    160,507     22,644     85,771     75,097      2,264      5,339     13,757          0     22,905     12,550
 
Changes from:       February 5, 2013                                 Total Change is:    -1,941
    -1,749       -284       -304      3,205     -1,628       -542     -3,088     -1,096        679        499        431          0       -641        803
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       17.4        2.9       41.8       44.6        6.3       23.8       20.9        0.6        1.5        3.8        0.0        6.4        3.5
 
Number of Traders in Each Category                                    Total Traders:       251
        20         15          .         57         33         25         57         42         12         12         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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    78,532
Positions
     5,313     13,453      3,397     22,057        368        230     16,846     20,554        108      8,816      1,717      4,002     17,763     34,703
 
Changes from:       February 5, 2013                                 Total Change is:    14,362
     1,145        778      2,282       -584        139        230       -178       -664         88      1,363        482      3,999      6,017      7,028
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       17.1        4.3       28.1        0.5        0.3       21.5       26.2        0.1       11.2        2.2        5.1       22.6       44.2
 
Number of Traders in Each Category                                    Total Traders:        67
         5          6          .         12          .          .         19         10          .          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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    83,185
Positions
    17,895     15,716      5,426      8,612      3,907          0     34,126     11,708      1,374      4,046      1,269          0     11,706     43,785
 
Changes from:       February 5, 2013                                 Total Change is:     6,173
      -294       -316        619        408       -230          0      3,441      3,924        108        352        448          0      1,539      1,620
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       18.9        6.5       10.4        4.7        0.0       41.0       14.1        1.7        4.9        1.5        0.0       14.1       52.6
 
Number of Traders in Each Category                                    Total Traders:        91
        19         14          7          8          .          0         26         12          5          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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    87,960
Positions
    14,004     49,467        144     54,234     18,480      4,021      9,583     13,246        150        222          0          0      5,602      2,452
 
Changes from:       February 5, 2013                                 Total Change is:       -48
       141        492         60      1,550       -510         61     -1,406        152          0          0       -232          0       -454        -71
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       56.2        0.2       61.7       21.0        4.6       10.9       15.1        0.2        0.3        0.0        0.0        6.4        2.8
 
Number of Traders in Each Category                                    Total Traders:        72
         .          7          .         25         19         11         11          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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   180,791
Positions
    12,832     94,132      2,208    106,502     14,982     10,170     26,799     50,683         58      6,810      4,204        977     14,435      3,377
 
Changes from:       February 5, 2013                                 Total Change is:      -393
    -1,117      1,406       -211      1,712        366      1,841     -1,312     -3,214       -658       -445        332          0       -203       -255
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       52.1        1.2       58.9        8.3        5.6       14.8       28.0        0.0        3.8        2.3        0.5        8.0        1.9
 
Number of Traders in Each Category                                    Total Traders:       138
        16         16          4         44         12         15         26          8          .         11          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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   609,123
Positions
    23,922     52,613      3,379    254,389    171,196     70,960     90,422     84,727     12,432     20,905     34,149        148    132,566    179,519
 
Changes from:       February 5, 2013                                 Total Change is:    22,672
     5,663        -33       -677      3,985     20,909     -2,126     11,457       -452      2,117      3,426      1,509         76     -1,249      1,349
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        8.6        0.6       41.8       28.1       11.6       14.8       13.9        2.0        3.4        5.6        0.0       21.8       29.5
 
Number of Traders in Each Category                                    Total Traders:       162
         5         21          .         39         29         38         22         31         22          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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   366,255
Positions
         0    129,808      1,222    245,205     43,571     39,453          0     71,574        889      9,726     15,274          0     69,760     64,464
 
Changes from:       February 5, 2013                                 Total Change is:    -5,689
         0    -12,237      1,116     -4,594      4,466     -1,673          0      1,594        788          0     -2,124          0     -1,326      2,381
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.4        0.3       66.9       11.9       10.8        0.0       19.5        0.2        2.7        4.2        0.0       19.0       17.6
 
Number of Traders in Each Category                                    Total Traders:        65
         0         13          .         28         10         16          0          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 1,033,502
Positions
    65,995    120,466     32,473    239,467    182,494     65,735    243,492    427,257     75,649    174,021     39,419     11,952    124,718     78,057
 
Changes from:       February 5, 2013                                 Total Change is:   -23,732
   -78,853     17,203      5,454     27,398     10,599     -2,015     16,912    -47,577      6,328     -4,749    -11,859      1,478      4,315     -3,343
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       11.7        3.1       23.2       17.7        6.4       23.6       41.3        7.3       16.8        3.8        1.2       12.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       221
        17         28         12         36         25         30         36         38         29         19         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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    48,476
Positions
    15,941     17,849      8,240        105        302         10     18,135     16,079      4,634          0          0        351      1,060      1,011
 
Changes from:       February 5, 2013                                 Total Change is:     6,678
    -2,385      5,033      2,595       -360        302          0      6,456     -1,422        680          0         -4        182       -490       -688
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       36.8       17.0        0.2        0.6        0.0       37.4       33.2        9.6        0.0        0.0        0.7        2.2        2.1
 
Number of Traders in Each Category                                    Total Traders:        42
         5         12         10          .          .          .         10         12         13          0          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 2,030,814
Positions
   232,824    218,495     96,556    452,402    762,293    193,264    645,579    197,815     75,793     82,336     91,543      8,279    243,781    386,776
 
Changes from:       February 5, 2013                                 Total Change is:    -1,413
     8,541     -1,530     11,337      7,979    -14,257     -1,850    -23,575     -6,871     11,249     -9,710     -5,967      1,501     -6,885      4,975
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       10.8        4.8       22.3       37.5        9.5       31.8        9.7        3.7        4.1        4.5        0.4       12.0       19.0
 
Number of Traders in Each Category                                    Total Traders:       305
        23         42         18         21         68         48         62         55         46         13         20          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 1,594,441
Positions
   350,596    142,350     27,499    484,307    514,478    134,134    243,763    353,194     45,437     89,275    101,907     10,011    209,419    265,431
 
Changes from:       February 5, 2013                                 Total Change is:    27,972
    14,510     -6,446      1,312     16,566     11,046     -4,410     -3,547     15,974      6,256    -11,046     12,060        806      7,525     -8,626
 
Percent of Open Interest Represented by Each Category of Trader
      22.0        8.9        1.7       30.4       32.3        8.4       15.3       22.2        2.8        5.6        6.4        0.6       13.1       16.6
 
Number of Traders in Each Category                                    Total Traders:       209
        13         31         15         32         39         35         27         44         23         10         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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   327,622
Positions
   124,198    120,644     98,261      1,173      2,777      3,639     31,585     13,045     45,184        960     10,980      5,333     17,289     27,759
 
Changes from:       February 5, 2013                                 Total Change is:     5,951
      -665     -1,673      2,762        401        -11          0       -745      1,431      7,171         50        305     -1,133     -1,890     -2,901
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       36.8       30.0        0.4        0.8        1.1        9.6        4.0       13.8        0.3        3.4        1.6        5.3        8.5
 
Number of Traders in Each Category                                    Total Traders:        75
        14         25         27          .          .          .         14         11         20          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 8,820,076
Positions
 1,714,398  2,512,108  1,818,004    846,636    578,815    176,438  1,108,604    452,933  1,826,699    243,962    192,610    263,459    821,876    999,010
 
Changes from:       February 5, 2013                                 Total Change is:   131,909
   -84,352     13,896     23,542      5,569     83,783       -836    155,016     14,780     32,212     10,840       -200    -15,618      5,536    -19,650
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       28.5       20.6        9.6        6.6        2.0       12.6        5.1       20.7        2.8        2.2        3.0        9.3       11.3
 
Number of Traders in Each Category                                    Total Traders:       231
        29         46         68         10          8         19         54         42         78          9         17         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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    11,221
Positions
     7,988      1,251          0         37        855          4      2,921      7,968         15        210      1,036          0         46         92
 
Changes from:       February 5, 2013                                 Total Change is:       798
       243        161          0          0          0          0        615        646          0        -20          0          0        -40         -9
 
Percent of Open Interest Represented by Each Category of Trader
      71.2       11.1        0.0        0.3        7.6        0.0       26.0       71.0        0.1        1.9        9.2        0.0        0.4        0.8
 
Number of Traders in Each Category                                    Total Traders:        25
         .          5          0          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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     6,563
Positions
     5,902      1,557          0          0        827         43        482      3,849          0          0        261          0        136         26
 
Changes from:       February 5, 2013                                 Total Change is:       -29
       -34         -5          0          0         -4          0         -3        -11          0          0          0          0          8         -9
 
Percent of Open Interest Represented by Each Category of Trader
      89.9       23.7        0.0        0.0       12.6        0.7        7.3       58.6        0.0        0.0        4.0        0.0        2.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          0          4          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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    46,236
Positions
     7,483     13,706      1,737      1,075      3,604        298     25,146     21,396      1,214      5,162      1,920          0      4,121      2,361
 
Changes from:       February 5, 2013                                 Total Change is:    -8,857
      -620       -164          0         50     -1,727        -43     -7,995     -6,439        573     -1,885       -128         -7      1,070       -922
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       29.6        3.8        2.3        7.8        0.6       54.4       46.3        2.6       11.2        4.2        0.0        8.9        5.1
 
Number of Traders in Each Category                                    Total Traders:       102
         4          .          .          5          5          .         21         33          6         24          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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   445,319
Positions
   105,877     21,662     53,956     41,750     16,695     11,910     59,968    167,672     52,362      8,529     13,399     73,855     37,112     33,808
 
Changes from:       February 5, 2013                                 Total Change is:    15,499
    -3,919       -117      2,019      1,883      1,640     -1,581      5,809     -1,614       -754        101      4,819      4,587      7,354      6,500
 
Percent of Open Interest Represented by Each Category of Trader
      23.8        4.9       12.1        9.4        3.7        2.7       13.5       37.7       11.8        1.9        3.0       16.6        8.3        7.6
 
Number of Traders in Each Category                                    Total Traders:       175
        15         10         22          7         11          9         35         48         46         19         18         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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    10,326
Positions
       909      4,128          0      2,645        447        320      5,052      4,544        887        343          0          0        170          0
 
Changes from:       February 5, 2013                                 Total Change is:     2,867
      -158        -23          0        122         -2         30      2,827      2,862          0          0          0          0         46          0
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       40.0        0.0       25.6        4.3        3.1       48.9       44.0        8.6        3.3        0.0        0.0        1.6        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         4          .          0          4          .          .          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated February 15, 2013