`Traders in Financial Futures - Futures Only Positions as of January 22, 2013                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   141,710
Positions
     7,123     94,114          0     19,805     19,295      1,281     58,303      7,513        789      8,300      1,494        218     45,891     17,006
 
Changes from:       January 15, 2013                                 Total Change is:    -3,006
     2,529     -8,360          0     -2,788       -155        391     -4,131      3,935        100      1,427       -467       -421       -113      1,971
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       66.4        0.0       14.0       13.6        0.9       41.1        5.3        0.6        5.9        1.1        0.2       32.4       12.0
 
Number of Traders in Each Category                                    Total Traders:        85
         7         10          0          8          4          4         31         11          5         11          .          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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    39,483
Positions
     6,240     18,153        875      1,012      2,016        351     14,689      6,306        175          0        672          0     16,141     10,935
 
Changes from:       January 15, 2013                                 Total Change is:    -3,693
     2,416     -6,946        548       -475        -38          0     -3,865      2,449         34       -853     -1,659          0     -1,498      1,919
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       46.0        2.2        2.6        5.1        0.9       37.2       16.0        0.4        0.0        1.7        0.0       40.9       27.7
 
Number of Traders in Each Category                                    Total Traders:        34
         7          6          .          .          .          .          8          8          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   160,820
Positions
    27,272     34,548      1,049     22,057     30,523      2,126     73,289     37,110      2,401      3,649     29,537        410     28,567     23,116
 
Changes from:       January 15, 2013                                 Total Change is:    -2,475
    15,765    -14,953        216       -534      1,325        -39    -11,913      5,775        922      1,302       -683       -438     -7,756      5,400
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       21.5        0.7       13.7       19.0        1.3       45.6       23.1        1.5        2.3       18.4        0.3       17.8       14.4
 
Number of Traders in Each Category                                    Total Traders:        95
         8          9          .          5         14          4         24         23         10          6          6          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   202,225
Positions
    77,237     12,130        828     49,835      6,294      5,630     23,062    101,043      1,011     26,348     11,102      2,079     16,195     62,108
 
Changes from:       January 15, 2013                                 Total Change is:     5,716
     2,028       -208        267       -194       -742        429      3,299      1,353        486       -770      1,211      1,530     -1,359      1,390
 
Percent of Open Interest Represented by Each Category of Trader
      38.2        6.0        0.4       24.6        3.1        2.8       11.4       50.0        0.5       13.0        5.5        1.0        8.0       30.7
 
Number of Traders in Each Category                                    Total Traders:       129
        10         10          .         10          6          4         22         45         13          9         17          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   216,059
Positions
    21,957     63,485      2,367     44,967     30,735      5,343     66,444     52,192      2,056     18,209     11,432      1,012     53,704     47,437
 
Changes from:       January 15, 2013                                 Total Change is:     4,686
      -200     17,242          0      2,448     -2,630       -199        942     -9,490      1,079      1,830     -1,585        352     -1,566        -83
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       29.4        1.1       20.8       14.2        2.5       30.8       24.2        1.0        8.4        5.3        0.5       24.9       22.0
 
Number of Traders in Each Category                                    Total Traders:       172
        17         16          7         21         14         15         37         29         14         18         20          6
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   208,776
Positions
    14,616     94,293      1,072      3,182     42,436      1,403    140,758     43,223        645      3,749      5,661        260     43,091     19,783
 
Changes from:       January 15, 2013                                 Total Change is:     5,351
      -169      5,385        300       -588       -257          0      6,930        453        486       -378     -1,993        -11     -1,219        988
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       45.2        0.5        1.5       20.3        0.7       67.4       20.7        0.3        1.8        2.7        0.1       20.6        9.5
 
Number of Traders in Each Category                                    Total Traders:       103
         6         14          .          .          9          .         37         23          8          4          7          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    74,991
Positions
    36,457     49,094     17,436      3,149          0          0      7,318        899      4,478      2,730          0      2,855        568        229
 
Changes from:       January 15, 2013                                 Total Change is:      -339
         0       -319          0       -314          0          0         49        -18          0         11          0          0        -85         -2
 
Percent of Open Interest Represented by Each Category of Trader
      48.6       65.5       23.3        4.2        0.0        0.0        9.8        1.2        6.0        3.6        0.0        3.8        0.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        26
         5         13         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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   189,952
Positions
    11,836    114,137          0     10,878        915          0    143,739     56,907        648     11,651     14,708        548     10,652      2,089
 
Changes from:       January 15, 2013                                 Total Change is:      -950
      -916       -338          0     -2,015          0          0      1,466     -1,322        365       -977        -36        440        687        -59
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       60.1        0.0        5.7        0.5        0.0       75.7       30.0        0.3        6.1        7.7        0.3        5.6        1.1
 
Number of Traders in Each Category                                    Total Traders:       148
         6         13          0         10          .          0         73         16          .         22          6          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    35,784
Positions
     8,464     23,906        513      6,114          0          0      6,615      2,173        248     13,168      8,387         38        624        519
 
Changes from:       January 15, 2013                                 Total Change is:        86
        20        130        -58         74          0          0        109          1          6        -17          0          0        -48          7
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       66.8        1.4       17.1        0.0        0.0       18.5        6.1        0.7       36.8       23.4        0.1        1.7        1.5
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          .          .          0          0          8          4          .          7          .          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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    37,179
Positions
     2,996     25,391          0        831          0          0     27,032      5,908        363        689      3,651          0      5,268      1,866
 
Changes from:       January 15, 2013                                 Total Change is:    -1,475
      -220        681          0        227          0          0     -1,581     -2,268          1          0         38          0         98         73
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       68.3        0.0        2.2        0.0        0.0       72.7       15.9        1.0        1.9        9.8        0.0       14.2        5.0
 
Number of Traders in Each Category                                    Total Traders:        60
         4          9          0          5          0          0         25         11          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of January 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    55,139
Positions
    15,804     34,797        171      6,102         26        320     22,221     11,700         26      2,243      1,206          0      8,254      6,895
 
Changes from:       January 15, 2013                                 Total Change is:     3,998
       872      1,251         13        -55         26         74      2,927        850         17        153        194        -10          7      1,584
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       63.1        0.3       11.1        0.0        0.6       40.3       21.2        0.0        4.1        2.2        0.0       15.0       12.5
 
Number of Traders in Each Category                                    Total Traders:       102
        22         17          4          5          .          .         32         15          4          6          4          0
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   110,278
Positions
    31,607     69,593        342     12,204         51        640     44,442     23,400         51      4,485      2,411          0     16,507     13,790
 
Changes from:       January 15, 2013                                 Total Change is:     7,995
     1,744      2,502         26       -109         51        148      5,854      1,700         33        306        387        -20         13      3,168
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       63.1        0.3       11.1        0.0        0.6       40.3       21.2        0.0        4.1        2.2        0.0       15.0       12.5
 
Number of Traders in Each Category                                    Total Traders:       102
        22         17          4          5          .          .         32         15          4          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   788,046
Positions
    71,108    227,921     20,784    362,105    128,735     54,508     85,490    189,091     39,070     37,056     32,869      6,816    111,109     88,252
 
Changes from:       January 15, 2013                                 Total Change is:    33,247
    10,951      4,220       -426      6,718     -2,415     -1,916       -423     12,535     14,879       -410     -1,934        292      3,581      8,011
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       28.9        2.6       45.9       16.3        6.9       10.8       24.0        5.0        4.7        4.2        0.9       14.1       11.2
 
Number of Traders in Each Category                                    Total Traders:       532
        39         37         22        123         43         60         90        111         57         49         40         12
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   198,823
Positions
    21,662     80,467      4,606     70,708     28,230      6,992     12,409     31,688        836     10,600     10,916      3,034     67,976     32,054
 
Changes from:       January 15, 2013                                 Total Change is:    12,706
     1,110      6,422          4     -2,320        -16       -735      1,070     12,324        380        473        550       -150     12,874     -6,073
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       40.5        2.3       35.6       14.2        3.5        6.2       15.9        0.4        5.3        5.5        1.5       34.2       16.1
 
Number of Traders in Each Category                                    Total Traders:        98
        10         13          5         23          8         11         14         17          6          7          6          4
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,946,116
Positions
   306,187    796,229     21,933  1,485,463    531,003    209,103    488,404    910,013     68,171    147,632    125,114      3,559    215,664    280,991
 
Changes from:       January 15, 2013                                 Total Change is:   102,704
    50,118    -10,099     -3,061     44,941    -12,240     -5,656     56,690     65,209      8,341     -3,041    -11,046        837    -46,465     70,419
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       27.0        0.7       50.4       18.0        7.1       16.6       30.9        2.3        5.0        4.2        0.1        7.3        9.5
 
Number of Traders in Each Category                                    Total Traders:       504
        39         36         15        110         40         52         88        111         47         44         36          8
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Traders in Financial Futures - Futures Only Positions as of January 22, 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   118,400
Positions
     3,374     50,192         13     62,142     52,283      2,908     36,937      7,644          0      1,109      2,316          0     11,917      3,044
 
Changes from:       January 15, 2013                                 Total Change is:     1,077
      -182      1,882          0        186     -1,222         52      1,146        336        -29        222       -299          0       -318        357
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       42.4        0.0       52.5       44.2        2.5       31.2        6.5        0.0        0.9        2.0        0.0       10.1        2.6
 
Number of Traders in Each Category                                    Total Traders:       100
         4         14          .         38         14          9         18          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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    63,166
Positions
     2,267     37,266        360     27,545      6,205      1,418     22,671     11,478        282      2,517      2,673         62      6,044      3,422
 
Changes from:       January 15, 2013                                 Total Change is:     1,274
      -216      1,982         29       -348        -48         77      1,774       -865       -280        345       -242         12       -119        609
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       59.0        0.6       43.6        9.8        2.2       35.9       18.2        0.4        4.0        4.2        0.1        9.6        5.4
 
Number of Traders in Each Category                                    Total Traders:       214
        14         29          4         33         20         14         55         32          9         23          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   315,830
Positions
    11,334    186,329      1,800    137,723     31,025      7,091    113,354     57,392      1,411     12,587     13,364        310     30,220     17,108
 
Changes from:       January 15, 2013                                 Total Change is:     6,368
    -1,080      9,908        146     -1,742       -241        385      8,870     -4,323     -1,401      1,723     -1,210         61       -594      3,043
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       59.0        0.6       43.6        9.8        2.2       35.9       18.2        0.4        4.0        4.2        0.1        9.6        5.4
 
Number of Traders in Each Category                                    Total Traders:       214
        14         29          4         33         20         14         55         32          9         23          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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   364,236
Positions
    68,836     46,491     11,471    148,134    185,084     22,477     86,604     72,697      2,085      3,469     13,180          0     21,160     10,751
 
Changes from:       January 15, 2013                                 Total Change is:     4,831
    -1,376      3,535      1,176      1,750     -1,505        215      2,006     -1,262        292        680      1,482          0         88        898
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       12.8        3.1       40.7       50.8        6.2       23.8       20.0        0.6        1.0        3.6        0.0        5.8        3.0
 
Number of Traders in Each Category                                    Total Traders:       251
        20         16          .         53         38         24         55         47         13          7         15          0
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    61,285
Positions
     2,825     12,002      1,024     22,598          0         39     17,113     19,867          0      5,130      1,281          3     12,553     27,069
 
Changes from:       January 15, 2013                                 Total Change is:     7,379
       200       -729         50      2,332          0        -95      4,183      3,783          0       -375        337          1      1,083      4,032
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       19.6        1.7       36.9        0.0        0.1       27.9       32.4        0.0        8.4        2.1        0.0       20.5       44.2
 
Number of Traders in Each Category                                    Total Traders:        56
         .          5          .         15          0          .         17         11          0          4          .          .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    75,844
Positions
    26,058     12,005      4,237      7,954      3,421          0     24,967      6,926      1,391      3,773        200          0      7,464     47,664
 
Changes from:       January 15, 2013                                 Total Change is:    15,137
     8,358     -2,533      1,001        930       -435          0      4,560        433        372         88          0          0       -172     16,299
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       15.8        5.6       10.5        4.5        0.0       32.9        9.1        1.8        5.0        0.3        0.0        9.8       62.8
 
Number of Traders in Each Category                                    Total Traders:        80
        21         11          6          8          .          0         20         11          4          5          .          0
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Traders in Financial Futures - Futures Only Positions as of January 22, 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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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    84,933
Positions
    16,150     44,425         87     48,584     19,132      5,597      8,830     12,879        214        222          0          0      5,249      2,599
 
Changes from:       January 15, 2013                                 Total Change is:     1,350
      -302      5,441         -1      1,926       -529         13        247     -3,139         80          0          0          0       -613       -515
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       52.3        0.1       57.2       22.5        6.6       10.4       15.2        0.3        0.3        0.0        0.0        6.2        3.1
 
Number of Traders in Each Category                                    Total Traders:        72
         .          6          .         26         18         11         11          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   168,788
Positions
    14,612     82,379      2,226     91,911     13,118      7,815     27,125     53,769        732      7,511      3,805      1,082     15,774      3,862
 
Changes from:       January 15, 2013                                 Total Change is:     4,343
       736      3,248       -253      2,600        -71       -384      1,346        807        -37        232        316         -3        106        720
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       48.8        1.3       54.5        7.8        4.6       16.1       31.9        0.4        4.4        2.3        0.6        9.3        2.3
 
Number of Traders in Each Category                                    Total Traders:       140
        16         16          4         42         12         14         30          7          .         11          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   549,756
Positions
     5,010     62,044      3,857    233,915    165,547     71,972     75,372     50,280      6,934     18,047     30,833          0    134,649    158,289
 
Changes from:       January 15, 2013                                 Total Change is:     5,349
     3,366      6,436      1,830      4,663     -2,986     -1,110       -258        539        710     -4,296     -2,254          0        444      2,184
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       11.3        0.7       42.5       30.1       13.1       13.7        9.1        1.3        3.3        5.6        0.0       24.5       28.8
 
Number of Traders in Each Category                                    Total Traders:       153
         .         19          5         36         31         35         26         25         19          5          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   357,457
Positions
         0    130,643         20    236,504     40,884     38,673      1,950     74,028         97      9,907     15,751          0     70,306     57,361
 
Changes from:       January 15, 2013                                 Total Change is:      -196
         0     -1,189         20     -2,580       -154        182          0        995        -64          0          0          0      2,246         14
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.5        0.0       66.2       11.4       10.8        0.5       20.7        0.0        2.8        4.4        0.0       19.7       16.0
 
Number of Traders in Each Category                                    Total Traders:        64
         0         12          .         28         10         18          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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   992,934
Positions
    81,541    154,512      9,234    275,421    135,714     54,817    223,489    478,905     40,168    174,485     36,383      9,829    123,950     73,372
 
Changes from:       January 15, 2013                                 Total Change is:   -21,853
    -5,874    -14,796     -1,954     -1,983     12,663       -506    -19,190    -25,059      9,441     -2,149        -61      2,650     -2,288     -4,231
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       15.6        0.9       27.7       13.7        5.5       22.5       48.2        4.0       17.6        3.7        1.0       12.5        7.4
 
Number of Traders in Each Category                                    Total Traders:       217
        18         22          7         41         23         31         36         35         21         25         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    48,292
Positions
    22,792     11,009      7,410        490          0        365     13,480     25,813      3,016          0         25        131        608        523
 
Changes from:       January 15, 2013                                 Total Change is:    -7,171
       953      3,562     -2,266       -300          0        200     -2,070     -4,710     -3,353         -8         25       -191       -136       -438
 
Percent of Open Interest Represented by Each Category of Trader
      47.2       22.8       15.3        1.0        0.0        0.8       27.9       53.5        6.2        0.0        0.1        0.3        1.3        1.1
 
Number of Traders in Each Category                                    Total Traders:        44
        12          5         11          .          0          .          9         15          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,886,564
Positions
   184,274    198,286     35,953    377,119    771,514    182,434    724,038    175,397     53,879     74,917    102,290      4,784    249,166    362,027
 
Changes from:       January 15, 2013                                 Total Change is:   100,988
     1,913     36,288      1,606     62,256     12,750      4,652     68,918     16,702     12,134    -41,321     23,959     -2,169     -7,001     -4,934
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       10.5        1.9       20.0       40.9        9.7       38.4        9.3        2.9        4.0        5.4        0.3       13.2       19.2
 
Number of Traders in Each Category                                    Total Traders:       294
        18         46         13         22         65         44         51         59         45         12         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 1,537,756
Positions
   311,942    146,110     12,655    471,336    474,431    146,357    230,546    354,179     36,844     98,388    109,313      8,200    221,488    249,667
 
Changes from:       January 15, 2013                                 Total Change is:    -6,792
   -26,838      6,568      1,361     -8,279     -9,576     11,214     44,648    -29,048      1,960    -38,621      9,753       -290      8,053      1,266
 
Percent of Open Interest Represented by Each Category of Trader
      20.3        9.5        0.8       30.7       30.9        9.5       15.0       23.0        2.4        6.4        7.1        0.5       14.4       16.2
 
Number of Traders in Each Category                                    Total Traders:       205
        15         26         12         30         35         34         37         39         21          7         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   373,267
Positions
   161,151    154,208     96,177          0      2,958      3,547     36,406     14,859     45,025      2,712     10,966      8,653     19,596     36,874
 
Changes from:       January 15, 2013                                 Total Change is:       644
     9,751     -1,311      4,462          0         19          0     -3,047     -3,259     -6,469       -274      1,473       -928     -2,851      6,657
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       41.3       25.8        0.0        0.8        1.0        9.8        4.0       12.1        0.7        2.9        2.3        5.2        9.9
 
Number of Traders in Each Category                                    Total Traders:        79
        19         24         31          0          .          .          8         17         18          4          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 8,482,190
Positions
 1,492,378  2,541,381  1,770,105    920,399    327,546    174,316    998,145    448,182  1,776,249    181,248    183,629    270,742    898,608    990,040
 
Changes from:       January 15, 2013                                 Total Change is:   161,662
   134,620    -59,801     62,338     -4,149     88,452     30,349    -81,385      1,598     64,773    -25,280      1,919     -3,352    -16,252    -24,614
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       30.0       20.9       10.9        3.9        2.1       11.8        5.3       20.9        2.1        2.2        3.2       10.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       230
        25         50         71          8          7         14         47         49         78          8         17         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,826
Positions
     8,130        121          0         43      1,002          1        334      6,592          0        230      1,036          0         88         74
 
Changes from:       January 15, 2013                                 Total Change is:      -123
       -72        -30          0          0          0          0        -26        -95          0         -2          0          0        -23          2
 
Percent of Open Interest Represented by Each Category of Trader
      92.1        1.4        0.0        0.5       11.4        0.0        3.8       74.7        0.0        2.6       11.7        0.0        1.0        0.8
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          .          .          .          .          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     7,032
Positions
     6,596      1,618          0          0        848         43        200      4,221          0          0        261          0        193         41
 
Changes from:       January 15, 2013                                 Total Change is:      -647
      -637        -55          0          0          0          0        -65       -605          0          0          0          0         55         13
 
Percent of Open Interest Represented by Each Category of Trader
      93.8       23.0        0.0        0.0       12.1        0.6        2.8       60.0        0.0        0.0        3.7        0.0        2.7        0.6
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          0          4          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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    42,728
Positions
     8,906     15,458      1,668        946      4,105        385     16,583     18,180        838     10,584        794          3      2,815      1,297
 
Changes from:       January 15, 2013                                 Total Change is:    -3,839
       116         -7          0        -30         -5         10     -4,224     -2,788        238      1,777       -399          3     -1,729       -891
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       36.2        3.9        2.2        9.6        0.9       38.8       42.5        2.0       24.8        1.9        0.0        6.6        3.0
 
Number of Traders in Each Category                                    Total Traders:       104
         .          .          .          5          4          .         24         29          5         29          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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   425,350
Positions
   106,853     18,062     53,816     43,260     17,897     13,777     67,669    176,024     35,530      9,675     12,580     63,347     31,423     34,317
 
Changes from:       January 15, 2013                                 Total Change is:   -36,820
   -12,650    -12,565     -8,331      2,736        301     -1,987      6,532      3,609    -13,211     -4,853     -3,103     -6,983      1,927      5,450
 
Percent of Open Interest Represented by Each Category of Trader
      25.1        4.2       12.7       10.2        4.2        3.2       15.9       41.4        8.4        2.3        3.0       14.9        7.4        8.1
 
Number of Traders in Each Category                                    Total Traders:       189
        20         11         21          8          9         12         49         43         49         21         15         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated January 25, 2013