`Traders in Financial Futures - Futures Only Positions as of February 5, 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   141,807
Positions
    34,577     72,896      1,396     18,267     19,830      1,102     38,462     15,754      3,303     13,271      1,200          3     31,426     26,323
 
Changes from:       January 29, 2013                                 Total Change is:    -3,120
     7,121     -1,340         76       -638       -118         98     -8,735     -1,162         87        467        161       -506     -1,090       -416
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       51.4        1.0       12.9       14.0        0.8       27.1       11.1        2.3        9.4        0.8        0.0       22.2       18.6
 
Number of Traders in Each Category                                    Total Traders:        87
        10          7          5          7          4          4         23         20          9         13          .          .
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Traders in Financial Futures - Futures Only Positions as of February 5, 2013                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    43,585
Positions
     4,598     22,873      1,056        919      2,385        374     13,206      7,711          1          0        952          0     23,431      8,233
 
Changes from:       January 29, 2013                                 Total Change is:     4,967
    -5,098      4,720        196        -84        395         12      1,201      2,357       -275          0        362          0      9,015     -2,800
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       52.5        2.4        2.1        5.5        0.9       30.3       17.7        0.0        0.0        2.2        0.0       53.8       18.9
 
Number of Traders in Each Category                                    Total Traders:        43
         6          9          .          .          4          .         13          9          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of February 5, 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   165,369
Positions
    64,645     26,750        759     22,274     29,936      2,693     50,462     41,858      3,779      3,705     24,820          0     17,052     34,774
 
Changes from:       January 29, 2013                                 Total Change is:      -691
    13,713     -4,614        522       -127     -1,041        507    -10,852      2,496       -355       -575     -1,642       -869     -2,655      4,305
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       16.2        0.5       13.5       18.1        1.6       30.5       25.3        2.3        2.2       15.0        0.0       10.3       21.0
 
Number of Traders in Each Category                                    Total Traders:        97
        13          9          4          6         13          5         21         24         10          5          6          0
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Traders in Financial Futures - Futures Only Positions as of February 5, 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   217,709
Positions
    99,580     12,677      1,264     32,642      8,765      5,409     25,925    107,995      1,529     33,166     15,746        867     17,327     63,457
 
Changes from:       January 29, 2013                                 Total Change is:    -1,926
    10,944        140        437    -19,304      1,553       -163        490     -1,949        637      1,916        238        211      2,906     -3,030
 
Percent of Open Interest Represented by Each Category of Trader
      45.7        5.8        0.6       15.0        4.0        2.5       11.9       49.6        0.7       15.2        7.2        0.4        8.0       29.1
 
Number of Traders in Each Category                                    Total Traders:       141
        12         11          .         10          6          4         19         50         13          9         24          .
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Traders in Financial Futures - Futures Only Positions as of February 5, 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   251,236
Positions
    27,323     92,528      2,755     52,763     30,488      5,458     82,597     49,624      2,756     17,349     12,150      1,180     59,055     54,297
 
Changes from:       January 29, 2013                                 Total Change is:    13,380
     2,191     15,780        414      3,042        -67        118      7,736     -7,842       -362     -1,257        628        418      1,080      4,293
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       36.8        1.1       21.0       12.1        2.2       32.9       19.8        1.1        6.9        4.8        0.5       23.5       21.6
 
Number of Traders in Each Category                                    Total Traders:       183
        19         16          9         22         15         16         43         30         16         19         19          4
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Traders in Financial Futures - Futures Only Positions as of February 5, 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   180,781
Positions
    16,856     74,143      1,460      2,873     43,036      1,779    118,027     37,971        236      4,687      3,821        260     34,603     18,075
 
Changes from:       January 29, 2013                                 Total Change is:    -2,726
       234     -5,136        -57         65         94         92     -3,089      1,819       -200        412         69          0       -183        593
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       41.0        0.8        1.6       23.8        1.0       65.3       21.0        0.1        2.6        2.1        0.1       19.1       10.0
 
Number of Traders in Each Category                                    Total Traders:       107
         9         11          .          .          9          4         37         23          9          8          7          .
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Traders in Financial Futures - Futures Only Positions as of February 5, 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    74,813
Positions
    36,457     48,397     17,436      2,247          0          0      7,694      1,331      4,416      2,870          0      2,860        833        373
 
Changes from:       January 29, 2013                                 Total Change is:       101
         0       -370          0       -436          0          0        444        360          0        131          0          5        -43        106
 
Percent of Open Interest Represented by Each Category of Trader
      48.7       64.7       23.3        3.0        0.0        0.0       10.3        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 5, 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   181,131
Positions
    11,547    115,334          0     11,691      1,093          0    134,996     55,250        352     11,486      6,771        206     10,853      2,125
 
Changes from:       January 29, 2013                                 Total Change is:    -5,947
      -568        440       -542         10        180          0     -4,634        310       -209       -650     -6,882         19        627        737
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       63.7        0.0        6.5        0.6        0.0       74.5       30.5        0.2        6.3        3.7        0.1        6.0        1.2
 
Number of Traders in Each Category                                    Total Traders:       138
         5         14          0          9          .          0         68         15          .         21          4          .
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Traders in Financial Futures - Futures Only Positions as of February 5, 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    36,636
Positions
     8,919     22,587        274      6,863        116          0      6,696      1,249         79      9,421      8,387      3,514        870        430
 
Changes from:       January 29, 2013                                 Total Change is:    -2,348
      -784     -3,169       -184        632         16       -370     -1,427     -1,090        -97     -2,758          0      2,472        168         74
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       61.7        0.7       18.7        0.3        0.0       18.3        3.4        0.2       25.7       22.9        9.6        2.4        1.2
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          .          .          .          0          9          .          .          5          .          .
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Traders in Financial Futures - Futures Only Positions as of February 5, 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    37,058
Positions
     3,190     25,101          0        766          0          0     24,701      4,682      1,408        740      3,678          0      6,253      2,189
 
Changes from:       January 29, 2013                                 Total Change is:     1,578
      -159      1,778       -265         58          0          0       -349     -1,379        835         11        -31          0      1,447        640
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       67.7        0.0        2.1        0.0        0.0       66.7       12.6        3.8        2.0        9.9        0.0       16.9        5.9
 
Number of Traders in Each Category                                    Total Traders:        62
         5          9          0          4          0          0         29          9          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of February 5, 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    58,609
Positions
    13,317     38,146        422      6,443         86        488     25,661     11,331         44      2,206      1,729          0     10,029      6,365
 
Changes from:       January 29, 2013                                 Total Change is:       736
    -2,169      4,139        205        164         -7        196      2,132     -2,480       -167         33       -170          0        343       -981
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       65.1        0.7       11.0        0.1        0.8       43.8       19.3        0.1        3.8        3.0        0.0       17.1       10.9
 
Number of Traders in Each Category                                    Total Traders:       108
        19         19          4          7          .          .         34         15          .          6          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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   117,218
Positions
    26,633     76,291        844     12,886        171        975     51,322     22,661         88      4,412      3,458          0     20,058     12,730
 
Changes from:       January 29, 2013                                 Total Change is:     1,472
    -4,338      8,278        410        328        -14        391      4,264     -4,959       -334         66       -339          0        685     -1,961
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       65.1        0.7       11.0        0.1        0.8       43.8       19.3        0.1        3.8        3.0        0.0       17.1       10.9
 
Number of Traders in Each Category                                    Total Traders:       108
        19         19          4          7          .          .         34         15          .          6          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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   807,925
Positions
    86,286    247,779     29,121    359,570    133,753     59,252     88,332    185,313     34,424     39,139     31,367      9,023    102,778     77,893
 
Changes from:       January 29, 2013                                 Total Change is:     2,914
    -2,274     -7,207      5,713    -14,551      5,060      4,430     -1,917     -5,072      6,518      1,295     -3,017        421      3,279     -3,931
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       30.7        3.6       44.5       16.6        7.3       10.9       22.9        4.3        4.8        3.9        1.1       12.7        9.6
 
Number of Traders in Each Category                                    Total Traders:       552
        40         38         24        116         46         59         96        114         75         52         49         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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   207,632
Positions
    42,493     91,409      5,633     66,304     28,147      8,268     12,880     28,387        893     11,202     11,459      3,248     56,711     30,188
 
Changes from:       January 29, 2013                                 Total Change is:       472
     2,255     -5,947      1,007     -3,775        -37        868       -351      6,339        -49        257        108        114        146     -1,931
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       44.0        2.7       31.9       13.6        4.0        6.2       13.7        0.4        5.4        5.5        1.6       27.3       14.5
 
Number of Traders in Each Category                                    Total Traders:       102
        10         14          5         21          8         11         14         21          7          7          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 3,001,463
Positions
   305,405    868,294     30,996  1,494,436    556,136    226,817    470,803    878,170     74,112    160,410    120,265      8,148    230,336    238,525
 
Changes from:       January 29, 2013                                 Total Change is:    12,211
    -4,442     11,901      5,329    -51,188     28,175     15,120     16,044    -33,181      8,962      4,908    -15,908      1,815     15,663    -10,002
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       28.9        1.0       49.8       18.5        7.6       15.7       29.3        2.5        5.3        4.0        0.3        7.7        7.9
 
Number of Traders in Each Category                                    Total Traders:       526
        40         37         19        106         41         52         99        110         62         47         45         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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   121,099
Positions
     4,033     55,051          0     64,671     48,967      2,672     36,574      9,506          0      1,716      2,296          0     11,433      2,607
 
Changes from:       January 29, 2013                                 Total Change is:    -1,296
       115        562        -47       -572     -1,245        114     -1,682        383       -141        727          0          0        190       -922
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       45.5        0.0       53.4       40.4        2.2       30.2        7.8        0.0        1.4        1.9        0.0        9.4        2.2
 
Number of Traders in Each Category                                    Total Traders:       104
         6         14          0         40         13         10         17          8          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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    67,138
Positions
     2,304     40,450        283     31,294      5,713        886     24,779     11,342        196      2,078      3,424         89      5,231      4,756
 
Changes from:       January 29, 2013                                 Total Change is:     1,093
      -503        501         -1      2,210       -131       -664        920        -60       -309       -146        347          2       -416      1,408
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       60.2        0.4       46.6        8.5        1.3       36.9       16.9        0.3        3.1        5.1        0.1        7.8        7.1
 
Number of Traders in Each Category                                    Total Traders:       221
        16         26          .         34         19         11         61         36          9         19         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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   335,692
Positions
    11,520    202,251      1,415    156,468     28,565      4,428    123,896     56,710        978     10,390     17,121        443     26,154     23,781
 
Changes from:       January 29, 2013                                 Total Change is:     5,464
    -2,513      2,507         -3     11,050       -656     -3,320      4,598       -301     -1,546       -729      1,733          8     -2,081      7,042
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       60.2        0.4       46.6        8.5        1.3       36.9       16.9        0.3        3.1        5.1        0.1        7.8        7.1
 
Number of Traders in Each Category                                    Total Traders:       221
        16         26          .         34         19         11         61         36          9         19         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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   361,902
Positions
    61,949     62,920     10,810    147,127    162,135     23,186     88,859     76,193      1,585      4,840     13,326          0     23,546     11,747
 
Changes from:       January 29, 2013                                 Total Change is:    -6,882
     1,251        -14       -998     -6,813    -13,482        683     -5,868      7,405        208      1,377       -170          0      3,278       -514
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       17.4        3.0       40.7       44.8        6.4       24.6       21.1        0.4        1.3        3.7        0.0        6.5        3.2
 
Number of Traders in Each Category                                    Total Traders:       249
        20         14          .         55         36         23         56         42         12         11         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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    64,170
Positions
     4,168     12,675      1,115     22,641        229          0     17,024     21,218         20      7,453      1,235          3     11,746     27,675
 
Changes from:       January 29, 2013                                 Total Change is:     1,313
     1,512       -158         91         74          0        -39     -1,492       -103         -7      1,236        -52          0        -62      1,581
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       19.8        1.7       35.3        0.4        0.0       26.5       33.1        0.0       11.6        1.9        0.0       18.3       43.1
 
Number of Traders in Each Category                                    Total Traders:        63
         4          6          .         12          .          0         19         12          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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    77,012
Positions
    18,189     16,032      4,807      8,204      4,137          0     30,685      7,784      1,266      3,694        821          0     10,167     42,165
 
Changes from:       January 29, 2013                                 Total Change is:     5,753
    -2,233      2,249      1,488        737        454        -10      4,303        -18       -922        414        219          0      1,976      2,293
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       20.8        6.2       10.7        5.4        0.0       39.8       10.1        1.6        4.8        1.1        0.0       13.2       54.8
 
Number of Traders in Each Category                                    Total Traders:        84
        19         13          8          7          .          0         24         10          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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    88,008
Positions
    13,863     48,975         84     52,684     18,990      3,960     10,989     13,094        150        222        232          0      6,056      2,523
 
Changes from:       January 29, 2013                                 Total Change is:    -1,361
      -288      2,128          0     -2,567        792     -1,760      2,073     -2,320          0          0       -123          0      1,181        -78
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       55.6        0.1       59.9       21.6        4.5       12.5       14.9        0.2        0.3        0.3        0.0        6.9        2.9
 
Number of Traders in Each Category                                    Total Traders:        73
         .          7          .         24         19         10         13          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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   181,184
Positions
    13,949     92,726      2,419    104,790     14,616      8,329     28,111     53,897        716      7,255      3,872        977     14,638      3,632
 
Changes from:       January 29, 2013                                 Total Change is:    10,309
        19      5,128        163      8,949      1,179        123      1,776      3,451        -16        284        327        -32       -957        -14
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       51.2        1.3       57.8        8.1        4.6       15.5       29.7        0.4        4.0        2.1        0.5        8.1        2.0
 
Number of Traders in Each Category                                    Total Traders:       136
        17         16          5         43         11         15         27          6          .         12          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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   586,451
Positions
    18,259     52,646      4,056    250,404    150,287     73,086     78,965     85,179     10,315     17,479     32,640         72    133,815    178,170
 
Changes from:       January 29, 2013                                 Total Change is:    21,876
     4,243      5,379        312     10,657     -8,691      4,673      3,235      4,311      2,235     -1,116         74         72     -2,435     13,511
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        9.0        0.7       42.7       25.6       12.5       13.5       14.5        1.8        3.0        5.6        0.0       22.8       30.4
 
Number of Traders in Each Category                                    Total Traders:       149
         6         17          .         38         26         37         23         26         18          5          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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   371,944
Positions
         0    142,045        106    249,799     39,105     41,126          0     69,980        101      9,726     17,398          0     71,086     62,083
 
Changes from:       January 29, 2013                                 Total Change is:     6,773
         0      4,920        100      4,000        688      3,840     -1,683      1,067        -19     -2,353       -135          0      2,888     -3,688
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       38.2        0.0       67.2       10.5       11.1        0.0       18.8        0.0        2.6        4.7        0.0       19.1       16.7
 
Number of Traders in Each Category                                    Total Traders:        65
         0         12          .         30         10         17          0          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 1,057,234
Positions
   144,848    103,263     27,019    212,069    171,895     67,750    226,580    474,834     69,321    178,770     51,278     10,474    120,403     81,400
 
Changes from:       January 29, 2013                                 Total Change is:    77,590
    62,673     -5,549      7,129     -7,370     21,654     -4,191      6,488     38,323     18,376    -16,218     11,604       -964     11,667     -8,792
 
Percent of Open Interest Represented by Each Category of Trader
      13.7        9.8        2.6       20.1       16.3        6.4       21.4       44.9        6.6       16.9        4.9        1.0       11.4        7.7
 
Number of Traders in Each Category                                    Total Traders:       218
        15         24         12         35         26         30         36         39         28         20         23          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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    41,798
Positions
    18,326     12,816      5,645        465          0         10     11,679     17,501      3,954          0          4        169      1,550      1,699
 
Changes from:       January 29, 2013                                 Total Change is:    -4,298
    -2,930         66     -3,076        -25          0       -355      1,362     -1,556         -4         -1          4        -29        760        652
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       30.7       13.5        1.1        0.0        0.0       27.9       41.9        9.5        0.0        0.0        0.4        3.7        4.1
 
Number of Traders in Each Category                                    Total Traders:        41
         7         10          9          .          0          .         10         12         10          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 2,032,227
Positions
   224,283    220,025     85,219    444,423    776,550    195,114    669,154    204,686     64,544     92,046     97,510      6,778    250,666    381,801
 
Changes from:       January 29, 2013                                 Total Change is:    48,577
    13,991     30,684     14,384     23,345        540      8,895    -12,533     -2,495    -14,063      5,623     -1,434       -898      9,833     12,964
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       10.8        4.2       21.9       38.2        9.6       32.9       10.1        3.2        4.5        4.8        0.3       12.3       18.8
 
Number of Traders in Each Category                                    Total Traders:       302
        19         44         20         21         70         51         57         57         45         12         21          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 1,566,469
Positions
   336,086    148,796     26,187    467,741    503,432    138,544    247,310    337,220     39,181    100,321     89,847      9,205    201,894    274,057
 
Changes from:       January 29, 2013                                 Total Change is:    47,949
    30,456     22,897      9,486    -26,269     -6,679      3,484      5,896     25,167      5,494     10,318     -4,989        845      8,239     -7,756
 
Percent of Open Interest Represented by Each Category of Trader
      21.5        9.5        1.7       29.9       32.1        8.8       15.8       21.5        2.5        6.4        5.7        0.6       12.9       17.5
 
Number of Traders in Each Category                                    Total Traders:       210
        14         33         15         30         39         34         30         42         29         12         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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   321,671
Positions
   124,863    122,317     95,499        772      2,788      3,639     32,330     11,614     38,013        910     10,675      6,466     19,179     30,660
 
Changes from:       January 29, 2013                                 Total Change is:   -44,111
   -33,665    -32,312     -1,834          0       -194         78     -4,660     -2,353     -5,963     -1,808     -1,326        -54      3,795       -153
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       38.0       29.7        0.2        0.9        1.1       10.1        3.6       11.8        0.3        3.3        2.0        6.0        9.5
 
Number of Traders in Each Category                                    Total Traders:        73
        14         25         28          .          .          .         11         11         19          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 8,688,167
Positions
 1,798,750  2,498,212  1,794,462    841,067    495,032    177,274    953,588    438,153  1,794,487    233,122    192,810    279,077    816,340  1,018,660
 
Changes from:       January 29, 2013                                 Total Change is:   145,434
   118,186     80,175      8,734    -28,297     98,404     -1,625     61,833      7,374    -49,373     56,266     -9,954     -5,204    -15,086     16,903
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       28.8       20.7        9.7        5.7        2.0       11.0        5.0       20.7        2.7        2.2        3.2        9.4       11.7
 
Number of Traders in Each Category                                    Total Traders:       230
        30         45         69         10          8         18         56         39         77         11         15         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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    10,423
Positions
     7,745      1,090          0         37        855          4      2,306      7,322         15        230      1,036          0         86        101
 
Changes from:       January 29, 2013                                 Total Change is:       823
      -101        754          0         -4        -88          2        893        159         15         20          0          0         -2        -19
 
Percent of Open Interest Represented by Each Category of Trader
      74.3       10.5        0.0        0.4        8.2        0.0       22.1       70.2        0.1        2.2        9.9        0.0        0.8        1.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          4          0          .          .          .          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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     6,592
Positions
     5,936      1,562          0          0        831         43        485      3,860          0          0        261          0        128         35
 
Changes from:       January 29, 2013                                 Total Change is:        30
      -208         -6          0          0         23          0        247         48          0          0        -28          0         -9         -7
 
Percent of Open Interest Represented by Each Category of Trader
      90.0       23.7        0.0        0.0       12.6        0.7        7.4       58.6        0.0        0.0        4.0        0.0        1.9        0.5
 
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 5, 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    55,093
Positions
     8,103     13,870      1,737      1,025      5,331        341     33,141     27,835        641      7,047      2,048          7      3,051      3,283
 
Changes from:       January 29, 2013                                 Total Change is:    11,459
       455     -1,590         69         91        732        -31     14,688     11,572       -228     -2,809        787          4       -780        144
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       25.2        3.2        1.9        9.7        0.6       60.2       50.5        1.2       12.8        3.7        0.0        5.5        6.0
 
Number of Traders in Each Category                                    Total Traders:       115
         4          .          .          5          5          .         21         36          5         30         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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   429,820
Positions
   109,796     21,779     51,937     39,867     15,055     13,491     54,159    169,286     53,116      8,428      8,580     69,268     29,758     27,308
 
Changes from:       January 29, 2013                                 Total Change is:     5,650
    -1,766        771     -2,604      1,208       -840     -1,188     -6,257     -4,126     11,797     -1,995     -4,831      7,448       -993       -777
 
Percent of Open Interest Represented by Each Category of Trader
      25.5        5.1       12.1        9.3        3.5        3.1       12.6       39.4       12.4        2.0        2.0       16.1        6.9        6.4
 
Number of Traders in Each Category                                    Total Traders:       176
        17         12         23          9          8          7         34         50         52         17         19         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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     7,459
Positions
     1,067      4,151          0      2,523        449        290      2,225      1,682        887        343          0          0        124          0
 
Changes from:       January 29, 2013                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       55.7        0.0       33.8        6.0        3.9       29.8       22.5       11.9        4.6        0.0        0.0        1.7        0.0
 
Number of Traders in Each Category                                    Total Traders:        22
         4          .          0          4          .          .          4          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated February 8, 2013