`Traders in Financial Futures - Futures Only Positions as of February 26, 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   195,893
Positions
    73,100     63,398      3,058     18,590     20,257      1,056     50,275     64,477      5,347     15,275      1,002         23     29,169     37,275
 
Changes from:       February 19, 2013                                Total Change is:    39,711
    30,050     -6,382        839         63        633         22      8,642     39,321      1,756      2,640       -908          0     -4,301      4,430
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       32.4        1.6        9.5       10.3        0.5       25.7       32.9        2.7        7.8        0.5        0.0       14.9       19.0
 
Number of Traders in Each Category                                    Total Traders:        92
        13          8          7          6          4          4         17         29         10         12          .          .
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Traders in Financial Futures - Futures Only Positions as of February 26, 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    47,602
Positions
    15,339     18,614        889        919      1,915        374     13,051     14,081        338      1,553          0          0     15,139     11,391
 
Changes from:       February 19, 2013                                Total Change is:     4,769
     7,359       -528        -59          0        -14          0      1,088      3,351        202        -35       -744          0     -3,786      2,561
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       39.1        1.9        1.9        4.0        0.8       27.4       29.6        0.7        3.3        0.0        0.0       31.8       23.9
 
Number of Traders in Each Category                                    Total Traders:        38
         7          7          .          .          .          .          8         11          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of February 26, 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   205,183
Positions
   125,330     22,261      1,731     22,830     33,445      2,806     27,301     74,244      2,530      4,986     20,931        479     17,190     46,756
 
Changes from:       February 19, 2013                                Total Change is:    18,156
    27,027     -2,257        816       -766      2,451         89     -8,452     10,768       -312       -437       -479       -737        928      7,817
 
Percent of Open Interest Represented by Each Category of Trader
      61.1       10.8        0.8       11.1       16.3        1.4       13.3       36.2        1.2        2.4       10.2        0.2        8.4       22.8
 
Number of Traders in Each Category                                    Total Traders:       113
        14          9          8          6         15          5         16         37         12          7          9          .
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Traders in Financial Futures - Futures Only Positions as of February 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   216,323
Positions
   104,902     14,573      3,769     22,729      8,366      2,663     29,092    116,296      1,395     33,453     11,459      1,100     17,220     56,702
 
Changes from:       February 19, 2013                                Total Change is:    -1,918
    -1,916       -478      1,398       -968     -1,812       -296        183      9,635       -417     -1,291     -4,552         -2      1,391     -5,394
 
Percent of Open Interest Represented by Each Category of Trader
      48.5        6.7        1.7       10.5        3.9        1.2       13.4       53.8        0.6       15.5        5.3        0.5        8.0       26.2
 
Number of Traders in Each Category                                    Total Traders:       130
        15         11          5          8          7          .         24         40         13          9         16          .
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Traders in Financial Futures - Futures Only Positions as of February 26, 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   230,567
Positions
    38,435     55,276      3,596     43,876     33,304      5,822     64,662     66,802      4,678     19,681     12,635      1,196     48,621     47,258
 
Changes from:       February 19, 2013                                Total Change is:    -3,472
     8,696    -21,875         63     -5,739      2,948        594     -2,778     15,079      1,637      2,693        888       -868     -7,770     -1,938
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       24.0        1.6       19.0       14.4        2.5       28.0       29.0        2.0        8.5        5.5        0.5       21.1       20.5
 
Number of Traders in Each Category                                    Total Traders:       170
        20         14         10         20         15         16         21         43         13         13         24          5
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Traders in Financial Futures - Futures Only Positions as of February 26, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   157,363
Positions
    43,214     29,715        194      1,657     44,407      1,911     81,887     46,115      1,235      6,260      6,264          0     21,005     27,522
 
Changes from:       February 19, 2013                                Total Change is:    -1,983
     8,958    -14,430     -1,021       -488        881        424     -4,764      6,189        746      1,754      2,807       -547     -7,045      2,968
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       18.9        0.1        1.1       28.2        1.2       52.0       29.3        0.8        4.0        4.0        0.0       13.3       17.5
 
Number of Traders in Each Category                                    Total Traders:       110
        14          9          4          .          8          .         26         32          8          6         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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    71,333
Positions
    27,624     41,184     20,886      3,202          0          0      8,917      1,369      4,418      2,661        174      2,864        761        438
 
Changes from:       February 19, 2013                                Total Change is:    -4,419
    -8,833     -8,089      3,450        250          0          0        965        112          2       -214        174          4        -43        -72
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       57.7       29.3        4.5        0.0        0.0       12.5        1.9        6.2        3.7        0.2        4.0        1.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        28
         5         13         11          .          0          0          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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   173,806
Positions
    16,748    106,093        135     10,807      1,093          0    107,212     53,099      4,386     25,912      2,979        121      8,485      5,900
 
Changes from:       February 19, 2013                                Total Change is:       602
     4,453     -5,294       -628       -415          0          0     -1,383      2,204        260       -234       -194          4     -1,455      4,250
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       61.0        0.1        6.2        0.6        0.0       61.7       30.6        2.5       14.9        1.7        0.1        4.9        3.4
 
Number of Traders in Each Category                                    Total Traders:       137
         8         12          .         10          .          0         60         22          9         16          6          .
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Traders in Financial Futures - Futures Only Positions as of February 26, 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    43,124
Positions
     9,834     25,960      2,519      7,152         62        308      8,668      1,163        533      9,188      8,387      3,830      1,092        362
 
Changes from:       February 19, 2013                                Total Change is:     3,084
       950        294      2,245       -593         50          0        279       -200        263       -383          0        316          7        116
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       60.2        5.8       16.6        0.1        0.7       20.1        2.7        1.2       21.3       19.4        8.9        2.5        0.8
 
Number of Traders in Each Category                                    Total Traders:        35
         4          8          4          .          .          .         13          .          .          5          .          .
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Traders in Financial Futures - Futures Only Positions as of February 26, 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    32,864
Positions
     2,883     20,128         18        680          0          0     22,398      4,220      2,026        570      3,526          8      4,281      2,938
 
Changes from:       February 19, 2013                                Total Change is:    -4,691
      -436     -5,741       -324       -315          0          0     -3,297        -70      1,253       -297       -434       -107     -1,168        732
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       61.2        0.1        2.1        0.0        0.0       68.2       12.8        6.2        1.7       10.7        0.0       13.0        8.9
 
Number of Traders in Each Category                                    Total Traders:        62
         5          9          .          .          0          0         23         14          .          .          5          .
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Traders in Financial Futures - Futures Only Positions as of February 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    62,136
Positions
    14,128     38,377      1,098      5,551        302        421     27,088     11,268        569      2,541      1,848          0     10,742      8,255
 
Changes from:       February 19, 2013                                Total Change is:       332
      -212     -1,210        337       -933        112       -125        595        287        310        120         54          0        241        568
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       61.8        1.8        8.9        0.5        0.7       43.6       18.1        0.9        4.1        3.0        0.0       17.3       13.3
 
Number of Traders in Each Category                                    Total Traders:       114
        20         17          4          5          .          .         37         16          8          9          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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   124,271
Positions
    28,255     76,753      2,196     11,101        603        841     54,175     22,535      1,137      5,082      3,696          0     21,484     16,510
 
Changes from:       February 19, 2013                                Total Change is:       664
      -423     -2,420        673     -1,866        224       -249      1,189        573        619        239        108          0        482      1,136
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       61.8        1.8        8.9        0.5        0.7       43.6       18.1        0.9        4.1        3.0        0.0       17.3       13.3
 
Number of Traders in Each Category                                    Total Traders:       114
        20         17          4          5          .          .         37         16          8          9          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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   875,260
Positions
    58,361    192,056     88,716    340,947    139,286     65,779     99,243    196,726     45,010     40,037     37,928      9,251    127,917    100,509
 
Changes from:       February 19, 2013                                Total Change is:    18,722
   -14,691    -13,310      9,882     -5,163      4,684      3,031     -2,184     -2,575      5,219      3,840      2,231     -1,811     20,598     11,370
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       21.9       10.1       39.0       15.9        7.5       11.3       22.5        5.1        4.6        4.3        1.1       14.6       11.5
 
Number of Traders in Each Category                                    Total Traders:       564
        42         39         32        115         49         59        102        117         83         46         52         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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   227,911
Positions
    58,583     73,666     10,493     60,333     29,749      9,164     16,594     37,382      1,380     11,334      9,234      3,855     56,175     52,988
 
Changes from:       February 19, 2013                                Total Change is:       826
     6,503     -8,816       -710     -2,364     -1,213        898        482        526        463        112     -1,601        140     -4,698     11,139
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       32.3        4.6       26.5       13.1        4.0        7.3       16.4        0.6        5.0        4.1        1.7       24.6       23.2
 
Number of Traders in Each Category                                    Total Traders:        99
        15         11          7         20          9         11         13         20          9          7          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 3,236,746
Positions
   299,493    892,554     90,511  1,436,779    581,395    249,367    529,422    912,897    101,970    165,876    165,829      4,620    358,708    237,603
 
Changes from:       February 19, 2013                                Total Change is:    89,478
   -79,449      4,050     26,441    -13,820     29,661     10,490     -9,280    -11,457     19,731     12,215     12,734     -3,328    126,478      1,156
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       27.6        2.8       44.4       18.0        7.7       16.4       28.2        3.2        5.1        5.1        0.1       11.1        7.3
 
Number of Traders in Each Category                                    Total Traders:       539
        38         41         24        106         44         53        100        116         73         41         51         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   122,831
Positions
     3,705     56,077        754     61,736     50,188      3,206     39,993      7,474          0        978      2,316          0     12,459      2,816
 
Changes from:       February 19, 2013                                Total Change is:      -980
       401     -1,474          0     -3,948      2,337         75      2,801     -1,393       -467       -142         22          0        300        -80
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       45.7        0.6       50.3       40.9        2.6       32.6        6.1        0.0        0.8        1.9        0.0       10.1        2.3
 
Number of Traders in Each Category                                    Total Traders:       102
         5         15          .         40         13         12         19          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    66,351
Positions
     2,480     36,591        784     30,174      5,753      1,148     23,778     14,080        404      2,153      3,249        101      5,329      4,242
 
Changes from:       February 19, 2013                                Total Change is:    -3,342
      -337     -4,955        252     -1,811        218        482     -1,824        783         74         44        301         47       -269       -545
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       55.1        1.2       45.5        8.7        1.7       35.8       21.2        0.6        3.2        4.9        0.2        8.0        6.4
 
Number of Traders in Each Category                                    Total Traders:       220
        19         28          9         30         20          9         56         33         12         22         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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   331,754
Positions
    12,400    182,953      3,919    150,872     28,763      5,738    118,889     70,400      2,019     10,765     16,247        505     26,647     21,210
 
Changes from:       February 19, 2013                                Total Change is:   -16,710
    -1,685    -24,773      1,262     -9,055      1,092      2,410     -9,118      3,916        369        218      1,504        233     -1,344     -2,723
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       55.1        1.2       45.5        8.7        1.7       35.8       21.2        0.6        3.2        4.9        0.2        8.0        6.4
 
Number of Traders in Each Category                                    Total Traders:       220
        19         28          9         30         20          9         56         33         12         22         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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   370,108
Positions
    61,963     64,666      8,044    149,620    163,422     22,608     93,416     80,061      3,414      3,594     12,443         71     27,378     15,379
 
Changes from:       February 19, 2013                                Total Change is:      -310
     1,500      1,366       -745     -5,405      3,054        581      1,597       -572         19       -148     -1,998         65      2,226     -2,080
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       17.5        2.2       40.4       44.2        6.1       25.2       21.6        0.9        1.0        3.4        0.0        7.4        4.2
 
Number of Traders in Each Category                                    Total Traders:       256
        22         14          .         60         34         26         62         40         15          9         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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    74,869
Positions
     6,637     14,101      2,762     24,673          0         22     13,605     16,534        515      9,090        833      4,050     13,515     36,052
 
Changes from:       February 19, 2013                                Total Change is:      -310
      -153      1,248       -131      2,048          0         22     -2,625     -5,553         10        493        197         48        -22      3,849
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       18.8        3.7       33.0        0.0        0.0       18.2       22.1        0.7       12.1        1.1        5.4       18.1       48.2
 
Number of Traders in Each Category                                    Total Traders:        66
         6          6          .         13          0          .         18         12          4          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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    74,575
Positions
    16,564     19,750      6,129      9,344      5,115          0     29,638     10,305      2,000      3,391      1,636          0      7,509     29,640
 
Changes from:       February 19, 2013                                Total Change is:    -6,364
      -305      4,554     -1,032        338        699          0     -3,989      3,169        194       -605        -19          0       -965    -13,929
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       26.5        8.2       12.5        6.9        0.0       39.7       13.8        2.7        4.5        2.2        0.0       10.1       39.7
 
Number of Traders in Each Category                                    Total Traders:        96
        19         16          8         10          4          0         26         12          6          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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    90,152
Positions
    13,555     51,912        274     55,167     19,911      4,255     10,941     11,470        162        222          0          0      5,576      2,168
 
Changes from:       February 19, 2013                                Total Change is:     1,235
      -130      1,602        130        407      1,165          6      1,007     -1,399        -32          0          0          0       -153       -237
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       57.6        0.3       61.2       22.1        4.7       12.1       12.7        0.2        0.2        0.0        0.0        6.2        2.4
 
Number of Traders in Each Category                                    Total Traders:        73
         .          7          .         25         19         11         13          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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   188,307
Positions
    13,120     92,904      2,496    109,790     17,102      9,513     26,076     56,818         38      8,988      4,066        898     17,388      4,472
 
Changes from:       February 19, 2013                                Total Change is:     1,457
    -1,249     -1,865        238        220      1,646         -1     -1,710        773          9      1,888       -542          5      2,057      1,194
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       49.3        1.3       58.3        9.1        5.1       13.8       30.2        0.0        4.8        2.2        0.5        9.2        2.4
 
Number of Traders in Each Category                                    Total Traders:       142
        15         18          4         44         15         17         25          9          .         12          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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   779,151
Positions
     9,037     64,062     68,921    243,114    193,803     69,560    109,210     67,637     98,274     13,860     33,955      4,265    162,910    178,674
 
Changes from:       February 19, 2013                                Total Change is:   163,304
   -14,884      5,341     62,454     -8,317     12,255      2,281      2,028    -13,554     87,856     -1,221      3,192      4,167     28,940       -688
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        8.2        8.8       31.2       24.9        8.9       14.0        8.7       12.6        1.8        4.4        0.5       20.9       22.9
 
Number of Traders in Each Category                                    Total Traders:       145
         .         15          7         33         28         35         27         25         21          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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   417,174
Positions
     3,542    122,280      5,771    253,025     43,970     38,922         63     87,063     23,148      9,745     15,426        574     82,384     80,020
 
Changes from:       February 19, 2013                                Total Change is:    43,985
     3,542     -8,300      3,634      6,035      3,001       -396         63     10,910     23,061        -86     -1,383        574      7,558     12,884
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       29.3        1.4       60.7       10.5        9.3        0.0       20.9        5.5        2.3        3.7        0.1       19.7       19.2
 
Number of Traders in Each Category                                    Total Traders:        65
         .         10          5         28          9         19          .         10          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 1,147,023
Positions
   107,844    157,210     29,479    212,289    187,569     65,331    301,103    443,715     93,490    154,929     40,661     19,223    163,335    110,345
 
Changes from:       February 19, 2013                                Total Change is:   129,991
    18,114     35,161      8,253    -10,022     -4,681       -530     75,320     42,471     17,080    -23,364     -2,083      6,621     38,519     27,699
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       13.7        2.6       18.5       16.4        5.7       26.3       38.7        8.2       13.5        3.5        1.7       14.2        9.6
 
Number of Traders in Each Category                                    Total Traders:       213
        15         23         12         37         23         31         37         33         25         25         19          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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    52,393
Positions
    18,594     22,378      5,683        105        174         10     20,703     17,132      5,627        134          0        370      1,167      1,019
 
Changes from:       February 19, 2013                                Total Change is:     2,119
     2,246      1,882     -2,161          0         -8          0        410      1,110      1,439        134          0        -33         84       -110
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       42.7       10.8        0.2        0.3        0.0       39.5       32.7       10.7        0.3        0.0        0.7        2.2        1.9
 
Number of Traders in Each Category                                    Total Traders:        46
         7         10         11          .          .          .         10         15         15          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 2,175,882
Positions
   139,793    221,394     93,336    452,493    832,110    203,149    768,421    215,892    121,856     51,724     83,188      3,950    341,160    401,007
 
Changes from:       February 19, 2013                                Total Change is:    88,121
   -55,502     23,521    -26,929    -17,000     24,765     13,466    101,680     -5,231     36,612    -50,507        791     -3,170     89,471     24,296
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       10.2        4.3       20.8       38.2        9.3       35.3        9.9        5.6        2.4        3.8        0.2       15.7       18.4
 
Number of Traders in Each Category                                    Total Traders:       279
        20         42         27         20         63         53         67         42         53          6         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 1,856,633
Positions
   387,240    192,844     65,438    489,600    471,660    142,546    297,615    487,176     50,285     84,242    115,632     10,108    329,559    320,944
 
Changes from:       February 19, 2013                                Total Change is:   222,312
    20,793     52,461     32,741     10,790    -41,866      6,528     30,999    121,179     -4,984     -8,769     12,387        292    133,922     43,574
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       10.4        3.5       26.4       25.4        7.7       16.0       26.2        2.7        4.5        6.2        0.5       17.8       17.3
 
Number of Traders in Each Category                                    Total Traders:       195
        13         24         14         29         38         33         29         41         21          7         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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   344,739
Positions
   131,743    122,165    101,107      1,274      2,758      3,652     32,235     15,079     45,802        959     11,083      6,897     21,070     36,196
 
Changes from:       February 19, 2013                                Total Change is:     9,456
     3,995     -1,459      2,570          0        -13          0       -586      2,627     -2,160       -224        503        997      4,864      6,391
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       35.4       29.3        0.4        0.8        1.1        9.4        4.4       13.3        0.3        3.2        2.0        6.1       10.5
 
Number of Traders in Each Category                                    Total Traders:        76
        16         25         29          .          .          .         11         13         19          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 9,192,201
Positions
 1,598,581  2,724,818  1,846,820    883,877    624,115    178,275  1,366,084    430,147  1,840,230    209,691    156,836    287,236    981,407  1,103,724
 
Changes from:       February 19, 2013                                Total Change is:   242,680
  -150,531    191,123      3,017     37,629     36,722     -1,561    294,787      5,028    -19,756    -48,135    -26,696      5,792    121,438     49,011
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       29.6       20.1        9.6        6.8        1.9       14.9        4.7       20.0        2.3        1.7        3.1       10.7       12.0
 
Number of Traders in Each Category                                    Total Traders:       238
        32         45         69          6         10         18         63         36         79         13         15         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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    12,308
Positions
     8,040      1,833          0         41        792          3      3,963      8,650         11        210        866          0         40        153
 
Changes from:       February 19, 2013                                Total Change is:       426
        61        468          0          6        -63         -2        362        151         -4          0       -170          0          3         46
 
Percent of Open Interest Represented by Each Category of Trader
      65.3       14.9        0.0        0.3        6.4        0.0       32.2       70.3        0.1        1.7        7.0        0.0        0.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        25
         .          5          0          .          .          .          .          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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     6,865
Positions
     6,180      1,587          0          0        810         43        527      4,099          0          0        261          0        115         65
 
Changes from:       February 19, 2013                                Total Change is:       339
       129         17          0          0        -93          0        205        405          0          0          0          0          5         10
 
Percent of Open Interest Represented by Each Category of Trader
      90.0       23.1        0.0        0.0       11.8        0.6        7.7       59.7        0.0        0.0        3.8        0.0        1.7        0.9
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          0          4          .          4          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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    69,583
Positions
     7,623     14,739      1,668      3,593        421        326     42,073     48,123      1,447      6,037      1,134        200      6,616      1,525
 
Changes from:       February 19, 2013                                Total Change is:    19,532
       362        633        -69      2,502       -792        -67     15,047     19,646        538        -77         31        200      1,096       -588
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       21.2        2.4        5.2        0.6        0.5       60.5       69.2        2.1        8.7        1.6        0.3        9.5        2.2
 
Number of Traders in Each Category                                    Total Traders:       117
         5          .          .          8          .          .         44         15          5         32          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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   409,106
Positions
   125,179     35,691     41,248     48,623     15,212     12,103     46,681    176,017     48,113      8,619      2,658     48,011     30,529     30,053
 
Changes from:       February 19, 2013                                Total Change is:   -16,664
    10,825      7,859      3,521     -4,282     -2,597        351    -13,099     -7,497      7,099         30     -7,669    -19,568     -1,541      1,837
 
Percent of Open Interest Represented by Each Category of Trader
      30.6        8.7       10.1       11.9        3.7        3.0       11.4       43.0       11.8        2.1        0.6       11.7        7.5        7.3
 
Number of Traders in Each Category                                    Total Traders:       158
        16         10         20          9          9          8         31         49         50         16          8         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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    12,837
Positions
     1,082      3,391          0      1,999        546        298      8,089      7,689        908        343          0          0        118          5
 
Changes from:       February 19, 2013                                Total Change is:     2,459
        68       -737          0       -446          2        -30      2,867      3,224          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       26.4        0.0       15.6        4.3        2.3       63.0       59.9        7.1        2.7        0.0        0.0        0.9        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         4          .          0          .          .          .          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated March 1, 2013