`Traders in Financial Futures - Options and Futures Combined Positions as of March 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   245,895
Positions
    91,091     63,168     13,141     18,178     20,226      1,291     50,339     86,030     15,218     20,396      1,367      3,006     33,233     42,447
 
Changes from:       February 26, 2013                                Total Change is:    27,099
    20,665     -2,512      1,914       -412        944       -773        877     21,217      1,298      3,238        379      2,071     -1,778      2,562
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       25.7        5.3        7.4        8.2        0.5       20.5       35.0        6.2        8.3        0.6        1.2       13.5       17.3
 
Number of Traders in Each Category                                    Total Traders:       109
        13          8          9          6          6          4         18         36         20         17          5         12
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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    57,858
Positions
    23,782     17,957      1,046          0      1,894          0     17,390     16,464      2,084      1,528          0          0     12,026     18,412
 
Changes from:       February 26, 2013                                Total Change is:     7,923
     8,509       -657         22       -919        -21       -374      4,592      2,372        252        -25          0          0     -4,135      6,329
 
Percent of Open Interest Represented by Each Category of Trader
      41.1       31.0        1.8        0.0        3.3        0.0       30.1       28.5        3.6        2.6        0.0        0.0       20.8       31.8
 
Number of Traders in Each Category                                    Total Traders:        43
         8          7          4          0          .          0          9         15          7          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   268,647
Positions
   140,806     25,892     16,796     20,350     30,153      5,005     33,392     88,073     21,731      5,196     20,615      2,499     22,873     57,884
 
Changes from:       February 26, 2013                                Total Change is:    33,288
    18,974         23      7,770     -2,480       -292     -1,012      6,038     15,691      2,986        -33       -996        924        122      8,194
 
Percent of Open Interest Represented by Each Category of Trader
      52.4        9.6        6.3        7.6       11.2        1.9       12.4       32.8        8.1        1.9        7.7        0.9        8.5       21.5
 
Number of Traders in Each Category                                    Total Traders:       115
        13         11          9          6         15          5         14         40         19          7          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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   307,373
Positions
   110,784     14,728     31,429     20,930     10,608      1,926     30,203    114,195     42,490     32,737     15,345     13,581     23,293     63,071
 
Changes from:       February 26, 2013                                Total Change is:    26,078
     8,949        838     10,486     -1,799      2,126     -1,168      1,250      3,202      4,995       -683      2,605      5,259     -1,212     -2,266
 
Percent of Open Interest Represented by Each Category of Trader
      36.0        4.8       10.2        6.8        3.5        0.6        9.8       37.2       13.8       10.7        5.0        4.4        7.6       20.5
 
Number of Traders in Each Category                                    Total Traders:       141
        12         13         13          8         10          6         26         40         26         10         22         14
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   288,046
Positions
    52,285     34,283     18,720     38,426     30,686      7,542     48,445     70,765     41,972     19,514     12,598     10,986     50,155     60,493
 
Changes from:       February 26, 2013                                Total Change is:   -12,942
    15,061    -23,815      1,304     -5,195       -996     -2,464    -16,728      3,940      1,174        706       -171      1,869     -8,669      6,216
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       11.9        6.5       13.3       10.7        2.6       16.8       24.6       14.6        6.8        4.4        3.8       17.4       21.0
 
Number of Traders in Each Category                                    Total Traders:       193
        21         17         18         19         18         17         21         50         32         23         24         22
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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   177,441
Positions
    52,243     25,400      8,684        570     43,436      1,344     69,582     49,859     12,152      6,474      5,426      1,240     25,152     29,900
 
Changes from:       February 26, 2013                                Total Change is:      -920
     9,362     -2,604      1,750     -1,558       -971       -701    -12,053      1,299      1,578       -346       -788       -425      1,472        -59
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       14.3        4.9        0.3       24.5        0.8       39.2       28.1        6.8        3.6        3.1        0.7       14.2       16.9
 
Number of Traders in Each Category                                    Total Traders:       112
        16          7          8          .          7          .         26         36         24          8         11          6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    69,233
Positions
    27,624     39,980     20,858      3,574          0          0      5,826          0      4,360      3,188        195      3,333        470        507
 
Changes from:       February 26, 2013                                Total Change is:    -2,425
         0     -1,529        -28        372          0          0     -3,091     -1,369        -58        202         21        469       -291         69
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       57.7       30.1        5.2        0.0        0.0        8.4        0.0        6.3        4.6        0.3        4.8        0.7        0.7
 
Number of Traders in Each Category                                    Total Traders:        29
         5         14         12          .          0          0          5          0          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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   161,022
Positions
    16,067    100,652        634     10,912        713          0     88,870     48,276      4,944     30,064      2,748        123      9,407      2,931
 
Changes from:       February 26, 2013                                Total Change is:   -12,796
      -681     -5,441        499        105       -380          0    -18,342     -4,823        558      4,152       -231          2        911     -2,980
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       62.5        0.4        6.8        0.4        0.0       55.2       30.0        3.1       18.7        1.7        0.1        5.8        1.8
 
Number of Traders in Each Category                                    Total Traders:       140
         9         11          .         11          .          0         64         21         11         15          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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    35,104
Positions
     8,458     23,544        274      3,570         97        308      7,840      1,633        479     13,125      8,387          0      1,050        382
 
Changes from:       February 26, 2013                                Total Change is:    -8,020
    -1,376     -2,416     -2,245     -3,582         35          0       -828        470        -54      3,937          0     -3,830        -42         20
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       67.1        0.8       10.2        0.3        0.9       22.3        4.7        1.4       37.4       23.9        0.0        3.0        1.1
 
Number of Traders in Each Category                                    Total Traders:        32
         .          6          .          .          .          .         11          4          4          5          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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    31,548
Positions
     3,977     17,418         29        665        108          0     22,061      7,813        341        466      3,135          0      4,009      2,704
 
Changes from:       February 26, 2013                                Total Change is:    -1,317
     1,094     -2,709         10        -15        108          0       -337      3,593     -1,685       -104       -391         -8       -272       -235
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       55.2        0.1        2.1        0.3        0.0       69.9       24.8        1.1        1.5        9.9        0.0       12.7        8.6
 
Number of Traders in Each Category                                    Total Traders:        63
         7          9          .          .          .          0         20         17          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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    71,755
Positions
    16,288     37,765      2,712      6,142        363        461     30,752     15,270      1,389      2,591      2,602        856     10,563     10,336
 
Changes from:       February 26, 2013                                Total Change is:     7,637
     2,161       -571      1,556        592         62         41      3,409      3,449        232       -176        754        289       -465      1,826
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       52.6        3.8        8.6        0.5        0.6       42.9       21.3        1.9        3.6        3.6        1.2       14.7       14.4
 
Number of Traders in Each Category                                    Total Traders:       117
        20         16          7          6          .          .         37         17         10          9         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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   143,510
Positions
    32,576     75,529      5,424     12,284        726        922     61,503     30,541      2,779      5,183      5,204      1,712     21,126     20,672
 
Changes from:       February 26, 2013                                Total Change is:    15,275
     4,321     -1,142      3,112      1,183        123         81      6,819      6,898        464       -353      1,508        579       -931      3,653
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       52.6        3.8        8.6        0.5        0.6       42.9       21.3        1.9        3.6        3.6        1.2       14.7       14.4
 
Number of Traders in Each Category                                    Total Traders:       117
        20         16          7          6          .          .         37         17         10          9         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,082,430
Positions
    61,021    185,914    113,341    309,087    130,314     70,064    130,344    202,844    170,977     42,604     38,492     32,468    152,524    138,015
 
Changes from:       February 26, 2013                                Total Change is:    26,343
     2,690     -6,366     13,036    -31,830     -9,022      2,768     26,350      1,847      2,249      1,670       -550      1,778      7,632     20,604
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       17.2       10.5       28.6       12.0        6.5       12.0       18.7       15.8        3.9        3.6        3.0       14.1       12.8
 
Number of Traders in Each Category                                    Total Traders:       607
        40         42         47        117         52         70        104        124        122         65         62         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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   307,973
Positions
    63,223     70,346     17,173     59,095     28,789      9,811     15,214     32,937     51,088     12,027     11,440     11,716     68,624     74,672
 
Changes from:       February 26, 2013                                Total Change is:    12,234
     4,853     -3,320      3,951     -1,137       -897       -325        678     -3,009        606        473      2,107        460      2,674     12,660
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       22.8        5.6       19.2        9.3        3.2        4.9       10.7       16.6        3.9        3.7        3.8       22.3       24.2
 
Number of Traders in Each Category                                    Total Traders:       117
        15         11         10         19          9         13         19         22         38         11         10         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 3,872,287
Positions
   308,494    897,344    161,337  1,288,349    546,016    262,874    674,476    948,367    500,615    189,006    171,386     67,636    419,500    316,712
 
Changes from:       February 26, 2013                                Total Change is:    70,541
     9,152      4,736     25,460   -148,786    -35,946     10,784    113,985      9,900     22,590     17,886     -1,384     -5,318     24,788     39,720
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       23.2        4.2       33.3       14.1        6.8       17.4       24.5       12.9        4.9        4.4        1.7       10.8        8.2
 
Number of Traders in Each Category                                    Total Traders:       566
        37         43         43        106         48         62         99        120        114         57         56         43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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   118,043
Positions
     3,993     51,945         67     55,205     49,498      2,625     42,344      8,592        536        986      2,249          0     12,287      2,530
 
Changes from:       February 26, 2013                                Total Change is:    -4,830
       288     -4,132       -687     -6,531       -690       -581      2,351      1,081        534          8        -67          0       -212       -288
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       44.0        0.1       46.8       41.9        2.2       35.9        7.3        0.5        0.8        1.9        0.0       10.4        2.1
 
Number of Traders in Each Category                                    Total Traders:       104
         6         14          .         37         15         13         19          8          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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    72,843
Positions
     2,529     38,938      2,045     28,370      6,592        759     27,543     14,888      1,207      2,756      2,777      1,157      6,477      4,478
 
Changes from:       February 26, 2013                                Total Change is:     4,494
        49      2,241        987     -1,805        840       -388      4,204        693       -163        594        138         59        958         87
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       53.5        2.8       38.9        9.1        1.0       37.8       20.4        1.7        3.8        3.8        1.6        8.9        6.1
 
Number of Traders in Each Category                                    Total Traders:       213
        15         27         12         28         20          8         60         30         15         23         10         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   364,216
Positions
    12,645    194,692     10,225    141,848     32,962      3,796    137,714     74,442      6,035     13,782     13,887      5,787     32,385     22,391
 
Changes from:       February 26, 2013                                Total Change is:    22,469
       245     11,207      4,937     -9,024      4,199     -1,942     21,018      3,466       -816      2,969        689        295      4,788        435
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       53.5        2.8       38.9        9.1        1.0       37.8       20.4        1.7        3.8        3.8        1.6        8.9        6.1
 
Number of Traders in Each Category                                    Total Traders:       213
        15         27         12         28         20          8         60         30         15         23         10         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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   381,079
Positions
    70,157     62,907      8,851    139,376    161,109     20,179    100,207     90,951      8,011      6,248     13,064        898     27,152     15,110
 
Changes from:       February 26, 2013                                Total Change is:     8,928
     8,194     -1,756        799    -10,244     -2,313     -2,429      6,485     10,644      3,912      2,603        481        149       -541       -559
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       16.5        2.3       36.6       42.3        5.3       26.3       23.9        2.1        1.6        3.4        0.2        7.1        4.0
 
Number of Traders in Each Category                                    Total Traders:       258
        20         15          6         57         36         27         58         45         17         11         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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    90,992
Positions
     8,224     15,281     10,970     21,733          0        358     18,646     18,588      6,024      9,881        341      4,254     10,902     35,176
 
Changes from:       February 26, 2013                                Total Change is:    16,123
     1,587      1,180      8,208     -2,940          0        336      5,041      2,054      5,509        791       -492        204     -2,613       -876
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       16.8       12.1       23.9        0.0        0.4       20.5       20.4        6.6       10.9        0.4        4.7       12.0       38.7
 
Number of Traders in Each Category                                    Total Traders:        74
         7          7          6         14          0          .         19         15          4          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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    95,807
Positions
    15,593     21,804      8,964      8,771      4,729        446     27,384      9,459      3,574      3,139      3,587          0     27,936     43,244
 
Changes from:       February 26, 2013                                Total Change is:    21,232
      -971      2,054      2,835       -573       -386        446     -2,254       -846      1,574       -252      1,951          0     20,427     13,604
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       22.8        9.4        9.2        4.9        0.5       28.6        9.9        3.7        3.3        3.7        0.0       29.2       45.1
 
Number of Traders in Each Category                                    Total Traders:        93
        17         18         16          8          4          .         25         12          7          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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    90,052
Positions
    13,340     50,056      2,238     36,250     19,288      3,958     28,010     11,193      1,161        222          0          0      4,873      2,158
 
Changes from:       February 26, 2013                                Total Change is:      -100
      -215     -1,856      1,964    -18,917       -623       -297     17,069       -277        999          0          0          0       -703        -10
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       55.6        2.5       40.3       21.4        4.4       31.1       12.4        1.3        0.2        0.0        0.0        5.4        2.4
 
Number of Traders in Each Category                                    Total Traders:        72
         .          7          .         24         19         11         12          6          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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   193,856
Positions
    16,694     90,691      4,581     88,347     16,722      8,982     42,942     58,269      3,880      9,069      4,743        754     18,607      5,234
 
Changes from:       February 26, 2013                                Total Change is:     5,549
     3,574     -2,213      2,085    -21,443       -380       -531     16,866      1,451      3,842         81        677       -144      1,219        762
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       46.8        2.4       45.6        8.6        4.6       22.2       30.1        2.0        4.7        2.4        0.4        9.6        2.7
 
Number of Traders in Each Category                                    Total Traders:       144
        15         19          5         43         14         17         24         12          8         12          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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   731,294
Positions
     6,496     67,387     44,680    273,955    200,368     66,017    111,336     85,429     64,506     14,080     27,238      4,531    145,693    171,138
 
Changes from:       February 26, 2013                                Total Change is:  -121,171
      -731      4,080    -41,205     28,702      4,173     -6,032      2,908     20,902    -65,052       -954     -4,275     -4,798    -34,010    -28,966
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        9.2        6.1       37.5       27.4        9.0       15.2       11.7        8.8        1.9        3.7        0.6       19.9       23.4
 
Number of Traders in Each Category                                    Total Traders:       156
         4         18         17         35         28         38         25         32         36          6          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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   407,749
Positions
     3,540    113,814     15,412    243,946     46,801     34,228      5,534     95,657     19,163     10,548     10,308          0     75,378     72,366
 
Changes from:       February 26, 2013                                Total Change is:   -10,031
        -2     -8,466      9,641     -9,079      2,831     -4,694      5,471      8,594     -3,985        803     -5,118       -574     -7,612     -8,260
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       27.9        3.8       59.8       11.5        8.4        1.4       23.5        4.7        2.6        2.5        0.0       18.5       17.7
 
Number of Traders in Each Category                                    Total Traders:        65
         .          9          6         30          8         17          .         11          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 1,146,993
Positions
   101,008    150,127     54,584    200,123    180,508     58,758    314,628    434,577    122,858    120,384     40,379     29,583    145,066     75,619
 
Changes from:       February 26, 2013                                Total Change is:   -49,231
    -7,149     -6,943     17,295    -12,166     -7,972     -6,573     13,376     -8,238     -4,981    -35,427     -1,809      5,652    -19,258    -35,662
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       13.1        4.8       17.4       15.7        5.1       27.4       37.9       10.7       10.5        3.5        2.6       12.6        6.6
 
Number of Traders in Each Category                                    Total Traders:       217
        14         25         17         32         24         29         47         33         32         24         17          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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    51,036
Positions
    14,830     19,558      7,585        115         50          0     23,800     18,931      3,075         35          0        219      1,377      1,618
 
Changes from:       February 26, 2013                                Total Change is:    -1,357
    -3,764     -2,820      1,902         10       -124        -10      3,097      1,799     -2,552        -99          0       -151        210        599
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       38.3       14.9        0.2        0.1        0.0       46.6       37.1        6.0        0.1        0.0        0.4        2.7        3.2
 
Number of Traders in Each Category                                    Total Traders:        44
         8          9         10          .          .          0         10         13         14          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 2,579,024
Positions
    92,202    250,427    220,375    479,270    838,987    208,813    807,771    214,381    353,609     39,390     72,546     42,664    334,930    377,223
 
Changes from:       February 26, 2013                                Total Change is:   -37,644
   -40,021     25,383    -18,634      8,296      5,891    -14,445     74,887         43     18,511    -36,385     -8,996     14,971    -44,822    -60,367
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        9.7        8.5       18.6       32.5        8.1       31.3        8.3       13.7        1.5        2.8        1.7       13.0       14.6
 
Number of Traders in Each Category                                    Total Traders:       297
        16         50         52         21         67         56         64         53         75         10         16         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 1,998,386
Positions
   327,318    171,873    156,852    502,137    475,376    117,023    354,837    530,804    183,166     81,956     98,155     20,914    254,182    244,222
 
Changes from:       February 26, 2013                                Total Change is:   -40,207
   -12,427    -16,567    -19,591     14,009      2,907    -30,557     53,301     83,007     39,103     -4,235    -15,563      1,577    -81,387    -84,523
 
Percent of Open Interest Represented by Each Category of Trader
      16.4        8.6        7.8       25.1       23.8        5.9       17.8       26.6        9.2        4.1        4.9        1.0       12.7       12.2
 
Number of Traders in Each Category                                    Total Traders:       220
        16         29         27         29         38         36         45         44         47          6         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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   329,672
Positions
   117,416     96,788     91,003      1,274      2,991      3,310     33,639     32,466     47,219        389      7,770     10,622     24,800     37,502
 
Changes from:       February 26, 2013                                Total Change is:   -20,464
   -14,205    -25,569    -10,691          0        233       -342      1,779     17,660     -2,062       -662     -3,313      2,953      2,767        668
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       29.4       27.6        0.4        0.9        1.0       10.2        9.8       14.3        0.1        2.4        3.2        7.5       11.4
 
Number of Traders in Each Category                                    Total Traders:        71
        15         22         26          .          .          .         12         12         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 is12,753,650
Positions
 1,571,263  2,846,194  2,743,370    880,267    587,304    226,169  1,458,312    375,669  4,008,818    243,270    186,593    589,557  1,032,625  1,189,976
 
Changes from:       February 26, 2013                                Total Change is:   325,758
    -5,823    104,311     -5,246      7,387    -23,907    -11,974    166,354     51,134    199,658      7,036     28,907    -30,450     -1,182     13,325
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       22.3       21.5        6.9        4.6        1.8       11.4        2.9       31.4        1.9        1.5        4.6        8.1        9.3
 
Number of Traders in Each Category                                    Total Traders:       265
        33         46         76          6         16         18         58         61         92         17         17         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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    12,672
Positions
     7,971      2,643          0         42        807          1      4,409      8,228         12        185        866          0         52        115
 
Changes from:       February 26, 2013                                Total Change is:       364
       -69        810          0          1         15         -2        446       -422          1        -25          0          0         12        -38
 
Percent of Open Interest Represented by Each Category of Trader
      62.9       20.9        0.0        0.3        6.4        0.0       34.8       64.9        0.1        1.5        6.8        0.0        0.4        0.9
 
Number of Traders in Each Category                                    Total Traders:        24
         .          5          0          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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     6,976
Positions
     6,249      1,677          0          0        854         39        539      4,069          0         35        261          0        114         76
 
Changes from:       February 26, 2013                                Total Change is:       111
        69         90          0          0         44         -4         12        -30          0         35          0          0         -1         11
 
Percent of Open Interest Represented by Each Category of Trader
      89.6       24.0        0.0        0.0       12.2        0.6        7.7       58.3        0.0        0.5        3.7        0.0        1.6        1.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          0          4          .          4          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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    79,429
Positions
     8,323     14,861      1,909      4,911         55        259     48,123     57,995      1,917      6,751        625         44      7,191      1,763
 
Changes from:       February 26, 2013                                Total Change is:     8,409
       700        112       -139      1,318       -366        -67      6,207     10,041       -611        714       -506       -205        492        150
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       18.7        2.4        6.2        0.1        0.3       60.6       73.0        2.4        8.5        0.8        0.1        9.1        2.2
 
Number of Traders in Each Category                                    Total Traders:       135
         7          .          .         12          .          .         53         16         11         37          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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   413,877
Positions
   124,942     45,623     34,935     52,485     14,086     13,009     58,143    175,152     39,609      6,618      5,399     57,729     26,407     28,335
 
Changes from:       February 26, 2013                                Total Change is:     4,771
      -237      9,932     -6,313      3,862     -1,126        906     11,462       -865     -8,504     -2,001      2,741      9,718     -4,122     -1,718
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       11.0        8.4       12.7        3.4        3.1       14.0       42.3        9.6        1.6        1.3       13.9        6.4        6.8
 
Number of Traders in Each Category                                    Total Traders:       167
        20          9         19          9          9          9         32         50         49         19         10         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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    12,893
Positions
       359      3,359          0      3,067        525        298      7,436      7,441      1,259        315          0          0        159         11
 
Changes from:       February 26, 2013                                Total Change is:        56
      -723        -32          0      1,068        -21          0       -653       -248        351        -28          0          0         41          6
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       26.1        0.0       23.8        4.1        2.3       57.7       57.7        9.8        2.4        0.0        0.0        1.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          5          .          .          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated March 8, 2013