`Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   153,066
Positions
     4,939    102,702      2,631     22,517     19,450      1,230     62,513      3,286      3,421      6,934      1,960      1,095     47,784     17,290
 
Changes from:       January 8, 2013                                  Total Change is:     8,900
     1,146      9,193        210        941        133        230      2,497     -1,736        511       -570        128        556      3,379       -324
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       67.1        1.7       14.7       12.7        0.8       40.8        2.1        2.2        4.5        1.3        0.7       31.2       11.3
 
Number of Traders in Each Category                                    Total Traders:        91
         .         13          4         11          4          4         33          9         12         11          7          6
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Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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    44,708
Positions
     3,729     25,196        440      1,487      2,054        351     18,461      3,884        768        853      2,331          0     18,620      9,685
 
Changes from:       January 8, 2013                                  Total Change is:    -3,297
     1,587       -608        -77         -7       -402          0       -202     -3,636       -235        249         33          0     -4,612      1,628
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       56.4        1.0        3.3        4.6        0.8       41.3        8.7        1.7        1.9        5.2        0.0       41.6       21.7
 
Number of Traders in Each Category                                    Total Traders:        40
         5         10          .          .          .          .         12          5          4          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   173,529
Positions
    11,871     49,608      2,874     22,719     29,198      2,468     85,173     31,638      5,686      2,420     30,222      1,863     38,456     19,972
 
Changes from:       January 8, 2013                                  Total Change is:      -779
     2,623     -2,501        192       -116         -9        187     -5,244        603      1,132     -1,039       -639      1,073        413       -817
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       28.6        1.7       13.1       16.8        1.4       49.1       18.2        3.3        1.4       17.4        1.1       22.2       11.5
 
Number of Traders in Each Category                                    Total Traders:        91
         4         13          5          6         12          4         25         18         12          6          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   245,118
Positions
    71,584     11,328     13,652     50,029      7,017      5,909     20,085     98,469     26,017     25,727      8,982      7,288     24,827     66,455
 
Changes from:       January 8, 2013                                  Total Change is:    14,467
    -7,587       -330      2,586       -813       -200      1,132       -542     -1,715      6,068      8,033      1,833      1,240      4,349      3,853
 
Percent of Open Interest Represented by Each Category of Trader
      29.2        4.6        5.6       20.4        2.9        2.4        8.2       40.2       10.6       10.5        3.7        3.0       10.1       27.1
 
Number of Traders in Each Category                                    Total Traders:       131
         8         11          5          9          7          5         21         48         24         10         17         11
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Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   255,620
Positions
    24,723     45,251     10,822     42,162     35,109      5,982     65,833     58,336     25,332     16,425     14,479      3,531     60,810     56,778
 
Changes from:       January 8, 2013                                  Total Change is:    28,590
    -1,223     17,170      2,602        -66     -1,864        447     10,495       -506      7,251          2      1,340        421      8,661      1,730
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       17.7        4.2       16.5       13.7        2.3       25.8       22.8        9.9        6.4        5.7        1.4       23.8       22.2
 
Number of Traders in Each Category                                    Total Traders:       192
        19         14         14         21         18         17         43         33         29         19         25         18
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Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   213,274
Positions
    14,817     88,594      3,412      3,532     42,693      1,796    133,676     41,389      4,683      4,148      7,804        838     46,371     22,065
 
Changes from:       January 8, 2013                                  Total Change is:    21,608
         2     13,672        657        663       -596         90     12,876      4,991      1,499        161      2,022         68      5,592       -795
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       41.5        1.6        1.7       20.0        0.8       62.7       19.4        2.2        1.9        3.7        0.4       21.7       10.3
 
Number of Traders in Each Category                                    Total Traders:       112
         8         12          5          4          9          4         35         25         14          5         14          6
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Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    75,683
Positions
    36,457     49,766     17,436      3,463          0          0      7,269        917      4,478      3,072          0      2,855        653        231
 
Changes from:       January 8, 2013                                  Total Change is:      -218
         0       -278          0        -96          0          0       -203         48          0        114          0        -12        -21         24
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       65.8       23.0        4.6        0.0        0.0        9.6        1.2        5.9        4.1        0.0        3.8        0.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        28
         5         14         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   190,902
Positions
    12,752    114,475          0     12,893        915          0    142,273     58,229        283     12,628     14,744        108      9,965      2,148
 
Changes from:       January 8, 2013                                  Total Change is:     5,691
    -2,549      1,013          0      2,193        106          0      5,180      2,214       -215        453      2,313       -249        878        509
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       60.0        0.0        6.8        0.5        0.0       74.5       30.5        0.1        6.6        7.7        0.1        5.2        1.1
 
Number of Traders in Each Category                                    Total Traders:       144
         7         13          0         10          .          0         71         14          .         22          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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    35,698
Positions
     8,444     23,776        571      6,040          0          0      6,506      2,172        242     13,185      8,387         38        672        512
 
Changes from:       January 8, 2013                                  Total Change is:    -2,763
    -7,200      4,099        148      3,872          0          0        -65        213         30        497     -7,200          0        -45        -53
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       66.6        1.6       16.9        0.0        0.0       18.2        6.1        0.7       36.9       23.5        0.1        1.9        1.4
 
Number of Traders in Each Category                                    Total Traders:        30
         .          6          .          .          0          0          7          4          .          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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    38,654
Positions
     3,216     24,710          0        604          0          0     28,613      8,176        362        689      3,613          0      5,170      1,793
 
Changes from:       January 8, 2013                                  Total Change is:     2,123
       196      1,330          0        110          0          0      1,656        361        133        -95        595       -115        238       -181
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       63.9        0.0        1.6        0.0        0.0       74.0       21.2        0.9        1.8        9.3        0.0       13.4        4.6
 
Number of Traders in Each Category                                    Total Traders:        62
         6          9          0          4          0          0         25         11          .          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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    52,533
Positions
    14,932     33,536        184      6,157          0        246     19,364     11,372        482      2,387        745        464      8,318      5,503
 
Changes from:       January 8, 2013                                  Total Change is:     4,635
       654        504         14        100          0       -147      3,594      2,695         67         75        149         72        206      1,282
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       63.8        0.3       11.7        0.0        0.5       36.9       21.6        0.9        4.5        1.4        0.9       15.8       10.5
 
Number of Traders in Each Category                                    Total Traders:       101
        20         18          5          6          0          .         30         15          8          9          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   105,065
Positions
    29,863     67,073        368     12,313          0        492     38,728     22,744        965      4,773      1,490        929     16,635     11,006
 
Changes from:       January 8, 2013                                  Total Change is:     9,271
     1,308      1,007         28        200          0       -294      7,188      5,389        135        150        297        145        411      2,563
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       63.8        0.3       11.7        0.0        0.5       36.9       21.6        0.9        4.5        1.4        0.9       15.8       10.5
 
Number of Traders in Each Category                                    Total Traders:       101
        20         18          5          6          0          .         30         15          8          9          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   898,576
Positions
    60,517    222,342     28,774    354,693    130,620     58,419     85,754    174,738    130,507     36,386     35,721     24,618    118,908     92,837
 
Changes from:       January 8, 2013                                  Total Change is:    25,877
     1,619    -12,030      2,856     -3,687     -2,600     -2,699      3,669     10,204     15,674     -1,714        303      2,164      7,996     12,007
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       24.7        3.2       39.5       14.5        6.5        9.5       19.4       14.5        4.0        4.0        2.7       13.2       10.3
 
Number of Traders in Each Category                                    Total Traders:       591
        42         34         33        119         47         62         98        127        113         57         67         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   236,576
Positions
    21,262     73,972      6,242     72,852     27,663      9,078     12,420     21,516     34,010      9,838     10,875      8,994     61,880     44,226
 
Changes from:       January 8, 2013                                  Total Change is:      -279
        87     -5,209        201     -4,705       -350     -4,697      2,666       -899      3,883      1,222       -108     -2,215      3,279      9,116
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       31.3        2.6       30.8       11.7        3.8        5.3        9.1       14.4        4.2        4.6        3.8       26.2       18.7
 
Number of Traders in Each Category                                    Total Traders:       123
        11         12          6         25          8         12         24         23         42         10         10         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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 3,310,003
Positions
   257,867    803,441     51,069  1,437,897    543,478    218,013    443,224    842,669    405,926    147,829    139,315     63,037    285,141    243,056
 
Changes from:       January 8, 2013                                  Total Change is:   130,780
     8,514    -33,251     12,420      6,018    -10,325      9,062      3,115     53,619     60,855    -11,708      5,029     18,919     23,586     14,452
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       24.3        1.5       43.4       16.4        6.6       13.4       25.5       12.3        4.5        4.2        1.9        8.6        7.3
 
Number of Traders in Each Category                                    Total Traders:       547
        40         33         27        104         45         54         95        120        101         49         61         41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   117,347
Positions
     3,556     48,310         13     61,956     53,505      2,856     35,791      7,284         53        887      2,615          0     12,235      2,711
 
Changes from:       January 8, 2013                                  Total Change is:     3,657
        -2      4,042          0        985     -1,515        184      2,373        407         36          0        289          0         81        214
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       41.2        0.0       52.8       45.6        2.4       30.5        6.2        0.0        0.8        2.2        0.0       10.4        2.3
 
Number of Traders in Each Category                                    Total Traders:       100
         5         14          .         39         14          9         16          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    64,021
Positions
     2,483     35,557        511     27,893      6,253      1,341     20,989     12,664      1,242      2,157      2,325      1,119      6,286      3,009
 
Changes from:       January 8, 2013                                  Total Change is:     1,951
        37        725        -34        729         -6        -61        353        514        353         22        263        106        446         90
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       55.5        0.8       43.6        9.8        2.1       32.8       19.8        1.9        3.4        3.6        1.7        9.8        4.7
 
Number of Traders in Each Category                                    Total Traders:       206
        14         27          5         33         19         12         49         34         17         19         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   320,104
Positions
    12,414    177,786      2,555    139,465     31,266      6,706    104,944     63,322      6,211     10,784     11,623      5,593     31,432     15,043
 
Changes from:       January 8, 2013                                  Total Change is:     9,753
       184      3,625       -170      3,645        -31       -306      1,763      2,572      1,764        111      1,315        531      2,231        452
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       55.5        0.8       43.6        9.8        2.1       32.8       19.8        1.9        3.4        3.6        1.7        9.8        4.7
 
Number of Traders in Each Category                                    Total Traders:       206
        14         27          5         33         19         12         49         34         17         19         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   361,165
Positions
    70,212     42,956     10,295    146,384    186,589     22,262     84,998     73,918      2,331      2,789     11,826        483     21,410     10,504
 
Changes from:       January 8, 2013                                  Total Change is:     7,749
    -8,935      6,412        590      7,704     -4,592       -450      8,514      5,189        262         64        587         14        -15       -263
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       11.9        2.9       40.5       51.7        6.2       23.5       20.5        0.6        0.8        3.3        0.1        5.9        2.9
 
Number of Traders in Each Category                                    Total Traders:       247
        19         15          .         53         38         24         54         48         17          6         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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    53,906
Positions
     2,625     12,731        974     20,266          0        134     12,930     16,084          0      5,505        944          2     11,470     23,037
 
Changes from:       January 8, 2013                                  Total Change is:     3,071
      -749      2,409        883        424          0          0      3,136       -431     -1,194        655       -302          0        -84      1,706
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       23.6        1.8       37.6        0.0        0.2       24.0       29.8        0.0       10.2        1.8        0.0       21.3       42.7
 
Number of Traders in Each Category                                    Total Traders:        54
         .          5          .         16          0          .         14         11          0          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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    60,707
Positions
    17,700     14,538      3,236      7,024      3,856          0     20,407      6,493      1,019      3,685        200          0      7,636     31,365
 
Changes from:       January 8, 2013                                  Total Change is:      -690
       884      5,982         41       -923        244          0        233     -1,847        323       -968          0          0       -280     -5,433
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       23.9        5.3       11.6        6.4        0.0       33.6       10.7        1.7        6.1        0.3        0.0       12.6       51.7
 
Number of Traders in Each Category                                    Total Traders:        76
        19         12          6          6          .          0         20          9          5          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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    83,583
Positions
    16,452     38,984         88     46,658     19,661      5,584      8,583     16,018        134        222          0          0      5,862      3,114
 
Changes from:       January 8, 2013                                  Total Change is:     1,015
         1      2,700          3      2,570     -1,567     -1,722        347      1,724        -90          0          0          0        -94        -33
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       46.6        0.1       55.8       23.5        6.7       10.3       19.2        0.2        0.3        0.0        0.0        7.0        3.7
 
Number of Traders in Each Category                                    Total Traders:        72
         .          6          .         26         17         10         10          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   164,445
Positions
    13,876     79,131      2,479     89,311     13,189      8,199     25,779     52,962        769      7,279      3,489      1,085     15,668      3,142
 
Changes from:       January 8, 2013                                  Total Change is:     8,585
    -2,702      9,067       -250      8,414       -294        -69      4,076      2,103         -3        199         98         -8     -1,072     -2,059
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       48.1        1.5       54.3        8.0        5.0       15.7       32.2        0.5        4.4        2.1        0.7        9.5        1.9
 
Number of Traders in Each Category                                    Total Traders:       135
        17         17          4         38         12         14         28          7          .         11          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   628,938
Positions
     2,729     49,285     21,364    229,918    168,606     78,066     70,694     49,798     49,012     23,450     33,433      2,401    151,305    176,974
 
Changes from:       January 8, 2013                                  Total Change is:    -2,554
   -15,194       -472        380      8,842     -7,330      4,909      4,520     -3,184     -1,329      2,653      1,415       -443     -6,892      3,500
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        7.8        3.4       36.6       26.8       12.4       11.2        7.9        7.8        3.7        5.3        0.4       24.1       28.1
 
Number of Traders in Each Category                                    Total Traders:       157
         4         16         13         34         29         41         33         24         42          8          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   358,347
Positions
         0    131,832          0    239,084     41,038     38,491      1,950     73,013        198      9,907     15,751          0     68,717     58,023
 
Changes from:       January 8, 2013                                  Total Change is:     6,422
         0      4,669     -1,285      6,062      3,178      1,772          0     -4,027          5          0        550          0       -132      1,559
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.8        0.0       66.7       11.5       10.7        0.5       20.4        0.1        2.8        4.4        0.0       19.2       16.2
 
Number of Traders in Each Category                                    Total Traders:        65
         0         13          0         29         10         18          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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 1,076,898
Positions
    86,622    161,483     32,715    280,994    124,414     55,323    234,793    507,156     69,063    179,323     38,400      9,803    128,261     78,540
 
Changes from:       January 8, 2013                                  Total Change is:    48,005
   -14,817      7,465      3,523     19,800     18,730     -2,708     33,597     30,066     -7,035      7,952      4,285     -1,576      9,270     -4,745
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       15.0        3.0       26.1       11.6        5.1       21.8       47.1        6.4       16.7        3.6        0.9       11.9        7.3
 
Number of Traders in Each Category                                    Total Traders:       222
        21         20         16         40         24         32         41         34         30         25         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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    55,463
Positions
    21,839      7,447      9,676        790          0        165     15,550     30,523      6,369          8          0        322        744        961
 
Changes from:       January 8, 2013                                  Total Change is:     3,708
    -2,437        764      3,760        790       -748        165       -208     -2,092      1,622          2          0         70        -56        167
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       13.4       17.4        1.4        0.0        0.3       28.0       55.0       11.5        0.0        0.0        0.6        1.3        1.7
 
Number of Traders in Each Category                                    Total Traders:        41
        12          5         11          .          0          .          8         13         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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 2,198,492
Positions
   162,731    156,392    201,636    314,614    754,304    202,984    649,787    142,860    233,776    119,470     76,651     35,722    277,773    394,168
 
Changes from:       January 8, 2013                                  Total Change is:    80,783
     9,317      7,011     37,211      9,782     12,077     10,353     14,611      4,598      6,135     -8,639      3,062      2,207       -194     -1,871
 
Percent of Open Interest Represented by Each Category of Trader
       7.4        7.1        9.2       14.3       34.3        9.2       29.6        6.5       10.6        5.4        3.5        1.6       12.6       17.9
 
Number of Traders in Each Category                                    Total Traders:       295
        23         41         51         19         64         49         65         46         76         18         19         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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 1,727,963
Positions
   326,923    137,845     53,938    479,359    486,392    137,686    193,392    378,433    159,315    138,158     99,538     16,735    222,456    258,080
 
Changes from:       January 8, 2013                                  Total Change is:    79,943
   -56,726      3,509     14,998    117,266     39,904     -8,912    -47,126    -10,534     36,582      8,200        757        731     14,931      2,909
 
Percent of Open Interest Represented by Each Category of Trader
      18.9        8.0        3.1       27.7       28.1        8.0       11.2       21.9        9.2        8.0        5.8        1.0       12.9       14.9
 
Number of Traders in Each Category                                    Total Traders:       203
        14         26         28         30         36         38         31         42         46         10         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   378,476
Positions
   151,621    155,754     92,650          0      2,939      3,547     38,264     16,780     56,356      2,830      9,493     10,665     22,544     30,293
 
Changes from:       January 8, 2013                                  Total Change is:    15,933
     5,634     18,606     -1,657          0         10          0      2,192     -5,272      3,535      1,742        584       -328      4,816        456
 
Percent of Open Interest Represented by Each Category of Trader
      40.1       41.2       24.5        0.0        0.8        0.9       10.1        4.4       14.9        0.7        2.5        2.8        6.0        8.0
 
Number of Traders in Each Category                                    Total Traders:        80
        18         26         35          0          .          .         13         11         20          4          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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 is11,218,922
Positions
 1,347,507  2,666,672  2,438,701    930,127    248,317    180,392  1,046,623    366,566  3,499,827    238,360    168,662    574,081    963,303  1,075,704
 
Changes from:       January 8, 2013                                  Total Change is:   282,887
   161,216     73,903    -35,710     -8,278    112,188     21,115     55,238     56,457     23,445     15,401     12,042     -2,199     52,661     21,647
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       23.8       21.7        8.3        2.2        1.6        9.3        3.3       31.2        2.1        1.5        5.1        8.6        9.6
 
Number of Traders in Each Category                                    Total Traders:       248
        22         55         75          9          8         15         54         51         87         13         21         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,949
Positions
     8,202        151          0         43      1,002          1        360      6,687          0        232      1,036          0        111         72
 
Changes from:       January 8, 2013                                  Total Change is:       311
       354       -111          0          0          0          0        -38        337          0          0         70          0         -5         15
 
Percent of Open Interest Represented by Each Category of Trader
      91.7        1.7        0.0        0.5       11.2        0.0        4.0       74.7        0.0        2.6       11.6        0.0        1.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          0          .          .          .          .          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     7,679
Positions
     7,233      1,673          0          0        848         43        265      4,826          0          0        261          0        138         28
 
Changes from:       January 8, 2013                                  Total Change is:      -133
       -61        -59          0          0          0          0        -74        -42          0          0          0          0          2        -32
 
Percent of Open Interest Represented by Each Category of Trader
      94.2       21.8        0.0        0.0       11.0        0.6        3.5       62.8        0.0        0.0        3.4        0.0        1.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        22
         .          5          0          0          4          .          .          7          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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    47,347
Positions
     8,419     15,465      2,138      1,083      4,110        375     21,065     20,954        850      8,816      1,193         19      4,581      2,242
 
Changes from:       January 8, 2013                                  Total Change is:     1,971
      -313       -234        356       -628        310         59      3,049      1,798       -373       -622        253         -2        444       -196
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       32.7        4.5        2.3        8.7        0.8       44.5       44.3        1.8       18.6        2.5        0.0        9.7        4.7
 
Number of Traders in Each Category                                    Total Traders:       111
         4          .          .          6          6          .         23         33          7         27         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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   462,170
Positions
   119,503     30,627     62,147     40,524     17,596     15,764     61,137    172,415     48,741     14,528     15,683     70,330     29,496     28,867
 
Changes from:       January 8, 2013                                  Total Change is:    51,644
      -366      1,293     10,185      7,153      3,044        296     15,996     16,663      5,829      1,421      2,403      9,526      1,604      2,405
 
Percent of Open Interest Represented by Each Category of Trader
      25.9        6.6       13.4        8.8        3.8        3.4       13.2       37.3       10.5        3.1        3.4       15.2        6.4        6.2
 
Number of Traders in Each Category                                    Total Traders:       191
        22         10         24          9          8         11         41         48         50         24         18         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 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     8,853
Positions
       470      2,433          0      2,378        469        196      4,526      4,864        887        265          0          0        131          4
 
Changes from:       January 8, 2013                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       27.5        0.0       26.9        5.3        2.2       51.1       54.9       10.0        3.0        0.0        0.0        1.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          .          .          .          5          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated January 18, 2013