`Traders in Financial Futures - Futures Only 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   221,062
Positions
    94,576     61,464      3,440     18,178     21,264        187     51,558     86,252      5,393     18,495      1,319      1,791     27,444     39,952
 
Changes from:       February 26, 2013                                Total Change is:    25,169
    21,476     -1,934        382       -412      1,007       -869      1,283     21,775         46      3,220        317      1,768     -1,725      2,677
 
Percent of Open Interest Represented by Each Category of Trader
      42.8       27.8        1.6        8.2        9.6        0.1       23.3       39.0        2.4        8.4        0.6        0.8       12.4       18.1
 
Number of Traders in Each Category                                    Total Traders:       103
        13          8          7          6          6          4         17         36         11         13          4          5
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Traders in Financial Futures - Futures Only 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    55,311
Positions
    23,849     17,957        894          0      1,894          0     17,433     16,507        323      1,528          0          0     11,284     17,736
 
Changes from:       February 26, 2013                                Total Change is:     7,709
     8,510       -657          5       -919        -21       -374      4,382      2,426        -15        -25          0          0     -3,855      6,345
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       32.5        1.6        0.0        3.4        0.0       31.5       29.8        0.6        2.8        0.0        0.0       20.4       32.1
 
Number of Traders in Each Category                                    Total Traders:        43
         8          7          .          0          .          0          9         15          4          .          0          0
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Traders in Financial Futures - Futures Only 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   236,181
Positions
   145,032     22,963      8,286     20,350     33,446        673     32,854     89,525      5,930      5,009     19,612      1,451     16,596     54,295
 
Changes from:       February 26, 2013                                Total Change is:    30,998
    19,702        702      6,555     -2,480          1     -2,133      5,553     15,281      3,400         23     -1,319        972       -594      7,539
 
Percent of Open Interest Represented by Each Category of Trader
      61.4        9.7        3.5        8.6       14.2        0.3       13.9       37.9        2.5        2.1        8.3        0.6        7.0       23.0
 
Number of Traders in Each Category                                    Total Traders:       115
        14         10          9          6         15          4         16         38         13          7          9          .
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Traders in Financial Futures - Futures Only 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   241,938
Positions
   114,351     15,027     14,824     20,919     10,311      1,749     30,704    119,455      5,523     33,415     14,967      4,216     16,237     55,866
 
Changes from:       February 26, 2013                                Total Change is:    25,615
     9,449        454     11,055     -1,810      1,945       -914      1,612      3,159      4,128        -38      3,508      3,116       -983       -836
 
Percent of Open Interest Represented by Each Category of Trader
      47.3        6.2        6.1        8.6        4.3        0.7       12.7       49.4        2.3       13.8        6.2        1.7        6.7       23.1
 
Number of Traders in Each Category                                    Total Traders:       127
        15          9          8          6          8          .         23         39         15          6         20          .
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Traders in Financial Futures - Futures Only 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   218,469
Positions
    53,287     31,129      5,229     38,719     32,709      3,618     47,395     73,062      5,320     22,625     12,626      1,728     40,548     53,048
 
Changes from:       February 26, 2013                                Total Change is:   -12,098
    14,852    -24,147      1,633     -5,157       -595     -2,204    -17,267      6,260        642      2,944         -9        532     -8,073      5,790
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       14.2        2.4       17.7       15.0        1.7       21.7       33.4        2.4       10.4        5.8        0.8       18.6       24.3
 
Number of Traders in Each Category                                    Total Traders:       173
        23         14         11         18         17         13         18         48         13         15         20          4
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Traders in Financial Futures - Futures Only 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   157,595
Positions
    51,913     26,571      2,369        354     43,436      1,258     71,134     49,062      2,000      5,942      5,299          7     22,618     27,593
 
Changes from:       February 26, 2013                                Total Change is:       232
     8,699     -3,144      2,175     -1,303       -971       -653    -10,753      2,947        765       -318       -965          7      1,613         71
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       16.9        1.5        0.2       27.6        0.8       45.1       31.1        1.3        3.8        3.4        0.0       14.4       17.5
 
Number of Traders in Each Category                                    Total Traders:       106
        15          8          4          .          7          .         26         33         12          5         11          .
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Traders in Financial Futures - Futures Only 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    68,906
Positions
    27,624     39,653     20,858      3,574          0          0      5,826          0      4,360      2,861        195      3,333        470        507
 
Changes from:       February 26, 2013                                Total Change is:    -2,427
         0     -1,531        -28        372          0          0     -3,091     -1,369        -58        200         21        469       -291         69
 
Percent of Open Interest Represented by Each Category of Trader
      40.1       57.5       30.3        5.2        0.0        0.0        8.5        0.0        6.3        4.2        0.3        4.8        0.7        0.7
 
Number of Traders in Each Category                                    Total Traders:        27
         5         13         12          .          0          0          5          0          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   160,919
Positions
    16,067    100,685        591     10,912        713          0     88,853     48,277      4,935     30,064      2,748        123      9,374      2,847
 
Changes from:       February 26, 2013                                Total Change is:   -12,887
      -681     -5,408        456        105       -380          0    -18,359     -4,822        549      4,152       -231          2        889     -3,053
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       62.6        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         63         22         11         15          4          .
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Traders in Financial Futures - Futures Only 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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    31,547
Positions
     3,977     17,419         28        665        108          0     22,061      7,813        341        466      3,135          0      4,009      2,703
 
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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    69,220
Positions
    16,288     37,836      2,618      6,142        363        461     30,182     14,914        517      2,583      2,602          0     10,429      9,909
 
Changes from:       February 26, 2013                                Total Change is:     7,084
     2,161       -541      1,520        592         62         41      3,095      3,647        -52         42        754          0       -313      1,654
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       54.7        3.8        8.9        0.5        0.7       43.6       21.5        0.7        3.7        3.8        0.0       15.1       14.3
 
Number of Traders in Each Category                                    Total Traders:       116
        20         16          6          6          .          .         37         17          5          8         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   138,439
Positions
    32,576     75,671      5,236     12,284        726        922     60,364     29,828      1,034      5,165      5,204          0     20,858     19,818
 
Changes from:       February 26, 2013                                Total Change is:    14,168
     4,321     -1,082      3,040      1,183        123         81      6,189      7,293       -103         83      1,508          0       -626      3,308
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       54.7        3.8        8.9        0.5        0.7       43.6       21.5        0.7        3.7        3.8        0.0       15.1       14.3
 
Number of Traders in Each Category                                    Total Traders:       116
        20         16          6          6          .          .         37         17          5          8         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   892,367
Positions
    60,970    186,828    100,247    309,481    130,210     67,857    120,526    198,974     42,645     41,761     35,507     12,163    136,715    117,935
 
Changes from:       February 26, 2013                                Total Change is:    17,106
     2,610     -5,228     11,531    -31,465     -9,076      2,077     21,283      2,248     -2,364      1,724     -2,421      2,912      8,798     17,427
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       20.9       11.2       34.7       14.6        7.6       13.5       22.3        4.8        4.7        4.0        1.4       15.3       13.2
 
Number of Traders in Each Category                                    Total Traders:       569
        40         42         37        117         50         65        105        111         81         51         52         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   237,188
Positions
    63,160     70,346     14,106     59,245     29,451      8,584     15,363     32,885      2,075     11,820     11,253      4,155     58,680     64,333
 
Changes from:       February 26, 2013                                Total Change is:     9,277
     4,577     -3,320      3,613     -1,088       -298       -580     -1,231     -4,497        695        486      2,019        300      2,505     11,345
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       29.7        5.9       25.0       12.4        3.6        6.5       13.9        0.9        5.0        4.7        1.8       24.7       27.1
 
Number of Traders in Each Category                                    Total Traders:       100
        15         11          9         19          9         12         13         20         10          7          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 3,275,893
Positions
   307,955    901,311    111,804  1,289,261    541,873    258,285    612,160    916,791    116,506    183,846    155,411      5,901    390,175    268,011
 
Changes from:       February 26, 2013                                Total Change is:    39,147
     8,462      8,757     21,293   -147,518    -39,522      8,918     82,738      3,894     14,536     17,970    -10,418      1,281     31,467     30,408
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       27.5        3.4       39.4       16.5        7.9       18.7       28.0        3.6        5.6        4.7        0.2       11.9        8.2
 
Number of Traders in Each Category                                    Total Traders:       542
        38         42         31        106         46         57        106        107         72         47         49         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   118,002
Positions
     3,993     51,945         67     55,205     49,498      2,625     42,344      8,574        525        986      2,249          0     12,257      2,519
 
Changes from:       February 26, 2013                                Total Change is:    -4,829
       288     -4,132       -687     -6,531       -690       -581      2,351      1,100        525          8        -67          0       -202       -297
 
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        0.4        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 - Futures Only 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    70,816
Positions
     2,529     38,777      1,829     28,370      6,592        759     27,522     14,546        609      2,774      3,318        109      6,315      4,277
 
Changes from:       February 26, 2013                                Total Change is:     4,465
        49      2,186      1,045     -1,805        840       -388      3,744        466        205        621         69          8        986         35
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       54.8        2.6       40.1        9.3        1.1       38.9       20.5        0.9        3.9        4.7        0.2        8.9        6.0
 
Number of Traders in Each Category                                    Total Traders:       211
        15         27         11         28         20          8         60         30         12         22          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   354,078
Positions
    12,645    193,885      9,143    141,848     32,962      3,796    137,611     72,728      3,043     13,872     16,591        543     31,577     21,387
 
Changes from:       February 26, 2013                                Total Change is:    22,324
       245     10,932      5,224     -9,024      4,199     -1,942     18,722      2,328      1,024      3,107        344         38      4,930        177
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       54.8        2.6       40.1        9.3        1.1       38.9       20.5        0.9        3.9        4.7        0.2        8.9        6.0
 
Number of Traders in Each Category                                    Total Traders:       211
        15         27         11         28         20          8         60         30         12         22          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   378,750
Positions
    70,157     62,915      8,834    139,376    161,109     20,179     99,624     90,912      7,137      6,248     12,690        310     26,885     14,664
 
Changes from:       February 26, 2013                                Total Change is:     8,642
     8,194     -1,751        790    -10,244     -2,313     -2,429      6,208     10,851      3,723      2,654        247        239       -493       -715
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       16.6        2.3       36.8       42.5        5.3       26.3       24.0        1.9        1.6        3.4        0.1        7.1        3.9
 
Number of Traders in Each Category                                    Total Traders:       257
        20         15          5         57         36         27         58         45         14         11         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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   641,634
Positions
     7,048     68,444     25,213    272,612    198,796     61,609    112,502     85,826     18,470     13,152     28,453          0    131,028    154,823
 
Changes from:       February 26, 2013                                Total Change is:  -137,517
    -1,989      4,382    -43,708     29,498      4,993     -7,951      3,292     18,189    -79,804       -708     -5,502     -4,265    -31,882    -23,851
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       10.7        3.9       42.5       31.0        9.6       17.5       13.4        2.9        2.0        4.4        0.0       20.4       24.1
 
Number of Traders in Each Category                                    Total Traders:       153
         5         17         10         36         27         33         23         32         13          4          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   406,899
Positions
     3,540    113,814     15,412    243,946     46,801     34,228      5,534     95,637     19,106     10,548     10,308          0     74,585     71,593
 
Changes from:       February 26, 2013                                Total Change is:   -10,275
        -2     -8,466      9,641     -9,079      2,831     -4,694      5,471      8,574     -4,042        803     -5,118       -574     -7,799     -8,427
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       28.0        3.8       60.0       11.5        8.4        1.4       23.5        4.7        2.6        2.5        0.0       18.3       17.6
 
Number of Traders in Each Category                                    Total Traders:        65
         .          9          6         30          8         17          .         11          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 1,076,495
Positions
   100,022    149,487     46,451    200,123    179,586     58,758    321,677    439,863     62,864    120,218     42,218     22,240    144,142     75,028
 
Changes from:       February 26, 2013                                Total Change is:   -70,528
    -7,822     -7,723     16,972    -12,166     -7,983     -6,573     20,574     -3,852    -30,626    -34,711      1,557      3,017    -19,193    -35,317
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       13.9        4.3       18.6       16.7        5.5       29.9       40.9        5.8       11.2        3.9        2.1       13.4        7.0
 
Number of Traders in Each Category                                    Total Traders:       216
        13         26         14         32         24         29         43         36         24         22         19          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 2,122,625
Positions
   112,568    238,467     65,486    479,752    835,757    185,921    800,202    238,145    128,187     34,724     75,213     10,288    305,497    345,161
 
Changes from:       February 26, 2013                                Total Change is:   -53,257
   -27,225     17,073    -27,850     27,259      3,647    -17,228     31,781     22,253      6,331    -17,000     -7,975      6,338    -35,663    -55,846
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       11.2        3.1       22.6       39.4        8.8       37.7       11.2        6.0        1.6        3.5        0.5       14.4       16.3
 
Number of Traders in Each Category                                    Total Traders:       292
        21         43         20         21         67         53         50         65         38          6         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 1,783,542
Positions
   381,459    173,109     36,431    503,158    474,672    111,684    355,052    583,304     55,277     81,046    101,604     10,138    249,297    237,323
 
Changes from:       February 26, 2013                                Total Change is:   -73,091
    -5,781    -19,735    -29,007     13,558      3,012    -30,862     57,437     96,128      4,992     -3,196    -14,028         30    -80,262    -83,621
 
Percent of Open Interest Represented by Each Category of Trader
      21.4        9.7        2.0       28.2       26.6        6.3       19.9       32.7        3.1        4.5        5.7        0.6       14.0       13.3
 
Number of Traders in Each Category                                    Total Traders:       218
        16         28         14         29         38         35         41         47         23          5         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   326,795
Positions
   117,406     96,788     90,720      1,274      2,991      3,310     33,522     32,109     45,894        129      7,770     10,622     23,918     36,591
 
Changes from:       February 26, 2013                                Total Change is:   -17,944
   -14,337    -25,377    -10,387          0        233       -342      1,287     17,030         92       -830     -3,313      3,725      2,848        395
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       29.6       27.8        0.4        0.9        1.0       10.3        9.8       14.0        0.0        2.4        3.3        7.3       11.2
 
Number of Traders in Each Category                                    Total Traders:        69
        14         22         25          .          .          .         13         11         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 is 9,469,337
Positions
 1,585,296  2,793,768  1,851,645    890,993    582,917    192,919  1,526,216    522,341  1,942,301    218,955    185,046    281,444    979,568  1,116,956
 
Changes from:       February 26, 2013                                Total Change is:   277,136
   -13,285     68,950      4,825      7,116    -41,198     14,644    160,132     92,194    102,071      9,264     28,210     -5,792     -1,839     13,232
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       29.5       19.6        9.4        6.2        2.0       16.1        5.5       20.5        2.3        2.0        3.0       10.3       11.8
 
Number of Traders in Each Category                                    Total Traders:       243
        34         41         68          6         11         16         60         46         77         11         17         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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    78,061
Positions
     8,323     14,755      1,668      4,911         55        259     48,094     58,102      1,032      6,751        606          2      7,021      1,582
 
Changes from:       February 26, 2013                                Total Change is:     8,478
       700         16          0      1,318       -366        -67      6,021      9,979       -415        714       -528       -198        405         57
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       18.9        2.1        6.3        0.1        0.3       61.6       74.4        1.3        8.6        0.8        0.0        9.0        2.0
 
Number of Traders in Each Category                                    Total Traders:       134
         7          .          .         12          .          .         54         15          9         37          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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