`Traders in Financial Futures - Futures Only Positions as of January 29, 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   144,927
Positions
    27,456     74,236      1,320     18,905     19,948      1,004     47,197     16,916      3,216     12,804      1,039        509     32,516     26,739
 
Changes from:       January 22, 2013                                 Total Change is:     3,217
    20,333    -19,878      1,320       -900        653       -277    -11,106      9,403      2,427      4,504       -455        291    -13,375      9,733
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       51.2        0.9       13.0       13.8        0.7       32.6       11.7        2.2        8.8        0.7        0.4       22.4       18.4
 
Number of Traders in Each Category                                    Total Traders:        91
        11          8          5          7          4          4         26         18         10         14          .          .
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Traders in Financial Futures - Futures Only Positions as of January 29, 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    38,618
Positions
     9,696     18,153        860      1,003      1,990        362     12,005      5,354        276          0        590          0     14,416     11,033
 
Changes from:       January 22, 2013                                 Total Change is:      -865
     3,456          0        -15         -9        -26         11     -2,684       -952        101          0        -82          0     -1,725         98
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       47.0        2.2        2.6        5.2        0.9       31.1       13.9        0.7        0.0        1.5        0.0       37.3       28.6
 
Number of Traders in Each Category                                    Total Traders:        34
         8          6          .          .          .          .          8          7          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of January 29, 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   166,060
Positions
    50,932     31,364        237     22,401     30,977      2,186     61,314     39,362      4,134      4,280     26,462        869     19,707     30,469
 
Changes from:       January 22, 2013                                 Total Change is:     5,240
    23,660     -3,184       -812        344        454         60    -11,975      2,252      1,733        631     -3,075        459     -8,860      7,353
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       18.9        0.1       13.5       18.7        1.3       36.9       23.7        2.5        2.6       15.9        0.5       11.9       18.3
 
Number of Traders in Each Category                                    Total Traders:        98
        11          8          .          6         15          4         23         24         13          5          6          .
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Traders in Financial Futures - Futures Only Positions as of January 29, 2013                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   219,635
Positions
    88,636     12,537        827     51,946      7,212      5,572     25,435    109,944        892     31,250     15,508        656     14,421     66,487
 
Changes from:       January 22, 2013                                 Total Change is:    17,410
    11,399        407         -1      2,111        918        -58      2,373      8,901       -119      4,902      4,406     -1,423     -1,774      4,379
 
Percent of Open Interest Represented by Each Category of Trader
      40.4        5.7        0.4       23.7        3.3        2.5       11.6       50.1        0.4       14.2        7.1        0.3        6.6       30.3
 
Number of Traders in Each Category                                    Total Traders:       133
        10         10          .          9          5          4         23         49         13          8         19          .
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Traders in Financial Futures - Futures Only Positions as of January 29, 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   237,856
Positions
    25,132     76,748      2,341     49,721     30,555      5,340     74,861     57,466      3,118     18,606     11,522        762     57,975     50,004
 
Changes from:       January 22, 2013                                 Total Change is:    21,797
     3,175     13,263        -26      4,754       -180         -3      8,417      5,274      1,062        397         90       -250      4,271      2,567
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       32.3        1.0       20.9       12.8        2.2       31.5       24.2        1.3        7.8        4.8        0.3       24.4       21.0
 
Number of Traders in Each Category                                    Total Traders:       178
        17         17          7         21         14         16         38         33         13         19         19          4
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Traders in Financial Futures - Futures Only Positions as of January 29, 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   183,507
Positions
    16,622     79,279      1,517      2,808     42,942      1,687    121,116     36,152        436      4,275      3,752        260     34,786     17,482
 
Changes from:       January 22, 2013                                 Total Change is:   -25,269
     2,006    -15,014        445       -374        506        284    -19,642     -7,071       -209        526     -1,909          0     -8,305     -2,301
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       43.2        0.8        1.5       23.4        0.9       66.0       19.7        0.2        2.3        2.0        0.1       19.0        9.5
 
Number of Traders in Each Category                                    Total Traders:       102
         8         12          .          .          9          4         39         20          8          5          6          .
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Traders in Financial Futures - Futures Only Positions as of January 29, 2013                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    74,712
Positions
    36,457     48,767     17,436      2,683          0          0      7,250        971      4,416      2,739          0      2,855        876        267
 
Changes from:       January 22, 2013                                 Total Change is:      -279
         0       -327          0       -466          0          0        -68         72        -62          9          0          0        308         38
 
Percent of Open Interest Represented by Each Category of Trader
      48.8       65.3       23.3        3.6        0.0        0.0        9.7        1.3        5.9        3.7        0.0        3.8        1.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        26
         5         13         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of January 29, 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   187,078
Positions
    12,115    114,894        542     11,681        913          0    139,630     54,940        561     12,136     13,653        187     10,226      1,388
 
Changes from:       January 22, 2013                                 Total Change is:    -2,874
       279        757        542        803         -2          0     -4,109     -1,967        -87        485     -1,055       -361       -426       -701
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       61.4        0.3        6.2        0.5        0.0       74.6       29.4        0.3        6.5        7.3        0.1        5.5        0.7
 
Number of Traders in Each Category                                    Total Traders:       148
         7         13          .         11          .          0         74         13          4         24          4          .
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Traders in Financial Futures - Futures Only Positions as of January 29, 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    38,984
Positions
     9,703     25,756        458      6,231        100        370      8,123      2,339        176     12,179      8,387      1,042        702        356
 
Changes from:       January 22, 2013                                 Total Change is:     3,200
     1,239      1,850        -55        117        100        370      1,508        166        -72       -989          0      1,004         78       -163
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       66.1        1.2       16.0        0.3        0.9       20.8        6.0        0.5       31.2       21.5        2.7        1.8        0.9
 
Number of Traders in Each Category                                    Total Traders:        34
         4          6          .          .          .          .          8          5          .          7          .          .
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Traders in Financial Futures - Futures Only Positions as of January 29, 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    35,480
Positions
     3,349     23,323        265        708          0          0     25,050      6,061        573        729      3,709          0      4,806      1,549
 
Changes from:       January 22, 2013                                 Total Change is:    -1,699
       353     -2,068        265       -123          0          0     -1,982        153        210         40         58          0       -462       -317
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       65.7        0.7        2.0        0.0        0.0       70.6       17.1        1.6        2.1       10.5        0.0       13.5        4.4
 
Number of Traders in Each Category                                    Total Traders:        64
         5          9          .          4          0          0         28         12          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of January 29, 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    57,873
Positions
    15,486     34,007        217      6,279         93        292     23,529     13,810        211      2,173      1,899          0      9,687      7,346
 
Changes from:       January 22, 2013                                 Total Change is:     2,734
      -318       -790         46        177         67        -28      1,308      2,110        186        -70        693          0      1,433        451
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       58.8        0.4       10.8        0.2        0.5       40.7       23.9        0.4        3.8        3.3        0.0       16.7       12.7
 
Number of Traders in Each Category                                    Total Traders:       105
        21         18          4          7          .          .         28         19          4          5          6          0
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Traders in Financial Futures - Futures Only Positions as of January 29, 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   115,746
Positions
    30,971     68,013        434     12,558        185        584     47,058     27,620        422      4,346      3,797          0     19,373     14,691
 
Changes from:       January 22, 2013                                 Total Change is:     5,468
      -636     -1,580         92        354        134        -56      2,616      4,220        371       -139      1,386          0      2,866        901
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       58.8        0.4       10.8        0.2        0.5       40.7       23.9        0.4        3.8        3.3        0.0       16.7       12.7
 
Number of Traders in Each Category                                    Total Traders:       105
        21         18          4          7          .          .         28         19          4          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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   805,010
Positions
    88,559    254,986     23,408    374,121    128,694     54,822     90,249    190,385     27,906     37,844     34,384      8,602     99,500     81,824
 
Changes from:       January 22, 2013                                 Total Change is:    16,964
    17,451     27,065      2,624     12,016        -41        314      4,759      1,293    -11,164        788      1,516      1,786    -11,609     -6,428
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       31.7        2.9       46.5       16.0        6.8       11.2       23.6        3.5        4.7        4.3        1.1       12.4       10.2
 
Number of Traders in Each Category                                    Total Traders:       561
        40         42         23        121         46         62         95        115         65         53         49         10
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Traders in Financial Futures - Futures Only Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   207,160
Positions
    40,238     97,356      4,626     70,079     28,184      7,400     13,231     22,048        942     10,945     11,351      3,134     56,565     32,119
 
Changes from:       January 22, 2013                                 Total Change is:     8,337
    18,576     16,889         20       -629        -46        408        822     -9,640        106        345        435        100    -11,411         65
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       47.0        2.2       33.8       13.6        3.6        6.4       10.6        0.5        5.3        5.5        1.5       27.3       15.5
 
Number of Traders in Each Category                                    Total Traders:        99
         9         14          5         22          8         12         14         18          6          7          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 2,989,252
Positions
   309,847    856,393     25,667  1,545,624    527,961    211,697    454,759    911,351     65,150    155,502    136,173      6,333    214,673    248,527
 
Changes from:       January 22, 2013                                 Total Change is:    43,136
     3,660     60,164      3,734     60,161     -3,042      2,594    -33,645      1,338     -3,021      7,870     11,059      2,774       -991    -32,464
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       28.6        0.9       51.7       17.7        7.1       15.2       30.5        2.2        5.2        4.6        0.2        7.2        8.3
 
Number of Traders in Each Category                                    Total Traders:       533
        40         41         16        109         42         54         98        111         54         48         44          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   122,395
Positions
     3,918     54,489         47     65,243     50,212      2,558     38,256      9,123        141        989      2,296          0     11,243      3,529
 
Changes from:       January 22, 2013                                 Total Change is:     3,995
       544      4,297         34      3,101     -2,071       -350      1,319      1,479        141       -120        -20          0       -674        485
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       44.5        0.0       53.3       41.0        2.1       31.3        7.5        0.1        0.8        1.9        0.0        9.2        2.9
 
Number of Traders in Each Category                                    Total Traders:       105
         6         15          .         40         14          9         17          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    66,046
Positions
     2,807     39,949        284     29,084      5,844      1,550     23,860     11,402        505      2,224      3,078         87      5,647      3,348
 
Changes from:       January 22, 2013                                 Total Change is:     2,880
       540      2,683        -76      1,539       -361        131      1,189        -76        223       -294        405         25       -397        -74
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       60.5        0.4       44.0        8.8        2.3       36.1       17.3        0.8        3.4        4.7        0.1        8.6        5.1
 
Number of Traders in Each Category                                    Total Traders:       217
        19         27          .         35         18         12         55         32         13         22          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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   330,228
Positions
    14,033    199,744      1,418    145,418     29,221      7,748    119,298     57,011      2,524     11,119     15,388        435     28,235     16,739
 
Changes from:       January 22, 2013                                 Total Change is:    14,398
     2,699     13,415       -382      7,695     -1,804        657      5,944       -381      1,113     -1,468      2,024        125     -1,985       -369
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       60.5        0.4       44.0        8.8        2.3       36.1       17.3        0.8        3.4        4.7        0.1        8.6        5.1
 
Number of Traders in Each Category                                    Total Traders:       217
        19         27          .         35         18         12         55         32         13         22          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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   368,784
Positions
    60,698     62,934     11,808    153,940    175,617     22,503     94,727     68,788      1,377      3,463     13,496          0     20,268     12,261
 
Changes from:       January 22, 2013                                 Total Change is:     4,548
    -8,138     16,443        337      5,806     -9,467         26      8,123     -3,909       -708         -6        316          0       -892      1,510
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       17.1        3.2       41.7       47.6        6.1       25.7       18.7        0.4        0.9        3.7        0.0        5.5        3.3
 
Number of Traders in Each Category                                    Total Traders:       255
        20         16          .         56         37         24         60         42         12          7         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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    62,857
Positions
     2,656     12,833      1,024     22,567        229         39     18,516     21,321         27      6,217      1,287          3     11,808     26,094
 
Changes from:       January 22, 2013                                 Total Change is:     1,572
      -169        831          0        -31        229          0      1,403      1,454         27      1,087          6          0       -745       -975
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       20.4        1.6       35.9        0.4        0.1       29.5       33.9        0.0        9.9        2.0        0.0       18.8       41.5
 
Number of Traders in Each Category                                    Total Traders:        58
         .          6          .         13          .          .         17         11          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    71,259
Positions
    20,422     13,783      3,319      7,467      3,683         10     26,382      7,802      2,188      3,280        602          0      8,191     39,872
 
Changes from:       January 22, 2013                                 Total Change is:    -4,585
    -5,636      1,778       -918       -487        262         10      1,415        876        797       -493        402          0        727     -7,792
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       19.3        4.7       10.5        5.2        0.0       37.0       10.9        3.1        4.6        0.8        0.0       11.5       56.0
 
Number of Traders in Each Category                                    Total Traders:        83
        19         13          6          7          .          .         22         12          8          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    89,369
Positions
    14,151     46,847         84     55,251     18,198      5,720      8,916     15,414        150        222        355          0      4,875      2,601
 
Changes from:       January 22, 2013                                 Total Change is:     4,436
    -1,999      2,422         -3      6,667       -934        123         86      2,535        -64          0        355          0       -374          2
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       52.4        0.1       61.8       20.4        6.4       10.0       17.2        0.2        0.2        0.4        0.0        5.5        2.9
 
Number of Traders in Each Category                                    Total Traders:        77
         .          7          .         26         19         11         11          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   170,875
Positions
    13,930     87,598      2,256     95,841     13,437      8,206     26,335     50,446        732      6,971      3,545      1,009     15,595      3,646
 
Changes from:       January 22, 2013                                 Total Change is:     2,087
      -682      5,219         30      3,930        319        391       -790     -3,323          0       -540       -260        -73       -179       -216
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       51.3        1.3       56.1        7.9        4.8       15.4       29.5        0.4        4.1        2.1        0.6        9.1        2.1
 
Number of Traders in Each Category                                    Total Traders:       133
        16         16          4         40         12         15         28          7          .         10          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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   564,575
Positions
    14,016     47,267      3,744    239,747    158,978     68,413     75,730     80,868      8,080     18,595     32,566          0    136,250    164,659
 
Changes from:       January 22, 2013                                 Total Change is:    14,819
     9,006    -14,777       -113      5,832     -6,569     -3,559        358     30,588      1,146        548      1,733          0      1,601      6,370
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        8.4        0.7       42.5       28.2       12.1       13.4       14.3        1.4        3.3        5.8        0.0       24.1       29.2
 
Number of Traders in Each Category                                    Total Traders:       149
         6         15          4         38         30         37         19         28         16          5          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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   365,171
Positions
         0    137,125          6    245,799     38,417     37,286      1,683     68,913        120     12,079     17,533          0     68,198     65,771
 
Changes from:       January 22, 2013                                 Total Change is:     7,714
         0      6,482        -14      9,295     -2,467     -1,387       -267     -5,115         23      2,172      1,782          0     -2,108      8,410
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.6        0.0       67.3       10.5       10.2        0.5       18.9        0.0        3.3        4.8        0.0       18.7       18.0
 
Number of Traders in Each Category                                    Total Traders:        64
         0         12          .         28          9         17          .          6          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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   979,644
Positions
    82,175    108,812     19,890    219,439    150,241     71,941    220,092    436,511     50,945    194,988     39,674     11,438    108,736     90,192
 
Changes from:       January 22, 2013                                 Total Change is:   -13,290
       634    -45,700     10,656    -55,982     14,527     17,124     -3,397    -42,394     10,777     20,503      3,291      1,609    -15,214     16,820
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       11.1        2.0       22.4       15.3        7.3       22.5       44.6        5.2       19.9        4.0        1.2       11.1        9.2
 
Number of Traders in Each Category                                    Total Traders:       224
        16         26         13         39         25         32         35         38         25         25         20          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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    46,096
Positions
    21,256     12,750      8,721        490          0        365     10,317     19,057      3,958          1          0        198        790      1,047
 
Changes from:       January 22, 2013                                 Total Change is:    -2,196
    -1,536      1,741      1,311          0          0          0     -3,163     -6,756        942          1        -25         67        182        524
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       27.7       18.9        1.1        0.0        0.8       22.4       41.3        8.6        0.0        0.0        0.4        1.7        2.3
 
Number of Traders in Each Category                                    Total Traders:        40
        10          6         11          .          0          .          7         15         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 1,983,650
Positions
   210,292    189,341     70,835    421,078    776,010    186,219    681,687    207,181     78,607     86,423     98,944      7,676    240,833    368,837
 
Changes from:       January 22, 2013                                 Total Change is:    97,086
    26,018     -8,945     34,882     43,959      4,496      3,785    -42,351     31,784     24,728     11,506     -3,346      2,892     -8,333      6,810
 
Percent of Open Interest Represented by Each Category of Trader
      10.6        9.5        3.6       21.2       39.1        9.4       34.4       10.4        4.0        4.4        5.0        0.4       12.1       18.6
 
Number of Traders in Each Category                                    Total Traders:       293
        23         44         22         23         63         49         49         58         47         14         19          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 1,518,520
Positions
   305,630    125,899     16,701    494,010    510,111    135,060    241,414    312,053     33,687     90,003     94,836      8,360    193,655    281,813
 
Changes from:       January 22, 2013                                 Total Change is:   -19,236
    -6,312    -20,211      4,046     22,674     35,680    -11,297     10,868    -42,126     -3,157     -8,385    -14,477        160    -27,833     32,146
 
Percent of Open Interest Represented by Each Category of Trader
      20.1        8.3        1.1       32.5       33.6        8.9       15.9       20.5        2.2        5.9        6.2        0.6       12.8       18.6
 
Number of Traders in Each Category                                    Total Traders:       205
        15         27         12         30         38         34         37         38         24          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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   365,782
Positions
   158,528    154,629     97,333        772      2,982      3,561     36,990     13,967     43,976      2,718     12,001      6,520     15,384     30,813
 
Changes from:       January 22, 2013                                 Total Change is:    -7,485
    -2,623        421      1,156        772         24         14        584       -892     -1,049          6      1,035     -2,133     -4,212     -6,061
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       42.3       26.6        0.2        0.8        1.0       10.1        3.8       12.0        0.7        3.3        1.8        4.2        8.4
 
Number of Traders in Each Category                                    Total Traders:        81
        19         24         29          .          .          .         16         11         22          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,542,733
Positions
 1,680,564  2,418,037  1,785,728    869,364    396,628    178,899    891,755    430,779  1,843,860    176,856    202,764    284,281    831,426  1,001,757
 
Changes from:       January 22, 2013                                 Total Change is:    60,543
   188,186   -123,344     15,623    -51,035     69,082      4,583   -106,390    -17,403     67,611     -4,392     19,135     13,539    -67,182     11,717
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       28.3       20.9       10.2        4.6        2.1       10.4        5.0       21.6        2.1        2.4        3.3        9.7       11.7
 
Number of Traders in Each Category                                    Total Traders:       226
        32         44         72          9          7         17         49         37         77          8         18         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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     9,600
Positions
     7,846        336          0         41        943          2      1,413      7,163          0        210      1,036          0         88        120
 
Changes from:       January 22, 2013                                 Total Change is:       774
      -284        215          0         -2        -59          1      1,079        571          0        -20          0          0          0         46
 
Percent of Open Interest Represented by Each Category of Trader
      81.7        3.5        0.0        0.4        9.8        0.0       14.7       74.6        0.0        2.2       10.8        0.0        0.9        1.3
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          .          .          .          4          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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     6,562
Positions
     6,144      1,568          0          0        808         43        238      3,812          0          0        289          0        137         42
 
Changes from:       January 22, 2013                                 Total Change is:      -470
      -452        -50          0          0        -40          0         38       -409          0          0         28          0        -56          1
 
Percent of Open Interest Represented by Each Category of Trader
      93.6       23.9        0.0        0.0       12.3        0.7        3.6       58.1        0.0        0.0        4.4        0.0        2.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        23
         4          .          0          0          4          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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    43,634
Positions
     7,648     15,460      1,668        934      4,599        372     18,453     16,263        869      9,856      1,261          3      3,831      3,139
 
Changes from:       January 22, 2013                                 Total Change is:       906
    -1,258          2          0        -12        494        -13      1,870     -1,917         31       -728        467          0      1,016      1,842
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       35.4        3.8        2.1       10.5        0.9       42.3       37.3        2.0       22.6        2.9        0.0        8.8        7.2
 
Number of Traders in Each Category                                    Total Traders:       103
         .          .          .          4          6          .         20         34          6         25          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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   424,170
Positions
   111,562     21,008     54,541     38,659     15,895     14,679     60,416    173,412     41,319     10,423     13,411     61,820     30,751     28,085
 
Changes from:       January 22, 2013                                 Total Change is:    -1,180
     4,709      2,946        725     -4,601     -2,002        902     -7,253     -2,612      5,789        748        831     -1,527       -672     -6,232
 
Percent of Open Interest Represented by Each Category of Trader
      26.3        5.0       12.9        9.1        3.7        3.5       14.2       40.9        9.7        2.5        3.2       14.6        7.2        6.6
 
Number of Traders in Each Category                                    Total Traders:       188
        20         10         22          8          9         10         47         41         49         23         16         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated February 1, 2013