`Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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   151,626
Positions
     6,382     94,602      3,778     20,272     19,295      1,462     58,191      7,518      4,021      8,505      1,494        558     48,457     18,898
 
Changes from:       January 15, 2013                                 Total Change is:    -1,440
     1,443     -8,100      1,147     -2,245       -155        232     -4,321      4,232        600      1,570       -466       -537        673      1,609
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       62.4        2.5       13.4       12.7        1.0       38.4        5.0        2.7        5.6        1.0        0.4       32.0       12.5
 
Number of Traders in Each Category                                    Total Traders:        92
         6         11          5          8          4          4         34         11         14         15          .          6
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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    41,213
Positions
     6,174     18,250      1,014      1,012      2,016        351     14,654      6,365        864          0        672          0     17,144     11,682
 
Changes from:       January 15, 2013                                 Total Change is:    -3,495
     2,445     -6,946        574       -475        -38          0     -3,807      2,480         96       -853     -1,659          0     -1,476      1,997
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       44.3        2.5        2.5        4.9        0.9       35.6       15.4        2.1        0.0        1.6        0.0       41.6       28.3
 
Number of Traders in Each Category                                    Total Traders:        34
         6          7          4          .          .          .          8          8          4          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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   175,005
Positions
    26,913     35,700      3,934     22,145     29,707      3,042     73,441     37,975      9,196      3,941     29,749        752     31,641     24,949
 
Changes from:       January 15, 2013                                 Total Change is:     1,476
    15,042    -13,908      1,060       -574        509        574    -11,732      6,337      3,510      1,522       -473     -1,111     -6,815      4,977
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       20.4        2.2       12.7       17.0        1.7       42.0       21.7        5.3        2.3       17.0        0.4       18.1       14.3
 
Number of Traders in Each Category                                    Total Traders:        97
         7         10          5          6         13          5         25         22         15          8          6          5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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   255,098
Positions
    73,264     10,491     15,577     49,635      6,615      6,837     23,618     99,472     28,518     25,989     10,929      8,363     23,297     68,297
 
Changes from:       January 15, 2013                                 Total Change is:     9,980
     1,680       -837      1,925       -394       -402        928      3,533      1,002      2,500        262      1,947      1,075     -1,530      1,841
 
Percent of Open Interest Represented by Each Category of Trader
      28.7        4.1        6.1       19.5        2.6        2.7        9.3       39.0       11.2       10.2        4.3        3.3        9.1       26.8
 
Number of Traders in Each Category                                    Total Traders:       138
        10         10          6          9          7          5         22         49         25         11         20         13
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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   260,817
Positions
    25,162     63,375      9,944     44,558     31,913      5,834     66,371     50,462     26,859     18,793     11,814      4,256     59,039     56,359
 
Changes from:       January 15, 2013                                 Total Change is:     5,197
       439     18,124       -878      2,396     -3,196       -148        538     -7,873      1,526      2,368     -2,666        725     -1,771       -419
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       24.3        3.8       17.1       12.2        2.2       25.4       19.3       10.3        7.2        4.5        1.6       22.6       21.6
 
Number of Traders in Each Category                                    Total Traders:       188
        17         17         13         21         16         17         35         34         27         21         27         19
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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   220,754
Positions
    14,692     93,716      4,286      2,884     42,436      1,873    140,825     42,249      6,278      3,748      5,857        925     45,243     23,134
 
Changes from:       January 15, 2013                                 Total Change is:     7,481
      -125      5,122        874       -648       -257         78      7,148        860      1,595       -400     -1,947         87     -1,128      1,070
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       42.5        1.9        1.3       19.2        0.8       63.8       19.1        2.8        1.7        2.7        0.4       20.5       10.5
 
Number of Traders in Each Category                                    Total Traders:       110
         7         13          5          .          9          4         39         24         16          4         11          6
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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    75,323
Positions
    36,457     49,426     17,436      3,149          0          0      7,318        899      4,478      3,062          0      2,855        568        229
 
Changes from:       January 15, 2013                                 Total Change is:      -360
         0       -340          0       -314          0          0         49        -18          0        -10          0          0        -85         -2
 
Percent of Open Interest Represented by Each Category of Trader
      48.4       65.6       23.1        4.2        0.0        0.0        9.7        1.2        5.9        4.1        0.0        3.8        0.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        28
         5         14         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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   189,967
Positions
    11,836    114,137          0     10,878        915          0    143,739     56,892        663     11,651     14,708        548     10,652      2,104
 
Changes from:       January 15, 2013                                 Total Change is:      -935
      -916       -338          0     -2,015          0          0      1,466     -1,337        380       -977        -36        440        687        -44
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       60.1        0.0        5.7        0.5        0.0       75.7       29.9        0.3        6.1        7.7        0.3        5.6        1.1
 
Number of Traders in Each Category                                    Total Traders:       148
         6         13          0         10          .          0         73         16          4         22          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    35,784
Positions
     8,464     23,906        513      6,114          0          0      6,615      2,173        248     13,168      8,387         38        624        519
 
Changes from:       January 15, 2013                                 Total Change is:        86
        20        130        -58         74          0          0        109          1          6        -17          0          0        -48          7
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       66.8        1.4       17.1        0.0        0.0       18.5        6.1        0.7       36.8       23.4        0.1        1.7        1.5
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          .          .          0          0          8          4          .          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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    37,180
Positions
     2,996     25,391          0        831          0          0     27,032      5,908        363        689      3,651          0      5,269      1,867
 
Changes from:       January 15, 2013                                 Total Change is:    -1,474
      -220        681          0        227          0          0     -1,581     -2,268          1          0         38          0         99         74
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       68.3        0.0        2.2        0.0        0.0       72.7       15.9        1.0        1.9        9.8        0.0       14.2        5.0
 
Number of Traders in Each Category                                    Total Traders:        60
         4          9          0          5          0          0         25         11          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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    56,248
Positions
    15,804     34,792        199      6,102         26        320     22,228     12,118        328      2,449        922        483      8,335      7,061
 
Changes from:       January 15, 2013                                 Total Change is:     3,715
       872      1,256         15        -55         26         74      2,864        746       -154         63        177         19         17      1,558
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       61.9        0.4       10.8        0.0        0.6       39.5       21.5        0.6        4.4        1.6        0.9       14.8       12.6
 
Number of Traders in Each Category                                    Total Traders:       103
        22         17          6          5          .          .         32         15         10          8          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   112,495
Positions
    31,607     69,584        397     12,204         51        640     44,456     24,236        656      4,899      1,843        966     16,669     14,121
 
Changes from:       January 15, 2013                                 Total Change is:     7,430
     1,744      2,511         30       -109         51        148      5,729      1,492       -308        126        353         37         34      3,115
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       61.9        0.4       10.8        0.0        0.6       39.5       21.5        0.6        4.4        1.6        0.9       14.8       12.6
 
Number of Traders in Each Category                                    Total Traders:       103
        22         17          6          5          .          .         32         15         10          8          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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   919,111
Positions
    71,019    226,786     28,939    361,776    127,896     56,377     88,592    187,510    128,951     36,611     35,681     23,514    123,332    103,457
 
Changes from:       January 15, 2013                                 Total Change is:    20,534
    10,502      4,445        165      7,084     -2,724     -2,042      2,838     12,772     -1,556        224        -40     -1,104      4,423     10,620
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       24.7        3.1       39.4       13.9        6.1        9.6       20.4       14.0        4.0        3.9        2.6       13.4       11.3
 
Number of Traders in Each Category                                    Total Traders:       566
        38         39         30        123         44         63         88        123         97         53         58         44
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   251,721
Positions
    22,227     80,467      6,600     70,530     27,339      8,513     12,684     32,993     34,357     10,567     11,017     10,060     76,183     40,374
 
Changes from:       January 15, 2013                                 Total Change is:    15,145
       966      6,495        358     -2,322       -324       -565        263     11,477        346        729        142      1,066     14,302     -3,852
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       32.0        2.6       28.0       10.9        3.4        5.0       13.1       13.6        4.2        4.4        4.0       30.3       16.0
 
Number of Traders in Each Category                                    Total Traders:       110
        10         13          6         23          8         11         19         18         32         10          9         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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 3,336,948
Positions
   305,742    793,380     49,910  1,484,454    531,005    211,099    511,035    904,079    341,475    145,977    139,073     51,512    235,745    315,416
 
Changes from:       January 15, 2013                                 Total Change is:    26,945
    47,875    -10,061     -1,159     46,557    -12,473     -6,914     67,811     61,410    -64,451     -1,853       -242    -11,525    -49,396     72,361
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       23.8        1.5       44.5       15.9        6.3       15.3       27.1       10.2        4.4        4.2        1.5        7.1        9.5
 
Number of Traders in Each Category                                    Total Traders:       527
        38         38         24        110         41         55         86        117         88         46         51         35
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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   118,402
Positions
     3,374     50,192         13     62,142     52,283      2,908     36,937      7,643          2      1,109      2,316          0     11,917      3,046
 
Changes from:       January 15, 2013                                 Total Change is:     1,055
      -182      1,882          0        186     -1,222         52      1,146        358        -51        222       -299          0       -318        335
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       42.4        0.0       52.5       44.2        2.5       31.2        6.5        0.0        0.9        2.0        0.0       10.1        2.6
 
Number of Traders in Each Category                                    Total Traders:       100
         4         14          .         38         14          9         18          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    64,664
Positions
     2,267     37,436        491     27,545      6,205      1,418     22,693     11,755        712      2,497      2,194        891      6,150      3,561
 
Changes from:       January 15, 2013                                 Total Change is:       643
      -216      1,879        -20       -348        -48         77      1,704       -909       -530        340       -131       -227       -136        553
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       57.9        0.8       42.6        9.6        2.2       35.1       18.2        1.1        3.9        3.4        1.4        9.5        5.5
 
Number of Traders in Each Category                                    Total Traders:       216
        14         29          6         33         20         14         55         32         12         24          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   323,321
Positions
    11,334    187,179      2,456    137,723     31,025      7,091    113,467     58,777      3,560     12,483     10,970      4,457     30,751     17,806
 
Changes from:       January 15, 2013                                 Total Change is:     3,216
    -1,080      9,393        -99     -1,742       -241        385      8,522     -4,545     -2,651      1,698       -653     -1,136       -681      2,764
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       57.9        0.8       42.6        9.6        2.2       35.1       18.2        1.1        3.9        3.4        1.4        9.5        5.5
 
Number of Traders in Each Category                                    Total Traders:       216
        14         29          6         33         20         14         55         32         12         24          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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   365,732
Positions
    68,836     46,488     11,474    148,134    185,084     22,477     86,941     72,682      2,578      3,469     13,348        523     21,300     11,078
 
Changes from:       January 15, 2013                                 Total Change is:     4,567
    -1,376      3,532      1,179      1,750     -1,505        215      1,943     -1,236        246        680      1,522         40       -110        574
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       12.7        3.1       40.5       50.6        6.1       23.8       19.9        0.7        0.9        3.6        0.1        5.8        3.0
 
Number of Traders in Each Category                                    Total Traders:       252
        20         16          .         53         38         24         54         48         17          7         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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    61,285
Positions
     2,825     12,002      1,024     22,598          0         39     17,113     19,867          0      5,130      1,281          3     12,553     27,069
 
Changes from:       January 15, 2013                                 Total Change is:     7,379
       200       -729         50      2,332          0        -95      4,183      3,783          0       -375        337          1      1,083      4,032
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       19.6        1.7       36.9        0.0        0.1       27.9       32.4        0.0        8.4        2.1        0.0       20.5       44.2
 
Number of Traders in Each Category                                    Total Traders:        56
         .          5          .         15          0          .         17         11          0          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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    75,844
Positions
    26,058     12,005      4,237      7,954      3,421          0     24,967      6,926      1,391      3,773        200          0      7,464     47,664
 
Changes from:       January 15, 2013                                 Total Change is:    15,137
     8,358     -2,533      1,001        930       -435          0      4,560        433        372         88          0          0       -172     16,299
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       15.8        5.6       10.5        4.5        0.0       32.9        9.1        1.8        5.0        0.3        0.0        9.8       62.8
 
Number of Traders in Each Category                                    Total Traders:        80
        21         11          6          8          .          0         20         11          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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    84,933
Positions
    16,150     44,425         87     48,584     19,132      5,597      8,830     12,879        214        222          0          0      5,249      2,599
 
Changes from:       January 15, 2013                                 Total Change is:     1,350
      -302      5,441         -1      1,926       -529         13        247     -3,139         80          0          0          0       -613       -515
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       52.3        0.1       57.2       22.5        6.6       10.4       15.2        0.3        0.3        0.0        0.0        6.2        3.1
 
Number of Traders in Each Category                                    Total Traders:        72
         .          6          .         26         18         11         11          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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   168,788
Positions
    14,612     82,379      2,226     91,911     13,118      7,815     27,125     53,769        732      7,511      3,805      1,082     15,774      3,862
 
Changes from:       January 15, 2013                                 Total Change is:     4,343
       736      3,248       -253      2,600        -71       -384      1,346        807        -37        232        316         -3        106        720
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       48.8        1.3       54.5        7.8        4.6       16.1       31.9        0.4        4.4        2.3        0.6        9.3        2.3
 
Number of Traders in Each Category                                    Total Traders:       140
        16         16          4         42         12         14         30          7          .         11          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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   636,737
Positions
     5,861     55,429     25,774    233,621    165,636     78,672     70,165     49,650     50,072     19,307     31,230      1,989    151,276    178,284
 
Changes from:       January 15, 2013                                 Total Change is:     7,799
     3,132      6,145      4,410      3,703     -2,970        606       -529       -149      1,060     -4,143     -2,203       -411        -29      1,310
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        8.7        4.0       36.7       26.0       12.4       11.0        7.8        7.9        3.0        4.9        0.3       23.8       28.0
 
Number of Traders in Each Category                                    Total Traders:       161
         5         17         16         36         31         42         29         27         41          6         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   358,027
Positions
         0    130,643         20    236,504     40,884     38,673      1,950     73,948        187      9,907     15,751          0     70,786     57,921
 
Changes from:       January 15, 2013                                 Total Change is:      -320
         0     -1,189         20     -2,580       -154        182          0        934        -11          0          0          0      2,069       -102
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.5        0.0       66.1       11.4       10.8        0.5       20.7        0.1        2.8        4.4        0.0       19.8       16.2
 
Number of Traders in Each Category                                    Total Traders:        64
         0         12          .         28         10         18          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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 1,050,884
Positions
    79,312    145,369     30,079    278,765    137,057     54,817    215,635    481,351     76,662    177,631     38,782     12,499    125,484     74,267
 
Changes from:       January 15, 2013                                 Total Change is:   -26,014
    -7,310    -16,113     -2,636     -2,229     12,643       -506    -19,159    -25,805      7,599     -1,693        382      2,696     -2,776     -4,273
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       13.8        2.9       26.5       13.0        5.2       20.5       45.8        7.3       16.9        3.7        1.2       11.9        7.1
 
Number of Traders in Each Category                                    Total Traders:       219
        19         22         16         41         23         31         36         36         32         25         17         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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    48,292
Positions
    22,792     11,009      7,410        490          0        365     13,480     25,813      3,016          0         25        131        608        523
 
Changes from:       January 15, 2013                                 Total Change is:    -7,171
       953      3,562     -2,266       -300          0        200     -2,070     -4,710     -3,353         -8         25       -191       -136       -438
 
Percent of Open Interest Represented by Each Category of Trader
      47.2       22.8       15.3        1.0        0.0        0.8       27.9       53.5        6.2        0.0        0.1        0.3        1.3        1.1
 
Number of Traders in Each Category                                    Total Traders:        44
        12          5         11          .          0          .          9         15          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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 2,325,892
Positions
   160,562    196,519    216,170    377,487    771,441    208,985    727,740    155,102    253,009     77,347    100,380     35,539    269,053    388,747
 
Changes from:       January 15, 2013                                 Total Change is:   127,400
    -2,169     40,127     14,534     62,873     17,137      6,000     77,953     12,242     19,234    -42,123     23,729       -182     -8,720     -5,421
 
Percent of Open Interest Represented by Each Category of Trader
       6.9        8.4        9.3       16.2       33.2        9.0       31.3        6.7       10.9        3.3        4.3        1.5       11.6       16.7
 
Number of Traders in Each Category                                    Total Traders:       309
        19         46         50         21         67         54         61         56         83         17         22         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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 1,731,382
Positions
   298,807    145,098     57,480    471,579    476,570    148,863    235,912    344,763    173,210     98,752    108,420     17,744    229,035    259,234
 
Changes from:       January 15, 2013                                 Total Change is:     3,419
   -28,117      7,253      3,541     -7,780     -9,822     11,177     42,521    -33,670     13,895    -39,406      8,882      1,009      6,579      1,154
 
Percent of Open Interest Represented by Each Category of Trader
      17.3        8.4        3.3       27.2       27.5        8.6       13.6       19.9       10.0        5.7        6.3        1.0       13.2       15.0
 
Number of Traders in Each Category                                    Total Traders:       208
        15         26         30         29         36         37         35         44         46          9         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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   379,501
Positions
   160,923    154,464     97,574          0      2,958      3,547     35,801     13,811     49,565      2,722     10,966      9,662     19,708     36,954
 
Changes from:       January 15, 2013                                 Total Change is:     1,025
     9,302     -1,290      4,925          0         19          0     -2,464     -2,969     -6,791       -108      1,473     -1,004     -2,836      6,661
 
Percent of Open Interest Represented by Each Category of Trader
      42.4       40.7       25.7        0.0        0.8        0.9        9.4        3.6       13.1        0.7        2.9        2.5        5.2        9.7
 
Number of Traders in Each Category                                    Total Traders:        81
        19         25         33          0          .          .          9         17         21          4          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,344,684
Positions
 1,473,299  2,584,560  2,513,767    928,407    339,419    211,049    951,032    371,232  3,549,602    208,332    160,482    565,018    944,180  1,049,555
 
Changes from:       January 15, 2013                                 Total Change is:   125,762
   125,792    -82,112     75,065     -1,720     91,102     30,657    -95,591      4,667     49,775    -30,028     -8,180     -9,063    -19,124    -26,149
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       22.8       22.2        8.2        3.0        1.9        8.4        3.3       31.3        1.8        1.4        5.0        8.3        9.3
 
Number of Traders in Each Category                                    Total Traders:       245
        25         53         76         10          8         15         59         50         90         11         17         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,826
Positions
     8,130        121          0         43      1,002          1        334      6,592          0        230      1,036          0         88         74
 
Changes from:       January 15, 2013                                 Total Change is:      -123
       -72        -30          0          0          0          0        -26        -95          0         -2          0          0        -23          2
 
Percent of Open Interest Represented by Each Category of Trader
      92.1        1.4        0.0        0.5       11.4        0.0        3.8       74.7        0.0        2.6       11.7        0.0        1.0        0.8
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          .          .          .          .          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     7,032
Positions
     6,596      1,618          0          0        848         43        200      4,221          0          0        261          0        193         41
 
Changes from:       January 15, 2013                                 Total Change is:      -647
      -637        -55          0          0          0          0        -65       -605          0          0          0          0         55         13
 
Percent of Open Interest Represented by Each Category of Trader
      93.8       23.0        0.0        0.0       12.1        0.6        2.8       60.0        0.0        0.0        3.7        0.0        2.7        0.6
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          0          4          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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    43,534
Positions
     8,536     15,458      2,143      1,060      4,105        385     16,610     17,917      1,344     10,590        794         17      2,847      1,369
 
Changes from:       January 15, 2013                                 Total Change is:    -3,814
       116         -7          5        -23         -5         10     -4,455     -3,037        494      1,774       -399         -1     -1,733       -873
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       35.5        4.9        2.4        9.4        0.9       38.2       41.2        3.1       24.3        1.8        0.0        6.5        3.1
 
Number of Traders in Each Category                                    Total Traders:       106
         .          .          .          6          4          .         23         30          8         30          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 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   425,350
Positions
   106,853     18,062     53,816     43,260     17,897     13,777     67,669    176,024     35,530      9,675     12,580     63,347     31,423     34,317
 
Changes from:       January 15, 2013                                 Total Change is:   -36,820
   -12,650    -12,565     -8,331      2,736        301     -1,987      6,532      3,609    -13,211     -4,853     -3,103     -6,983      1,927      5,450
 
Percent of Open Interest Represented by Each Category of Trader
      25.1        4.2       12.7       10.2        4.2        3.2       15.9       41.4        8.4        2.3        3.0       14.9        7.4        8.1
 
Number of Traders in Each Category                                    Total Traders:       189
        20         11         21          8          9         12         49         43         49         21         15         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated January 25, 2013