`Traders in Financial Futures - Futures Only Positions as of February 19, 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   156,182
Positions
    43,050     69,780      2,219     18,527     19,624      1,034     41,633     25,156      3,591     12,635      1,910         23     33,470     32,845
 
Changes from:       February 12, 2013                                Total Change is:    16,073
     6,847     -3,536        133         83        459        -88      7,343     13,090        380        712        700         -8        671      4,943
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       44.7        1.4       11.9       12.6        0.7       26.7       16.1        2.3        8.1        1.2        0.0       21.4       21.0
 
Number of Traders in Each Category                                    Total Traders:        81
        10          7          6          7          4          4         18         20          6         12          .          .
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Traders in Financial Futures - Futures Only Positions as of February 19, 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    42,833
Positions
     7,980     19,142        948        919      1,929        374     11,963     10,730        136      1,588        744          0     18,925      8,830
 
Changes from:       February 12, 2013                                Total Change is:       983
     2,938     -4,080       -142          0       -456          0       -329      4,375        135      1,588        -48          0     -3,207      1,199
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       44.7        2.2        2.1        4.5        0.9       27.9       25.1        0.3        3.7        1.7        0.0       44.2       20.6
 
Number of Traders in Each Category                                    Total Traders:        39
         8          7          .          .          .          .         10          8          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of February 19, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   187,027
Positions
    98,303     24,518        915     23,596     30,994      2,717     35,753     63,476      2,842      5,423     21,410      1,216     16,262     38,939
 
Changes from:       February 12, 2013                                Total Change is:    19,927
    19,011     -1,588       -205        412      2,361        -17     -1,614     13,740        162      2,346       -728      1,091     -1,259      5,111
 
Percent of Open Interest Represented by Each Category of Trader
      52.6       13.1        0.5       12.6       16.6        1.5       19.1       33.9        1.5        2.9       11.4        0.7        8.7       20.8
 
Number of Traders in Each Category                                    Total Traders:       108
        13         10          6          7         15          5         17         32         10          7          7          .
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Traders in Financial Futures - Futures Only Positions as of February 19, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   218,241
Positions
   106,818     15,051      2,371     23,697     10,178      2,959     28,909    106,661      1,812     34,744     16,011      1,102     15,829     62,096
 
Changes from:       February 12, 2013                                Total Change is:     3,205
     2,993        863        791        441        141         43       -608      2,076        544        720     -2,897        123     -1,842      1,521
 
Percent of Open Interest Represented by Each Category of Trader
      48.9        6.9        1.1       10.9        4.7        1.4       13.2       48.9        0.8       15.9        7.3        0.5        7.3       28.5
 
Number of Traders in Each Category                                    Total Traders:       139
        14         10          4          8          9          4         25         43         17          8         22          .
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Traders in Financial Futures - Futures Only Positions as of February 19, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   234,039
Positions
    29,739     77,151      3,533     49,615     30,356      5,228     67,440     51,723      3,041     16,988     11,747      2,064     56,391     49,196
 
Changes from:       February 12, 2013                                Total Change is:    -5,527
      -821     -9,133        376       -319       -279       -333     -5,676         52      1,097     -1,038       -347        122      1,065      2,918
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       33.0        1.5       21.2       13.0        2.2       28.8       22.1        1.3        7.3        5.0        0.9       24.1       21.0
 
Number of Traders in Each Category                                    Total Traders:       167
        18         14          8         23         14         16         26         38         15         14         20          5
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Traders in Financial Futures - Futures Only Positions as of February 19, 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   159,346
Positions
    34,256     44,145      1,215      2,145     43,526      1,487     86,651     39,926        489      4,506      3,457        547     28,050     24,554
 
Changes from:       February 12, 2013                                Total Change is:    -4,399
     4,932     -5,590        631         29       -181       -123    -12,306       -336         56      1,109       -668        547        726      1,265
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       27.7        0.8        1.3       27.3        0.9       54.4       25.1        0.3        2.8        2.2        0.3       17.6       15.4
 
Number of Traders in Each Category                                    Total Traders:       100
        11         10          .          .          8          .         33         21          8          7          8          .
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Traders in Financial Futures - Futures Only Positions as of February 19, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    75,752
Positions
    36,457     49,273     17,436      2,952          0          0      7,952      1,257      4,416      2,875          0      2,860        804        510
 
Changes from:       February 12, 2013                                Total Change is:       491
         0        492          0        463          0          0         74       -107          0         10          0          0        -56        106
 
Percent of Open Interest Represented by Each Category of Trader
      48.1       65.0       23.0        3.9        0.0        0.0       10.5        1.7        5.8        3.8        0.0        3.8        1.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        27
         5         13         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of February 19, 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   173,204
Positions
    12,295    111,387        763     11,222      1,093          0    108,595     50,895      4,126     26,146      3,173        117      9,940      1,650
 
Changes from:       February 12, 2013                                Total Change is:     3,478
      -134      2,340        465        -88          0          0    -10,332        338      1,022     13,075        125          8       -538       -820
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       64.3        0.4        6.5        0.6        0.0       62.7       29.4        2.4       15.1        1.8        0.1        5.7        1.0
 
Number of Traders in Each Category                                    Total Traders:       138
         6         14          .          9          .          0         67         16          6         18          5          .
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Traders in Financial Futures - Futures Only Positions as of February 19, 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    40,040
Positions
     8,884     25,666        274      7,745         12        308      8,389      1,363        270      9,571      8,387      3,514      1,085        246
 
Changes from:       February 12, 2013                                Total Change is:     2,273
      -153      1,890          0         16         12        308      1,668         10        189        100          0          0        145       -136
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       64.1        0.7       19.3        0.0        0.8       21.0        3.4        0.7       23.9       20.9        8.8        2.7        0.6
 
Number of Traders in Each Category                                    Total Traders:        34
         4          7          .          .          .          .         13          .          .          5          .          .
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Traders in Financial Futures - Futures Only Positions as of February 19, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    37,555
Positions
     3,319     25,869        342        995          0          0     25,695      4,290        773        867      3,960        115      5,449      2,206
 
Changes from:       February 12, 2013                                Total Change is:     2,448
      -144      3,055        342        157          0          0      2,525       -151       -863        537         69          0       -106         -4
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       68.9        0.9        2.6        0.0        0.0       68.4       11.4        2.1        2.3       10.5        0.3       14.5        5.9
 
Number of Traders in Each Category                                    Total Traders:        64
         6          9          .          5          0          0         26          9          .          .          6          .
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Traders in Financial Futures - Futures Only Positions as of February 19, 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    61,804
Positions
    14,339     39,587        762      6,484        190        545     26,493     10,981        259      2,422      1,794          0     10,501      7,687
 
Changes from:       February 12, 2013                                Total Change is:       115
      -367        842        111         28        -79         37       -389     -1,260         73         14       -480          0        609        871
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       64.1        1.2       10.5        0.3        0.9       42.9       17.8        0.4        3.9        2.9        0.0       17.0       12.4
 
Number of Traders in Each Category                                    Total Traders:       110
        20         19          4          5          .          .         33         16          4          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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   123,607
Positions
    28,678     79,173      1,523     12,967        379      1,090     52,986     21,962        518      4,843      3,588          0     21,002     15,374
 
Changes from:       February 12, 2013                                Total Change is:       230
      -733      1,683        221         56       -157         74       -778     -2,519        145         28       -959          0      1,217      1,742
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       64.1        1.2       10.5        0.3        0.9       42.9       17.8        0.4        3.9        2.9        0.0       17.0       12.4
 
Number of Traders in Each Category                                    Total Traders:       110
        20         19          4          5          .          .         33         16          4          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   856,539
Positions
    73,052    205,366     78,834    346,110    134,602     62,748    101,427    199,301     39,790     36,197     35,697     11,062    107,319     89,138
 
Changes from:       February 12, 2013                                Total Change is:    25,961
   -21,445    -26,009     41,012     -6,208      1,501        466     16,147      9,108      3,112     -3,147        633      1,849     -5,825     -5,711
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       24.0        9.2       40.4       15.7        7.3       11.8       23.3        4.6        4.2        4.2        1.3       12.5       10.4
 
Number of Traders in Each Category                                    Total Traders:       545
        43         36         28        115         48         59        100        109         71         44         49         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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   227,085
Positions
    52,080     82,482     11,203     62,697     30,962      8,266     16,112     36,856        917     11,222     10,835      3,715     60,873     41,849
 
Changes from:       February 12, 2013                                Total Change is:    13,956
     2,411      2,017      6,502     -2,454      3,022       -110      3,708      6,019       -120       -267       -454         14      4,272     -2,934
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       36.3        4.9       27.6       13.6        3.6        7.1       16.2        0.4        4.9        4.8        1.6       26.8       18.4
 
Number of Traders in Each Category                                    Total Traders:       100
        14         13          8         20         10         11         13         17          7          7          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 3,147,268
Positions
   378,942    888,504     64,070  1,450,599    551,734    238,877    538,702    924,354     82,239    153,661    153,095      7,948    232,230    236,447
 
Changes from:       February 12, 2013                                Total Change is:    60,026
    21,295        443     31,978    -13,371     -2,204     -2,520     65,100     18,352     13,253     -8,046     11,789      2,820    -50,483    -13,885
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       28.2        2.0       46.1       17.5        7.6       17.1       29.4        2.6        4.9        4.9        0.3        7.4        7.5
 
Number of Traders in Each Category                                    Total Traders:       518
        39         38         20        106         42         52        100        107         60         38         47         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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   123,811
Positions
     3,304     57,551        754     65,684     47,851      3,131     37,192      8,867        467      1,120      2,294          0     12,159      2,896
 
Changes from:       February 12, 2013                                Total Change is:     1,245
      -213      2,155         51      1,586       -747       -127        454       -101       -179       -326         -2          0         -1        195
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       46.5        0.6       53.1       38.6        2.5       30.0        7.2        0.4        0.9        1.9        0.0        9.8        2.3
 
Number of Traders in Each Category                                    Total Traders:       101
         4         15          .         40         13         12         17          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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    69,693
Positions
     2,817     41,545        531     31,985      5,534        666     25,601     13,297        330      2,109      2,949         54      5,598      4,787
 
Changes from:       February 12, 2013                                Total Change is:     2,780
       -96      1,552         95        538         -2       -125      2,584        764         10       -161       -294         36       -101        745
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       59.6        0.8       45.9        7.9        1.0       36.7       19.1        0.5        3.0        4.2        0.1        8.0        6.9
 
Number of Traders in Each Category                                    Total Traders:       213
        18         25          4         32         19         10         62         29         11         19          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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   348,464
Positions
    14,085    207,726      2,657    159,927     27,671      3,328    128,007     66,484      1,650     10,547     14,743        272     27,991     23,933
 
Changes from:       February 12, 2013                                Total Change is:    13,898
      -479      7,758        473      2,692        -11       -627     12,918      3,822         51       -807     -1,472        181       -504      3,723
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       59.6        0.8       45.9        7.9        1.0       36.7       19.1        0.5        3.0        4.2        0.1        8.0        6.9
 
Number of Traders in Each Category                                    Total Traders:       213
        18         25          4         32         19         10         62         29         11         19          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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   370,418
Positions
    60,463     63,300      8,789    155,025    160,368     22,027     91,819     80,633      3,395      3,742     14,441          6     25,152     17,459
 
Changes from:       February 12, 2013                                Total Change is:    10,457
       263        664     -1,717      4,693       -139       -617      6,048      5,536      1,131     -1,597        684          6      2,247      4,909
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       17.1        2.4       41.9       43.3        5.9       24.8       21.8        0.9        1.0        3.9        0.0        6.8        4.7
 
Number of Traders in Each Category                                    Total Traders:       257
        22         15          .         59         33         24         61         43         19          9         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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    75,179
Positions
     6,790     12,853      2,893     22,625          0          0     16,230     22,087        505      8,597        636      4,002     13,537     32,203
 
Changes from:       February 12, 2013                                Total Change is:    -3,353
     1,477       -600       -504        568       -368       -230       -616      1,533        397       -219     -1,081          0     -4,226     -2,500
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       17.1        3.8       30.1        0.0        0.0       21.6       29.4        0.7       11.4        0.8        5.3       18.0       42.8
 
Number of Traders in Each Category                                    Total Traders:        64
         6          6          .         12          0          0         18         12          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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    80,939
Positions
    16,869     15,196      7,161      9,006      4,416          0     33,627      7,136      1,806      3,996      1,655          0      8,474     43,569
 
Changes from:       February 12, 2013                                Total Change is:    -2,246
    -1,026       -520      1,735        394        509          0       -499     -4,572        432        -50        386          0     -3,232       -216
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       18.8        8.8       11.1        5.5        0.0       41.5        8.8        2.2        4.9        2.0        0.0       10.5       53.8
 
Number of Traders in Each Category                                    Total Traders:        88
        19         14          8          8          4          0         26          9          6          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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    88,917
Positions
    13,685     50,310        144     54,760     18,746      4,249      9,934     12,869        194        222          0          0      5,729      2,405
 
Changes from:       February 12, 2013                                Total Change is:       957
      -319        843          0        526        266        228        351       -377         44          0          0          0        127        -47
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       56.6        0.2       61.6       21.1        4.8       11.2       14.5        0.2        0.2        0.0        0.0        6.4        2.7
 
Number of Traders in Each Category                                    Total Traders:        71
         .          7          .         24         20         11         10          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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   186,850
Positions
    14,369     94,769      2,258    109,570     15,456      9,514     27,786     56,045         29      7,100      4,608        893     15,331      3,278
 
Changes from:       February 12, 2013                                Total Change is:     6,059
     1,537        637         50      3,068        474       -656        987      5,362        -29        290        404        -84        896        -99
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       50.7        1.2       58.6        8.3        5.1       14.9       30.0        0.0        3.8        2.5        0.5        8.2        1.8
 
Number of Traders in Each Category                                    Total Traders:       144
        16         17          4         46         12         15         28          8          .         11          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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   615,847
Positions
    23,921     58,721      6,467    251,431    181,548     67,279    107,182     81,191     10,418     15,081     30,763         98    133,970    179,362
 
Changes from:       February 12, 2013                                Total Change is:     6,724
        -1      6,108      3,088     -2,958     10,352     -3,681     16,760     -3,536     -2,014     -5,824     -3,386        -50      1,404       -157
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        9.5        1.1       40.8       29.5       10.9       17.4       13.2        1.7        2.4        5.0        0.0       21.8       29.1
 
Number of Traders in Each Category                                    Total Traders:       159
         6         20          4         35         29         38         26         29         27          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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   373,189
Positions
         0    130,580      2,137    246,990     40,969     39,318          0     76,153         87      9,831     16,809          0     74,826     67,136
 
Changes from:       February 12, 2013                                Total Change is:     6,934
         0        772        915      1,785     -2,602       -135          0      4,579       -802        105      1,535          0      5,066      2,672
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.0        0.6       66.2       11.0       10.5        0.0       20.4        0.0        2.6        4.5        0.0       20.1       18.0
 
Number of Traders in Each Category                                    Total Traders:        63
         0         12          .         28         10         16          0          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 1,017,032
Positions
    89,730    122,049     21,226    222,311    192,250     65,861    225,783    401,244     76,410    178,293     42,744     12,602    124,816     82,646
 
Changes from:       February 12, 2013                                Total Change is:   -16,470
    23,735      1,583    -11,247    -17,156      9,756        126    -17,709    -26,013        761      4,272      3,325        650         98      4,589
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       12.0        2.1       21.9       18.9        6.5       22.2       39.5        7.5       17.5        4.2        1.2       12.3        8.1
 
Number of Traders in Each Category                                    Total Traders:       221
        12         30         14         37         26         31         31         41         26         21         22          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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    50,274
Positions
    16,348     20,496      7,844        105        182         10     20,293     16,022      4,188          0          0        403      1,083      1,129
 
Changes from:       February 12, 2013                                Total Change is:     1,798
       407      2,647       -396          0       -120          0      2,158        -57       -446          0          0         52         23        118
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       40.8       15.6        0.2        0.4        0.0       40.4       31.9        8.3        0.0        0.0        0.8        2.2        2.2
 
Number of Traders in Each Category                                    Total Traders:        43
         6         10          9          .          .          .         12         12         14          0          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 2,087,761
Positions
   195,295    197,873    120,265    469,493    807,345    189,683    666,741    221,123     85,244    102,231     82,397      7,120    251,689    376,711
 
Changes from:       February 12, 2013                                Total Change is:    56,947
   -37,529    -20,622     23,709     17,091     45,052     -3,581     21,162     23,308      9,451     19,895     -9,146     -1,159      7,908    -10,065
 
Percent of Open Interest Represented by Each Category of Trader
       9.4        9.5        5.8       22.5       38.7        9.1       31.9       10.6        4.1        4.9        3.9        0.3       12.1       18.0
 
Number of Traders in Each Category                                    Total Traders:       303
        24         41         18         23         66         48         65         50         42         13         20          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 1,634,321
Positions
   366,447    140,383     32,697    478,810    513,526    136,018    266,616    365,997     55,269     93,011    103,245      9,816    195,637    277,370
 
Changes from:       February 12, 2013                                Total Change is:    39,880
    15,851     -1,967      5,198     -5,497       -952      1,884     22,853     12,803      9,832      3,736      1,338       -195    -13,782     11,939
 
Percent of Open Interest Represented by Each Category of Trader
      22.4        8.6        2.0       29.3       31.4        8.3       16.3       22.4        3.4        5.7        6.3        0.6       12.0       17.0
 
Number of Traders in Each Category                                    Total Traders:       208
        17         27         19         31         40         33         29         42         27          8         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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   335,283
Positions
   127,748    123,624     98,537      1,274      2,771      3,652     32,821     12,452     47,962      1,183     10,580      5,900     16,206     29,805
 
Changes from:       February 12, 2013                                Total Change is:     7,661
     3,550      2,980        276        101         -6         13      1,236       -593      2,778        223       -400        567     -1,083      2,046
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       36.9       29.4        0.4        0.8        1.1        9.8        3.7       14.3        0.4        3.2        1.8        4.8        8.9
 
Number of Traders in Each Category                                    Total Traders:        76
        16         24         27          .          .          .         15         10         21          .          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 8,949,521
Positions
 1,749,112  2,533,695  1,843,803    846,248    587,393    179,836  1,071,297    425,119  1,859,986    257,826    183,532    281,444    859,969  1,054,713
 
Changes from:       February 12, 2013                                Total Change is:   129,445
    34,714     21,587     25,799       -388      8,578      3,398    -37,307    -27,814     33,287     13,864     -9,078     17,985     38,093     55,703
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       28.3       20.6        9.5        6.6        2.0       12.0        4.8       20.8        2.9        2.1        3.1        9.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       230
        31         43         66          9          8         18         54         40         77         12         16         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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    11,882
Positions
     7,979      1,365          0         35        855          5      3,601      8,499         15        210      1,036          0         37        107
 
Changes from:       February 12, 2013                                Total Change is:       661
        -9        114          0         -2          0          1        680        531          0          0          0          0         -9         15
 
Percent of Open Interest Represented by Each Category of Trader
      67.2       11.5        0.0        0.3        7.2        0.0       30.3       71.5        0.1        1.8        8.7        0.0        0.3        0.9
 
Number of Traders in Each Category                                    Total Traders:        25
         .          5          0          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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     6,526
Positions
     6,051      1,570          0          0        903         43        322      3,694          0          0        261          0        110         55
 
Changes from:       February 12, 2013                                Total Change is:       -37
       149         13          0          0         76          0       -160       -155          0          0          0          0        -26         29
 
Percent of Open Interest Represented by Each Category of Trader
      92.7       24.1        0.0        0.0       13.8        0.7        4.9       56.6        0.0        0.0        4.0        0.0        1.7        0.8
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          0          4          .          4          5          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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    50,051
Positions
     7,261     14,106      1,737      1,091      1,213        393     27,026     28,477        909      6,114      1,103          0      5,520      2,113
 
Changes from:       February 12, 2013                                Total Change is:     3,815
      -222        400          0         16     -2,391         95      1,880      7,081       -305        952       -817          0      1,399       -248
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       28.2        3.5        2.2        2.4        0.8       54.0       56.9        1.8       12.2        2.2        0.0       11.0        4.2
 
Number of Traders in Each Category                                    Total Traders:        99
         .          .          .          5          6          .         26         22          6         27          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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   425,770
Positions
   114,354     27,832     37,727     52,905     17,809     11,752     59,780    183,514     41,014      8,589     10,327     67,579     32,070     28,216
 
Changes from:       February 12, 2013                                Total Change is:   -19,549
     8,477      6,170    -16,229     11,155      1,114       -158       -188     15,842    -11,348         60     -3,072     -6,276     -5,042     -5,592
 
Percent of Open Interest Represented by Each Category of Trader
      26.9        6.5        8.9       12.4        4.2        2.8       14.0       43.1        9.6        2.0        2.4       15.9        7.5        6.6
 
Number of Traders in Each Category                                    Total Traders:       174
        17         11         17          8         10          9         36         47         45         25         11         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    10,378
Positions
     1,014      4,128          0      2,445        544        328      5,222      4,465        908        343          0          0        118          5
 
Changes from:       February 12, 2013                                Total Change is:        52
       105          0          0       -200         97          8        170        -79         21          0          0          0        -52          5
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       39.8        0.0       23.6        5.2        3.2       50.3       43.0        8.7        3.3        0.0        0.0        1.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         4          .          0          .          .          .          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated February 22, 2013