`Traders in Financial Futures - Options and Futures Combined 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   170,004
Positions
    41,331     71,169      7,374     18,527     19,179      1,570     41,356     25,421      8,093     13,472      1,910        192     38,090     35,096
 
Changes from:       February 12, 2013                                Total Change is:    18,713
     6,166     -2,533      1,013         83        126        235      7,642     13,533        666      1,120        700         71      1,718      4,903
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       41.9        4.3       10.9       11.3        0.9       24.3       15.0        4.8        7.9        1.1        0.1       22.4       20.6
 
Number of Traders in Each Category                                    Total Traders:        88
         8          9          8          7          4          4         23         18         14         16          .          5
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Traders in Financial Futures - Options and Futures Combined 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    44,678
Positions
     7,831     19,142      1,153        919      1,929        374     11,973     10,600      1,355      1,588        744          0     19,484      9,380
 
Changes from:       February 12, 2013                                Total Change is:       979
     2,817     -4,081        -34          0       -456          0       -248      4,290        413      1,588        -48          0     -3,557        894
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       42.8        2.6        2.1        4.3        0.8       26.8       23.7        3.0        3.6        1.7        0.0       43.6       21.0
 
Number of Traders in Each Category                                    Total Traders:        39
         8          7          4          .          .          .         11          7          5          .          .          0
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Traders in Financial Futures - Options and Futures Combined 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   207,444
Positions
    95,637     26,741      6,592     23,596     30,495      3,570     36,433     61,698     13,149      5,808     22,102      1,483     21,176     41,615
 
Changes from:       February 12, 2013                                Total Change is:    24,388
    18,856        228       -175        412      1,867        718     -1,017     13,677      2,165      2,489       -494        925         15      5,477
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       12.9        3.2       11.4       14.7        1.7       17.6       29.7        6.3        2.8       10.7        0.7       10.2       20.1
 
Number of Traders in Each Category                                    Total Traders:       110
        12         11          8          7         15          6         16         34         16          8          7          5
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Traders in Financial Futures - Options and Futures Combined 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   281,981
Positions
   104,210     15,503     18,515     23,706     10,448      3,285     30,712    103,508     35,325     33,799     16,993      9,129     23,299     69,274
 
Changes from:       February 12, 2013                                Total Change is:     4,727
     1,120       -920      3,625        388        125        304       -206      2,113        714        725     -2,410       -700     -1,245      1,875
 
Percent of Open Interest Represented by Each Category of Trader
      37.0        5.5        6.6        8.4        3.7        1.2       10.9       36.7       12.5       12.0        6.0        3.2        8.3       24.6
 
Number of Traders in Each Category                                    Total Traders:       150
        11         14          8          9          9          6         26         45         25         10         26         14
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Traders in Financial Futures - Options and Futures Combined 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   282,781
Positions
    30,717     76,690     13,886     49,553     29,162      7,377     66,384     51,362     29,045     17,205     12,248      6,172     62,442     56,839
 
Changes from:       February 12, 2013                                Total Change is:    -4,073
    -2,212     -9,697      1,891       -109       -273       -226     -5,654       -391      1,900     -1,013        332       -151      1,501      2,541
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       27.1        4.9       17.5       10.3        2.6       23.5       18.2       10.3        6.1        4.3        2.2       22.1       20.1
 
Number of Traders in Each Category                                    Total Traders:       185
        18         15         15         24         15         19         29         38         28         18         28         18
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Traders in Financial Futures - Options and Futures Combined 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   171,913
Positions
    34,456     43,453      5,452      2,063     43,526      1,814     86,255     40,292      5,825      4,918      3,518      1,139     29,991     26,894
 
Changes from:       February 12, 2013                                Total Change is:    -5,352
     5,414     -5,672        340       -192       -181         61    -11,595       -165     -1,138        735       -715        519        504      1,598
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       25.3        3.2        1.2       25.3        1.1       50.2       23.4        3.4        2.9        2.0        0.7       17.4       15.6
 
Number of Traders in Each Category                                    Total Traders:       105
        12          9          7          .          8          .         29         27         16          9          9          7
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Traders in Financial Futures - Options and Futures Combined 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    76,099
Positions
    36,457     49,620     17,436      2,952          0          0      7,952      1,257      4,416      3,222          0      2,860        804        510
 
Changes from:       February 12, 2013                                Total Change is:       492
         0        493          0        463          0          0         74       -107          0         11          0          0        -56        106
 
Percent of Open Interest Represented by Each Category of Trader
      47.9       65.2       22.9        3.9        0.0        0.0       10.4        1.7        5.8        4.2        0.0        3.8        1.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        29
         5         14         10          .          0          0          .          .          .          4          0          .
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Traders in Financial Futures - Options and Futures Combined 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   173,220
Positions
    12,295    111,387        763     11,222      1,093          0    108,595     50,895      4,126     26,146      3,173        117      9,956      1,666
 
Changes from:       February 12, 2013                                Total Change is:     3,479
      -134      2,340        465        -88          0          0    -10,346        338      1,022     13,075        125          8       -523       -819
 
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 - Options and Futures Combined 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 - Options and Futures Combined 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    37,558
Positions
     3,319     25,866        345        995          0          0     25,695      4,290        773        867      3,960        115      5,449      2,209
 
Changes from:       February 12, 2013                                Total Change is:     2,449
      -144      3,054        343        157          0          0      2,525       -151       -863        537         69          0       -106         -3
 
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          4          5          0          0         26          9          .          .          6          .
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Traders in Financial Futures - Options and Futures Combined 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    63,383
Positions
    14,339     39,545        819      6,484        190        545     26,545     11,559        745      2,702      1,490        561     10,643      7,930
 
Changes from:       February 12, 2013                                Total Change is:        -9
      -367        833        105         28        -79         37       -413     -1,267         50        104       -332       -191        637        833
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       62.4        1.3       10.2        0.3        0.9       41.9       18.2        1.2        4.3        2.4        0.9       16.8       12.5
 
Number of Traders in Each Category                                    Total Traders:       111
        20         19          6          5          .          .         33         16          9         10          5          .
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Traders in Financial Futures - Options and Futures Combined 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   126,765
Positions
    28,678     79,089      1,638     12,967        379      1,090     53,090     23,118      1,490      5,404      2,979      1,122     21,287     15,860
 
Changes from:       February 12, 2013                                Total Change is:       -17
      -733      1,667        211         56       -157         74       -827     -2,534        101        209       -663       -382      1,274      1,667
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       62.4        1.3       10.2        0.3        0.9       41.9       18.2        1.2        4.3        2.4        0.9       16.8       12.5
 
Number of Traders in Each Category                                    Total Traders:       111
        20         19          6          5          .          .         33         16          9         10          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,008,527
Positions
    73,644    204,466     87,851    345,887    134,984     64,461    106,156    198,829    142,444     36,990     39,550     28,939    122,156    107,004
 
Changes from:       February 12, 2013                                Total Change is:    -3,770
   -20,991    -25,770     39,246     -6,023      2,078       -380     15,330     10,326    -24,695     -2,439       -157        269     -4,089     -4,687
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       20.3        8.7       34.3       13.4        6.4       10.5       19.7       14.1        3.7        3.9        2.9       12.1       10.6
 
Number of Traders in Each Category                                    Total Traders:       581
        42         37         37        115         52         65         99        122        110         54         60         47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   287,202
Positions
    52,153     82,482     13,682     62,567     31,161      9,448     15,567     36,502     40,864     11,650     10,892     10,541     70,728     51,629
 
Changes from:       February 12, 2013                                Total Change is:         3
     2,229      2,017      5,465     -2,401      3,561       -634      2,334      4,931    -11,873       -121       -657     -1,198      6,203     -1,608
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       28.7        4.8       21.8       10.8        3.3        5.4       12.7       14.2        4.1        3.8        3.7       24.6       18.0
 
Number of Traders in Each Category                                    Total Traders:       113
        15         13         10         20         11         12         18         19         33         10          7         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,606,627
Positions
   381,965    884,431     96,331  1,450,131    552,648    241,527    578,052    936,745    382,795    158,235    174,824     60,449    257,143    276,878
 
Changes from:       February 12, 2013                                Total Change is:   -18,867
    23,742        901     29,069    -12,709     -2,015     -4,129     71,617     33,612    -70,747     -4,989      9,104        735    -51,457    -15,398
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       24.5        2.7       40.2       15.3        6.7       16.0       26.0       10.6        4.4        4.8        1.7        7.1        7.7
 
Number of Traders in Each Category                                    Total Traders:       544
        37         40         30        106         45         58         96        117        101         46         57         40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   123,834
Positions
     3,304     57,551        754     65,684     47,851      3,131     37,192      8,886        469      1,120      2,294          0     12,180      2,898
 
Changes from:       February 12, 2013                                Total Change is:     1,250
      -213      2,155         51      1,586       -747       -127        454        -96       -179       -326         -2          0          4        195
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       46.5        0.6       53.0       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 - Options and Futures Combined 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    71,292
Positions
     2,817     41,632        685     31,985      5,534        666     25,618     13,658        777      2,096      2,486        892      5,757      4,964
 
Changes from:       February 12, 2013                                Total Change is:     2,459
       -96      1,464         65        538         -2       -125      2,560        810       -178       -137       -202        -95        -73        722
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       58.4        1.0       44.9        7.8        0.9       35.9       19.2        1.1        2.9        3.5        1.3        8.1        7.0
 
Number of Traders in Each Category                                    Total Traders:       215
        18         25          6         32         19         10         62         30         14         20          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   356,461
Positions
    14,085    208,158      3,423    159,927     27,671      3,328    128,091     68,288      3,884     10,478     12,432      4,459     28,785     24,818
 
Changes from:       February 12, 2013                                Total Change is:    12,294
      -479      7,322        324      2,692        -11       -627     12,800      4,052       -892       -683     -1,008       -476       -365      3,610
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       58.4        1.0       44.9        7.8        0.9       35.9       19.2        1.1        2.9        3.5        1.3        8.1        7.0
 
Number of Traders in Each Category                                    Total Traders:       215
        18         25          6         32         19         10         62         30         14         20          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   372,559
Positions
    60,463     63,298      8,801    155,025    160,368     22,027     92,455     80,672      4,102      3,664     14,812        631     25,391     17,848
 
Changes from:       February 12, 2013                                Total Change is:    10,523
       263        655     -1,716      4,693       -139       -617      6,288      5,662      1,048     -1,598        857        -69      2,231      4,841
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       17.0        2.4       41.6       43.0        5.9       24.8       21.7        1.1        1.0        4.0        0.2        6.8        4.8
 
Number of Traders in Each Category                                    Total Traders:       258
        22         15          .         59         33         24         61         43         23          9         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   726,459
Positions
    24,406     49,818     34,779    253,023    182,053     73,104    103,299     88,620     61,971     15,980     29,197      4,496    155,402    202,421
 
Changes from:       February 12, 2013                                Total Change is:     7,780
      -586      3,282      1,034     -2,242     11,041     -3,156     17,845       -186     -3,874     -6,010     -4,761      1,466      3,302      2,934
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        6.9        4.8       34.8       25.1       10.1       14.2       12.2        8.5        2.2        4.0        0.6       21.4       27.9
 
Number of Traders in Each Category                                    Total Traders:       168
         9         17         18         34         31         42         28         33         41          9          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   374,153
Positions
         0    130,580      2,137    246,990     40,969     39,318          0     76,153         87      9,831     16,809          0     75,790     68,100
 
Changes from:       February 12, 2013                                Total Change is:     7,063
         0        772        915      1,785     -2,602       -135          0      4,579       -802        105      1,535          0      5,195      2,801
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       34.9        0.6       66.0       10.9       10.5        0.0       20.4        0.0        2.6        4.5        0.0       20.3       18.2
 
Number of Traders in Each Category                                    Total Traders:        63
         0         12          .         28         10         16          0          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,073,457
Positions
    92,013    122,064     30,930    223,510    193,009     65,861    223,212    402,239    114,691    180,544     44,108     16,571    126,124     83,984
 
Changes from:       February 12, 2013                                Total Change is:   -21,662
    27,435      5,016    -15,990    -17,425      9,337        126    -14,303    -24,692     -5,432      3,349      4,606        574          4      4,791
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       11.4        2.9       20.8       18.0        6.1       20.8       37.5       10.7       16.8        4.1        1.5       11.7        7.8
 
Number of Traders in Each Category                                    Total Traders:       223
        13         29         20         37         26         31         32         42         37         23         20         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 2,629,025
Positions
   197,976    192,887    313,297    477,879    809,641    216,963    661,226    219,995    335,979    109,850     88,810     35,132    280,723    416,320
 
Changes from:       February 12, 2013                                Total Change is:    76,005
   -43,300    -30,954     36,136     24,765     41,645      3,304     12,751     25,025     17,274     20,329     -6,611     -4,318      9,064     -5,496
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        7.3       11.9       18.2       30.8        8.3       25.2        8.4       12.8        4.2        3.4        1.3       10.7       15.8
 
Number of Traders in Each Category                                    Total Traders:       315
        22         44         56         25         65         53         59         62         83         14         24         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,898,578
Positions
   327,623    138,860    136,065    479,774    517,098    139,476    291,757    351,958    198,354     95,184    100,942     23,958    206,387    291,868
 
Changes from:       February 12, 2013                                Total Change is:    29,344
     9,854     -2,534      6,501     -5,319     -1,396      2,022     32,758     16,641     -6,891      3,169        366         72    -12,822     14,563
 
Percent of Open Interest Represented by Each Category of Trader
      17.3        7.3        7.2       25.3       27.2        7.3       15.4       18.5       10.4        5.0        5.3        1.3       10.9       15.4
 
Number of Traders in Each Category                                    Total Traders:       212
        19         25         31         31         40         35         34         41         42         10         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   340,964
Positions
   127,811    124,079     98,942      1,274      2,771      3,652     32,628     12,345     51,427      1,405     10,580      6,679     17,148     30,490
 
Changes from:       February 12, 2013                                Total Change is:     7,531
     3,472      2,964        269        101         -6         13      1,569       -292      2,418        190       -400        554     -1,056      2,009
 
Percent of Open Interest Represented by Each Category of Trader
      37.5       36.4       29.0        0.4        0.8        1.1        9.6        3.6       15.1        0.4        3.1        2.0        5.0        8.9
 
Number of Traders in Each Category                                    Total Traders:        78
        17         24         28          .          .          .         15         11         22          .          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is12,245,415
Positions
 1,715,762  2,513,858  2,776,828    836,225    586,640    262,924  1,033,274    360,967  3,792,439    276,570    187,526    635,823    915,570  1,128,409
 
Changes from:       February 12, 2013                                Total Change is:   -29,911
    36,305     15,233      8,948      5,728      1,498     -1,423    -32,237      2,929   -113,224     22,026     -1,741      2,500     41,467     55,369
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       20.5       22.7        6.8        4.8        2.1        8.4        2.9       31.0        2.3        1.5        5.2        7.5        9.2
 
Number of Traders in Each Category                                    Total Traders:       252
        32         46         75          9         12         20         62         45         90         15         18         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    51,118
Positions
     7,261     14,228      1,971      1,108      1,213        393     26,920     28,215      1,764      6,114      1,120         24      5,563      2,191
 
Changes from:       February 12, 2013                                Total Change is:     3,887
       -72        522       -118        -24     -2,391         95      1,814      7,048       -169        952       -814          3      1,407       -288
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       27.8        3.9        2.2        2.4        0.8       52.7       55.2        3.4       12.0        2.2        0.0       10.9        4.3
 
Number of Traders in Each Category                                    Total Traders:       101
         .          .          .          6          6          .         26         22         10         27          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated February 22, 2013