`Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   159,489
Positions
    25,204     74,716      7,590     18,905     18,839      2,200     46,768     16,980      8,300     13,076        958      1,205     36,242     28,701
 
Changes from:       January 22, 2013                                 Total Change is:     7,863
    18,821    -19,886      3,812     -1,367       -456        738    -11,424      9,462      4,279      4,571       -536        647    -12,215      9,803
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       46.8        4.8       11.9       11.8        1.4       29.3       10.6        5.2        8.2        0.6        0.8       22.7       18.0
 
Number of Traders in Each Category                                    Total Traders:        97
         9         10          8          7          4          4         30         16         18         17          4          9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    40,490
Positions
     9,616     18,163      1,029      1,003      1,990        362     12,039      5,241      1,318          0        590          0     15,122     11,797
 
Changes from:       January 22, 2013                                 Total Change is:      -723
     3,442        -87         15         -9        -26         11     -2,615     -1,124        454          0        -82          0     -2,022        115
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       44.9        2.5        2.5        4.9        0.9       29.7       12.9        3.3        0.0        1.5        0.0       37.3       29.1
 
Number of Traders in Each Category                                    Total Traders:        34
         7          7          4          .          .          .          9          6          6          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   183,182
Positions
    48,079     31,259      5,559     22,401     29,846      3,560     62,134     39,985     11,981      4,436     26,762      1,373     23,660     32,857
 
Changes from:       January 22, 2013                                 Total Change is:     8,178
    21,166     -4,441      1,626        256        139        517    -11,307      2,010      2,785        494     -2,987        621     -7,980      7,908
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       17.1        3.0       12.2       16.3        1.9       33.9       21.8        6.5        2.4       14.6        0.7       12.9       17.9
 
Number of Traders in Each Category                                    Total Traders:       100
        11          8          6          6         15          6         22         25         16          6          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   285,479
Positions
    83,716     12,391     18,304     51,380      6,808      7,781     27,044    108,915     34,712     30,945     15,645      7,958     23,640     72,965
 
Changes from:       January 22, 2013                                 Total Change is:    30,381
    10,452      1,901      2,727      1,745        193        943      3,425      9,444      6,194      4,956      4,717       -405        343      4,668
 
Percent of Open Interest Represented by Each Category of Trader
      29.3        4.3        6.4       18.0        2.4        2.7        9.5       38.2       12.2       10.8        5.5        2.8        8.3       25.6
 
Number of Traders in Each Category                                    Total Traders:       142
         8         12          6          8          7          5         19         56         25         10         22         13
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   294,272
Positions
    31,366     76,446     11,102     49,197     30,727      5,912     73,487     56,508     34,994     20,351     12,186      4,509     63,354     61,889
 
Changes from:       January 22, 2013                                 Total Change is:    33,455
     6,204     13,071      1,158      4,639     -1,186         78      7,116      6,046      8,136      1,557        372        253      4,315      5,529
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       26.0        3.8       16.7       10.4        2.0       25.0       19.2       11.9        6.9        4.1        1.5       21.5       21.0
 
Number of Traders in Each Category                                    Total Traders:       197
        16         19         14         21         16         18         38         37         30         21         29         20
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   196,524
Positions
    16,476     78,686      5,476      2,911     42,942      1,967    120,468     36,109      6,717      4,607      3,769      1,030     36,873     19,829
 
Changes from:       January 22, 2013                                 Total Change is:   -24,230
     1,783    -15,030      1,189         26        506         94    -20,357     -6,140        439        860     -2,088        105     -8,370     -3,306
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       40.0        2.8        1.5       21.9        1.0       61.3       18.4        3.4        2.3        1.9        0.5       18.8       10.1
 
Number of Traders in Each Category                                    Total Traders:       109
         9         11          6          .          9          4         37         24         16          8          8          7
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    75,054
Positions
    36,457     49,109     17,436      2,683          0          0      7,250        971      4,416      3,081          0      2,855        876        267
 
Changes from:       January 22, 2013                                 Total Change is:      -269
         0       -317          0       -466          0          0        -68         72        -62         19          0          0        308         38
 
Percent of Open Interest Represented by Each Category of Trader
      48.6       65.4       23.2        3.6        0.0        0.0        9.7        1.3        5.9        4.1        0.0        3.8        1.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        28
         5         14         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   187,099
Positions
    12,115    114,890        546     11,681        913          0    139,647     54,940        561     12,136     13,653        187     10,226      1,409
 
Changes from:       January 22, 2013                                 Total Change is:    -2,868
       279        753        546        803         -2          0     -4,092     -1,952       -102        485     -1,055       -361       -426       -695
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       61.4        0.3        6.2        0.5        0.0       74.6       29.4        0.3        6.5        7.3        0.1        5.5        0.8
 
Number of Traders in Each Category                                    Total Traders:       148
         7         13          .         11          .          0         74         13          4         24          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    38,984
Positions
     9,703     25,756        458      6,231        100        370      8,123      2,339        176     12,179      8,387      1,042        702        356
 
Changes from:       January 22, 2013                                 Total Change is:     3,200
     1,239      1,850        -55        117        100        370      1,508        166        -72       -989          0      1,004         78       -163
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       66.1        1.2       16.0        0.3        0.9       20.8        6.0        0.5       31.2       21.5        2.7        1.8        0.9
 
Number of Traders in Each Category                                    Total Traders:        34
         4          6          .          .          .          .          8          5          .          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    35,481
Positions
     3,349     23,323        265        708          0          0     25,050      6,061        573        729      3,709          0      4,807      1,550
 
Changes from:       January 22, 2013                                 Total Change is:    -1,699
       353     -2,068        265       -123          0          0     -1,982        153        210         40         58          0       -462       -317
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       65.7        0.7        2.0        0.0        0.0       70.6       17.1        1.6        2.1       10.5        0.0       13.5        4.4
 
Number of Traders in Each Category                                    Total Traders:        64
         5          9          .          4          0          0         28         12          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    59,278
Positions
    15,486     33,992        259      6,279         93        292     23,571     14,291        637      2,379      1,552        597      9,779      7,566
 
Changes from:       January 22, 2013                                 Total Change is:     3,031
      -318       -800         60        177         67        -28      1,343      2,173        309        -71        631        114      1,445        505
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       57.3        0.4       10.6        0.2        0.5       39.8       24.1        1.1        4.0        2.6        1.0       16.5       12.8
 
Number of Traders in Each Category                                    Total Traders:       106
        21         18          6          7          .          .         28         19         10          7          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   118,557
Positions
    30,971     67,983        517     12,558        185        584     47,142     28,582      1,274      4,757      3,104      1,194     19,559     15,132
 
Changes from:       January 22, 2013                                 Total Change is:     6,062
      -636     -1,601        120        354        134        -56      2,686      4,346        618       -142      1,261        228      2,889      1,011
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       57.3        0.4       10.6        0.2        0.5       39.8       24.1        1.1        4.0        2.6        1.0       16.5       12.8
 
Number of Traders in Each Category                                    Total Traders:       106
        21         18          6          7          .          .         28         19         10          7          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   974,310
Positions
    88,954    252,724     33,759    373,725    128,414     56,911     94,625    189,994    146,778     37,639     37,612     28,529    113,391     99,588
 
Changes from:       January 22, 2013                                 Total Change is:    55,199
    17,935     25,938      4,820     11,948        518        534      6,033      2,485     17,827      1,028      1,932      5,015     -9,941     -3,869
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       25.9        3.5       38.4       13.2        5.8        9.7       19.5       15.1        3.9        3.9        2.9       11.6       10.2
 
Number of Traders in Each Category                                    Total Traders:       601
        39         44         34        121         48         65        100        123        109         59         67         51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   277,044
Positions
    41,212     97,356      7,114     69,935     27,890      8,956     14,229     24,074     48,122     11,032     11,349     10,968     65,476     41,215
 
Changes from:       January 22, 2013                                 Total Change is:    25,324
    18,985     16,889        514       -595        551        443      1,545     -8,919     13,765        465        331        908    -10,707        841
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       35.1        2.6       25.2       10.1        3.2        5.1        8.7       17.4        4.0        4.1        4.0       23.6       14.9
 
Number of Traders in Each Category                                    Total Traders:       117
         9         14          6         22          9         12         22         20         38         10         11         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,486,327
Positions
   311,819    849,952     60,114  1,544,360    528,034    214,360    481,991    909,609    413,273    154,949    153,233     65,888    239,573    291,864
 
Changes from:       January 22, 2013                                 Total Change is:   149,379
     6,077     56,572     10,204     59,906     -2,971      3,261    -29,044      5,530     71,798      8,973     14,161     14,376      3,828    -23,552
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       24.4        1.7       44.3       15.1        6.1       13.8       26.1       11.9        4.4        4.4        1.9        6.9        8.4
 
Number of Traders in Each Category                                    Total Traders:       558
        39         43         28        109         43         57         97        117         98         51         59         39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   122,398
Positions
     3,918     54,489         47     65,243     50,212      2,558     38,256      9,122        143        989      2,296          0     11,244      3,531
 
Changes from:       January 22, 2013                                 Total Change is:     3,996
       544      4,297         34      3,101     -2,071       -350      1,319      1,480        141       -120        -20          0       -673        485
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       44.5        0.0       53.3       41.0        2.1       31.3        7.5        0.1        0.8        1.9        0.0        9.2        2.9
 
Number of Traders in Each Category                                    Total Traders:       105
         6         15          .         40         14          9         17          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    67,692
Positions
     2,807     40,082        474     29,084      5,844      1,550     23,848     11,718      1,000      2,215      2,581        960      5,754      3,483
 
Changes from:       January 22, 2013                                 Total Change is:     3,028
       540      2,646        -17      1,539       -361        131      1,155        -37        288       -282        387         69       -396        -79
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       59.2        0.7       43.0        8.6        2.3       35.2       17.3        1.5        3.3        3.8        1.4        8.5        5.1
 
Number of Traders in Each Category                                    Total Traders:       219
        19         27          4         35         18         12         55         32         17         24          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   338,458
Positions
    14,033    200,409      2,370    145,418     29,221      7,748    119,242     58,592      4,999     11,074     12,905      4,802     28,772     17,413
 
Changes from:       January 22, 2013                                 Total Change is:    15,138
     2,699     13,230        -86      7,695     -1,804        657      5,775       -185      1,439     -1,409      1,935        346     -1,979       -394
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       59.2        0.7       43.0        8.6        2.3       35.2       17.3        1.5        3.3        3.8        1.4        8.5        5.1
 
Number of Traders in Each Category                                    Total Traders:       219
        19         27          4         35         18         12         55         32         17         24          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   370,435
Positions
    60,698     62,923     11,819    153,940    175,617     22,503     95,142     68,809      1,889      3,463     13,679        527     20,454     12,668
 
Changes from:       January 22, 2013                                 Total Change is:     4,703
    -8,138     16,435        345      5,806     -9,467         26      8,201     -3,873       -688         -6        332          3       -845      1,590
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       17.0        3.2       41.6       47.4        6.1       25.7       18.6        0.5        0.9        3.7        0.1        5.5        3.4
 
Number of Traders in Each Category                                    Total Traders:       256
        20         16          .         56         37         24         59         43         15          7         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    62,857
Positions
     2,656     12,833      1,024     22,567        229         39     18,516     21,321         27      6,217      1,287          3     11,808     26,094
 
Changes from:       January 22, 2013                                 Total Change is:     1,572
      -169        831          0        -31        229          0      1,403      1,454         27      1,087          6          0       -745       -975
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       20.4        1.6       35.9        0.4        0.1       29.5       33.9        0.0        9.9        2.0        0.0       18.8       41.5
 
Number of Traders in Each Category                                    Total Traders:        58
         .          6          .         13          .          .         17         11          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    71,259
Positions
    20,422     13,783      3,319      7,467      3,683         10     26,382      7,802      2,188      3,280        602          0      8,191     39,872
 
Changes from:       January 22, 2013                                 Total Change is:    -4,585
    -5,636      1,778       -918       -487        262         10      1,415        876        797       -493        402          0        727     -7,792
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       19.3        4.7       10.5        5.2        0.0       37.0       10.9        3.1        4.6        0.8        0.0       11.5       56.0
 
Number of Traders in Each Category                                    Total Traders:        83
        19         13          6          7          .          .         22         12          8          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    89,369
Positions
    14,151     46,847         84     55,251     18,198      5,720      8,916     15,414        150        222        355          0      4,875      2,601
 
Changes from:       January 22, 2013                                 Total Change is:     4,436
    -1,999      2,422         -3      6,667       -934        123         86      2,535        -64          0        355          0       -374          2
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       52.4        0.1       61.8       20.4        6.4       10.0       17.2        0.2        0.2        0.4        0.0        5.5        2.9
 
Number of Traders in Each Category                                    Total Traders:        77
         .          7          .         26         19         11         11          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   170,875
Positions
    13,930     87,598      2,256     95,841     13,437      8,206     26,335     50,446        732      6,971      3,545      1,009     15,595      3,646
 
Changes from:       January 22, 2013                                 Total Change is:     2,087
      -682      5,219         30      3,930        319        391       -790     -3,323          0       -540       -260        -73       -179       -216
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       51.3        1.3       56.1        7.9        4.8       15.4       29.5        0.4        4.1        2.1        0.6        9.1        2.1
 
Number of Traders in Each Category                                    Total Traders:       133
        16         16          4         40         12         15         28          7          .         10          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   655,720
Positions
    17,407     43,069     22,628    240,140    159,661     71,884     74,443     87,988     47,511     20,131     32,403      2,256    159,321    188,321
 
Changes from:       January 22, 2013                                 Total Change is:    18,984
    11,546    -12,361     -3,146      6,519     -5,976     -6,788      4,278     38,339     -2,561        824      1,173        267      8,044     10,037
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        6.6        3.5       36.6       24.3       11.0       11.4       13.4        7.2        3.1        4.9        0.3       24.3       28.7
 
Number of Traders in Each Category                                    Total Traders:       155
         9         12         13         37         31         40         24         27         31          8          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   365,897
Positions
         0    137,125          6    245,799     38,417     37,286      1,683     68,867        170     12,079     17,533          0     68,874     66,492
 
Changes from:       January 22, 2013                                 Total Change is:     7,870
         0      6,482        -14      9,295     -2,467     -1,387       -267     -5,081        -17      2,172      1,782          0     -1,912      8,571
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.5        0.0       67.2       10.5       10.2        0.5       18.8        0.0        3.3        4.8        0.0       18.8       18.2
 
Number of Traders in Each Category                                    Total Traders:        64
         0         12          .         28          9         17          .          6          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,017,673
Positions
    88,130    107,774     29,350    221,597    151,312     71,941    210,835    437,009     74,637    197,967     41,070     13,039    110,178     91,542
 
Changes from:       January 22, 2013                                 Total Change is:   -33,211
     8,818    -37,595       -729    -57,169     14,255     17,124     -4,800    -44,342     -2,025     20,336      2,288        539    -15,307     17,274
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       10.6        2.9       21.8       14.9        7.1       20.7       42.9        7.3       19.5        4.0        1.3       10.8        9.0
 
Number of Traders in Each Category                                    Total Traders:       226
        18         24         18         39         25         32         34         41         34         26         19         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    46,096
Positions
    21,256     12,750      8,721        490          0        365     10,317     19,057      3,958          1          0        198        790      1,047
 
Changes from:       January 22, 2013                                 Total Change is:    -2,196
    -1,536      1,741      1,311          0          0          0     -3,163     -6,756        942          1        -25         67        182        524
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       27.7       18.9        1.1        0.0        0.8       22.4       41.3        8.6        0.0        0.0        0.4        1.7        2.3
 
Number of Traders in Each Category                                    Total Traders:        40
        10          6         11          .          0          .          7         15         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,511,697
Positions
   215,933    214,103    241,184    422,119    780,226    210,489    705,294    191,503    312,234     81,846    103,210     55,733    266,865    403,014
 
Changes from:       January 22, 2013                                 Total Change is:   185,805
    55,371     17,583     25,014     44,631      8,786      1,504    -22,446     36,401     59,225      4,499      2,830     20,193     -2,188     14,268
 
Percent of Open Interest Represented by Each Category of Trader
       8.6        8.5        9.6       16.8       31.1        8.4       28.1        7.6       12.4        3.3        4.1        2.2       10.6       16.0
 
Number of Traders in Each Category                                    Total Traders:       308
        20         47         48         22         65         55         61         54         81         15         24         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,764,755
Positions
   283,460    126,747    102,411    494,893    511,539    139,002    267,139    313,936    163,811     90,338     94,417     18,788    204,914    294,104
 
Changes from:       January 22, 2013                                 Total Change is:    33,373
   -15,346    -18,350     44,932     23,314     34,969     -9,861     31,227    -30,827     -9,400     -8,414    -14,002      1,044    -24,121     34,869
 
Percent of Open Interest Represented by Each Category of Trader
      16.1        7.2        5.8       28.0       29.0        7.9       15.1       17.8        9.3        5.1        5.4        1.1       11.6       16.7
 
Number of Traders in Each Category                                    Total Traders:       207
        17         25         28         30         38         36         32         45         44          9         11          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   372,012
Positions
   158,354    154,900     98,504        772      2,982      3,561     36,381     12,926     48,745      2,687     12,001      7,515     15,494     30,879
 
Changes from:       January 22, 2013                                 Total Change is:    -7,489
    -2,569        436        929        772         24         14        580       -885       -820        -35      1,035     -2,147     -4,214     -6,075
 
Percent of Open Interest Represented by Each Category of Trader
      42.6       41.6       26.5        0.2        0.8        1.0        9.8        3.5       13.1        0.7        3.2        2.0        4.2        8.3
 
Number of Traders in Each Category                                    Total Traders:        83
        19         25         31          .          .          .         17         11         23          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,754,365
Positions
 1,645,699  2,377,550  2,652,810    863,074    413,892    255,438    884,402    399,280  3,791,718    190,479    202,231    581,520    889,226  1,079,927
 
Changes from:       January 22, 2013                                 Total Change is:   409,681
   172,400   -207,011    139,043    -65,333     74,473     44,390    -66,630     28,047    242,116    -17,853     41,749     16,503    -54,954     30,371
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       20.2       22.6        7.3        3.5        2.2        7.5        3.4       32.3        1.6        1.7        4.9        7.6        9.2
 
Number of Traders in Each Category                                    Total Traders:       243
        31         47         76          9         11         18         57         43         88         13         17         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     9,600
Positions
     7,846        336          0         41        943          2      1,413      7,163          0        210      1,036          0         88        120
 
Changes from:       January 22, 2013                                 Total Change is:       774
      -284        215          0         -2        -59          1      1,079        571          0        -20          0          0          0         46
 
Percent of Open Interest Represented by Each Category of Trader
      81.7        3.5        0.0        0.4        9.8        0.0       14.7       74.6        0.0        2.2       10.8        0.0        0.9        1.3
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          .          .          .          4          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     6,562
Positions
     6,144      1,568          0          0        808         43        238      3,812          0          0        289          0        137         42
 
Changes from:       January 22, 2013                                 Total Change is:      -470
      -452        -50          0          0        -40          0         38       -409          0          0         28          0        -56          1
 
Percent of Open Interest Represented by Each Category of Trader
      93.6       23.9        0.0        0.0       12.3        0.7        3.6       58.1        0.0        0.0        4.4        0.0        2.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        23
         4          .          0          0          4          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    44,446
Positions
     7,331     15,587      2,061      1,026      4,599        372     18,616     16,048      1,296      9,871      1,264         16      3,857      3,203
 
Changes from:       January 22, 2013                                 Total Change is:       913
    -1,205        129        -83        -34        494        -13      2,006     -1,869        -49       -719        470         -1      1,009      1,834
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       35.1        4.6        2.3       10.3        0.8       41.9       36.1        2.9       22.2        2.8        0.0        8.7        7.2
 
Number of Traders in Each Category                                    Total Traders:       105
         .          .          .          5          6          .         20         34          8         26          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   424,170
Positions
   111,562     21,008     54,541     38,659     15,895     14,679     60,416    173,412     41,319     10,423     13,411     61,820     30,751     28,085
 
Changes from:       January 22, 2013                                 Total Change is:    -1,180
     4,709      2,946        725     -4,601     -2,002        902     -7,253     -2,612      5,789        748        831     -1,527       -672     -6,232
 
Percent of Open Interest Represented by Each Category of Trader
      26.3        5.0       12.9        9.1        3.7        3.5       14.2       40.9        9.7        2.5        3.2       14.6        7.2        6.6
 
Number of Traders in Each Category                                    Total Traders:       188
        20         10         22          8          9         10         47         41         49         23         16         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated February 1, 2013