`Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2013                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   156,451
Positions
    33,181     73,014      7,303     18,267     19,190      1,820     38,224     15,256      8,900     13,260      1,111        746     34,748     29,110
 
Changes from:       January 29, 2013                                 Total Change is:    -3,038
     7,978     -1,702       -287       -638        350       -379     -8,544     -1,724        600        185        153       -459     -1,494        409
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       46.7        4.7       11.7       12.3        1.2       24.4        9.8        5.7        8.5        0.7        0.5       22.2       18.6
 
Number of Traders in Each Category                                    Total Traders:        92
         9          8          8          7          4          4         22         22         18         17          .          7
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Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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    46,405
Positions
     4,575     22,983      1,124        919      2,385        374     13,309      7,653      1,697          0        904         48     24,360      9,237
 
Changes from:       January 29, 2013                                 Total Change is:     5,915
    -5,041      4,820         95        -84        395         12      1,269      2,413        379          0        314         48      9,238     -2,560
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       49.5        2.4        2.0        5.1        0.8       28.7       16.5        3.7        0.0        1.9        0.1       52.5       19.9
 
Number of Traders in Each Category                                    Total Traders:        43
         6          9          4          .          4          .         15          7          4          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   186,207
Positions
    61,191     27,027      7,381     22,452     28,529      4,139     49,840     41,303     14,679      4,138     25,027        814     21,571     37,307
 
Changes from:       January 29, 2013                                 Total Change is:     3,024
    13,113     -4,232      1,821         51     -1,317        580    -12,293      1,318      2,699       -297     -1,735       -559     -2,090      4,450
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       14.5        4.0       12.1       15.3        2.2       26.8       22.2        7.9        2.2       13.4        0.4       11.6       20.0
 
Number of Traders in Each Category                                    Total Traders:       101
        12         10          6          7         12          6         22         24         18          8          6          5
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Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   301,625
Positions
    95,404     15,733     20,809     31,432      7,367      8,551     27,372    103,660     45,849     31,367     16,252     12,654     28,186     70,750
 
Changes from:       January 29, 2013                                 Total Change is:    16,146
    11,688      3,341      2,505    -19,948        559        771        329     -5,255     11,137        422        606      4,696      4,546     -2,215
 
Percent of Open Interest Represented by Each Category of Trader
      31.6        5.2        6.9       10.4        2.4        2.8        9.1       34.4       15.2       10.4        5.4        4.2        9.3       23.5
 
Number of Traders in Each Category                                    Total Traders:       148
         9         14          7          9          8          5         25         47         28         11         25         17
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Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   325,352
Positions
    34,219     91,231     16,081     52,004     29,906      7,540     77,135     49,107     44,400     20,575     12,605      7,528     65,871     66,954
 
Changes from:       January 29, 2013                                 Total Change is:    31,080
     2,853     14,785      4,979      2,807       -821      1,628      3,647     -7,401      9,406        224        419      3,019      2,517      5,066
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       28.0        4.9       16.0        9.2        2.3       23.7       15.1       13.6        6.3        3.9        2.3       20.2       20.6
 
Number of Traders in Each Category                                    Total Traders:       205
        18         18         16         22         18         21         36         40         31         20         33         25
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Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   194,626
Positions
    16,474     73,390      6,203      3,037     43,036      1,872    116,669     38,128      7,099      5,159      3,876      1,024     37,089     19,998
 
Changes from:       January 29, 2013                                 Total Change is:    -1,898
        -2     -5,296        727        127         94        -95     -3,799      2,019        382        551        107         -6        216        170
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       37.7        3.2        1.6       22.1        1.0       59.9       19.6        3.6        2.7        2.0        0.5       19.1       10.3
 
Number of Traders in Each Category                                    Total Traders:       113
        10         10          6          .          9          4         36         25         16         10         10          9
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Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    75,162
Positions
    36,457     48,746     17,436      2,247          0          0      7,694      1,331      4,416      3,219          0      2,860        833        373
 
Changes from:       January 29, 2013                                 Total Change is:       108
         0       -363          0       -436          0          0        444        360          0        138          0          5        -43        106
 
Percent of Open Interest Represented by Each Category of Trader
      48.5       64.9       23.2        3.0        0.0        0.0       10.2        1.8        5.9        4.3        0.0        3.8        1.1        0.5
 
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 5, 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   181,153
Positions
    11,547    115,327          7     11,691      1,093          0    135,011     55,250        352     11,486      6,771        206     10,854      2,147
 
Changes from:       January 29, 2013                                 Total Change is:    -5,946
      -568        438       -540         10        180          0     -4,636        310       -209       -650     -6,882         19        628        738
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       63.7        0.0        6.5        0.6        0.0       74.5       30.5        0.2        6.3        3.7        0.1        6.0        1.2
 
Number of Traders in Each Category                                    Total Traders:       138
         5         14          .          9          .          0         68         15          .         21          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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    36,636
Positions
     8,919     22,587        274      6,863        116          0      6,696      1,249         79      9,421      8,387      3,514        870        430
 
Changes from:       January 29, 2013                                 Total Change is:    -2,348
      -784     -3,169       -184        632         16       -370     -1,427     -1,090        -97     -2,758          0      2,472        168         74
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       61.7        0.7       18.7        0.3        0.0       18.3        3.4        0.2       25.7       22.9        9.6        2.4        1.2
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          .          .          .          0          9          .          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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    37,061
Positions
     3,190     25,098          3        766          0          0     24,701      4,682      1,408        740      3,678          0      6,253      2,192
 
Changes from:       January 29, 2013                                 Total Change is:     1,580
      -159      1,775       -262         58          0          0       -349     -1,379        835         11        -31          0      1,446        642
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       67.7        0.0        2.1        0.0        0.0       66.7       12.6        3.8        2.0        9.9        0.0       16.9        5.9
 
Number of Traders in Each Category                                    Total Traders:        62
         5          9          .          4          0          0         29          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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    60,247
Positions
    13,317     38,128        467      6,443         86        488     25,707     11,954        525      2,320      1,193        805     10,176      6,601
 
Changes from:       January 29, 2013                                 Total Change is:       968
    -2,169      4,136        208        164         -7        196      2,136     -2,337       -112        -59       -359        208        396       -965
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       63.3        0.8       10.7        0.1        0.8       42.7       19.8        0.9        3.9        2.0        1.3       16.9       11.0
 
Number of Traders in Each Category                                    Total Traders:       109
        19         19          6          7          .          .         34         15          9          8          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   120,494
Positions
    26,633     76,255        934     12,886        171        975     51,414     23,907      1,050      4,639      2,387      1,611     20,351     13,203
 
Changes from:       January 29, 2013                                 Total Change is:     1,937
    -4,338      8,272        416        328        -14        391      4,272     -4,675       -224       -118       -717        417        793     -1,929
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       63.3        0.8       10.7        0.1        0.8       42.7       19.8        0.9        3.9        2.0        1.3       16.9       11.0
 
Number of Traders in Each Category                                    Total Traders:       109
        19         19          6          7          .          .         34         15          9          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   975,378
Positions
    86,427    246,607     38,849    359,208    133,636     61,593     91,727    182,597    154,851     39,160     35,412     27,973    115,591     93,859
 
Changes from:       January 29, 2013                                 Total Change is:     1,068
    -2,527     -6,117      5,090    -14,517      5,222      4,682     -2,898     -7,397      8,073      1,521     -2,200       -556      2,200     -5,729
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       25.3        4.0       36.8       13.7        6.3        9.4       18.7       15.9        4.0        3.6        2.9       11.9        9.6
 
Number of Traders in Each Category                                    Total Traders:       597
        41         37         35        116         49         64        103        123        121         59         69         56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   275,496
Positions
    43,094     91,409      8,443     66,148     27,853      9,906     12,703     28,501     48,431     11,231     11,654     11,022     64,518     38,276
 
Changes from:       January 29, 2013                                 Total Change is:    -1,548
     1,882     -5,947      1,329     -3,787        -37        950     -1,525      4,427        310        198        306         53       -957     -2,939
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       33.2        3.1       24.0       10.1        3.6        4.6       10.3       17.6        4.1        4.2        4.0       23.4       13.9
 
Number of Traders in Each Category                                    Total Traders:       120
        10         14          6         21          9         12         21         24         41         10         11         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 3,499,407
Positions
   306,111    865,437     62,584  1,493,404    557,020    230,331    496,481    871,845    430,734    161,034    140,175     63,367    255,361    277,915
 
Changes from:       January 29, 2013                                 Total Change is:    13,080
    -5,708     15,485      2,470    -50,956     28,986     15,971     14,490    -37,764     17,462      6,085    -13,058     -2,521     15,787    -13,950
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       24.7        1.8       42.7       15.9        6.6       14.2       24.9       12.3        4.6        4.0        1.8        7.3        7.9
 
Number of Traders in Each Category                                    Total Traders:       556
        41         36         31        106         43         56         98        119        110         52         61         45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   121,109
Positions
     4,033     55,051          0     64,671     48,967      2,672     36,574      9,513          2      1,716      2,296          0     11,442      2,609
 
Changes from:       January 29, 2013                                 Total Change is:    -1,289
       115        562        -47       -572     -1,245        114     -1,682        390       -141        727          0          0        197       -922
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       45.5        0.0       53.4       40.4        2.2       30.2        7.9        0.0        1.4        1.9        0.0        9.4        2.2
 
Number of Traders in Each Category                                    Total Traders:       104
         6         14          0         40         13         10         17          8          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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    68,986
Positions
     2,304     40,582        491     31,294      5,713        886     24,816     11,767        750      2,049      2,835      1,040      5,356      4,922
 
Changes from:       January 29, 2013                                 Total Change is:     1,294
      -503        500         17      2,210       -131       -664        968         48       -250       -165        254         80       -399      1,439
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       58.8        0.7       45.4        8.3        1.3       36.0       17.1        1.1        3.0        4.1        1.5        7.8        7.1
 
Number of Traders in Each Category                                    Total Traders:       223
        16         26          4         34         19         11         61         36         14         20         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   344,928
Positions
    11,520    202,910      2,455    156,468     28,565      4,428    124,079     58,833      3,751     10,247     14,175      5,202     26,778     24,609
 
Changes from:       January 29, 2013                                 Total Change is:     6,470
    -2,513      2,501         85     11,050       -656     -3,320      4,838        241     -1,248       -827      1,270        400     -1,995      7,197
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       58.8        0.7       45.4        8.3        1.3       36.0       17.1        1.1        3.0        4.1        1.5        7.8        7.1
 
Number of Traders in Each Category                                    Total Traders:       223
        16         26          4         34         19         11         61         36         14         20         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   363,716
Positions
    61,949     62,925     10,821    147,127    162,135     23,186     89,174     76,153      2,254      4,815     13,483        626     23,764     12,133
 
Changes from:       January 29, 2013                                 Total Change is:    -6,719
     1,251          1       -998     -6,813    -13,482        683     -5,968      7,344        365      1,352       -196        100      3,310       -535
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       17.3        3.0       40.5       44.6        6.4       24.5       20.9        0.6        1.3        3.7        0.2        6.5        3.3
 
Number of Traders in Each Category                                    Total Traders:       250
        20         14          .         55         36         23         56         42         15         11         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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    64,170
Positions
     4,168     12,675      1,115     22,641        229          0     17,024     21,218         20      7,453      1,235          3     11,746     27,675
 
Changes from:       January 29, 2013                                 Total Change is:     1,313
     1,512       -158         91         74          0        -39     -1,492       -103         -7      1,236        -52          0        -62      1,581
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       19.8        1.7       35.3        0.4        0.0       26.5       33.1        0.0       11.6        1.9        0.0       18.3       43.1
 
Number of Traders in Each Category                                    Total Traders:        63
         4          6          .         12          .          0         19         12          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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    77,012
Positions
    18,189     16,032      4,807      8,204      4,137          0     30,685      7,784      1,266      3,694        821          0     10,167     42,165
 
Changes from:       January 29, 2013                                 Total Change is:     5,753
    -2,233      2,249      1,488        737        454        -10      4,303        -18       -922        414        219          0      1,976      2,293
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       20.8        6.2       10.7        5.4        0.0       39.8       10.1        1.6        4.8        1.1        0.0       13.2       54.8
 
Number of Traders in Each Category                                    Total Traders:        84
        19         13          8          7          .          0         24         10          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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    88,008
Positions
    13,863     48,975         84     52,684     18,990      3,960     10,989     13,094        150        222        232          0      6,056      2,523
 
Changes from:       January 29, 2013                                 Total Change is:    -1,361
      -288      2,128          0     -2,567        792     -1,760      2,073     -2,320          0          0       -123          0      1,181        -78
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       55.6        0.1       59.9       21.6        4.5       12.5       14.9        0.2        0.3        0.3        0.0        6.9        2.9
 
Number of Traders in Each Category                                    Total Traders:        73
         .          7          .         24         19         10         13          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   181,184
Positions
    13,949     92,726      2,419    104,790     14,616      8,329     28,111     53,897        716      7,255      3,872        977     14,638      3,632
 
Changes from:       January 29, 2013                                 Total Change is:    10,309
        19      5,128        163      8,949      1,179        123      1,776      3,451        -16        284        327        -32       -957        -14
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       51.2        1.3       57.8        8.1        4.6       15.5       29.7        0.4        4.0        2.1        0.5        8.1        2.0
 
Number of Traders in Each Category                                    Total Traders:       136
        17         16          5         43         11         15         27          6          .         12          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   702,706
Positions
    19,229     45,200     33,312    252,095    151,073     77,208     77,774     95,584     60,515     19,104     32,166      2,984    160,485    204,665
 
Changes from:       January 29, 2013                                 Total Change is:    46,985
     1,822      2,131     10,684     11,954     -8,588      5,324      3,331      7,595     13,004     -1,026       -237        728      1,165     16,344
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        6.4        4.7       35.9       21.5       11.0       11.1       13.6        8.6        2.7        4.6        0.4       22.8       29.1
 
Number of Traders in Each Category                                    Total Traders:       157
         8         15         14         37         27         41         23         32         36          8          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   372,811
Positions
         0    142,045        106    249,799     39,105     41,126          0     69,940        147      9,726     17,398          0     71,907     62,944
 
Changes from:       January 29, 2013                                 Total Change is:     6,914
         0      4,920        100      4,000        688      3,840     -1,683      1,073        -23     -2,353       -135          0      3,033     -3,549
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       38.1        0.0       67.0       10.5       11.0        0.0       18.8        0.0        2.6        4.7        0.0       19.3       16.9
 
Number of Traders in Each Category                                    Total Traders:        65
         0         12          .         30         10         17          0          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 1,117,989
Positions
   149,362    103,706     37,468    214,215    173,093     67,750    218,638    474,466    112,895    182,080     52,525     13,456    122,125     82,630
 
Changes from:       January 29, 2013                                 Total Change is:   100,316
    61,232     -4,068      8,118     -7,382     21,781     -4,191      7,803     37,456     38,259    -15,888     11,455        418     11,947     -8,911
 
Percent of Open Interest Represented by Each Category of Trader
      13.4        9.3        3.4       19.2       15.5        6.1       19.6       42.4       10.1       16.3        4.7        1.2       10.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       221
        16         23         17         35         26         30         34         43         39         22         22          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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    41,798
Positions
    18,326     12,816      5,645        465          0         10     11,679     17,501      3,954          0          4        169      1,550      1,699
 
Changes from:       January 29, 2013                                 Total Change is:    -4,298
    -2,930         66     -3,076        -25          0       -355      1,362     -1,556         -4         -1          4        -29        760        652
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       30.7       13.5        1.1        0.0        0.0       27.9       41.9        9.5        0.0        0.0        0.4        3.7        4.1
 
Number of Traders in Each Category                                    Total Traders:        41
         7         10          9          .          0          .         10         12         10          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 2,608,243
Positions
   242,288    232,442    273,110    442,734    782,329    222,010    690,189    212,603    312,357     96,385    103,258     50,694    278,476    419,440
 
Changes from:       January 29, 2013                                 Total Change is:    96,546
    26,356     18,339     31,926     20,615      2,103     11,522    -15,105     21,100        122     14,539         48     -5,038     11,611     16,425
 
Percent of Open Interest Represented by Each Category of Trader
       9.3        8.9       10.5       17.0       30.0        8.5       26.5        8.2       12.0        3.7        4.0        1.9       10.7       16.1
 
Number of Traders in Each Category                                    Total Traders:       316
        19         45         52         21         70         58         63         59         83         15         24         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 1,867,810
Positions
   303,228    146,590    146,313    468,438    506,471    142,788    270,016    328,500    199,582    103,563     88,993     22,181    211,701    286,391
 
Changes from:       January 29, 2013                                 Total Change is:   103,055
    19,767     19,842     43,902    -26,455     -5,068      3,786      2,877     14,564     35,772     13,225     -5,424      3,394      6,788     -7,712
 
Percent of Open Interest Represented by Each Category of Trader
      16.2        7.8        7.8       25.1       27.1        7.6       14.5       17.6       10.7        5.5        4.8        1.2       11.3       15.3
 
Number of Traders in Each Category                                    Total Traders:       212
        16         31         34         30         39         36         38         36         45         12         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   327,452
Positions
   124,985    123,037     96,168        772      2,788      3,639     31,640     10,599     42,261      1,100     10,675      7,340     19,546     30,944
 
Changes from:       January 29, 2013                                 Total Change is:   -44,560
   -33,369    -31,863     -2,335          0       -194         78     -4,741     -2,327     -6,484     -1,587     -1,326       -175      4,052         66
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       37.6       29.4        0.2        0.9        1.1        9.7        3.2       12.9        0.3        3.3        2.2        6.0        9.5
 
Number of Traders in Each Category                                    Total Traders:        75
        14         26         30          .          .          .         13         10         20          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 is12,150,562
Positions
 1,768,983  2,461,493  2,737,998    828,615    511,424    262,917    927,048    384,488  3,872,965    251,759    194,991    628,978    871,300  1,095,309
 
Changes from:       January 29, 2013                                 Total Change is:   396,197
   123,284     83,944     85,188    -34,459     97,532      7,478     42,646    -14,792     81,247     61,280     -7,240     47,458    -17,926     15,382
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       20.3       22.5        6.8        4.2        2.2        7.6        3.2       31.9        2.1        1.6        5.2        7.2        9.0
 
Number of Traders in Each Category                                    Total Traders:       250
        31         47         76          8         13         19         61         47         91         15         16         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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    10,423
Positions
     7,745      1,090          0         37        855          4      2,306      7,322         15        230      1,036          0         86        101
 
Changes from:       January 29, 2013                                 Total Change is:       823
      -101        754          0         -4        -88          2        893        159         15         20          0          0         -2        -19
 
Percent of Open Interest Represented by Each Category of Trader
      74.3       10.5        0.0        0.4        8.2        0.0       22.1       70.2        0.1        2.2        9.9        0.0        0.8        1.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          4          0          .          .          .          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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     6,592
Positions
     5,936      1,562          0          0        831         43        485      3,860          0          0        261          0        128         35
 
Changes from:       January 29, 2013                                 Total Change is:        30
      -208         -6          0          0         23          0        247         48          0          0        -28          0         -9         -7
 
Percent of Open Interest Represented by Each Category of Trader
      90.0       23.7        0.0        0.0       12.6        0.7        7.4       58.6        0.0        0.0        4.0        0.0        1.9        0.5
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          0          4          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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    56,206
Positions
     7,644     13,870      2,362      1,108      5,331        341     33,540     27,827      1,019      7,054      2,049         60      3,079      3,348
 
Changes from:       January 29, 2013                                 Total Change is:    11,760
       313     -1,717        301         82        732        -31     14,923     11,779       -277     -2,817        784         44       -778        145
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       24.7        4.2        2.0        9.5        0.6       59.7       49.5        1.8       12.5        3.6        0.1        5.5        6.0
 
Number of Traders in Each Category                                    Total Traders:       117
         4          .          .          6          5          .         21         36          8         30         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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   429,820
Positions
   109,796     21,779     51,937     39,867     15,055     13,491     54,159    169,286     53,116      8,428      8,580     69,268     29,758     27,308
 
Changes from:       January 29, 2013                                 Total Change is:     5,650
    -1,766        771     -2,604      1,208       -840     -1,188     -6,257     -4,126     11,797     -1,995     -4,831      7,448       -993       -777
 
Percent of Open Interest Represented by Each Category of Trader
      25.5        5.1       12.1        9.3        3.5        3.1       12.6       39.4       12.4        2.0        2.0       16.1        6.9        6.4
 
Number of Traders in Each Category                                    Total Traders:       176
        17         12         23          9          8          7         34         50         52         17         19         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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     7,459
Positions
     1,067      4,151          0      2,523        449        290      2,225      1,682        887        343          0          0        124          0
 
Changes from:       January 29, 2013                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       55.7        0.0       33.8        6.0        3.9       29.8       22.5       11.9        4.6        0.0        0.0        1.7        0.0
 
Number of Traders in Each Category                                    Total Traders:        22
         4          .          0          4          .          .          4          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated February 8, 2013