`Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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   218,795
Positions
    70,426     65,680     11,228     18,590     19,282      2,064     49,463     64,814     13,920     17,158        988        935     35,011     39,885
 
Changes from:       February 19, 2013                                Total Change is:    48,791
    29,095     -5,489      3,853         63        102        494      8,107     39,393      5,828      3,686       -922        743     -3,078      4,789
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       30.0        5.1        8.5        8.8        0.9       22.6       29.6        6.4        7.8        0.5        0.4       16.0       18.2
 
Number of Traders in Each Category                                    Total Traders:        97
        12          9          9          6          4          4         18         29         18         16          .          8
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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    49,935
Positions
    15,273     18,614      1,024        919      1,915        374     12,798     14,092      1,833      1,553          0          0     16,161     12,083
 
Changes from:       February 19, 2013                                Total Change is:     5,257
     7,441       -528       -129          0        -14          0        825      3,492        477        -35       -744          0     -3,323      2,703
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       37.3        2.1        1.8        3.8        0.7       25.6       28.2        3.7        3.1        0.0        0.0       32.4       24.2
 
Number of Traders in Each Category                                    Total Traders:        38
         7          7          4          .          .          .          8         11          4          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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   235,359
Positions
   121,832     25,868      9,025     22,830     30,445      6,017     27,354     72,382     18,745      5,230     21,612      1,575     22,751     49,689
 
Changes from:       February 19, 2013                                Total Change is:    27,915
    26,195       -872      2,434       -766        -51      2,447     -9,079     10,684      5,596       -578       -490         92      1,575      8,075
 
Percent of Open Interest Represented by Each Category of Trader
      51.8       11.0        3.8        9.7       12.9        2.6       11.6       30.8        8.0        2.2        9.2        0.7        9.7       21.1
 
Number of Traders in Each Category                                    Total Traders:       113
        13         10          9          6         15          6         16         37         16          8          8          5
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   281,295
Positions
   101,835     13,889     20,943     22,729      8,482      3,094     28,954    110,993     37,495     33,420     12,741      8,321     24,504     65,338
 
Changes from:       February 19, 2013                                Total Change is:      -686
    -2,375     -1,614      2,427       -977     -1,967       -191     -1,758      7,485      2,170       -378     -4,252       -808      1,205     -3,937
 
Percent of Open Interest Represented by Each Category of Trader
      36.2        4.9        7.4        8.1        3.0        1.1       10.3       39.5       13.3       11.9        4.5        3.0        8.7       23.2
 
Number of Traders in Each Category                                    Total Traders:       141
        13         14         10          8          9          6         24         43         23          8         22         13
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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   300,988
Positions
    37,224     58,098     17,416     43,621     31,681     10,007     65,173     66,824     40,798     18,808     12,769      9,117     58,823     54,278
 
Changes from:       February 19, 2013                                Total Change is:    18,207
     6,507    -18,592      3,530     -5,931      2,520      2,629     -1,211     15,463     11,753      1,603        521      2,945     -3,619     -2,561
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       19.3        5.8       14.5       10.5        3.3       21.7       22.2       13.6        6.2        4.2        3.0       19.5       18.0
 
Number of Traders in Each Category                                    Total Traders:       191
        19         16         17         20         18         20         29         40         30         27         22         23
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 2013               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   178,361
Positions
    42,881     28,004      6,933      2,128     44,407      2,045     81,635     48,561     10,573      6,819      6,214      1,666     23,681     29,959
 
Changes from:       February 19, 2013                                Total Change is:     6,448
     8,425    -15,449      1,481         64        881        231     -4,620      8,269      4,748      1,901      2,695        527     -6,310      3,065
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       15.7        3.9        1.2       24.9        1.1       45.8       27.2        5.9        3.8        3.5        0.9       13.3       16.8
 
Number of Traders in Each Category                                    Total Traders:       115
        17          6          9          .          8          .         28         32         22          9         13          6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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    71,658
Positions
    27,624     41,509     20,886      3,202          0          0      8,917      1,369      4,418      2,986        174      2,864        761        438
 
Changes from:       February 19, 2013                                Total Change is:    -4,441
    -8,833     -8,111      3,450        250          0          0        965        112          2       -236        174          4        -43        -72
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       57.9       29.1        4.5        0.0        0.0       12.4        1.9        6.2        4.2        0.2        4.0        1.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        30
         5         14         11          .          0          0          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   173,817
Positions
    16,748    106,093        135     10,807      1,093          0    107,212     53,099      4,386     25,912      2,979        121      8,496      5,911
 
Changes from:       February 19, 2013                                Total Change is:       598
     4,453     -5,294       -628       -415          0          0     -1,383      2,204        260       -234       -194          4     -1,459      4,246
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       61.0        0.1        6.2        0.6        0.0       61.7       30.5        2.5       14.9        1.7        0.1        4.9        3.4
 
Number of Traders in Each Category                                    Total Traders:       137
         8         12          .         10          .          0         60         22          9         16          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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    43,124
Positions
     9,834     25,960      2,519      7,152         62        308      8,668      1,163        533      9,188      8,387      3,830      1,092        362
 
Changes from:       February 19, 2013                                Total Change is:     3,084
       950        294      2,245       -593         50          0        279       -200        263       -383          0        316          7        116
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       60.2        5.8       16.6        0.1        0.7       20.1        2.7        1.2       21.3       19.4        8.9        2.5        0.8
 
Number of Traders in Each Category                                    Total Traders:        35
         4          8          4          .          .          .         13          .          .          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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    32,865
Positions
     2,883     20,127         19        680          0          0     22,398      4,220      2,026        570      3,526          8      4,281      2,939
 
Changes from:       February 19, 2013                                Total Change is:    -4,694
      -436     -5,739       -326       -315          0          0     -3,297        -70      1,253       -297       -434       -107     -1,168        729
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       61.2        0.1        2.1        0.0        0.0       68.2       12.8        6.2        1.7       10.7        0.0       13.0        8.9
 
Number of Traders in Each Category                                    Total Traders:        62
         5          9          .          .          0          0         23         14          .          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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    64,117
Positions
    14,128     38,336      1,156      5,551        302        421     27,342     11,822      1,158      2,768      1,848        567     11,028      8,510
 
Changes from:       February 19, 2013                                Total Change is:       735
      -212     -1,209        337       -933        112       -125        798        263        412         66        359          6        385        580
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       59.8        1.8        8.7        0.5        0.7       42.6       18.4        1.8        4.3        2.9        0.9       17.2       13.3
 
Number of Traders in Each Category                                    Total Traders:       115
        20         17          6          5          .          .         37         16         13         10          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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   128,235
Positions
    28,255     76,671      2,312     11,101        603        841     54,685     23,643      2,315      5,535      3,696      1,134     22,057     17,019
 
Changes from:       February 19, 2013                                Total Change is:     1,470
      -423     -2,418        674     -1,866        224       -249      1,595        525        825        131        717         12        770      1,159
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       59.8        1.8        8.7        0.5        0.7       42.6       18.4        1.8        4.3        2.9        0.9       17.2       13.3
 
Number of Traders in Each Category                                    Total Traders:       115
        20         17          6          5          .          .         37         16         13         10          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 1,056,088
Positions
    58,330    192,280    100,305    340,917    139,337     67,296    103,994    200,997    168,728     40,934     39,043     30,691    144,893    117,411
 
Changes from:       February 19, 2013                                Total Change is:    47,560
   -15,313    -12,185     12,454     -4,970      4,353      2,835     -2,162      2,168     26,284      3,944       -507      1,752     22,737     10,407
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       18.2        9.5       32.3       13.2        6.4        9.8       19.0       16.0        3.9        3.7        2.9       13.7       11.1
 
Number of Traders in Each Category                                    Total Traders:       605
        42         39         41        115         52         68        105        129        121         66         55         54
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   295,739
Positions
    58,369     73,666     13,222     60,232     29,686     10,136     14,537     35,945     50,482     11,554      9,333     11,256     65,950     62,012
 
Changes from:       February 19, 2013                                Total Change is:     8,537
     6,216     -8,816       -460     -2,336     -1,475        688     -1,030       -557      9,618        -96     -1,560        714     -4,777     10,384
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       24.9        4.5       20.4       10.0        3.4        4.9       12.2       17.1        3.9        3.2        3.8       22.3       21.0
 
Number of Traders in Each Category                                    Total Traders:       112
        15         11          8         20          9         12         18         23         37          9          6          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 3,801,746
Positions
   299,341    892,608    135,877  1,437,135    581,962    252,090    560,491    938,467    478,025    171,120    172,770     72,955    394,712    276,992
 
Changes from:       February 19, 2013                                Total Change is:   195,119
   -82,623      8,178     39,546    -12,996     29,314     10,563    -17,561      1,721     95,231     12,885     -2,054     12,506    137,568        114
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       23.5        3.6       37.8       15.3        6.6       14.7       24.7       12.6        4.5        4.5        1.9       10.4        7.3
 
Number of Traders in Each Category                                    Total Traders:       570
        38         41         35        106         47         62        101        124        111         59         53         50
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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   122,873
Positions
     3,705     56,077        754     61,736     50,188      3,206     39,993      7,512          2        978      2,316          0     12,499      2,818
 
Changes from:       February 19, 2013                                Total Change is:      -961
       401     -1,474          0     -3,948      2,337         75      2,801     -1,374       -467       -142         22          0        319        -80
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       45.6        0.6       50.2       40.8        2.6       32.5        6.1        0.0        0.8        1.9        0.0       10.2        2.3
 
Number of Traders in Each Category                                    Total Traders:       102
         5         15          .         40         13         12         19          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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    68,349
Positions
     2,480     36,697      1,058     30,174      5,753      1,148     23,339     14,195      1,370      2,163      2,639      1,099      5,519      4,391
 
Changes from:       February 19, 2013                                Total Change is:    -2,943
      -337     -4,935        373     -1,811        218        482     -2,279        538        593         67        153        207       -238       -572
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       53.7        1.5       44.1        8.4        1.7       34.1       20.8        2.0        3.2        3.9        1.6        8.1        6.4
 
Number of Traders in Each Category                                    Total Traders:       222
        19         28         11         30         20          9         55         34         13         25         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   341,747
Positions
    12,400    183,485      5,288    150,872     28,763      5,738    116,696     70,976      6,851     10,813     13,197      5,493     27,597     21,956
 
Changes from:       February 19, 2013                                Total Change is:   -14,714
    -1,685    -24,673      1,865     -9,055      1,092      2,410    -11,396      2,688      2,967        334        766      1,033     -1,188     -2,862
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       53.7        1.5       44.1        8.4        1.7       34.1       20.8        2.0        3.2        3.9        1.6        8.1        6.4
 
Number of Traders in Each Category                                    Total Traders:       222
        19         28         11         30         20          9         55         34         13         25         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 2013               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   372,151
Positions
    61,963     64,663      8,052    149,620    163,422     22,608     93,722     80,307      4,099      3,645     12,583        749     27,693     15,668
 
Changes from:       February 19, 2013                                Total Change is:      -408
     1,500      1,365       -750     -5,405      3,054        581      1,268       -366         -3        -19     -2,229        118      2,302     -2,179
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       17.4        2.2       40.2       43.9        6.1       25.2       21.6        1.1        1.0        3.4        0.2        7.4        4.2
 
Number of Traders in Each Category                                    Total Traders:       257
        22         14          4         60         34         26         61         41         17         12         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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    74,869
Positions
     6,637     14,101      2,762     24,673          0         22     13,605     16,534        515      9,090        833      4,050     13,515     36,052
 
Changes from:       February 19, 2013                                Total Change is:      -310
      -153      1,248       -131      2,048          0         22     -2,625     -5,553         10        493        197         48        -22      3,849
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       18.8        3.7       33.0        0.0        0.0       18.2       22.1        0.7       12.1        1.1        5.4       18.1       48.2
 
Number of Traders in Each Category                                    Total Traders:        66
         6          6          .         13          0          .         18         12          4          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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    74,575
Positions
    16,564     19,750      6,129      9,344      5,115          0     29,638     10,305      2,000      3,391      1,636          0      7,509     29,640
 
Changes from:       February 19, 2013                                Total Change is:    -6,364
      -305      4,554     -1,032        338        699          0     -3,989      3,169        194       -605        -19          0       -965    -13,929
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       26.5        8.2       12.5        6.9        0.0       39.7       13.8        2.7        4.5        2.2        0.0       10.1       39.7
 
Number of Traders in Each Category                                    Total Traders:        96
        19         16          8         10          4          0         26         12          6          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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    90,152
Positions
    13,555     51,912        274     55,167     19,911      4,255     10,941     11,470        162        222          0          0      5,576      2,168
 
Changes from:       February 19, 2013                                Total Change is:     1,235
      -130      1,602        130        407      1,165          6      1,007     -1,399        -32          0          0          0       -153       -237
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       57.6        0.3       61.2       22.1        4.7       12.1       12.7        0.2        0.2        0.0        0.0        6.2        2.4
 
Number of Traders in Each Category                                    Total Traders:        73
         .          7          .         25         19         11         13          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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   188,307
Positions
    13,120     92,904      2,496    109,790     17,102      9,513     26,076     56,818         38      8,988      4,066        898     17,388      4,472
 
Changes from:       February 19, 2013                                Total Change is:     1,457
    -1,249     -1,865        238        220      1,646         -1     -1,710        773          9      1,888       -542          5      2,057      1,194
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       49.3        1.3       58.3        9.1        5.1       13.8       30.2        0.0        4.8        2.2        0.5        9.2        2.4
 
Number of Traders in Each Category                                    Total Traders:       142
        15         18          4         44         15         17         25          9          .         12          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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   852,465
Positions
     7,227     63,307     85,884    245,253    196,194     72,048    108,427     64,526    129,558     15,035     31,512      9,330    179,703    200,104
 
Changes from:       February 19, 2013                                Total Change is:   126,006
   -17,179     13,490     51,106     -7,770     14,141     -1,055      5,128    -24,094     67,588       -945      2,315      4,833     24,301     -2,317
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        7.4       10.1       28.8       23.0        8.5       12.7        7.6       15.2        1.8        3.7        1.1       21.1       23.5
 
Number of Traders in Each Category                                    Total Traders:       149
         .         16         12         33         28         37         31         24         31          6          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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   417,780
Positions
     3,542    122,280      5,771    253,025     43,970     38,922         63     87,063     23,148      9,745     15,426        574     82,990     80,626
 
Changes from:       February 19, 2013                                Total Change is:    43,627
     3,542     -8,300      3,634      6,035      3,001       -396         63     10,910     23,061        -86     -1,383        574      7,200     12,526
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       29.3        1.4       60.6       10.5        9.3        0.0       20.8        5.5        2.3        3.7        0.1       19.9       19.3
 
Number of Traders in Each Category                                    Total Traders:        65
         .         10          5         28          9         19          .         10          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 1,196,223
Positions
   108,157    157,070     37,289    212,289    188,480     65,331    301,252    442,815    127,839    155,811     42,188     23,931    164,325    111,281
 
Changes from:       February 19, 2013                                Total Change is:   122,767
    16,144     35,006      6,359    -11,221     -4,529       -530     78,039     40,576     13,148    -24,733     -1,920      7,360     38,200     27,296
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       13.1        3.1       17.7       15.8        5.5       25.2       37.0       10.7       13.0        3.5        2.0       13.7        9.3
 
Number of Traders in Each Category                                    Total Traders:       214
        15         23         16         37         23         31         36         35         31         25         19         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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    52,393
Positions
    18,594     22,378      5,683        105        174         10     20,703     17,132      5,627        134          0        370      1,167      1,019
 
Changes from:       February 19, 2013                                Total Change is:     2,119
     2,246      1,882     -2,161          0         -8          0        410      1,110      1,439        134          0        -33         84       -110
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       42.7       10.8        0.2        0.3        0.0       39.5       32.7       10.7        0.3        0.0        0.7        2.2        1.9
 
Number of Traders in Each Category                                    Total Traders:        46
         7         10         11          .          .          .         10         15         15          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 2,616,667
Positions
   132,223    225,044    239,010    470,974    833,095    223,258    732,883    214,337    335,098     75,775     81,542     27,693    379,753    437,590
 
Changes from:       February 19, 2013                                Total Change is:   -12,358
   -65,753     32,157    -74,287     -6,905     23,454      6,295     71,658     -5,658       -881    -34,075     -7,268     -7,440     99,030     21,270
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        8.6        9.1       18.0       31.8        8.5       28.0        8.2       12.8        2.9        3.1        1.1       14.5       16.7
 
Number of Traders in Each Category                                    Total Traders:       287
        20         45         52         21         63         54         61         50         74          7         20          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 2,038,593
Positions
   339,744    188,441    176,443    488,128    472,469    147,580    301,537    447,796    144,064     86,192    113,717     19,337    335,568    328,745
 
Changes from:       February 19, 2013                                Total Change is:   140,015
    12,121     49,581     40,378      8,354    -44,629      8,105      9,780     95,838    -54,290     -8,992     12,776     -4,621    129,181     36,878
 
Percent of Open Interest Represented by Each Category of Trader
      16.7        9.2        8.7       23.9       23.2        7.2       14.8       22.0        7.1        4.2        5.6        0.9       16.5       16.1
 
Number of Traders in Each Category                                    Total Traders:       197
        14         24         24         29         38         34         32         38         39          9         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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   350,135
Positions
   131,621    122,357    101,694      1,274      2,758      3,652     31,860     14,806     49,281      1,050     11,083      7,669     22,033     36,834
 
Changes from:       February 19, 2013                                Total Change is:     9,171
     3,810     -1,722      2,753          0        -13          0       -768      2,461     -2,145       -354        503        991      4,885      6,344
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       34.9       29.0        0.4        0.8        1.0        9.1        4.2       14.1        0.3        3.2        2.2        6.3       10.5
 
Number of Traders in Each Category                                    Total Traders:        78
        17         25         30          .          .          .         12         13         20          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 is12,427,891
Positions
 1,577,087  2,741,883  2,748,615    872,879    611,212    238,143  1,291,958    324,534  3,809,160    236,234    157,686    620,007  1,033,807  1,176,651
 
Changes from:       February 19, 2013                                Total Change is:   182,477
  -138,675    228,025    -28,212     36,654     24,571    -24,781    258,685    -36,433     16,721    -40,336    -29,841    -15,816    118,237     48,242
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       22.1       22.1        7.0        4.9        1.9       10.4        2.6       30.7        1.9        1.3        5.0        8.3        9.5
 
Number of Traders in Each Category                                    Total Traders:       256
        32         48         77          8         13         20         59         53         91         16         16         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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    12,308
Positions
     8,040      1,833          0         41        792          3      3,963      8,650         11        210        866          0         40        153
 
Changes from:       February 19, 2013                                Total Change is:       426
        61        468          0          6        -63         -2        362        151         -4          0       -170          0          3         46
 
Percent of Open Interest Represented by Each Category of Trader
      65.3       14.9        0.0        0.3        6.4        0.0       32.2       70.3        0.1        1.7        7.0        0.0        0.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        25
         .          5          0          .          .          .          .          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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     6,865
Positions
     6,180      1,587          0          0        810         43        527      4,099          0          0        261          0        115         65
 
Changes from:       February 19, 2013                                Total Change is:       339
       129         17          0          0        -93          0        205        405          0          0          0          0          5         10
 
Percent of Open Interest Represented by Each Category of Trader
      90.0       23.1        0.0        0.0       11.8        0.6        7.7       59.7        0.0        0.0        3.8        0.0        1.7        0.9
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          0          4          .          4          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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    71,020
Positions
     7,623     14,749      2,048      3,593        421        326     41,916     47,955      2,529      6,037      1,131        250      6,699      1,612
 
Changes from:       February 19, 2013                                Total Change is:    19,902
       362        521         76      2,485       -792        -67     14,996     19,739        765        -77         12        226      1,136       -579
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       20.8        2.9        5.1        0.6        0.5       59.0       67.5        3.6        8.5        1.6        0.4        9.4        2.3
 
Number of Traders in Each Category                                    Total Traders:       118
         5          .          .          8          .          .         43         16          8         32          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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   409,106
Positions
   125,179     35,691     41,248     48,623     15,212     12,103     46,681    176,017     48,113      8,619      2,658     48,011     30,529     30,053
 
Changes from:       February 19, 2013                                Total Change is:   -16,664
    10,825      7,859      3,521     -4,282     -2,597        351    -13,099     -7,497      7,099         30     -7,669    -19,568     -1,541      1,837
 
Percent of Open Interest Represented by Each Category of Trader
      30.6        8.7       10.1       11.9        3.7        3.0       11.4       43.0       11.8        2.1        0.6       11.7        7.5        7.3
 
Number of Traders in Each Category                                    Total Traders:       158
        16         10         20          9          9          8         31         49         50         16          8         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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    12,837
Positions
     1,082      3,391          0      1,999        546        298      8,089      7,689        908        343          0          0        118          5
 
Changes from:       February 19, 2013                                Total Change is:     2,459
        68       -737          0       -446          2        -30      2,867      3,224          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       26.4        0.0       15.6        4.3        2.3       63.0       59.9        7.1        2.7        0.0        0.0        0.9        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         4          .          0          .          .          .          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated March 1, 2013