Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   120,997
Positions
    40,813      7,006      1,075     16,588     34,802        613     19,685     53,282      4,027      9,007        645          0     29,189     19,547
 
Changes from:       January 3, 2012                                  Total Change is:     1,234
     5,487      3,841       -395       -152        -13         -7     -6,549        835        203        221       -885         -1      2,427     -2,344
 
Percent of Open Interest Represented by Each Category of Trader
      33.7        5.8        0.9       13.7       28.8        0.5       16.3       44.0        3.3        7.4        0.5        0.0       24.1       16.2
 
Number of Traders in Each Category                                    Total Traders:        69
         8          8          4          6          4          .         12         19          .         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    41,869
Positions
    14,324      2,015          3        999      1,321        275     19,677     17,159         12        537        648          0      6,042     20,436
 
Changes from:       January 3, 2012                                  Total Change is:     3,870
     2,957       -202          3        -61        462         10      3,080      1,687        -53          0          0          0     -2,066      1,963
 
Percent of Open Interest Represented by Each Category of Trader
      34.2        4.8        0.0        2.4        3.2        0.7       47.0       41.0        0.0        1.3        1.5        0.0       14.4       48.8
 
Number of Traders in Each Category                                    Total Traders:        42
         9          4          .          .          .          .          8         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   199,855
Positions
   146,834      1,458         39      7,955     78,453      3,242     25,601     79,632      1,360      2,382      3,469          0     12,442     32,202
 
Changes from:       January 3, 2012                                  Total Change is:     6,260
     8,809     -1,249        -56       -287      1,617        125     -2,626      2,274        457        -56       -710          0       -106      3,802
 
Percent of Open Interest Represented by Each Category of Trader
      73.5        0.7        0.0        4.0       39.3        1.6       12.8       39.8        0.7        1.2        1.7        0.0        6.2       16.1
 
Number of Traders in Each Category                                    Total Traders:        87
        12          4          .          4         16          4         10         34          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   163,533
Positions
       638     73,601         85     65,056     10,842      1,094     72,333     49,153        170        750      2,252          0     23,407     26,336
 
Changes from:       January 3, 2012                                  Total Change is:     4,814
         1      1,475          1     -1,020        142         53      4,202      2,951         45       -480         30          0      2,012        117
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       45.0        0.1       39.8        6.6        0.7       44.2       30.1        0.1        0.5        1.4        0.0       14.3       16.1
 
Number of Traders in Each Category                                    Total Traders:        85
         .         17          .          8          8          4         27         19          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   294,263
Positions
   131,060     27,996        420     50,563     31,858      4,878     68,102    155,989      1,032      6,449     13,864        162     31,597     58,064
 
Changes from:       January 3, 2012                                  Total Change is:    11,473
    11,889      1,278       -299      2,610      1,192        226      1,429      6,063        224     -7,771        317          0      3,165      2,472
 
Percent of Open Interest Represented by Each Category of Trader
      44.5        9.5        0.1       17.2       10.8        1.7       23.1       53.0        0.4        2.2        4.7        0.1       10.7       19.7
 
Number of Traders in Each Category                                    Total Traders:       183
        26          9          7         17         17         10         24         68         16          5         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   125,914
Positions
    14,487     29,190      3,340      2,934     43,992      1,060     78,427     30,002          0      1,622        883          0     24,044     17,447
 
Changes from:       January 3, 2012                                  Total Change is:     8,667
    -5,219      6,555        550       -156       -176         11     14,079      1,923          0     -5,013       -638          0      4,415        442
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       23.2        2.7        2.3       34.9        0.8       62.3       23.8        0.0        1.3        0.7        0.0       19.1       13.9
 
Number of Traders in Each Category                                    Total Traders:        78
         6         11          .          .          8          .         23         23          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   121,056
Positions
    43,738     38,304     71,821          0          0          0      4,067      9,236      1,292          0          0          0        138        403
 
Changes from:       January 3, 2012                                  Total Change is:    -4,549
    -4,567     -3,871        -63          0          0          0          0       -600          0          0          0          0         81        -15
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       31.6       59.3        0.0        0.0        0.0        3.4        7.6        1.1        0.0        0.0        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        21
         8          8         12          0          0          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   123,845
Positions
    69,602     53,541        796     23,394      2,101      1,084     24,670     56,910        281        984      3,881          0      3,034      5,251
 
Changes from:       January 3, 2012                                  Total Change is:     2,223
      -716        828        106       -817       -352          5      3,360      2,376         34        -73       -458          0        324       -316
 
Percent of Open Interest Represented by Each Category of Trader
      56.2       43.2        0.6       18.9        1.7        0.9       19.9       46.0        0.2        0.8        3.1        0.0        2.4        4.2
 
Number of Traders in Each Category                                    Total Traders:        94
         7         12          .          7          4          .         17         33          .          4         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    14,173
Positions
     1,788      5,865        225          0        430          0      9,247      5,047        141        165        675          0      2,607      1,790
 
Changes from:       January 3, 2012                                  Total Change is:     3,361
      -255      3,396          0          0        230          0      2,911       -347        141          0        333          0        564       -392
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       41.4        1.6        0.0        3.0        0.0       65.2       35.6        1.0        1.2        4.8        0.0       18.4       12.6
 
Number of Traders in Each Category                                    Total Traders:        36
         4          7          .          0          .          0          9         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    50,249
Positions
    14,874     33,334        424      3,343      2,769        520     20,041      8,100        600      2,943        206          0      7,507      4,300
 
Changes from:       January 3, 2012                                  Total Change is:     2,287
      -200      1,536        139        -99         71        149        599       -754        420       -126         95          0      1,406        632
 
Percent of Open Interest Represented by Each Category of Trader
      29.6       66.3        0.8        6.7        5.5        1.0       39.9       16.1        1.2        5.9        0.4        0.0       14.9        8.6
 
Number of Traders in Each Category                                    Total Traders:        88
        20         13          .          .          7          .         25         14          6          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   100,498
Positions
    29,747     66,667        847      6,685      5,537      1,039     40,081     16,199      1,199      5,886        411          0     15,014      8,599
 
Changes from:       January 3, 2012                                  Total Change is:     4,574
      -399      3,072        277       -198        142        297      1,197     -1,508        840       -251        190          0      2,811      1,264
 
Percent of Open Interest Represented by Each Category of Trader
      29.6       66.3        0.8        6.7        5.5        1.0       39.9       16.1        1.2        5.9        0.4        0.0       14.9        8.6
 
Number of Traders in Each Category                                    Total Traders:        88
        20         13          .          .          7          .         25         14          6          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   755,841
Positions
    41,532    156,166     37,079    358,190    211,151     61,531     85,247    141,474     22,175     28,857     31,467      1,914    119,316     92,884
 
Changes from:       January 3, 2012                                  Total Change is:   -32,989
      -289     -2,805      2,808      1,770       -553     -3,128        281     13,191    -26,111      2,841       -857       -846    -10,315    -14,688
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       20.7        4.9       47.4       27.9        8.1       11.3       18.7        2.9        3.8        4.2        0.3       15.8       12.3
 
Number of Traders in Each Category                                    Total Traders:       524
        30         54         28        114         63         66         86        109         56         32         36         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   237,402
Positions
    23,116     91,949      1,495    110,112     49,538     11,898     20,450     21,911      1,446         62     10,618        611     68,212     47,936
 
Changes from:       January 3, 2012                                  Total Change is:   -17,210
     4,617     -1,042          0      1,674        413        101    -25,210       -635        -23         62     -2,257          0      1,569    -13,767
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       38.7        0.6       46.4       20.9        5.0        8.6        9.2        0.6        0.0        4.5        0.3       28.7       20.2
 
Number of Traders in Each Category                                    Total Traders:       100
         8         15          5         24         14         13         15         18          8          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,592,195
Positions
   219,102    448,103     50,901  1,270,209    837,887    218,345    385,845    659,674     41,785    144,394    104,665      6,094    255,520    224,741
 
Changes from:       January 3, 2012                                  Total Change is:   -78,893
   -11,932      3,782      1,443        662     -4,646    -16,327     -1,559    -59,885     -1,427     14,230      7,334     -4,563    -59,420     -4,604
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       17.3        2.0       49.0       32.3        8.4       14.9       25.4        1.6        5.6        4.0        0.2        9.9        8.7
 
Number of Traders in Each Category                                    Total Traders:       501
        35         48         20        103         57         59         86        106         45         32         34          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   103,615
Positions
    23,744     12,823          0     51,558     65,565      8,249      9,034      8,760        153      1,717      3,987          0      9,160      4,078
 
Changes from:       January 3, 2012                                  Total Change is:      -119
    -1,403      1,584          0         98        140       -432      1,630       -722        145         59       -587          0       -216       -247
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       12.4        0.0       49.8       63.3        8.0        8.7        8.5        0.1        1.7        3.8        0.0        8.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        92
        11          8          0         32         13         15         12         10          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    69,158
Positions
     6,241     31,538      5,471     23,642      9,756      1,730     17,602      8,100      3,081      1,857      3,936         52      9,483      5,494
 
Changes from:       January 3, 2012                                  Total Change is:    16,227
    -1,951      5,033      5,337      3,744        -96         77      3,479        157      2,752         90        405         52      2,648      2,508
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       45.6        7.9       34.2       14.1        2.5       25.5       11.7        4.5        2.7        5.7        0.1       13.7        7.9
 
Number of Traders in Each Category                                    Total Traders:       209
        22         28         10         28         20         10         43         43         15         12         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is     9,500
Positions
     4,325      5,563         20          0        300          0      2,648        369          0          0        365          0      2,507      2,883
 
Changes from:       January 3, 2012                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      45.5       58.6        0.2        0.0        3.2        0.0       27.9        3.9        0.0        0.0        3.8        0.0       26.4       30.3
 
Number of Traders in Each Category                                    Total Traders:        22
         9          6          .          0          .          0          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   298,290
Positions
    35,921    156,217        912    118,208     47,279      8,649     89,121     53,004      1,056      9,283     17,856        262     34,878     13,055
 
Changes from:       January 3, 2012                                  Total Change is:    33,636
    -5,039     23,695        242     18,718     -1,978        386     18,504     13,290       -589        449        202        262        703     -1,874
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       52.4        0.3       39.6       15.9        2.9       29.9       17.8        0.4        3.1        6.0        0.1       11.7        4.4
 
Number of Traders in Each Category                                    Total Traders:       209
        22         28          .         28         20         10         43         43         10         12         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   399,326
Positions
   181,706     22,989     13,071    115,217    209,111     26,480     42,867     96,474        362      3,837     16,113        113     15,673     14,613
 
Changes from:       January 3, 2012                                  Total Change is:    -3,274
   -11,160      1,155      3,684      5,033     -3,989     -1,183      1,831      1,579     -1,268         71     -3,319          0       -282         67
 
Percent of Open Interest Represented by Each Category of Trader
      45.5        5.8        3.3       28.9       52.4        6.6       10.7       24.2        0.1        1.0        4.0        0.0        3.9        3.7
 
Number of Traders in Each Category                                    Total Traders:       233
        22         10          4         46         43         26         35         55          9          5         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    23,171
Positions
     5,248        322          0      6,874      1,227         54      4,358      7,850          2        817      4,231          0      5,818      9,485
 
Changes from:       January 3, 2012                                  Total Change is:      -383
      -375       -234          0       -336         66          0        401        594          2          0          0          0        -75       -811
 
Percent of Open Interest Represented by Each Category of Trader
      22.6        1.4        0.0       29.7        5.3        0.2       18.8       33.9        0.0        3.5       18.3        0.0       25.1       40.9
 
Number of Traders in Each Category                                    Total Traders:        38
         6          .          0          9          .          .          8          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    38,723
Positions
    14,592      7,522        630      6,804      3,289        726      6,515      3,626      2,330      2,039          0          0      5,087     20,600
 
Changes from:       January 3, 2012                                  Total Change is:     1,368
      -588      1,734         57      1,078         50          1        408       -345        778        362          0          0       -728       -907
 
Percent of Open Interest Represented by Each Category of Trader
      37.7       19.4        1.6       17.6        8.5        1.9       16.8        9.4        6.0        5.3        0.0        0.0       13.1       53.2
 
Number of Traders in Each Category                                    Total Traders:        52
        13         10          .          5          .          .          9          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    43,139
Positions
       795      3,815         65     31,349     23,045      4,170      2,679      9,811          4          0          0          0      4,077      2,229
 
Changes from:       January 3, 2012                                  Total Change is:     1,278
       185         89        -58      1,468        328         83       -572        611          1       -205          0          0        376        224
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        8.8        0.2       72.7       53.4        9.7        6.2       22.7        0.0        0.0        0.0        0.0        9.5        5.2
 
Number of Traders in Each Category                                    Total Traders:        50
         .          .          .         17         20         10          .          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    66,618
Positions
    14,972     23,213          0     32,107     24,288      2,170      6,940     12,809        570      3,588      1,043        546      5,725      1,979
 
Changes from:       January 3, 2012                                  Total Change is:       181
       112       -261          0        435      1,069        -87       -677       -125         81        358       -298       -220        179         22
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       34.8        0.0       48.2       36.5        3.3       10.4       19.2        0.9        5.4        1.6        0.8        8.6        3.0
 
Number of Traders in Each Category                                    Total Traders:        71
         9         12          0         16          9          6         10          5          .          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   599,203
Positions
    15,316    106,160      1,575    280,933    106,630     85,267     46,259     92,022      6,315      9,642     67,635          8    153,888    133,591
 
Changes from:       January 3, 2012                                  Total Change is:    13,675
     7,456     -9,929     -1,157     -1,194     16,714     -7,154     -1,936        419      1,846         93        409          8     15,713     12,519
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       17.7        0.3       46.9       17.8       14.2        7.7       15.4        1.1        1.6       11.3        0.0       25.7       22.3
 
Number of Traders in Each Category                                    Total Traders:       150
         6         16          4         45         21         35         22         26         10          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   373,606
Positions
     4,824    151,476        428    281,577     30,412     26,490      1,872    117,244        362          0          0          0     58,053     47,194
 
Changes from:       January 3, 2012                                  Total Change is:    11,314
      -748      1,969         68     19,102     11,110     -7,087          0       -366         51          0     -1,501          0        -72      7,070
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       40.5        0.1       75.4        8.1        7.1        0.5       31.4        0.1        0.0        0.0        0.0       15.5       12.6
 
Number of Traders in Each Category                                    Total Traders:        69
         .         10          4         38          7         21          .         11          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   678,937
Positions
    89,841     81,554      3,649    140,877    189,771     70,605    213,974    185,696      7,773     42,442     33,456        587    109,189    105,846
 
Changes from:       January 3, 2012                                  Total Change is:   -18,475
   -19,257      7,877        211      3,438     -8,066      4,751     -5,323    -25,328     -1,676      1,445       -111          0     -2,064      3,867
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       12.0        0.5       20.7       28.0       10.4       31.5       27.4        1.1        6.3        4.9        0.1       16.1       15.6
 
Number of Traders in Each Category                                    Total Traders:       207
        14         24          6         34         43         41         34         36         16          8         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,578,979
Positions
    75,473    132,144     14,162    686,184    662,452    146,008    303,802    161,669     43,306     28,378    101,635      4,560    277,106    313,043
 
Changes from:       January 3, 2012                                  Total Change is:    81,423
    12,622      2,058     -4,297     33,427     64,606    -20,397     47,806      1,665      6,517      1,785      8,069       -240      4,200     23,442
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        8.4        0.9       43.5       42.0        9.2       19.2       10.2        2.7        1.8        6.4        0.3       17.5       19.8
 
Number of Traders in Each Category                                    Total Traders:       251
        20         32         16         31         55         42         47         43         29          7         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,330,530
Positions
    47,498    203,713      4,571    398,023    533,944    142,445    275,728    130,731     16,070    207,306     67,284          0    238,889    231,772
 
Changes from:       January 3, 2012                                  Total Change is:    44,061
     3,129    -30,580       -741     42,133     95,048    -20,780         80     -8,199      1,715      2,744     -2,819          0     15,781     10,417
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       15.3        0.3       29.9       40.1       10.7       20.7        9.8        1.2       15.6        5.1        0.0       18.0       17.4
 
Number of Traders in Each Category                                    Total Traders:       170
         5         29          5         22         37         38         34         23         13          7         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   516,316
Positions
   160,196    225,016    161,931      2,916      1,040      1,963     91,868     33,369     44,251      7,891      4,850      8,964     36,336     34,932
 
Changes from:       January 3, 2012                                  Total Change is:     3,125
    -5,143      3,428     -2,498        -65       -626          0      4,534        -49      2,024        116        -16       -213      4,370      1,075
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       43.6       31.4        0.6        0.2        0.4       17.8        6.5        8.6        1.5        0.9        1.7        7.0        6.8
 
Number of Traders in Each Category                                    Total Traders:        88
        21         24         35          .          .          .         18         13         20          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,662,714
Positions
 1,224,807  2,102,526  1,762,764  1,468,440     57,271    104,523    520,641    610,092  1,536,160     90,819    388,602    146,606    807,954    954,170
 
Changes from:       January 3, 2012                                  Total Change is:    72,740
  -157,919    -32,495     70,953    -19,294        -97    -48,693     27,153     20,197    106,919      2,308    -24,539     -7,894     99,207    -11,611
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       27.4       23.0       19.2        0.7        1.4        6.8        8.0       20.0        1.2        5.1        1.9       10.5       12.5
 
Number of Traders in Each Category                                    Total Traders:       235
        28         55         78         10          5         11         45         61         84          6         12         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    10,313
Positions
     6,215      2,616          0      1,521        784         11      1,031      6,650         27      1,238        160          0        270         65
 
Changes from:       January 3, 2012                                  Total Change is:      -262
      -239         -7          0        -83          0          0         30       -230          2         30          0          0         -2        -27
 
Percent of Open Interest Represented by Each Category of Trader
      60.3       25.4        0.0       14.7        7.6        0.1       10.0       64.5        0.3       12.0        1.6        0.0        2.6        0.6
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          4          .          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    12,283
Positions
     9,457      6,774          0      1,239      1,738          0      1,133      3,273          0         40        305          0        414        193
 
Changes from:       January 3, 2012                                  Total Change is:       -39
       157        186          0          0       -240          0       -139         11          0        -30          0          0        -27          4
 
Percent of Open Interest Represented by Each Category of Trader
      77.0       55.1        0.0       10.1       14.1        0.0        9.2       26.6        0.0        0.3        2.5        0.0        3.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        32
         4          5          0          .          4          0          7          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    69,024
Positions
    20,958     33,747          0      6,640        360        478     25,210     31,865        554      5,419        630          0      9,765      1,390
 
Changes from:       January 3, 2012                                  Total Change is:     2,971
      -511      1,208          0        253         25        171      2,630      1,170        -24       -505        350         -1        958         72
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       48.9        0.0        9.6        0.5        0.7       36.5       46.2        0.8        7.9        0.9        0.0       14.1        2.0
 
Number of Traders in Each Category                                    Total Traders:       114
         4          5          0          8          .          .         51          9          .         30          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   144,035
Positions
    49,544     36,604     27,959      9,229      1,712        709     11,868     33,669     11,791      1,800      3,089     15,214     15,921     13,288
 
Changes from:       January 3, 2012                                  Total Change is:    15,767
    15,386     12,415     -4,801        757        204       -251      2,089      8,708        626        105      1,046        253      1,603     -2,433
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       25.4       19.4        6.4        1.2        0.5        8.2       23.4        8.2        1.2        2.1       10.6       11.1        9.2
 
Number of Traders in Each Category                                    Total Traders:        76
        10          9         18          9          .          .         16         14         19          8          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    17,641
Positions
    11,727      1,718          0      1,545      1,259         90      1,658      8,824        168          0      3,328        239      2,214      2,015
 
Changes from:       January 3, 2012                                  Total Change is:     2,010
         0      1,417          0          0       -198          0          0      4,728          0          0     -5,945          7      2,003      2,001
 
Percent of Open Interest Represented by Each Category of Trader
      66.5        9.7        0.0        8.8        7.1        0.5        9.4       50.0        1.0        0.0       18.9        1.4       12.6       11.4
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          0          .          .          .          .          8          .          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated January 13, 2012