Traders in Financial Futures - Futures Only Positions as of February 7, 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   122,955
Positions
    26,755     11,702      4,094     17,939     34,108        608     26,388     48,702      4,451      7,760        420          7     34,953     18,863
 
Changes from:       January 31, 2012                                 Total Change is:     3,685
    -9,764      3,569      2,290       -235       -353          1      8,901     -1,416         78         -8        420         -9      2,431       -895
 
Percent of Open Interest Represented by Each Category of Trader
      21.8        9.5        3.3       14.6       27.7        0.5       21.5       39.6        3.6        6.3        0.3        0.0       28.4       15.3
 
Number of Traders in Each Category                                    Total Traders:        78
         8          9          6          6          4          .         26         14          7         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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    42,826
Positions
    12,173      6,443        848        870      1,940        290     17,834     17,173        398        537          0          0      9,876     15,734
 
Changes from:       January 31, 2012                                 Total Change is:     1,990
       454        622         53         -7        -32         15      2,439        151       -180          0          0          0       -784      1,361
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       15.0        2.0        2.0        4.5        0.7       41.6       40.1        0.9        1.3        0.0        0.0       23.1       36.7
 
Number of Traders in Each Category                                    Total Traders:        45
         7          7          .          .          4          .         11         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   195,733
Positions
   130,185      7,970        716     10,767     76,170      3,245     29,573     77,181      1,023      1,603      2,210          0     18,621     27,218
 
Changes from:       January 31, 2012                                 Total Change is:     4,884
    -5,474      1,553        467      1,906     -3,140         84      4,058      6,398       -150        433      1,581          0      3,560     -1,909
 
Percent of Open Interest Represented by Each Category of Trader
      66.5        4.1        0.4        5.5       38.9        1.7       15.1       39.4        0.5        0.8        1.1        0.0        9.5       13.9
 
Number of Traders in Each Category                                    Total Traders:        94
        10          8          4          7         14          5         22         29          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   178,512
Positions
     1,881     75,448        581     66,621      7,189        958     81,094     60,817        377        750      1,942          0     26,250     31,200
 
Changes from:       January 31, 2012                                 Total Change is:     5,545
        99      1,784         24      1,587     -2,869        -87      4,297      6,724        115          0       -998          0       -490        852
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       42.3        0.3       37.3        4.0        0.5       45.4       34.1        0.2        0.4        1.1        0.0       14.7       17.5
 
Number of Traders in Each Category                                    Total Traders:       106
         .         21          4          9          6          .         26         36          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   288,657
Positions
   123,263     37,986        501     60,932     30,660      4,135     59,814    145,974      1,740      5,133      9,951        756     32,383     56,954
 
Changes from:       January 31, 2012                                 Total Change is:   -16,671
    -9,178       -106       -194      3,356       -572       -140    -10,770    -15,962         16       -204      1,652          0        443     -1,365
 
Percent of Open Interest Represented by Each Category of Trader
      42.7       13.2        0.2       21.1       10.6        1.4       20.7       50.6        0.6        1.8        3.4        0.3       11.2       19.7
 
Number of Traders in Each Category                                    Total Traders:       177
        24         13          6         15         16          9         24         62         17          .         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   148,879
Positions
    12,035     51,969      3,364      5,559     41,648      1,037     93,012     28,811        489        490      3,347          2     32,891     18,212
 
Changes from:       January 31, 2012                                 Total Change is:    -1,236
    -1,678        696       -171        574       -540         17     -3,963     -2,723         -9       -490      1,556         -9      4,493        -53
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       34.9        2.3        3.7       28.0        0.7       62.5       19.4        0.3        0.3        2.2        0.0       22.1       12.2
 
Number of Traders in Each Category                                    Total Traders:        89
         5         13          .          6          7          .         34         17          .          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   123,008
Positions
    41,488     40,149     71,482          0          0          0      6,311      8,031      3,264          0          0          0        463         82
 
Changes from:       January 31, 2012                                 Total Change is:       515
       249        178        104          0          0          0        -70        338          0          0          0          0        232       -105
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       32.6       58.1        0.0        0.0        0.0        5.1        6.5        2.7        0.0        0.0        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         6         11         12          0          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   145,645
Positions
    61,954     62,073      1,213     22,133        815        707     51,120     73,765        938      2,221      2,535          0      5,359      3,599
 
Changes from:       January 31, 2012                                 Total Change is:    -4,922
    -6,950         94         86     -1,047        -54          0      1,843     -4,322         -3        642        -77          0        507       -646
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       42.6        0.8       15.2        0.6        0.5       35.1       50.6        0.6        1.5        1.7        0.0        3.7        2.5
 
Number of Traders in Each Category                                    Total Traders:        99
         6         14          .         10          .          .         33         18          4         10          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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    35,020
Positions
     1,712     22,070        205        265        190          0     27,747     10,504        175        469        342          0      4,447      1,534
 
Changes from:       January 31, 2012                                 Total Change is:     3,393
        78      2,913          0        265       -259          0      2,675        933          0         49       -101          0        326        -93
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       63.0        0.6        0.8        0.5        0.0       79.2       30.0        0.5        1.3        1.0        0.0       12.7        4.4
 
Number of Traders in Each Category                                    Total Traders:        47
         .         11          .          .          .          0         19          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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    54,890
Positions
    14,514     33,754        202      3,486      2,212        723     25,321     12,507         24      3,452      1,083          0      7,170      4,387
 
Changes from:       January 31, 2012                                 Total Change is:     3,055
        77        627         38        253       -322        186      2,378      2,288       -183        224        662          0         84       -240
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       61.5        0.4        6.4        4.0        1.3       46.1       22.8        0.0        6.3        2.0        0.0       13.1        8.0
 
Number of Traders in Each Category                                    Total Traders:        98
        16         17          .          .          6          .         28         17          .          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   109,780
Positions
    29,027     67,507        403      6,972      4,423      1,446     50,641     25,014         47      6,904      2,166          0     14,340      8,774
 
Changes from:       January 31, 2012                                 Total Change is:     6,109
       153      1,253         75        506       -644        371      4,755      4,575       -366        448      1,324          0        167       -479
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       61.5        0.4        6.4        4.0        1.3       46.1       22.8        0.0        6.3        2.0        0.0       13.1        8.0
 
Number of Traders in Each Category                                    Total Traders:        98
        16         17          .          .          6          .         28         17          .          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   798,596
Positions
    46,840    202,721     38,728    372,939    176,647     58,515     86,819    153,758     33,627     33,297     33,451      4,668    123,162     96,481
 
Changes from:       January 31, 2012                                 Total Change is:      -703
     3,255      7,942      1,013      5,191    -13,846        120     -7,349         66      1,378       -448      2,739        810     -4,673       -924
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       25.4        4.8       46.7       22.1        7.3       10.9       19.3        4.2        4.2        4.2        0.6       15.4       12.1
 
Number of Traders in Each Category                                    Total Traders:       525
        35         55         30        117         63         59         84        107         61         32         32         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   253,617
Positions
    30,105    117,482      2,005    108,602     45,008     11,520     17,916     26,292      2,079      3,022     11,500      1,311     77,057     36,420
 
Changes from:       January 31, 2012                                 Total Change is:       353
     2,154      1,550        680       -300     -1,322       -387       -925      1,333        350       -197       -367         25     -1,047     -1,509
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       46.3        0.8       42.8       17.7        4.5        7.1       10.4        0.8        1.2        4.5        0.5       30.4       14.4
 
Number of Traders in Each Category                                    Total Traders:       108
         9         17          7         27         13         11         12         21         10          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 2,724,897
Positions
   181,482    524,001     85,810  1,363,899    700,409    192,761    439,585    732,396     62,673    159,077    117,457      9,086    230,524    300,304
 
Changes from:       January 31, 2012                                 Total Change is:    -5,280
        62     26,515      7,106     31,922    -58,157     -1,929    -25,698         87     -1,282       -992     15,793      3,660    -18,129      2,927
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       19.2        3.1       50.1       25.7        7.1       16.1       26.9        2.3        5.8        4.3        0.3        8.5       11.0
 
Number of Traders in Each Category                                    Total Traders:       503
        36         52         20        104         59         55         88        102         54         31         31          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   110,032
Positions
    21,025     25,220          0     53,939     61,463      4,805     15,783      8,532      1,784      1,960      4,286          0     10,736      3,942
 
Changes from:       January 31, 2012                                 Total Change is:       432
      -298      2,651        -53      2,737       -469     -3,355       -209        358      1,784        181        -89          0       -355       -395
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       22.9        0.0       49.0       55.9        4.4       14.3        7.8        1.6        1.8        3.9        0.0        9.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        91
         8          9          0         31         12         13         16          8          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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    92,812
Positions
     7,314     46,639      9,861     22,817      9,409      1,630     35,078     12,233      4,798      2,074      3,595        126      9,115      4,522
 
Changes from:       January 31, 2012                                 Total Change is:       879
       125         73        122     -3,360       -139        -42      3,539        987        -19         60       -466         -9        462        372
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       50.3       10.6       24.6       10.1        1.8       37.8       13.2        5.2        2.2        3.9        0.1        9.8        4.9
 
Number of Traders in Each Category                                    Total Traders:       245
        22         29         11         35         24          9         71         37         14         15         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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    15,731
Positions
     8,195     11,148         22          0        300          0      4,316      2,579          0          0        979          0      3,198        703
 
Changes from:       January 31, 2012                                 Total Change is:       237
       392          1          1          0          0          0       -253        246          0          0          0          0         97        -11
 
Percent of Open Interest Represented by Each Category of Trader
      52.1       70.9        0.1        0.0        1.9        0.0       27.4       16.4        0.0        0.0        6.2        0.0       20.3        4.5
 
Number of Traders in Each Category                                    Total Traders:        23
         9          8          .          0          .          0          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   385,405
Positions
    42,379    224,239      2,408    114,087     45,546      8,149    175,389     69,850      2,409     10,372     13,082        629     29,583     19,093
 
Changes from:       January 31, 2012                                 Total Change is:     3,212
      -442      1,253       -286    -16,798       -694       -209     18,007      2,751        856        302     -2,329        -44      1,826      1,914
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       58.2        0.6       29.6       11.8        2.1       45.5       18.1        0.6        2.7        3.4        0.2        7.7        5.0
 
Number of Traders in Each Category                                    Total Traders:       244
        22         28          .         35         24          9         71         37         12         15         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   386,636
Positions
   130,972     30,588     18,528    129,055    192,675     28,357     48,063     85,690      2,331      9,591     11,001        367     19,372     17,099
 
Changes from:       January 31, 2012                                 Total Change is:   -14,686
   -11,951      2,879     -2,607      6,679    -10,768       -865     -7,312       -641     -2,115      1,767     -1,184         71      1,647        544
 
Percent of Open Interest Represented by Each Category of Trader
      33.9        7.9        4.8       33.4       49.8        7.3       12.4       22.2        0.6        2.5        2.8        0.1        5.0        4.4
 
Number of Traders in Each Category                                    Total Traders:       240
        20         13          4         47         40         24         42         54         12          8         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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    24,074
Positions
     5,868      1,393          0      6,586        853         32      4,473      5,966        501        600      5,435          0      6,014      9,894
 
Changes from:       January 31, 2012                                 Total Change is:     2,239
       368        906          0        220          0        -21        979        878        501          0        460          0        192       -485
 
Percent of Open Interest Represented by Each Category of Trader
      24.4        5.8        0.0       27.4        3.5        0.1       18.6       24.8        2.1        2.5       22.6        0.0       25.0       41.1
 
Number of Traders in Each Category                                    Total Traders:        44
         7          4          0         11          .          .         10          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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    44,693
Positions
    13,860      5,174      1,525      7,686      2,914        876     10,823      2,400      2,249      2,452        228          0      5,222     29,327
 
Changes from:       January 31, 2012                                 Total Change is:     2,262
      -153     -3,285        -11        577        -65         21      4,707       -692     -2,685        359        228          0       -553      8,751
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       11.6        3.4       17.2        6.5        2.0       24.2        5.4        5.0        5.5        0.5        0.0       11.7       65.6
 
Number of Traders in Each Category                                    Total Traders:        58
        13          9          4          7          .          4         16          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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    45,961
Positions
     2,338      3,663        179     31,687     25,437      4,052      3,139     10,606        165          0          0          0      4,401      1,859
 
Changes from:       January 31, 2012                                 Total Change is:      -676
       -79         30         79       -119       -207       -554        338        182          0          0          0          0       -341       -206
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        8.0        0.4       68.9       55.3        8.8        6.8       23.1        0.4        0.0        0.0        0.0        9.6        4.0
 
Number of Traders in Each Category                                    Total Traders:        53
         .          .          .         18         20         10          4          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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    76,474
Positions
    11,141     22,980        907     33,920     24,086      3,419     10,283     20,808        317      6,294        263        600      9,593      3,094
 
Changes from:       January 31, 2012                                 Total Change is:     4,146
     2,977        313          7       -980         89        235        570      5,061          0      1,494       -226          0       -157     -1,333
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       30.0        1.2       44.4       31.5        4.5       13.4       27.2        0.4        8.2        0.3        0.8       12.5        4.0
 
Number of Traders in Each Category                                    Total Traders:        85
         8         13          .         20          9         10         14          9          .         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   621,121
Positions
    22,007     80,371      5,428    267,890    137,405     99,315     72,460     87,930      6,271      8,643     59,007        500    138,607    144,894
 
Changes from:       January 31, 2012                                 Total Change is:     1,313
     6,028    -23,215      2,339    -13,202     24,144      4,121      5,885      4,179        373       -652    -14,000        164     -3,743      3,208
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       12.9        0.9       43.1       22.1       16.0       11.7       14.2        1.0        1.4        9.5        0.1       22.3       23.3
 
Number of Traders in Each Category                                    Total Traders:       163
         9         16          7         42         23         32         30         28         20          .         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   378,563
Positions
     4,615    145,743        856    280,224     28,454     32,118      1,830    119,009        828      1,375      1,949        270     56,447     49,336
 
Changes from:       January 31, 2012                                 Total Change is:       107
    -1,931      3,020        204      1,273     -3,040      4,260        -42       -909         73      1,375     -1,611        270     -5,375     -2,160
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       38.5        0.2       74.0        7.5        8.5        0.5       31.4        0.2        0.4        0.5        0.1       14.9       13.0
 
Number of Traders in Each Category                                    Total Traders:        70
         .         10          4         37          7         18          .         11          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   926,616
Positions
    81,048    132,881      2,988    170,767    251,714     84,509    373,131    303,933     14,005     78,923     31,376      7,692    113,553     97,518
 
Changes from:       January 31, 2012                                 Total Change is:    -8,050
      -812       -432       -465     17,450     16,591       -964     -6,237    -14,138     -5,649     -1,378     -3,214        191    -10,186         30
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       14.3        0.3       18.4       27.2        9.1       40.3       32.8        1.5        8.5        3.4        0.8       12.3       10.5
 
Number of Traders in Each Category                                    Total Traders:       219
        12         27          9         36         36         42         45         34         17         15         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 1,792,717
Positions
   163,654    113,686     31,223    719,681    831,827    144,578    344,408    148,009     47,238     55,178    123,282      7,256    279,501    345,618
 
Changes from:       January 31, 2012                                 Total Change is:    28,806
    46,178     -9,766        552    -17,372     74,877    -28,756     30,989    -43,166     -1,466     -3,540     22,577      1,739        482     12,215
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        6.3        1.7       40.1       46.4        8.1       19.2        8.3        2.6        3.1        6.9        0.4       15.6       19.3
 
Number of Traders in Each Category                                    Total Traders:       257
        28         27         18         25         59         44         36         54         41          8         20          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 1,464,817
Positions
    87,885    194,730     12,667    539,043    660,889    167,852    261,674    114,022     21,834    145,415     68,578        780    227,667    223,465
 
Changes from:       January 31, 2012                                 Total Change is:   -12,741
    15,227    -25,641      3,366     45,301     11,274     -2,649     -4,457     -6,893     -3,768    -58,835      3,412        459     -7,385      7,699
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       13.3        0.9       36.8       45.1       11.5       17.9        7.8        1.5        9.9        4.7        0.1       15.5       15.3
 
Number of Traders in Each Category                                    Total Traders:       193
        16         27         12         21         42         40         35         31         22          9         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   510,111
Positions
   135,852    185,474    193,169        540      1,093      2,583     86,349     34,170     46,820      5,100      3,779      5,004     34,694     38,019
 
Changes from:       January 31, 2012                                 Total Change is:   -38,610
   -30,176    -54,366     13,092       -565          0     -1,391     -7,730      9,439     -4,076     -3,757       -421       -875     -3,132        -12
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       36.4       37.9        0.1        0.2        0.5       16.9        6.7        9.2        1.0        0.7        1.0        6.8        7.5
 
Number of Traders in Each Category                                    Total Traders:        86
        21         23         38          .          .          .         18         12         20          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 8,287,842
Positions
 1,314,860  2,162,391  1,947,416  1,116,973    464,564     80,758  1,023,265    535,659  1,654,404     83,584    324,076    194,341    872,241    924,233
 
Changes from:       January 31, 2012                                 Total Change is:   231,768
    95,520   -119,242     59,445   -105,826    129,273     -3,138     49,170     -7,692    132,984      6,562     26,638     -8,025      5,076     21,525
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       26.1       23.5       13.5        5.6        1.0       12.3        6.5       20.0        1.0        3.9        2.3       10.5       11.2
 
Number of Traders in Each Category                                    Total Traders:       253
        25         56         77         12          7         12         61         52         90         11         14         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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     9,519
Positions
     5,118      2,894          0      1,568        903         11      1,187      5,424         33      1,380        160          0        222         94
 
Changes from:       January 31, 2012                                 Total Change is:       -52
      -125        186          0       -126        123          0        186       -351          3         20          0          0        -10        -13
 
Percent of Open Interest Represented by Each Category of Trader
      53.8       30.4        0.0       16.5        9.5        0.1       12.5       57.0        0.3       14.5        1.7        0.0        2.3        1.0
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          5          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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    13,177
Positions
     9,876      8,526          0      1,046      1,810          0      1,928      2,412          0         70        305          0        257        124
 
Changes from:       January 31, 2012                                 Total Change is:      -395
    -1,398         62          0        -12        -36          0        994       -381          0         30        -40          0         -9          0
 
Percent of Open Interest Represented by Each Category of Trader
      74.9       64.7        0.0        7.9       13.7        0.0       14.6       18.3        0.0        0.5        2.3        0.0        2.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        34
         4          5          0          .          4          0          5         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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    53,362
Positions
    18,122     29,781        155      2,585        360        567     18,043     16,415        718      3,686        653          0      9,486      4,713
 
Changes from:       January 31, 2012                                 Total Change is:    -1,584
       -57       -111          5       -396          0         30     -2,282     -3,933       -322       -517       -112          0      1,955      2,859
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       55.8        0.3        4.8        0.7        1.1       33.8       30.8        1.3        6.9        1.2        0.0       17.8        8.8
 
Number of Traders in Each Category                                    Total Traders:       100
         6          4          .          8          .          .         31         23          4         19          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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   191,134
Positions
    72,794     30,731     29,195     12,994      2,844      1,285      9,803     59,142     13,810      1,602      8,997     27,001     22,650     18,129
 
Changes from:       January 31, 2012                                 Total Change is:    19,780
    11,226      3,438      2,322      1,402        429       -154      1,329      9,390      1,707        567      3,432      1,198        183     -1,982
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       16.1       15.3        6.8        1.5        0.7        5.1       30.9        7.2        0.8        4.7       14.1       11.9        9.5
 
Number of Traders in Each Category                                    Total Traders:        96
        16         10         16          9          4          4         17         24         24          6          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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    16,336
Positions
    11,288        868          0      1,910        979        200      1,817     12,689        168        290      1,096        315        348         21
 
Changes from:       January 31, 2012                                 Total Change is:       -40
      -342       -549          0        237        -22       -230          0        809          0        290        -50          3          2         -1
 
Percent of Open Interest Represented by Each Category of Trader
      69.1        5.3        0.0       11.7        6.0        1.2       11.1       77.7        1.0        1.8        6.7        1.9        2.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          .          .          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated February 10, 2012