Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   129,480
Positions
     1,963     77,660        577     10,090      6,729        107     61,280      6,597      1,494      7,934     19,400          0     46,035     16,916
 
Changes from:       January 4, 2011                                  Total Change is:     8,722
       505      9,364        567        -36        312          0      4,779     -2,990         35       -778          0         -6      3,656      1,440
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       60.0        0.4        7.8        5.2        0.1       47.3        5.1        1.2        6.1       15.0        0.0       35.6       13.1
 
Number of Traders in Each Category                                    Total Traders:        83
         .         19          .          4          .          .         34          7          4         11          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    42,839
Positions
       532     21,431        179      1,434      1,484        217     20,572      5,317         29          0      5,000          0     19,876      9,182
 
Changes from:       January 4, 2011                                  Total Change is:    -4,645
    -2,777     -3,821        179        -24         52        -87     -1,135     -2,213          2          0          0          0       -803      1,243
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       50.0        0.4        3.3        3.5        0.5       48.0       12.4        0.1        0.0       11.7        0.0       46.4       21.4
 
Number of Traders in Each Category                                    Total Traders:        42
         .         14          .          .          .          .         15          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    86,335
Positions
    33,877      4,581      1,377      6,663     22,412      1,174     16,562     20,817      1,151      6,500      9,341          0     19,031     25,482
 
Changes from:       January 4, 2011                                  Total Change is:     2,065
        32      3,276        386       -107       -850         31     -4,830     -5,661       -458      5,305      4,768          0      1,706        573
 
Percent of Open Interest Represented by Each Category of Trader
      39.2        5.3        1.6        7.7       26.0        1.4       19.2       24.1        1.3        7.5       10.8        0.0       22.0       29.5
 
Number of Traders in Each Category                                    Total Traders:        72
         9          5          .          .         14          5         16         18          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   107,132
Positions
     7,286     51,451        945     33,555      4,224      1,107     38,108     15,428        270      2,810      3,745          0     23,051     29,962
 
Changes from:       January 4, 2011                                  Total Change is:   -21,351
       833    -14,572        267        -43         58        -46    -20,861        -18         81      1,910    -10,248          0     -3,492      3,127
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       48.0        0.9       31.3        3.9        1.0       35.6       14.4        0.3        2.6        3.5        0.0       21.5       28.0
 
Number of Traders in Each Category                                    Total Traders:        91
         6         16          .         12          4          4         18         25          6          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   202,004
Positions
    84,226     24,315        992     22,396     22,697      3,250     25,030     76,226        695     15,760     18,964        162     49,493     54,703
 
Changes from:       January 4, 2011                                  Total Change is:    38,765
    31,489      4,890        -31         33        691        108      4,707     19,709         16         75      6,458        124      2,244      6,800
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       12.0        0.5       11.1       11.2        1.6       12.4       37.7        0.3        7.8        9.4        0.1       24.5       27.1
 
Number of Traders in Each Category                                    Total Traders:       169
        20         15          6         15         18         11         26         48         11         10         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   113,920
Positions
     7,887     85,881        913     10,626      3,258        207     60,409      7,026          0        932      4,746          0     32,946     11,889
 
Changes from:       January 4, 2011                                  Total Change is:    -7,642
     3,258     -6,191        370       -714         35          0    -10,241     -1,668         -1       -415        -47          0        101       -140
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       75.4        0.8        9.3        2.9        0.2       53.0        6.2        0.0        0.8        4.2        0.0       28.9       10.4
 
Number of Traders in Each Category                                    Total Traders:        72
         5         12          .          5          4          .         32          9          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    58,852
Positions
    11,479     33,323     14,003          0          0          0     30,772     10,575        843      1,255          0          0        500        108
 
Changes from:       January 4, 2011                                  Total Change is:       230
         0        234          0          0          0          0        244        -18          0          0          0          0        -14         14
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       56.6       23.8        0.0        0.0        0.0       52.3       18.0        1.4        2.1        0.0        0.0        0.8        0.2
 
Number of Traders in Each Category                                    Total Traders:        20
         6          8          9          0          0          0          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   127,917
Positions
     1,421     96,329        538     16,836          0        133     96,272     14,858        179      4,215     14,522          0      8,323      1,358
 
Changes from:       January 4, 2011                                  Total Change is:     9,131
    -1,145      7,388        299       -545          0         -7     10,030      1,378         89        -80        160          0        490       -176
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       75.3        0.4       13.2        0.0        0.1       75.3       11.6        0.1        3.3       11.4        0.0        6.5        1.1
 
Number of Traders in Each Category                                    Total Traders:       123
         5         16          .          9          0          .         62         14          .         11          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    27,358
Positions
     3,390     14,136          0        941          0          0     18,756      7,819          0        602      4,524          0      3,669        879
 
Changes from:       January 4, 2011                                  Total Change is:       915
       252        171         -7        446          0        -14       -224        522          0       -136        374          0        598       -131
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       51.7        0.0        3.4        0.0        0.0       68.6       28.6        0.0        2.2       16.5        0.0       13.4        3.2
 
Number of Traders in Each Category                                    Total Traders:        43
         5          7          0          .          0          0         14         11          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    42,612
Positions
    14,477     26,293        682      3,491      3,356        507     16,615      7,459         22        245        559          0      6,575      3,735
 
Changes from:       January 4, 2011                                  Total Change is:     2,593
       250      4,239        198         13        123         35      2,108     -1,576       -165        -55        -18          0        210       -244
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       61.7        1.6        8.2        7.9        1.2       39.0       17.5        0.1        0.6        1.3        0.0       15.4        8.8
 
Number of Traders in Each Category                                    Total Traders:        92
        14         19          .          6          5          .         28         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    85,224
Positions
    28,953     52,586      1,363      6,981      6,711      1,014     33,230     14,918         44        490      1,118          0     13,149      7,470
 
Changes from:       January 4, 2011                                  Total Change is:     5,185
       499      8,477        396         25        246         69      4,216     -3,151       -330       -110        -35          0        420       -487
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       61.7        1.6        8.2        7.9        1.2       39.0       17.5        0.1        0.6        1.3        0.0       15.4        8.8
 
Number of Traders in Each Category                                    Total Traders:        92
        14         19          .          6          5          .         28         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   793,466
Positions
    47,164    308,535     33,553    410,307    126,489     55,610     90,395    145,968     17,312     17,662     25,287        413    121,051     80,299
 
Changes from:       January 4, 2011                                  Total Change is:    17,063
     5,263      7,265      6,288     -4,160      2,904       -605     11,799      5,204        790     -1,672       -480       -254       -386     -4,049
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       38.9        4.2       51.7       15.9        7.0       11.4       18.4        2.2        2.2        3.2        0.1       15.3       10.1
 
Number of Traders in Each Category                                    Total Traders:       527
        30         52         24        116         60         59         99        127         65         23         19          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   286,751
Positions
    19,838    159,870      5,861    149,390     36,716      6,071     20,568     30,231      2,775      5,560      8,035         49     76,639     37,143
 
Changes from:       January 4, 2011                                  Total Change is:    10,293
     9,793      6,855      3,009      1,032       -203         51        485        808        424     -1,757        744       -333     -2,411     -1,062
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       55.8        2.0       52.1       12.8        2.1        7.2       10.5        1.0        1.9        2.8        0.0       26.7       13.0
 
Number of Traders in Each Category                                    Total Traders:       121
         7         23          6         31         13         11         10         31         11          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,533,574
Positions
   181,487    788,182     93,604  1,317,145    461,428    235,133    386,307    615,858     35,511     60,563     86,313      1,764    222,060    215,781
 
Changes from:       January 4, 2011                                  Total Change is:    33,850
    -6,729     17,971        474    -24,129     17,366     -5,112     57,598     23,007        804        481     -6,063        338     10,125    -14,935
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       31.1        3.7       52.0       18.2        9.3       15.2       24.3        1.4        2.4        3.4        0.1        8.8        8.5
 
Number of Traders in Each Category                                    Total Traders:       490
        31         48         18         97         55         53         99        121         48         21         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    97,548
Positions
    19,847     31,990        991     48,459     32,687      5,035     10,901     23,426        803      1,112          0          0     10,400      2,616
 
Changes from:       January 4, 2011                                  Total Change is:      -352
       622        451          0         -1        -97        -25        185       -904        293       -731          0          0       -695        -70
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       32.8        1.0       49.7       33.5        5.2       11.2       24.0        0.8        1.1        0.0        0.0       10.7        2.7
 
Number of Traders in Each Category                                    Total Traders:        93
         8         11          .         32         14         11         13         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    84,045
Positions
     7,288     51,577      3,254     28,004      7,473      2,098     26,819      8,912      5,085      2,477        843        157      8,863      4,646
 
Changes from:       January 4, 2011                                  Total Change is:      -908
      -284     -2,562       -281      1,476        -43         -4       -855        825       -263         78        166        142       -916      1,111
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       61.4        3.9       33.3        8.9        2.5       31.9       10.6        6.1        2.9        1.0        0.2       10.5        5.5
 
Number of Traders in Each Category                                    Total Traders:       247
        18         34          8         44         16         13         72         39         13         15          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    13,159
Positions
     2,827     11,794          0      1,949          0          0      4,579          0          0        246          0          0      3,558      1,365
 
Changes from:       January 4, 2011                                  Total Change is:       -43
        17       -226          0        214          0          0       -491          0          0          0          0          0        217        183
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       89.6        0.0       14.8        0.0        0.0       34.8        0.0        0.0        1.9        0.0        0.0       27.0       10.4
 
Number of Traders in Each Category                                    Total Traders:        20
         5          9          0          .          0          0          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   354,431
Positions
    30,057    206,664      8,521    130,273     37,365     10,492    132,654     66,015      3,970     11,864      4,924         75     26,525     16,405
 
Changes from:       January 4, 2011                                  Total Change is:    -4,326
     2,243     -7,931     -5,153      6,310       -213        -19     -5,353        594      2,216      1,097      1,538          0     -5,667      4,642
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       58.3        2.4       36.8       10.5        3.0       37.4       18.6        1.1        3.3        1.4        0.0        7.5        4.6
 
Number of Traders in Each Category                                    Total Traders:       245
        19         32          4         43         16         13         70         41         10         14         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   326,128
Positions
    87,826     51,194     17,654    122,285    113,708     19,223     52,539     91,788      6,552      1,375     10,553          0     18,674     15,456
 
Changes from:       January 4, 2011                                  Total Change is:     9,032
     4,450      1,383      2,309      3,568      3,620     -3,406      1,757      1,329        421        150      2,618          0       -217        758
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       15.7        5.4       37.5       34.9        5.9       16.1       28.1        2.0        0.4        3.2        0.0        5.7        4.7
 
Number of Traders in Each Category                                    Total Traders:       237
        15         21          .         54         38         19         41         54         15          4          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    39,603
Positions
    10,667      5,406        203     11,936        200          0      3,134     14,053          0      2,889      1,270          0     10,774     18,471
 
Changes from:       January 4, 2011                                  Total Change is:       -92
       357        502         43        580          0          0       -231        -32         -2     -1,383        208          0        544       -811
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       13.7        0.5       30.1        0.5        0.0        7.9       35.5        0.0        7.3        3.2        0.0       27.2       46.6
 
Number of Traders in Each Category                                    Total Traders:        57
        13          6          4         10          .          0          7         13          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    50,051
Positions
     7,121     17,053      2,055     12,583      6,683        655     12,489      2,617        241      2,224      3,970          0     12,683     16,777
 
Changes from:       January 4, 2011                                  Total Change is:     1,879
    -2,391      4,268         66        -59        108          0      2,238     -1,709       -179        709       -222          0      1,495       -453
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       34.1        4.1       25.1       13.4        1.3       25.0        5.2        0.5        4.4        7.9        0.0       25.3       33.5
 
Number of Traders in Each Category                                    Total Traders:        57
        12         14          .          8          .          .         11          5          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    27,131
Positions
         0      4,189        128     14,047     10,936      4,228      4,037      5,676          0      1,003          0          0      3,688      1,974
 
Changes from:       January 4, 2011                                  Total Change is:      -232
         0       -255         27         10       -326        301       -497         34          0          0          0          0        -73        -13
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       15.4        0.5       51.8       40.3       15.6       14.9       20.9        0.0        3.7        0.0        0.0       13.6        7.3
 
Number of Traders in Each Category                                    Total Traders:        41
         0          4          .         16         12          8          4          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    37,979
Positions
     4,272     16,105        231     15,621      5,945      1,003      6,489     13,192         38      2,803          0          0      7,522      1,465
 
Changes from:       January 4, 2011                                  Total Change is:       -85
       222        111          5       -199       -210        177         67       -290         38       -438          0          0         43         84
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       42.4        0.6       41.1       15.7        2.6       17.1       34.7        0.1        7.4        0.0        0.0       19.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        50
         4          7          .         13          8          5          8          4          .          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   548,390
Positions
    28,598     77,777      2,243    294,813    171,092     48,680     25,156     70,583      8,433     20,836     26,151         50    119,581    143,381
 
Changes from:       January 4, 2011                                  Total Change is:     9,760
     7,469     -3,338     -1,072     -2,030     15,026      1,241    -13,160    -10,699      4,245        372       -841          0     12,695      5,198
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       14.2        0.4       53.8       31.2        8.9        4.6       12.9        1.5        3.8        4.8        0.0       21.8       26.1
 
Number of Traders in Each Category                                    Total Traders:       145
        10         16          4         42         25         33         13         30         11          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   306,139
Positions
       574    119,795      2,912    226,616      7,378     16,336          0    112,073          0          0      1,953          0     59,701     45,692
 
Changes from:       January 4, 2011                                  Total Change is:      -699
       574     -1,713      2,272     -5,356       -340        908          0     -3,127          0          0          0          0        903      1,301
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       39.1        1.0       74.0        2.4        5.3        0.0       36.6        0.0        0.0        0.6        0.0       19.5       14.9
 
Number of Traders in Each Category                                    Total Traders:        57
         .         11          .         29          .         14          0         12          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   686,782
Positions
    31,917    100,757      5,240    338,093    217,048     72,379     88,460     96,063      9,893     45,123     57,246      2,109     93,568    126,047
 
Changes from:       January 4, 2011                                  Total Change is:    41,674
    -3,460     24,490      1,187     -9,395    -20,886      7,583     19,594     11,016      3,640     10,986      9,652        450     11,089      4,542
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       14.7        0.8       49.2       31.6       10.5       12.9       14.0        1.4        6.6        8.3        0.3       13.6       18.4
 
Number of Traders in Each Category                                    Total Traders:       186
         8         28          9         34         36         35         23         34         16          7         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,350,022
Positions
   108,914    162,600     28,730    500,852    362,745    201,128    170,023    202,153     30,004     34,328     27,980     14,573    261,470    320,109
 
Changes from:       January 4, 2011                                  Total Change is:    -7,088
    -8,348    -31,943        153    -25,999    -18,857     11,431     20,754        484      3,660    -21,862      9,343      2,163     10,960     16,478
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       12.0        2.1       37.1       26.9       14.9       12.6       15.0        2.2        2.5        2.1        1.1       19.4       23.7
 
Number of Traders in Each Category                                    Total Traders:       246
        25         34         14         36         52         47         42         39         30         10          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,051,652
Positions
    75,355     95,919     13,344    181,580    434,505    150,479    376,786     54,117     14,533     72,024     50,139          2    167,549    238,614
 
Changes from:       January 4, 2011                                  Total Change is:    63,226
    28,708      1,775      1,062    -12,798     50,021     -1,614     36,789      8,458        342      5,976      1,367       -342      5,103      2,157
 
Percent of Open Interest Represented by Each Category of Trader
       7.2        9.1        1.3       17.3       41.3       14.3       35.8        5.1        1.4        6.8        4.8        0.0       15.9       22.7
 
Number of Traders in Each Category                                    Total Traders:       169
        18         12          7         25         39         36         34         23         11          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   549,865
Positions
   100,979    187,158    226,373      3,000      1,906      1,495    101,086     13,847     57,804     25,609     14,234      4,238     29,281     42,810
 
Changes from:       January 4, 2011                                  Total Change is:    35,653
    11,983     19,414      6,632       -728        -50          0      7,064       -241      5,614      1,946     -1,469        485      2,657      5,268
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       34.0       41.2        0.5        0.3        0.3       18.4        2.5       10.5        4.7        2.6        0.8        5.3        7.8
 
Number of Traders in Each Category                                    Total Traders:        99
        22         26         36          .          4          .         17         17         29          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 7,506,868
Positions
 1,904,821  2,704,290  1,431,486  1,438,146    399,016    140,109    669,469    601,754    949,731     47,886    312,998    142,709    782,511    824,775
 
Changes from:       January 4, 2011                                  Total Change is:   249,310
    36,229    -27,431     77,891     22,969    -71,089     56,713    -15,118     73,229     84,579    -32,900     29,298     33,865    -14,918     -7,745
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       36.0       19.1       19.2        5.3        1.9        8.9        8.0       12.7        0.6        4.2        1.9       10.4       11.0
 
Number of Traders in Each Category                                    Total Traders:       242
        37         50         80         10          7         10         50         51         82          6         15         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    14,110
Positions
     5,772      6,025        209      1,426      1,124        142      1,575      5,753          0      4,800        508          0        186        349
 
Changes from:       January 4, 2011                                  Total Change is:       326
      -452        205         93         12          1          8        529       -137          0          0         30          0        136        126
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       42.7        1.5       10.1        8.0        1.0       11.2       40.8        0.0       34.0        3.6        0.0        1.3        2.5
 
Number of Traders in Each Category                                    Total Traders:        32
         .          4          .          .          5          .          .         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    42,554
Positions
    36,570     22,686      1,202      1,940      1,814        130      2,630     10,811          0          0      5,473          0         82        438
 
Changes from:       January 4, 2011                                  Total Change is:    -1,462
    -1,063        639      1,202       -175       -198         74     -1,507     -3,413          0          0          0          0          7        234
 
Percent of Open Interest Represented by Each Category of Trader
      85.9       53.3        2.8        4.6        4.3        0.3        6.2       25.4        0.0        0.0       12.9        0.0        0.2        1.0
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          .          .          5          .          .          9          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    36,538
Positions
    10,809     14,151          0      1,276        180        627     13,930     16,664      1,961      1,912        971         15      6,008      1,969
 
Changes from:       January 4, 2011                                  Total Change is:     8,861
       -67     11,329       -175        202         -8       -100      5,112     -2,824      1,381        595       -158         13      1,900       -597
 
Percent of Open Interest Represented by Each Category of Trader
      29.6       38.7        0.0        3.5        0.5        1.7       38.1       45.6        5.4        5.2        2.7        0.0       16.4        5.4
 
Number of Traders in Each Category                                    Total Traders:        80
         4          5          0          4          .          .         22         25          7         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   148,913
Positions
    64,994     33,100     28,864      3,223        555      3,853      3,373     38,688     19,692      1,645      3,905      4,437     18,832     15,819
 
Changes from:       January 4, 2011                                  Total Change is:      -172
    -6,853     -2,216      3,982      1,172         41        200      2,036        930      1,006        841        -30       -396     -2,160     -3,689
 
Percent of Open Interest Represented by Each Category of Trader
      43.6       22.2       19.4        2.2        0.4        2.6        2.3       26.0       13.2        1.1        2.6        3.0       12.6       10.6
 
Number of Traders in Each Category                                    Total Traders:        89
         9         14         18          4          4          5         11         30         27          5          .         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     5,065
Positions
       970      3,388          0      2,204          0          0        715      1,538         37        871         88          0        268         14
 
Changes from:       January 4, 2011                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       66.9        0.0       43.5        0.0        0.0       14.1       30.4        0.7       17.2        1.7        0.0        5.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          .          0          0          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated January 14, 2011