Traders in Financial Futures- Futures Only Positions as of January 18, 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   128,185
Positions
     2,157     77,932        544     10,513      7,272        140     58,422      5,848      1,624      8,059     19,400         32     46,694     15,393
 
Changes from:       January 11, 2011                                 Total Change is:    -1,295
       194        272        -33        423        543         33     -2,858       -749        130        125          0         32        659     -1,523
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       60.8        0.4        8.2        5.7        0.1       45.6        4.6        1.3        6.3       15.1        0.0       36.4       12.0
 
Number of Traders in Each Category                                    Total Traders:        90
         .         19          .          4          4          .         38          9          5         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    41,839
Positions
       542     18,516        178      1,494      1,599         77     19,786      7,787          3          0      5,000          0     19,759      8,679
 
Changes from:       January 11, 2011                                 Total Change is:    -1,000
        10     -2,915         -1         60        115       -140       -786      2,470        -26          0          0          0       -117       -503
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       44.3        0.4        3.6        3.8        0.2       47.3       18.6        0.0        0.0       12.0        0.0       47.2       20.7
 
Number of Traders in Each Category                                    Total Traders:        39
         .         14          .          .          .          .         12          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    90,630
Positions
    16,884     18,549      2,223      7,089     20,723      1,238     36,460     18,196         89          0      8,228          0     26,647     21,384
 
Changes from:       January 11, 2011                                 Total Change is:     4,295
   -16,993     13,968        846        426     -1,689         64     19,898     -2,621     -1,062     -6,500     -1,113          0      7,616     -4,098
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       20.5        2.5        7.8       22.9        1.4       40.2       20.1        0.1        0.0        9.1        0.0       29.4       23.6
 
Number of Traders in Each Category                                    Total Traders:        82
         7         12          .          .         14          5         27         15          4          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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   110,405
Positions
     7,253     47,230      1,075     33,495      5,063        939     38,457     19,862        319      3,900      4,828          0     24,967     31,089
 
Changes from:       January 11, 2011                                 Total Change is:     3,273
       -33     -4,221        130        -60        839       -168        349      4,434         49      1,090      1,083          0      1,916      1,127
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       42.8        1.0       30.3        4.6        0.9       34.8       18.0        0.3        3.5        4.4        0.0       22.6       28.2
 
Number of Traders in Each Category                                    Total Traders:        97
         6         18          .         12          5          4         21         24         10          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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   188,933
Positions
    39,788     34,206      3,165     21,446     21,991      3,112     44,563     61,604      1,154     20,872      9,973        650     54,183     53,078
 
Changes from:       January 11, 2011                                 Total Change is:   -13,071
   -44,438      9,891      2,173       -950       -706       -138     19,533    -14,622        459      5,112     -8,991        488      4,690     -1,625
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       18.1        1.7       11.4       11.6        1.6       23.6       32.6        0.6       11.0        5.3        0.3       28.7       28.1
 
Number of Traders in Each Category                                    Total Traders:       159
        18         17          4         14         17         12         30         40         12         10         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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   114,314
Positions
     8,604     85,326      1,108     10,140      3,447        154     60,450      6,504          0        932      4,752          0     32,926     13,023
 
Changes from:       January 11, 2011                                 Total Change is:       394
       717       -555        195       -486        189        -53         41       -522          0          0          6          0        -20      1,134
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       74.6        1.0        8.9        3.0        0.1       52.9        5.7        0.0        0.8        4.2        0.0       28.8       11.4
 
Number of Traders in Each Category                                    Total Traders:        65
         5         12          4          4          4          .         29          6          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    58,911
Positions
    11,479     32,861     13,934          0          0          0     30,191     10,196      1,190      1,255          0          0        862        730
 
Changes from:       January 11, 2011                                 Total Change is:        59
         0       -462        -69          0          0          0       -581       -379        347          0          0          0        362        622
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       55.8       23.7        0.0        0.0        0.0       51.2       17.3        2.0        2.1        0.0        0.0        1.5        1.2
 
Number of Traders in Each Category                                    Total Traders:        20
         6          8         10          0          0          0          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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   135,242
Positions
     1,378    104,608         51     16,755        310          0    103,293     13,749         90      5,140     14,554          0      8,535      1,880
 
Changes from:       January 11, 2011                                 Total Change is:     7,325
       -43      8,279       -487        -81        310       -133      7,021     -1,109        -89        925         32          0        212        522
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       77.3        0.0       12.4        0.2        0.0       76.4       10.2        0.1        3.8       10.8        0.0        6.3        1.4
 
Number of Traders in Each Category                                    Total Traders:       113
         5         16          .          8          .          0         56         11          .         11          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    27,636
Positions
     3,366     15,273         48        911          0          0     18,980      6,665          0        680      4,655          0      3,651        995
 
Changes from:       January 11, 2011                                 Total Change is:       278
       -24      1,137         48        -30          0          0        224     -1,154          0         78        131          0        -18        116
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       55.3        0.2        3.3        0.0        0.0       68.7       24.1        0.0        2.5       16.8        0.0       13.2        3.6
 
Number of Traders in Each Category                                    Total Traders:        45
         5          7          .          .          0          0         15         11          0          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    45,419
Positions
    14,989     24,313        794      3,583      3,462        473     18,040     10,037         26        354      1,420          0      7,162      4,896
 
Changes from:       January 11, 2011                                 Total Change is:     2,807
       512     -1,980        112         93        106        -34      1,425      2,578          4        109        861          0        587      1,161
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       53.5        1.7        7.9        7.6        1.0       39.7       22.1        0.1        0.8        3.1        0.0       15.8       10.8
 
Number of Traders in Each Category                                    Total Traders:       100
        14         19          .          5          5          .         33         17          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    90,837
Positions
    29,977     48,626      1,587      7,166      6,923        946     36,079     20,073         52        707      2,839          0     14,323      9,791
 
Changes from:       January 11, 2011                                 Total Change is:     5,613
     1,024     -3,960        224        185        212        -68      2,849      5,155          8        217      1,721          0      1,174      2,321
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       53.5        1.7        7.9        7.6        1.0       39.7       22.1        0.1        0.8        3.1        0.0       15.8       10.8
 
Number of Traders in Each Category                                    Total Traders:       100
        14         19          .          5          5          .         33         17          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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   810,682
Positions
    54,410    304,634     35,038    414,927    121,840     55,518     84,348    157,129     20,200     20,574     26,027      1,629    124,039     88,666
 
Changes from:       January 11, 2011                                 Total Change is:    17,216
     7,246     -3,901      1,485      4,620     -4,650        -92     -6,046     11,161      2,889      2,912        741      1,216      2,988      8,367
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       37.6        4.3       51.2       15.0        6.8       10.4       19.4        2.5        2.5        3.2        0.2       15.3       10.9
 
Number of Traders in Each Category                                    Total Traders:       532
        34         53         22        117         58         61         96        124         61         30         20          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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   295,588
Positions
    19,453    160,861      7,811    150,300     36,255      6,185     19,012     33,026      3,459      7,777     10,059          0     81,591     37,932
 
Changes from:       January 11, 2011                                 Total Change is:     8,837
      -385        991      1,950        910       -461        114     -1,556      2,795        684      2,217      2,024        -49      4,952        789
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       54.4        2.6       50.8       12.3        2.1        6.4       11.2        1.2        2.6        3.4        0.0       27.6       12.8
 
Number of Traders in Each Category                                    Total Traders:       125
         6         23          6         32         13         10         11         31         11          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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 2,575,471
Positions
   207,757    751,841    103,160  1,335,874    440,665    233,922    367,902    661,737     42,487     70,043     85,901      2,086    212,240    253,672
 
Changes from:       January 11, 2011                                 Total Change is:    41,897
    26,270    -36,341      9,556     18,729    -20,763     -1,211    -18,405     45,879      6,976      9,480       -412        322     -9,820     37,891
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       29.2        4.0       51.9       17.1        9.1       14.3       25.7        1.6        2.7        3.3        0.1        8.2        9.8
 
Number of Traders in Each Category                                    Total Traders:       494
        37         49         17         97         53         55         94        119         45         26         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    95,847
Positions
    19,247     29,754        991     48,362     32,241      5,241      8,872     23,498        770      1,333          0          0     11,031      3,352
 
Changes from:       January 11, 2011                                 Total Change is:    -1,701
      -600     -2,236          0        -97       -446        206     -2,029         72        -33        221          0          0        631        736
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       31.0        1.0       50.5       33.6        5.5        9.3       24.5        0.8        1.4        0.0        0.0       11.5        3.5
 
Number of Traders in Each Category                                    Total Traders:        94
         6         10          .         34         13         12         13         16          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    88,962
Positions
     7,676     53,299      2,993     28,286      7,590      2,082     29,328      9,885      5,783      2,843      1,313        347      9,624      5,669
 
Changes from:       January 11, 2011                                 Total Change is:     4,917
       388      1,723       -261        282        117        -16      2,509        973        698        365        470        190        761      1,023
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       59.9        3.4       31.8        8.5        2.3       33.0       11.1        6.5        3.2        1.5        0.4       10.8        6.4
 
Number of Traders in Each Category                                    Total Traders:       255
        19         33          8         43         16         13         71         44         13         16         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    13,763
Positions
     2,596     11,821          1      2,190          0          0      5,316          0          0        246          0          0      3,414      1,941
 
Changes from:       January 11, 2011                                 Total Change is:       604
      -231         27          1        241          0          0        737          0          0          0          0          0       -144        576
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       85.9        0.0       15.9        0.0        0.0       38.6        0.0        0.0        1.8        0.0        0.0       24.8       14.1
 
Number of Traders in Each Category                                    Total Traders:        22
         5          9          .          .          0          0          4          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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   375,996
Positions
    31,791    213,783      8,571    130,480     37,952     10,411    146,640     76,003      2,336     14,213      7,797        504     31,050     18,639
 
Changes from:       January 11, 2011                                 Total Change is:    21,565
     1,734      7,119         50        207        587        -81     13,986      9,988     -1,634      2,349      2,873        429      4,525      2,234
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       56.9        2.3       34.7       10.1        2.8       39.0       20.2        0.6        3.8        2.1        0.1        8.3        5.0
 
Number of Traders in Each Category                                    Total Traders:       253
        19         32          4         42         16         13         71         44          9         16         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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   323,131
Positions
    89,988     47,841     17,626    123,528    111,805     19,933     46,749     92,629      4,134      1,315     11,961          0     19,858     17,202
 
Changes from:       January 11, 2011                                 Total Change is:    -2,997
     2,162     -3,353        -28      1,243     -1,903        710     -5,790        841     -2,418        -60      1,408          0      1,184      1,746
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       14.8        5.5       38.2       34.6        6.2       14.5       28.7        1.3        0.4        3.7        0.0        6.1        5.3
 
Number of Traders in Each Category                                    Total Traders:       240
        16         21          .         56         40         20         37         56         14          4         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    42,039
Positions
    10,221      4,959        312     12,719        200         12      3,642     15,602          0      2,720      1,470          0     12,413     19,484
 
Changes from:       January 11, 2011                                 Total Change is:     2,436
      -446       -447        109        783          0         12        508      1,549          0       -169        200          0      1,639      1,013
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       11.8        0.7       30.3        0.5        0.0        8.7       37.1        0.0        6.5        3.5        0.0       29.5       46.3
 
Number of Traders in Each Category                                    Total Traders:        59
        15          5          .         10          .          .          9         12          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    56,536
Positions
    13,411     13,684      1,908     10,746      6,591        655     11,917      3,804        241      1,559      4,195          0     16,099     25,458
 
Changes from:       January 11, 2011                                 Total Change is:     6,485
     6,290     -3,369       -147     -1,837        -92          0       -572      1,187          0       -665        225          0      3,416      8,681
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       24.2        3.4       19.0       11.7        1.2       21.1        6.7        0.4        2.8        7.4        0.0       28.5       45.0
 
Number of Traders in Each Category                                    Total Traders:        56
        16         10          4          6          .          .          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    27,397
Positions
         0      3,911        183     14,253     10,940      3,997      4,261      5,848          0      1,003          0          0      3,700      2,518
 
Changes from:       January 11, 2011                                 Total Change is:       266
         0       -278         55        206          4       -231        224        172          0          0          0          0         12        544
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       14.3        0.7       52.0       39.9       14.6       15.6       21.3        0.0        3.7        0.0        0.0       13.5        9.2
 
Number of Traders in Each Category                                    Total Traders:        43
         0          4          .         15         13          8          5          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    38,087
Positions
     4,278     15,810        224     14,670      5,566      1,109      6,761     13,751         38      3,185          0          0      7,822      1,589
 
Changes from:       January 11, 2011                                 Total Change is:       108
         6       -295         -7       -951       -379        106        272        559          0        382          0          0        300        124
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       41.5        0.6       38.5       14.6        2.9       17.8       36.1        0.1        8.4        0.0        0.0       20.5        4.2
 
Number of Traders in Each Category                                    Total Traders:        51
         4          6          .         13          8          6          8          5          .          7          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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   559,990
Positions
    23,734     83,186      4,925    291,649    159,693     49,611     37,891     79,572      7,794     20,826     27,504         40    123,520    147,665
 
Changes from:       January 11, 2011                                 Total Change is:    11,600
    -4,864      5,409      2,682     -3,164    -11,399        931     12,735      8,989       -639        -10      1,353        -10      3,939      4,284
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       14.9        0.9       52.1       28.5        8.9        6.8       14.2        1.4        3.7        4.9        0.0       22.1       26.4
 
Number of Traders in Each Category                                    Total Traders:       151
         8         16          5         42         23         32         19         33         12          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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   305,292
Positions
       563    112,916      1,594    224,232      7,433     15,522          0    121,600          0          0      1,993          0     63,381     44,234
 
Changes from:       January 11, 2011                                 Total Change is:      -847
       -11     -6,879     -1,318     -2,384         55       -814          0      9,527          0          0         40          0      3,680     -1,458
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       37.0        0.5       73.4        2.4        5.1        0.0       39.8        0.0        0.0        0.7        0.0       20.8       14.5
 
Number of Traders in Each Category                                    Total Traders:        58
         .         10          .         27          4         14          0         15          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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   720,652
Positions
    33,683    110,308      7,194    308,749    225,088     92,556    117,279     86,217      9,518     47,444     58,226      2,111    102,118    129,434
 
Changes from:       January 11, 2011                                 Total Change is:    33,870
     1,766      9,551      1,954    -29,344      8,040     20,177     28,819     -9,846       -375      2,321        980          2      8,550      3,387
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       15.3        1.0       42.8       31.2       12.8       16.3       12.0        1.3        6.6        8.1        0.3       14.2       18.0
 
Number of Traders in Each Category                                    Total Traders:       191
        10         25          7         32         41         33         29         31         18          8         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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 1,326,699
Positions
   117,905    123,541     29,370    494,593    367,929    199,966    148,597    222,372     24,838     38,424     23,290     14,424    258,582    320,969
 
Changes from:       January 11, 2011                                 Total Change is:   -23,323
     8,991    -39,059        640     -6,259      5,184     -1,162    -21,426     20,219     -5,166      4,096     -4,690       -149     -2,888        860
 
Percent of Open Interest Represented by Each Category of Trader
       8.9        9.3        2.2       37.3       27.7       15.1       11.2       16.8        1.9        2.9        1.8        1.1       19.5       24.2
 
Number of Traders in Each Category                                    Total Traders:       241
        32         24         13         35         52         45         41         42         28          8          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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 1,098,148
Positions
    70,948    128,381     10,395    203,322    465,264    142,314    405,502     44,688     17,658     75,497     50,279          2    172,510    239,167
 
Changes from:       January 11, 2011                                 Total Change is:    46,496
    -4,407     32,462     -2,949     21,742     30,759     -8,165     28,716     -9,429      3,125      3,473        140          0      4,961        553
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       11.7        0.9       18.5       42.4       13.0       36.9        4.1        1.6        6.9        4.6        0.0       15.7       21.8
 
Number of Traders in Each Category                                    Total Traders:       177
        17         18          8         26         40         38         36         21         16          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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   562,387
Positions
   114,293    195,440    231,175      3,398      1,060      1,701     98,365     15,253     57,381     20,666      9,234      5,050     30,358     46,093
 
Changes from:       January 11, 2011                                 Total Change is:    12,522
    13,314      8,282      4,802        398       -846        206     -2,721      1,406       -423     -4,943     -5,000        812      1,077      3,283
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       34.8       41.1        0.6        0.2        0.3       17.5        2.7       10.2        3.7        1.6        0.9        5.4        8.2
 
Number of Traders in Each Category                                    Total Traders:       103
        21         32         37          .          .          .         20         13         30          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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 7,671,946
Positions
 1,770,916  2,782,459  1,471,281  1,527,260    403,913    143,232    796,745    540,570    992,159     80,777    343,305    128,081    761,495    866,946
 
Changes from:       January 11, 2011                                 Total Change is:   165,078
  -133,905     78,169     39,795     89,114      4,897      3,123    127,276    -61,184     42,428     32,891     30,307    -14,628    -21,016     42,171
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       36.3       19.2       19.9        5.3        1.9       10.4        7.0       12.9        1.1        4.5        1.7        9.9       11.3
 
Number of Traders in Each Category                                    Total Traders:       243
        35         49         78          8          8         10         54         53         81          7         15         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    14,645
Positions
     5,824      5,954        946      1,383      1,124        142      1,448      5,755         17      4,800        482          0         85        225
 
Changes from:       January 11, 2011                                 Total Change is:       535
        52        -71        737        -43          0          0       -127          2         17          0        -26          0       -101       -124
 
Percent of Open Interest Represented by Each Category of Trader
      39.8       40.7        6.5        9.4        7.7        1.0        9.9       39.3        0.1       32.8        3.3        0.0        0.6        1.5
 
Number of Traders in Each Category                                    Total Traders:        31
         .          4          .          .          5          .          .         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    48,263
Positions
    37,049     23,764      5,354      1,947      2,049        130      3,213     10,977          0          0      5,568          0        570        421
 
Changes from:       January 11, 2011                                 Total Change is:     5,709
       479      1,078      4,152          7        235          0        583        166          0          0         95          0        488        -17
 
Percent of Open Interest Represented by Each Category of Trader
      76.8       49.2       11.1        4.0        4.2        0.3        6.7       22.7        0.0        0.0       11.5        0.0        1.2        0.9
 
Number of Traders in Each Category                                    Total Traders:        33
         4          5          .          .          5          .          .         10          0          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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    33,014
Positions
    10,718     12,778          0        817        237        719     12,554     13,980        660      2,247      1,032          0      5,299      3,608
 
Changes from:       January 11, 2011                                 Total Change is:    -3,524
       -91     -1,373          0       -459         57         92     -1,376     -2,684     -1,301        335         61        -15       -709      1,639
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       38.7        0.0        2.5        0.7        2.2       38.0       42.3        2.0        6.8        3.1        0.0       16.1       10.9
 
Number of Traders in Each Category                                    Total Traders:        80
         4          4          0          4          .          .         21         28          5         12          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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   174,006
Positions
    69,121     34,356     39,524      3,208      1,301      3,983      6,186     43,865     23,509      2,225      5,213      4,308     21,942     17,947
 
Changes from:       January 11, 2011                                 Total Change is:    25,093
     4,127      1,256     10,660        -15        746        130      2,813      5,177      3,817        580      1,308       -129      3,110      2,128
 
Percent of Open Interest Represented by Each Category of Trader
      39.7       19.7       22.7        1.8        0.7        2.3        3.6       25.2       13.5        1.3        3.0        2.5       12.6       10.3
 
Number of Traders in Each Category                                    Total Traders:       103
         7         14         17          4          6          5         17         34         33          6          6         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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     5,092
Positions
       970      3,410          0      2,400          0          0        713      1,478         37        891        148          0         81         19
 
Changes from:       January 11, 2011                                 Total Change is:        27
         0         22          0        196          0          0         -2        -60          0         20         60          0       -187          5
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       67.0        0.0       47.1        0.0        0.0       14.0       29.0        0.7       17.5        2.9        0.0        1.6        0.4
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          0          4          0          0          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 18, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    16,069
Positions
       442     14,565         28     10,567          0          5      1,876        341        254          0        125         14      2,883        737
 
Changes from:       January 11, 2011                                 Total Change is:     1,252
       -28        319         28       -124          0          0       -200        177        254          0          0          0      1,322        474
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       90.6        0.2       65.8        0.0        0.0       11.7        2.1        1.6        0.0        0.8        0.1       17.9        4.6
 
Number of Traders in Each Category                                    Total Traders:        22
         .          4          .          9          0          .          5          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated January 21, 2011