Traders in Financial Futures - Options and Futures Combined 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   136,203
Positions
     2,860     78,443      2,927     10,513      7,272        140     58,113      5,743      4,008      7,935     19,401        430     49,277     17,839
 
Changes from:       January 11, 2011                                 Total Change is:      -178
       192        641        308        423        543         33     -2,770       -806        496        127          1         18        994     -1,412
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       57.6        2.1        7.7        5.3        0.1       42.7        4.2        2.9        5.8       14.2        0.3       36.2       13.1
 
Number of Traders in Each Category                                    Total Traders:        92
         .         19          7          4          4          .         37         11         11         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    44,418
Positions
       542     18,650        994      1,494      1,599         77     20,013      7,752        350          0      5,000          0     20,948      9,996
 
Changes from:       January 11, 2011                                 Total Change is:      -399
        10     -2,995        189         60        115       -140       -763      2,485        -13          0          0          0        259        -40
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       42.0        2.2        3.4        3.6        0.2       45.1       17.5        0.8        0.0       11.3        0.0       47.2       22.5
 
Number of Traders in Each Category                                    Total Traders:        39
         .         14          4          .          .          .         13          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   102,190
Positions
    17,858     15,905      8,918      7,089     20,723      1,238     36,092     18,925      3,653          0      9,858          0     27,342     22,970
 
Changes from:       January 11, 2011                                 Total Change is:     8,052
   -16,286     12,644      3,303        426     -1,689         64     19,603     -2,486        149     -6,500       -301          0      7,293     -3,632
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       15.6        8.7        6.9       20.3        1.2       35.3       18.5        3.6        0.0        9.6        0.0       26.8       22.5
 
Number of Traders in Each Category                                    Total Traders:        88
         8         12         11          .         14          5         28         18         19          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   121,254
Positions
     8,430     46,685      4,802     33,495      5,274        939     38,556     20,526      4,014      3,900      5,156          6     27,110     33,851
 
Changes from:       January 11, 2011                                 Total Change is:     3,694
       726     -3,913       -236        -60        822       -168        267      4,683         77      1,090      1,109         -9      2,007      1,330
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       38.5        4.0       27.6        4.3        0.8       31.8       16.9        3.3        3.2        4.3        0.0       22.4       27.9
 
Number of Traders in Each Category                                    Total Traders:       106
         9         15          9         12          7          4         27         25         18          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   234,097
Positions
    40,525     30,716     17,871     21,364     22,162      3,206     42,762     60,096     21,472     19,809      9,390      8,457     58,632     60,728
 
Changes from:       January 11, 2011                                 Total Change is:   -11,809
   -44,623      8,363      3,048       -955       -992       -157     18,299    -16,831      2,138      5,515     -7,352       -372      5,299        347
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       13.1        7.6        9.1        9.5        1.4       18.3       25.7        9.2        8.5        4.0        3.6       25.0       25.9
 
Number of Traders in Each Category                                    Total Traders:       174
        19         18         15         14         18         13         30         47         36         13         15         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   121,444
Positions
     9,039     84,188      4,303     10,140      4,413        154     60,114      6,424      2,283        934      4,727        246     34,231     14,706
 
Changes from:       January 11, 2011                                 Total Change is:       832
       847       -516        219       -486       -176        -53         49       -517        579         -5        -22        -22       -295      1,342
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       69.3        3.5        8.3        3.6        0.1       49.5        5.3        1.9        0.8        3.9        0.2       28.2       12.1
 
Number of Traders in Each Category                                    Total Traders:        69
         8         10          8          4          5          .         27          8          9          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    58,984
Positions
    11,552     32,861     13,934          0          0          0     30,191     10,196      1,190      1,255          0          0        862        803
 
Changes from:       January 11, 2011                                 Total Change is:        20
        29       -462       -137          0          0          0       -581       -379        347          0          0          0        362        651
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       55.7       23.6        0.0        0.0        0.0       51.2       17.3        2.0        2.1        0.0        0.0        1.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        20
         6          8         10          0          0          0          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    47,149
Positions
    15,019     24,341        847      3,583      3,462        473     17,994      9,940      1,192        354      1,402        470      7,218      5,024
 
Changes from:       January 11, 2011                                 Total Change is:     2,923
       520     -1,950         93         93        106        -34      1,415      2,560        119         78        799         61        577      1,168
 
Percent of Open Interest Represented by Each Category of Trader
      31.9       51.6        1.8        7.6        7.3        1.0       38.2       21.1        2.5        0.7        3.0        1.0       15.3       10.7
 
Number of Traders in Each Category                                    Total Traders:       101
        14         19          5          5          5          .         33         17          7          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    94,299
Positions
    30,037     48,682      1,693      7,166      6,923        946     35,989     19,880      2,383        707      2,803        940     14,437     10,047
 
Changes from:       January 11, 2011                                 Total Change is:     5,845
     1,040     -3,900        186        185        212        -68      2,831      5,120        238        157      1,598        122      1,154      2,337
 
Percent of Open Interest Represented by Each Category of Trader
      31.9       51.6        1.8        7.6        7.3        1.0       38.2       21.1        2.5        0.7        3.0        1.0       15.3       10.7
 
Number of Traders in Each Category                                    Total Traders:       101
        14         19          5          5          5          .         33         17          7          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   973,354
Positions
    54,650    300,523     48,700    414,076    117,842     60,717     86,534    161,894    134,657     20,401     27,140     18,313    135,306    103,569
 
Changes from:       January 11, 2011                                 Total Change is:    47,274
     7,644     -5,405      4,791      4,276     -5,655      1,197     -4,506     12,942     24,257      2,866      1,687      1,507      5,241     11,953
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       30.9        5.0       42.5       12.1        6.2        8.9       16.6       13.8        2.1        2.8        1.9       13.9       10.6
 
Number of Traders in Each Category                                    Total Traders:       566
        35         53         33        117         58         67         91        148        113         33         31         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   398,857
Positions
    23,314    160,279     14,765    149,563     33,884      9,589     26,182     44,349     67,048      7,713     10,724     11,386     89,296     46,832
 
Changes from:       January 11, 2011                                 Total Change is:    28,003
       579        319      4,031        642       -678        522      1,691      7,316     11,708      2,202      1,922        -28      6,655      2,891
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       40.2        3.7       37.5        8.5        2.4        6.6       11.1       16.8        1.9        2.7        2.9       22.4       11.7
 
Number of Traders in Each Category                                    Total Traders:       143
         7         22          9         32         13         12         18         34         43          7         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,872,489
Positions
   207,968    752,503    118,390  1,335,392    432,617    242,811    352,291    638,256    287,518     69,282     87,923     28,789    230,048    283,682
 
Changes from:       January 11, 2011                                 Total Change is:    96,354
    26,188    -37,756     12,938     18,436    -24,619      3,109    -21,551     37,565     53,309      8,208      3,709      2,786     -7,069     45,312
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       26.2        4.1       46.5       15.1        8.5       12.3       22.2       10.0        2.4        3.1        1.0        8.0        9.9
 
Number of Traders in Each Category                                    Total Traders:       512
        37         50         30         97         53         60         90        134         98         26         25         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    95,849
Positions
    19,247     29,754        991     48,362     32,241      5,241      8,872     23,497        772      1,333          0          0     11,031      3,354
 
Changes from:       January 11, 2011                                 Total Change is:    -1,700
      -600     -2,236          0        -97       -446        206     -2,029         71        -32        221          0          0        631        737
 
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 - Options and Futures Combined 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    90,547
Positions
     7,717     53,328      3,092     28,286      7,590      2,082     29,292      9,782      6,918      2,892      1,312        506      9,761      5,937
 
Changes from:       January 11, 2011                                 Total Change is:     5,253
       397      1,707       -243        282        117        -16      2,487        880      1,049        312        469        212        773      1,078
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       58.9        3.4       31.2        8.4        2.3       32.4       10.8        7.6        3.2        1.4        0.6       10.8        6.6
 
Number of Traders in Each Category                                    Total Traders:       257
        20         33          9         43         16         13         71         44         22         17         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    13,773
Positions
     2,596     11,821          1      2,190          0          0      5,316          0          0        246          0          0      3,424      1,951
 
Changes from:       January 11, 2011                                 Total Change is:       605
      -231         27          1        241          0          0        737          0          0          0          0          0       -143        577
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       85.8        0.0       15.9        0.0        0.0       38.6        0.0        0.0        1.8        0.0        0.0       24.9       14.2
 
Number of Traders in Each Category                                    Total Traders:        22
         5          9          .          .          0          0          4          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   383,871
Positions
    31,998    213,925      9,066    130,480     37,952     10,411    146,461     75,488      8,011     14,462      7,789      1,299     31,684     19,931
 
Changes from:       January 11, 2011                                 Total Change is:    23,242
     1,780      7,042        140        207        587        -81     13,873      9,522        122      2,037      2,819        584      4,580      2,507
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       55.7        2.4       34.0        9.9        2.7       38.2       19.7        2.1        3.8        2.0        0.3        8.3        5.2
 
Number of Traders in Each Category                                    Total Traders:       255
        20         32          6         42         16         13         71         44         19         17         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   324,724
Positions
    89,988     47,841     17,626    123,528    111,805     19,933     47,098     92,703      5,121      1,328     12,015         36     20,066     17,644
 
Changes from:       January 11, 2011                                 Total Change is:    -2,880
     2,162     -3,353        -28      1,243     -1,903        710     -5,544        933     -2,526        -68      1,462         27      1,144      1,797
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       14.7        5.4       38.0       34.4        6.1       14.5       28.5        1.6        0.4        3.7        0.0        6.2        5.4
 
Number of Traders in Each Category                                    Total Traders:       240
        16         21          .         56         40         21         37         56         18          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   622,506
Positions
    20,913     81,277     21,815    291,441    163,024     52,055     35,678     74,978     40,480     20,819     26,675      3,694    135,610    158,509
 
Changes from:       January 11, 2011                                 Total Change is:    12,542
    -6,007      5,877      3,128     -3,861    -13,366      1,329     11,491      9,654      1,801         17      1,196        109      4,536      2,815
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       13.1        3.5       46.8       26.2        8.4        5.7       12.0        6.5        3.3        4.3        0.6       21.8       25.5
 
Number of Traders in Each Category                                    Total Traders:       157
         7         17         13         46         23         37         24         30         33          4          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   307,633
Positions
        91    111,982      3,386    224,232      7,433     15,522          0    121,319        398          0      1,993          0     64,004     45,601
 
Changes from:       January 11, 2011                                 Total Change is:      -465
        43     -7,034     -1,079     -2,384         55       -814          0      9,379         78          0         40          0      3,691     -1,090
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.4        1.1       72.9        2.4        5.0        0.0       39.4        0.1        0.0        0.6        0.0       20.8       14.8
 
Number of Traders in Each Category                                    Total Traders:        58
         .         10          4         27          4         14          0         15          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   750,673
Positions
    34,342    111,874     12,401    308,673    225,070     94,988    115,862     82,795     28,239     47,496     58,111      4,278    104,394    132,917
 
Changes from:       January 11, 2011                                 Total Change is:    34,562
     1,977      9,453      2,408    -29,344      8,919     20,115     27,571    -11,523        785      2,298        996        -20      8,770      3,429
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       14.9        1.7       41.1       30.0       12.7       15.4       11.0        3.8        6.3        7.7        0.6       13.9       17.7
 
Number of Traders in Each Category                                    Total Traders:       193
        10         25         15         31         43         35         30         31         26         10         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,746,039
Positions
   102,187     98,410    212,539    505,570    375,919    222,962    129,761    223,544    199,660     40,558     19,440     50,885    281,918    342,682
 
Changes from:       January 11, 2011                                 Total Change is:   -30,404
     6,580    -43,112      7,184     -3,705      8,454     -5,848    -23,211     22,345    -14,443      6,143     -4,593      1,167     -4,272     -1,558
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        5.6       12.2       29.0       21.5       12.8        7.4       12.8       11.4        2.3        1.1        2.9       16.1       19.6
 
Number of Traders in Each Category                                    Total Traders:       256
        31         27         50         35         55         54         39         53         63          9          7         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,208,462
Positions
    61,234    127,999     43,279    203,137    467,432    147,601    410,349     36,680     75,094     75,629     48,679      6,725    185,414    254,974
 
Changes from:       January 11, 2011                                 Total Change is:    48,254
    -4,202     32,649        347     20,925     33,155    -10,079     29,649    -13,126      4,087      3,405       -771        400      3,722      1,592
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       10.6        3.6       16.8       38.7       12.2       34.0        3.0        6.2        6.3        4.0        0.6       15.3       21.1
 
Number of Traders in Each Category                                    Total Traders:       181
        16         20         24         26         40         40         40         19         31         11          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   826,707
Positions
   120,615    188,591    268,136      7,068      1,000      2,072     86,987     22,918    239,308     22,823      9,234     46,539     33,160     48,908
 
Changes from:       January 11, 2011                                 Total Change is:    31,391
    14,447      5,976      7,761      1,241       -846        224     -7,042        739     16,596     -5,672     -5,220      2,284      1,552      3,877
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       22.8       32.4        0.9        0.1        0.3       10.5        2.8       28.9        2.8        1.1        5.6        4.0        5.9
 
Number of Traders in Each Category                                    Total Traders:       110
        27         28         39          4          .          .         18         21         31          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is12,338,263
Positions
 1,668,206  2,814,377  2,614,653  1,526,327    422,387    288,830    743,530    329,369  3,842,459     60,924    325,673    776,570    816,764    923,947
 
Changes from:       January 11, 2011                                 Total Change is:    65,198
  -134,304     77,920     38,045    101,193      3,951     14,759    118,653    -43,679    -59,603     28,761     21,086    -19,381    -22,924     32,101
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       22.8       21.2       12.4        3.4        2.3        6.0        2.7       31.1        0.5        2.6        6.3        6.6        7.5
 
Number of Traders in Each Category                                    Total Traders:       271
        32         56         86          7         13         18         78         46        104         12         15         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    33,352
Positions
    10,718     12,759         30        817        237        719     12,551     13,978        911      2,250      1,035          0      5,356      3,683
 
Changes from:       January 11, 2011                                 Total Change is:    -3,502
       -91     -1,400         13       -459         57         92     -1,382     -2,694     -1,273        338         63        -15       -725      1,656
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       38.3        0.1        2.4        0.7        2.2       37.6       41.9        2.7        6.7        3.1        0.0       16.1       11.0
 
Number of Traders in Each Category                                    Total Traders:        83
         4          4          .          4          .          .         22         28          7         12          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   174,010
Positions
    69,121     34,356     39,524      3,208      1,301      3,983      6,185     43,868     23,510      2,225      5,213      4,308     21,946     17,947
 
Changes from:       January 11, 2011                                 Total Change is:    25,094
     4,127      1,256     10,660        -15        746        130      2,812      5,181      3,816        580      1,308       -129      3,113      2,126
 
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 - Options and Futures Combined 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 - Options and Futures Combined 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