Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   144,166
Positions
     3,793     93,509      2,420     21,576     19,317      1,001     60,016      5,022      2,911      7,504      1,832        539     44,405     17,613
 
Changes from:       December 31, 2012                                Total Change is:    -2,883
      -600      1,224     -1,536       -541        352       -426     -2,133     -1,539     -1,884       -158        444       -252      4,647        733
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       64.9        1.7       15.0       13.4        0.7       41.6        3.5        2.0        5.2        1.3        0.4       30.8       12.2
 
Number of Traders in Each Category                                    Total Traders:        81
         .         12          4          9          4          4         29          7         10         12          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    48,005
Positions
     2,142     25,804        516      1,494      2,456        351     18,663      7,521      1,003        604      2,298          0     23,232      8,057
 
Changes from:       December 31, 2012                                Total Change is:    -3,887
     1,607     -1,506        439          0        373          0     -4,431     -3,683       -172          0       -108          0     -1,329        771
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       53.8        1.1        3.1        5.1        0.7       38.9       15.7        2.1        1.3        4.8        0.0       48.4       16.8
 
Number of Traders in Each Category                                    Total Traders:        39
         .          8          .          .          4          .         10         10          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   174,308
Positions
     9,247     52,110      2,681     22,835     29,207      2,281     90,417     31,035      4,554      3,458     30,861        789     38,043     20,789
 
Changes from:       December 31, 2012                                Total Change is:   -13,901
     5,668     -8,308       -484       -424     -1,038       -418     -8,958      2,766     -2,834        701     -1,940     -1,089     -6,063       -556
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       29.9        1.5       13.1       16.8        1.3       51.9       17.8        2.6        2.0       17.7        0.5       21.8       11.9
 
Number of Traders in Each Category                                    Total Traders:        99
         5         11          5          7         12          5         32         18         14          7          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   230,651
Positions
    79,171     11,658     11,066     50,842      7,217      4,776     20,627    100,184     19,949     17,693      7,149      6,049     20,478     62,603
 
Changes from:       December 31, 2012                                Total Change is:   -10,287
    -1,873      3,603     -3,269     -1,027       -981        686        471     -4,013     -3,378       -232      1,335        216     -1,882     -4,488
 
Percent of Open Interest Represented by Each Category of Trader
      34.3        5.1        4.8       22.0        3.1        2.1        8.9       43.4        8.6        7.7        3.1        2.6        8.9       27.1
 
Number of Traders in Each Category                                    Total Traders:       130
         8         14          7          8          7          5         22         48         24         10         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   227,030
Positions
    25,946     28,081      8,220     42,228     36,973      5,534     55,338     58,842     18,082     16,423     13,140      3,110     52,149     55,048
 
Changes from:       December 31, 2012                                Total Change is:   -24,750
     6,104    -14,826     -1,579     -2,679        306     -5,857     -9,632      1,231     -6,017       -383      1,453     -1,192     -3,515      1,731
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       12.4        3.6       18.6       16.3        2.4       24.4       25.9        8.0        7.2        5.8        1.4       23.0       24.2
 
Number of Traders in Each Category                                    Total Traders:       178
        17         13         12         19         18         16         35         35         26         19         22         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   191,666
Positions
    14,815     74,922      2,755      2,869     43,289      1,706    120,800     36,398      3,184      3,988      5,782        770     40,779     22,860
 
Changes from:       December 31, 2012                                Total Change is:     9,924
       967      8,928       -331       -825       -997        -78      4,095        965     -2,089      2,885      1,985     -1,175      6,475      2,716
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       39.1        1.4        1.5       22.6        0.9       63.0       19.0        1.7        2.1        3.0        0.4       21.3       11.9
 
Number of Traders in Each Category                                    Total Traders:       101
         8         10          5          .          9          4         30         23         14          6         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    75,901
Positions
    36,457     50,044     17,436      3,559          0          0      7,472        869      4,478      2,958          0      2,867        674        207
 
Changes from:       December 31, 2012                                Total Change is:       270
         0         46          0          0          0          0         19        223          9        140          0         12         90        -20
 
Percent of Open Interest Represented by Each Category of Trader
      48.0       65.9       23.0        4.7        0.0        0.0        9.8        1.1        5.9        3.9        0.0        3.8        0.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        28
         5         14         10          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   185,211
Positions
    15,301    113,462          0     10,700        809          0    137,093     56,015        498     12,175     12,431        357      9,087      1,639
 
Changes from:       December 31, 2012                                Total Change is:      -970
    -3,940        901          0     -1,062          0          0      2,424     -2,467        126         27        214        -53      1,508        309
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       61.3        0.0        5.8        0.4        0.0       74.0       30.2        0.3        6.6        6.7        0.2        4.9        0.9
 
Number of Traders in Each Category                                    Total Traders:       130
         5         13          0          8          .          0         62         15          .         20          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    38,461
Positions
    15,644     19,677        423      2,168          0          0      6,571      1,959        212     12,688     15,587         38        717        565
 
Changes from:       December 31, 2012                                Total Change is:       215
      -142        983       -112        -77          0          0        135       -786        173         90          0          0        148        -43
 
Percent of Open Interest Represented by Each Category of Trader
      40.7       51.2        1.1        5.6        0.0        0.0       17.1        5.1        0.6       33.0       40.5        0.1        1.9        1.5
 
Number of Traders in Each Category                                    Total Traders:        27
         .          6          .          .          0          0          7          4          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    36,531
Positions
     3,020     23,380          0        494          0          0     26,957      7,815        229        784      3,018        115      4,932      1,974
 
Changes from:       December 31, 2012                                Total Change is:     2,000
       103      3,328        -12        150          0          0        903     -1,596         -2        462        152       -215        611        345
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       64.0        0.0        1.4        0.0        0.0       73.8       21.4        0.6        2.1        8.3        0.3       13.5        5.4
 
Number of Traders in Each Category                                    Total Traders:        58
         6          9          0          .          0          0         23          9          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    47,897
Positions
    14,278     33,033        170      6,057          0        393     15,770      8,677        415      2,312        597        392      8,112      4,221
 
Changes from:       December 31, 2012                                Total Change is:      -139
      -529     -1,625        -57        258          0         11        128        787       -356       -161        300        -41        607        842
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       69.0        0.4       12.6        0.0        0.8       32.9       18.1        0.9        4.8        1.2        0.8       16.9        8.8
 
Number of Traders in Each Category                                    Total Traders:        90
        19         15          4          6          0          .         27         12          8          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    95,795
Positions
    28,555     66,066        339     12,113          0        786     31,540     17,354        830      4,623      1,193        784     16,224      8,442
 
Changes from:       December 31, 2012                                Total Change is:      -278
    -1,057     -3,250       -113        516          0         22        256      1,574       -711       -321        600        -83      1,214      1,684
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       69.0        0.4       12.6        0.0        0.8       32.9       18.1        0.9        4.8        1.2        0.8       16.9        8.8
 
Number of Traders in Each Category                                    Total Traders:        90
        19         15          4          6          0          .         27         12          8          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   872,699
Positions
    58,897    234,372     25,919    358,379    133,220     61,119     82,085    164,534    114,833     38,101     35,418     22,454    110,912     80,830
 
Changes from:       December 31, 2012                                Total Change is:    21,893
     6,606    -14,242      9,602      2,496     -7,419      5,043     -9,255     11,809     16,703        117      2,972       -376     -9,043     -2,198
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       26.9        3.0       41.1       15.3        7.0        9.4       18.9       13.2        4.4        4.1        2.6       12.7        9.3
 
Number of Traders in Each Category                                    Total Traders:       579
        43         34         35        121         48         60         89        121        106         59         62         51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   236,854
Positions
    21,174     79,181      6,041     77,556     28,012     13,776      9,754     22,415     30,127      8,615     10,983     11,209     58,601     35,110
 
Changes from:       December 31, 2012                                Total Change is:     8,886
     8,293     -2,813      1,224     -4,570        129      4,482       -462     11,865      2,178     -1,455        451      1,113     -1,917     -9,743
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       33.4        2.6       32.7       11.8        5.8        4.1        9.5       12.7        3.6        4.6        4.7       24.7       14.8
 
Number of Traders in Each Category                                    Total Traders:       123
        10         13          6         25          8         12         23         22         39         11          9         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,179,223
Positions
   249,353    836,692     38,649  1,431,878    553,803    208,951    440,109    789,050    345,071    159,537    134,286     44,118    261,555    228,603
 
Changes from:       December 31, 2012                                Total Change is:    65,036
    32,655    -16,051        799     36,901    -36,171      1,232     -5,492     38,191     34,153     11,856     16,601    -11,439    -35,628     37,721
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       26.3        1.2       45.0       17.4        6.6       13.8       24.8       10.9        5.0        4.2        1.4        8.2        7.2
 
Number of Traders in Each Category                                    Total Traders:       534
        41         34         29        107         45         52         88        113         97         51         55         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   113,690
Positions
     3,558     44,268         13     60,971     55,020      2,672     33,418      6,878         17        887      2,326          0     12,154      2,497
 
Changes from:       December 31, 2012                                Total Change is:     1,886
       120      5,719          0      4,402     -3,387       -347     -2,825        306       -164        -89        -18          0        789       -223
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       38.9        0.0       53.6       48.4        2.4       29.4        6.0        0.0        0.8        2.0        0.0       10.7        2.2
 
Number of Traders in Each Category                                    Total Traders:        97
         5         14          .         37         14          9         16          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    62,070
Positions
     2,446     34,832        545     27,164      6,259      1,402     20,636     12,150        889      2,135      2,062      1,012      5,840      2,918
 
Changes from:       December 31, 2012                                Total Change is:     3,919
       -65      6,804         31      1,221       -949        242      2,345     -2,753        -73        511        315         96       -389        206
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       56.1        0.9       43.8       10.1        2.3       33.2       19.6        1.4        3.4        3.3        1.6        9.4        4.7
 
Number of Traders in Each Category                                    Total Traders:       202
        13         26          5         32         19         13         51         33         11         19          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   310,351
Positions
    12,230    174,161      2,725    135,820     31,297      7,012    103,181     60,750      4,447     10,674     10,308      5,062     29,201     14,590
 
Changes from:       December 31, 2012                                Total Change is:    19,593
      -323     34,018        153      6,104     -4,747      1,210     11,724    -13,765       -364      2,553      1,576        481     -1,944      1,032
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       56.1        0.9       43.8       10.1        2.3       33.2       19.6        1.4        3.4        3.3        1.6        9.4        4.7
 
Number of Traders in Each Category                                    Total Traders:       202
        13         26          5         32         19         13         51         33         11         19          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   353,416
Positions
    79,147     36,544      9,705    138,680    191,181     22,712     76,484     68,729      2,069      2,725     11,239        470     21,425     10,767
 
Changes from:       December 31, 2012                                Total Change is:       719
    -1,807     -7,067        663      8,438     -1,044        519     -6,671      5,236       -192        231      1,669         36       -497        899
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       10.3        2.7       39.2       54.1        6.4       21.6       19.4        0.6        0.8        3.2        0.1        6.1        3.0
 
Number of Traders in Each Category                                    Total Traders:       244
        21         13          .         54         39         24         49         48         13          6         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    50,835
Positions
     3,374     10,322         91     19,842          0        134      9,794     16,515      1,194      4,850      1,246          2     11,554     21,331
 
Changes from:       December 31, 2012                                Total Change is:    -2,085
    -3,391       -575        -69       -341          0          6     -1,062     -2,610        494         31        -92          0      2,247        761
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       20.3        0.2       39.0        0.0        0.3       19.3       32.5        2.3        9.5        2.5        0.0       22.7       42.0
 
Number of Traders in Each Category                                    Total Traders:        50
         .          .          .         15          0          .         15          7          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    61,397
Positions
    16,816      8,556      3,195      7,947      3,612          0     20,174      8,340        696      4,653        200          0      7,916     36,798
 
Changes from:       December 31, 2012                                Total Change is:     6,868
     5,318     -4,506       -507      1,079       -806          0         13      3,378       -117        245       -216          0        837      9,642
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       13.9        5.2       12.9        5.9        0.0       32.9       13.6        1.1        7.6        0.3        0.0       12.9       59.9
 
Number of Traders in Each Category                                    Total Traders:        73
        19         11          7          7          .          0         18         10          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    82,568
Positions
    16,451     36,284         85     44,088     21,228      7,306      8,236     14,294        224        222          0          0      5,956      3,147
 
Changes from:       December 31, 2012                                Total Change is:     2,268
      -387     12,816          0      1,307     -9,609         41       -156     -1,735        110          2          0          0      1,351        645
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       43.9        0.1       53.4       25.7        8.8       10.0       17.3        0.3        0.3        0.0        0.0        7.2        3.8
 
Number of Traders in Each Category                                    Total Traders:        71
         .          5          .         28         17         12          9          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   155,860
Positions
    16,578     70,064      2,729     80,897     13,483      8,268     21,703     50,859        772      7,080      3,391      1,093     16,740      5,201
 
Changes from:       December 31, 2012                                Total Change is:     5,939
      -670      2,634       -252      3,036     -5,373      1,281        594      6,693          0        488        148       -560      2,022      1,368
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       45.0        1.8       51.9        8.7        5.3       13.9       32.6        0.5        4.5        2.2        0.7       10.7        3.3
 
Number of Traders in Each Category                                    Total Traders:       130
        16         15          4         38         12         14         26          6          .         12          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   631,492
Positions
    17,923     49,757     20,984    221,076    175,936     73,157     66,174     52,982     50,341     20,797     32,018      2,844    158,197    173,474
 
Changes from:       December 31, 2012                                Total Change is:    15,331
    10,008    -22,976       -768    -10,655     11,669       -601    -10,861      5,852      9,390      1,556     -3,643       -618     17,881     17,025
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        7.9        3.3       35.0       27.9       11.6       10.5        8.4        8.0        3.3        5.1        0.5       25.1       27.5
 
Number of Traders in Each Category                                    Total Traders:       151
         9         12         13         32         30         36         30         22         37          8          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   351,925
Positions
         0    127,163      1,285    233,022     37,860     36,719      1,950     77,040        193      9,907     15,201          0     68,849     56,464
 
Changes from:       December 31, 2012                                Total Change is:     2,727
         0     -2,498      1,285     -5,119      4,371      3,542          0     -6,688         51          0       -257          0      2,967      2,921
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.1        0.4       66.2       10.8       10.4        0.6       21.9        0.1        2.8        4.3        0.0       19.6       16.0
 
Number of Traders in Each Category                                    Total Traders:        62
         0         12          .         28          9         16          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,028,893
Positions
   101,439    154,017     29,192    261,195    105,685     58,031    201,196    477,090     76,099    171,372     34,116     11,379    118,990     83,284
 
Changes from:       December 31, 2012                                Total Change is:   -71,733
     9,420     20,343     -8,251    -10,302     18,969      6,037    -55,535   -110,786     -4,722        704       -668        122     -9,206      7,224
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       15.0        2.8       25.4       10.3        5.6       19.6       46.4        7.4       16.7        3.3        1.1       11.6        8.1
 
Number of Traders in Each Category                                    Total Traders:       216
        23         19         15         42         23         32         36         34         29         23         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    51,755
Positions
    24,276      6,683      5,916          0        748          0     15,758     32,615      4,747          6          0        252        800        794
 
Changes from:       December 31, 2012                                Total Change is:    -1,498
    -4,109        527     -1,284          0     -1,061          0      4,542        900       -838         -2          0         32        161        226
 
Percent of Open Interest Represented by Each Category of Trader
      46.9       12.9       11.4        0.0        1.4        0.0       30.4       63.0        9.2        0.0        0.0        0.5        1.5        1.5
 
Number of Traders in Each Category                                    Total Traders:        46
        13          4          9          0          .          0         11         14         11          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,117,709
Positions
   153,414    149,381    164,425    304,832    742,227    192,631    635,175    138,262    227,641    128,109     73,588     33,515    277,967    396,038
 
Changes from:       December 31, 2012                                Total Change is:   176,189
    30,836     30,922     38,481     -7,914     -8,452      9,214     69,747       -917     43,242     -2,533     -3,920      8,401    -13,286     59,217
 
Percent of Open Interest Represented by Each Category of Trader
       7.2        7.1        7.8       14.4       35.0        9.1       30.0        6.5       10.7        6.0        3.5        1.6       13.1       18.7
 
Number of Traders in Each Category                                    Total Traders:       277
        20         32         44         21         60         49         73         40         75         13         18         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,648,020
Positions
   383,649    134,336     38,941    362,093    446,488    146,598    240,517    388,967    122,734    129,958     98,780     16,005    207,525    255,171
 
Changes from:       December 31, 2012                                Total Change is:    22,817
     8,745    -48,083     -1,886      5,383     14,013      8,190    -13,541      3,201     30,213     -9,651     10,671      2,499     -7,135      3,999
 
Percent of Open Interest Represented by Each Category of Trader
      23.3        8.2        2.4       22.0       27.1        8.9       14.6       23.6        7.4        7.9        6.0        1.0       12.6       15.5
 
Number of Traders in Each Category                                    Total Traders:       204
        14         23         24         30         35         36         44         35         44         10         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   362,543
Positions
   145,987    137,148     94,307          0      2,929      3,547     36,072     22,052     52,821      1,088      8,909     10,994     17,728     29,837
 
Changes from:       December 31, 2012                                Total Change is:   -94,738
   -50,315    -68,044    -15,277          0        -10        146    -23,824     -3,932     -3,325     -2,981     -1,942         40        798     -2,393
 
Percent of Open Interest Represented by Each Category of Trader
      40.3       37.8       26.0        0.0        0.8        1.0        9.9        6.1       14.6        0.3        2.5        3.0        4.9        8.2
 
Number of Traders in Each Category                                    Total Traders:        78
        20         24         34          0          .          .          8         15         19          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is10,936,035
Positions
 1,186,291  2,592,769  2,474,411    938,405    136,129    159,277    991,385    310,109  3,476,382    222,960    156,620    576,280    910,643  1,054,057
 
Changes from:       December 31, 2012                                Total Change is:   424,770
    89,951    -59,784     71,080    -64,569     62,210     26,414     -9,664     -1,978    263,875      5,650     15,059     21,296     20,737     26,598
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       23.7       22.6        8.6        1.2        1.5        9.1        2.8       31.8        2.0        1.4        5.3        8.3        9.6
 
Number of Traders in Each Category                                    Total Traders:       244
        26         50         74          8          8         15         54         53         89         12         19         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     8,638
Positions
     7,848        262          0         43      1,002          1        398      6,350          0        232        966          0        116         57
 
Changes from:       December 31, 2012                                Total Change is:      -352
        -1       -265          0         -8          0          1       -337        -12          0         -2        -60          0         -5        -16
 
Percent of Open Interest Represented by Each Category of Trader
      90.9        3.0        0.0        0.5       11.6        0.0        4.6       73.5        0.0        2.7       11.2        0.0        1.3        0.7
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          .          .          .          .          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     7,812
Positions
     7,294      1,732          0          0        848         43        339      4,868          0          0        261          0        136         60
 
Changes from:       December 31, 2012                                Total Change is:         8
         3          5          0          0        -13          0         19        -17          0          0          0          0        -14         33
 
Percent of Open Interest Represented by Each Category of Trader
      93.4       22.2        0.0        0.0       10.9        0.6        4.3       62.3        0.0        0.0        3.3        0.0        1.7        0.8
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          0          0          4          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    45,376
Positions
     8,732     15,699      1,782      1,711      3,800        316     18,016     19,157      1,223      9,438        940         20      4,137      2,438
 
Changes from:       December 31, 2012                                Total Change is:     1,772
    -1,498     14,533        361        100     -2,916         -2       -273     -8,459         63      1,955       -389         -6      1,072     -1,413
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       34.6        3.9        3.8        8.4        0.7       39.7       42.2        2.7       20.8        2.1        0.0        9.1        5.4
 
Number of Traders in Each Category                                    Total Traders:       102
         4          .          .          7          5          .         19         30          9         26          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2013                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   410,526
Positions
   119,869     29,334     51,962     33,371     14,552     15,468     45,141    155,752     42,912     13,107     13,280     60,804     27,892     26,462
 
Changes from:       December 31, 2012                                Total Change is:    84,460
    24,427       -195      5,539     10,934      5,292        656     15,296     40,212      8,884      1,320      7,989     10,023      7,381      6,060
 
Percent of Open Interest Represented by Each Category of Trader
      29.2        7.1       12.7        8.1        3.5        3.8       11.0       37.9       10.5        3.2        3.2       14.8        6.8        6.4
 
Number of Traders in Each Category                                    Total Traders:       166
        20         12         24          8          8         10         35         40         40         21         13         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated January 11, 2013