Where are 'chains' stored

I would like to backup the ‘chains’ I have created but cannot find where Audacity stores them.
Does anyone know where they are stored?

I think the default location on Windows is:

Windows 98/ME: WindowsApplication DataAudacityChains
Windows 2000/XP: Documents and SettingsApplication DataAudacityChains
Windows Vista/7: UsersAppDataRoamingAudacityChains

I confirm that is correct for Windows 7.