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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   131,776
Positions
    35,076     21,931      5,993     17,919     31,714        487     25,065     40,887      6,883      8,126      1,013        699     31,527     22,168
 
Changes from:       November 1, 2011                                 Total Change is:    -2,158
     1,389     -1,405     -2,198       -457         -5        -22        292      3,321     -1,381       -663        580        -34        917     -1,015
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       16.6        4.5       13.6       24.1        0.4       19.0       31.0        5.2        6.2        0.8        0.5       23.9       16.8
 
Number of Traders in Each Category                                    Total Traders:        76
         9         10          8          5          5          .         14         19         13         12          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    31,016
Positions
     5,477      7,396      1,903        875      1,335        217      9,269      5,824      2,827          0          0          0     10,448     11,514
 
Changes from:       November 1, 2011                                 Total Change is:     1,177
       413        140       -100          1        -30        -17      2,895      1,200       -518          0          0          0     -1,499        501
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       23.8        6.1        2.8        4.3        0.7       29.9       18.8        9.1        0.0        0.0        0.0       33.7       37.1
 
Number of Traders in Each Category                                    Total Traders:        36
         6          6          6          .          .          .         10         10          8          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   154,179
Positions
    90,572      2,637      3,651      9,191     58,369      2,701     23,357     55,276      3,361      1,622      2,837          0     19,725     25,348
 
Changes from:       November 1, 2011                                 Total Change is:   -23,790
   -10,633       -332        256      1,691     -2,505       -117    -14,481    -19,789     -1,868          0        646       -237      1,599        156
 
Percent of Open Interest Represented by Each Category of Trader
      58.7        1.7        2.4        6.0       37.9        1.8       15.1       35.9        2.2        1.1        1.8        0.0       12.8       16.4
 
Number of Traders in Each Category                                    Total Traders:        80
        15          .          7          6         12          5         20         19         12          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   150,807
Positions
    10,543     85,236      5,764     53,267      7,442      1,474     48,355     14,588      4,977      1,000      1,820          0     25,428     29,508
 
Changes from:       November 1, 2011                                 Total Change is:    -4,475
     1,629      1,291     -1,212      1,543       -437       -751     -1,741     -1,159     -2,997        -32       -198       -189       -725      1,176
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       56.5        3.8       35.3        4.9        1.0       32.1        9.7        3.3        0.7        1.2        0.0       16.9       19.6
 
Number of Traders in Each Category                                    Total Traders:        89
         8         11          9          9          5          .         29         21         21          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   270,208
Positions
    85,672     49,135      9,052     41,872     34,342      9,206     51,628     61,812     24,718      5,834     10,854      4,291     37,934     66,797
 
Changes from:       November 1, 2011                                 Total Change is:   -19,099
    -3,637      7,745     -3,971      2,762     -1,185       -885      3,667    -10,987    -11,226       -418      1,506     -3,216     -2,175      3,121
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       18.2        3.3       15.5       12.7        3.4       19.1       22.9        9.1        2.2        4.0        1.6       14.0       24.7
 
Number of Traders in Each Category                                    Total Traders:       184
        25         15         14         15         26         13         27         51         30          8         16         11
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   155,709
Positions
    44,786     51,672      4,205      3,438     36,801        927     68,120     32,653      3,214      2,181      1,115        818     28,019     24,303
 
Changes from:       November 1, 2011                                 Total Change is:    -4,188
    -5,500      3,103     -3,810        435       -291       -113      5,955      7,298     -5,431        155     -5,330     -1,270      5,390      1,654
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       33.2        2.7        2.2       23.6        0.6       43.7       21.0        2.1        1.4        0.7        0.5       18.0       15.6
 
Number of Traders in Each Category                                    Total Traders:        77
        11         10          8          4          5          .         21         19         10          4          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   102,745
Positions
    58,772     52,251     37,169          0          0          0      5,232     11,793      1,159          0          0          0        414        374
 
Changes from:       November 1, 2011                                 Total Change is:      -112
    -1,243     -1,622      1,688          0          0          0         41       -258          0          0          0          0       -598         80
 
Percent of Open Interest Represented by Each Category of Trader
      57.2       50.9       36.2        0.0        0.0        0.0        5.1       11.5        1.1        0.0        0.0        0.0        0.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        22
         7         11         13          0          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    98,340
Positions
    61,919     40,367      1,682     19,071      2,771        940     11,720     45,893        633        983      2,663          0      1,392      3,391
 
Changes from:       November 1, 2011                                 Total Change is:    -7,616
     2,536     -2,282      1,545    -12,433       -425       -124      2,014     -5,090        483        -17        -12          0     -1,620     -1,711
 
Percent of Open Interest Represented by Each Category of Trader
      63.0       41.0        1.7       19.4        2.8        1.0       11.9       46.7        0.6        1.0        2.7        0.0        1.4        3.4
 
Number of Traders in Each Category                                    Total Traders:        80
         9         11          .          6          5          .         12         25          4          5          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    24,750
Positions
     8,895     19,834          0          0        238          0     13,494      2,999          6        306        342          0      2,049      1,331
 
Changes from:       November 1, 2011                                 Total Change is:       729
       409      1,136        -87          0          0          0        697        109          6        -35       -166          0       -261       -269
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       80.1        0.0        0.0        1.0        0.0       54.5       12.1        0.0        1.2        1.4        0.0        8.3        5.4
 
Number of Traders in Each Category                                    Total Traders:        35
         5          9          0          0          .          0          8         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    44,713
Positions
    17,957     23,994        335      3,219      2,850        734     12,108      7,939      1,151      1,913      1,911        761      6,535      5,039
 
Changes from:       November 1, 2011                                 Total Change is:   -14,252
    -4,223     -4,836     -4,481       -612       -917        158      1,686      2,350     -2,523         -3      1,600     -2,206     -2,048     -3,398
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       53.7        0.7        7.2        6.4        1.6       27.1       17.8        2.6        4.3        4.3        1.7       14.6       11.3
 
Number of Traders in Each Category                                    Total Traders:        88
        21         12          .          4          7          .         22         16          5          .          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    89,426
Positions
    35,915     47,987        670      6,437      5,700      1,467     24,216     15,878      2,301      3,826      3,823      1,523     13,071     10,078
 
Changes from:       November 1, 2011                                 Total Change is:     1,243
     1,865       -854       -186          0     -1,270        315        311      3,792       -239         -6       -382       -471       -346        538
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       53.7        0.7        7.2        6.4        1.6       27.1       17.8        2.6        4.3        4.3        1.7       14.6       11.3
 
Number of Traders in Each Category                                    Total Traders:        88
        21         12          .          4          7          .         22         16          5          .          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,046,106
Positions
    96,847    135,047     94,119    355,680    202,316     68,770     75,656    158,531    180,330     17,666     50,910     29,546    127,492    126,537
 
Changes from:       November 1, 2011                                 Total Change is:    13,900
    -4,752        973      9,360      9,996     -6,503     -1,804     -4,094       -381      6,909        173      3,658     -1,667       -220      3,354
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       12.9        9.0       34.0       19.3        6.6        7.2       15.2       17.2        1.7        4.9        2.8       12.2       12.1
 
Number of Traders in Each Category                                    Total Traders:       612
        32         60         42        115         74         75         80        153        112         36         62         35
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   395,951
Positions
    55,234     85,233     24,060    107,213     44,715     13,924     37,730     63,171     69,085      3,003     14,927     14,582     71,122     66,255
 
Changes from:       November 1, 2011                                 Total Change is:     1,651
     3,699      1,126       -625       -337     -1,858         23      4,927     -2,917     -1,151     -1,282      1,464       -765     -2,839      6,352
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       21.5        6.1       27.1       11.3        3.5        9.5       16.0       17.4        0.8        3.8        3.7       18.0       16.7
 
Number of Traders in Each Category                                    Total Traders:       148
        15         14         15         29         14         16         21         37         48          7         11         14
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,250,775
Positions
   491,663    532,669     66,698  1,259,530    805,202    257,035    425,766    712,930    320,096     88,320    194,924     59,815    281,853    301,406
 
Changes from:       November 1, 2011                                 Total Change is:    61,245
     3,531     45,022      4,134     53,093    -21,791    -10,567    -14,122     43,666      9,314      3,230      6,922       -464     13,095    -14,990
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       16.4        2.1       38.7       24.8        7.9       13.1       21.9        9.8        2.7        6.0        1.8        8.7        9.3
 
Number of Traders in Each Category                                    Total Traders:       565
        34         53         32        101         70         67         80        140         98         33         54         26
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   107,962
Positions
    24,512     18,633         80     50,365     58,860      7,724     14,744     11,280        221      1,639      6,572          0      8,677      4,592
 
Changes from:       November 1, 2011                                 Total Change is:    -3,464
    -3,167      2,359         40      5,135     -3,192     -4,100     -1,472      1,023        151       -131        -29          0         80        284
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       17.3        0.1       46.7       54.5        7.2       13.7       10.4        0.2        1.5        6.1        0.0        8.0        4.3
 
Number of Traders in Each Category                                    Total Traders:        92
        10         10          .         31         13         10         11         12          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   101,699
Positions
    20,421     44,885      8,760     22,006      9,277      1,508     21,313     11,237      6,251      1,085      3,193        307     20,049     16,282
 
Changes from:       November 1, 2011                                 Total Change is:     2,229
    -2,325      1,959       -377        130     -2,841        148      1,269       -131      1,141       -365         57         14      2,594      2,258
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       44.1        8.6       21.6        9.1        1.5       21.0       11.0        6.1        1.1        3.1        0.3       19.7       16.0
 
Number of Traders in Each Category                                    Total Traders:       219
        22         27         12         34         20         11         58         40         22          9          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011                
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              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   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    31,318
Positions
    11,792     23,327         20          0        300          0      5,017      4,787          0          0      1,374         50     14,439      1,460
 
Changes from:       November 1, 2011                                 Total Change is:       895
    -2,329      2,077          0          0          0          0        983     -1,352          0          0          0         50      2,191        120
 
Percent of Open Interest Represented by Each Category of Trader
      37.7       74.5        0.1        0.0        1.0        0.0       16.0       15.3        0.0        0.0        4.4        0.2       46.1        4.7
 
Number of Traders in Each Category                                    Total Traders:        24
         7          9          .          0          .          0          4          .          0          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   351,909
Positions
    83,695    148,340      3,150    110,031     44,887      7,538    108,777     59,548      3,956      5,425      9,095      1,284     28,053     74,112
 
Changes from:       November 1, 2011                                 Total Change is:     6,671
    -1,686     -2,293       -180        651    -14,207        741      7,706     12,383       -571     -1,824        285       -178      2,013     10,691
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       42.2        0.9       31.3       12.8        2.1       30.9       16.9        1.1        1.5        2.6        0.4        8.0       21.1
 
Number of Traders in Each Category                                    Total Traders:       218
        23         25          8         34         20         11         58         40         19          9          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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   447,552
Positions
   228,277     29,960     21,264    108,308    199,807     33,158     33,816    112,394      4,167      1,628     27,447        437     16,497     18,918
 
Changes from:       November 1, 2011                                 Total Change is:   -10,473
    -7,873       -615      1,230      3,514     -9,000       -690     -4,076     -1,727        526        242        983         13     -3,359     -1,193
 
Percent of Open Interest Represented by Each Category of Trader
      51.0        6.7        4.8       24.2       44.6        7.4        7.6       25.1        0.9        0.4        6.1        0.1        3.7        4.2
 
Number of Traders in Each Category                                    Total Traders:       237
        25         10          .         49         43         27         26         63         20          4         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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    29,003
Positions
     9,347      1,713         70      7,056      2,366         73      5,541      7,668         19        216      4,533          0      6,681     12,561
 
Changes from:       November 1, 2011                                 Total Change is:       197
      -595        213          0       -137         30        -23        745        200         19          0       -287          0        188         45
 
Percent of Open Interest Represented by Each Category of Trader
      32.2        5.9        0.2       24.3        8.2        0.3       19.1       26.4        0.1        0.7       15.6        0.0       23.0       43.3
 
Number of Traders in Each Category                                    Total Traders:        46
        11          .          .          8          4          .          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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    48,306
Positions
    22,123      6,178        999      9,273      2,543        880      6,361      7,933      1,595        902          0          0      6,173     28,178
 
Changes from:       November 1, 2011                                 Total Change is:     1,223
     5,218       -558       -588     -1,019         35         44       -621      1,265       -695         83       -436          0     -1,199      2,156
 
Percent of Open Interest Represented by Each Category of Trader
      45.8       12.8        2.1       19.2        5.3        1.8       13.2       16.4        3.3        1.9        0.0        0.0       12.8       58.3
 
Number of Traders in Each Category                                    Total Traders:        66
        25         10          4          9          .          .          7         11          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    48,124
Positions
     2,709      5,253        863     33,255     22,167      4,478      2,766     13,022        122        284          0          0      3,647      2,219
 
Changes from:       November 1, 2011                                 Total Change is:     6,909
     2,078      1,698       -300      6,277       -373        -66     -1,040      5,629        -30          0          0          0        -10        351
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       10.9        1.8       69.1       46.1        9.3        5.7       27.1        0.3        0.6        0.0        0.0        7.6        4.6
 
Number of Traders in Each Category                                    Total Traders:        58
         .          4          .         18         20         10          4          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    66,701
Positions
    15,772     25,329        888     28,538     24,791      3,038      8,385      6,571        451      3,038      2,288        893      5,698      2,452
 
Changes from:       November 1, 2011                                 Total Change is:     2,141
      -802        117        308       -330        -19         92      2,002      1,426       -330        589        142         39        573        366
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       38.0        1.3       42.8       37.2        4.6       12.6        9.9        0.7        4.6        3.4        1.3        8.5        3.7
 
Number of Traders in Each Category                                    Total Traders:        76
        12          9          .         17         10          9         11          6          .          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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   755,785
Positions
    16,665    119,206     48,881    306,178    102,966     92,678     53,321    113,363     73,829     11,305     66,229      7,663    145,264    130,969
 
Changes from:       November 1, 2011                                 Total Change is:       -41
     5,119     -9,099        315       -894      3,832     -3,128     -4,424      3,147      6,935        718      4,194        776     -5,460     -7,014
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       15.8        6.5       40.5       13.6       12.3        7.1       15.0        9.8        1.5        8.8        1.0       19.2       17.3
 
Number of Traders in Each Category                                    Total Traders:       158
         9         21         24         41         21         41         28         24         35          4         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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   384,940
Positions
     5,016    176,730        323    266,136     13,713     36,281      3,800    104,721      2,787      2,875      5,275          0     67,723     45,111
 
Changes from:       November 1, 2011                                 Total Change is:     1,778
        10     -2,679         -7     -5,119     -4,504      1,882       -177      7,454        202          0     -2,615          0      4,987      2,045
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       45.9        0.1       69.1        3.6        9.4        1.0       27.2        0.7        0.7        1.4        0.0       17.6       11.7
 
Number of Traders in Each Category                                    Total Traders:        70
         .         12          .         37          4         22          .          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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   819,448
Positions
    77,923     76,211     28,644    150,964    224,336     84,211    257,635    158,127     62,777     31,219     60,430     15,035    111,040    109,677
 
Changes from:       November 1, 2011                                 Total Change is:    57,393
    -4,714    -14,561     14,408     14,184       -107         79     31,126     27,210      5,334        255     26,421     -4,277        997      2,885
 
Percent of Open Interest Represented by Each Category of Trader
       9.5        9.3        3.5       18.4       27.4       10.3       31.4       19.3        7.7        3.8        7.4        1.8       13.6       13.4
 
Number of Traders in Each Category                                    Total Traders:       229
        14         26         11         36         49         41         42         31         27         13         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 1,797,189
Positions
   119,613    145,205    135,949    600,018    565,580    204,982    170,278    103,336    165,701     40,390     88,157     44,425    315,832    343,853
 
Changes from:       November 1, 2011                                 Total Change is:    13,436
    27,781      3,112     13,365     -4,554      5,406     -9,506    -11,699    -27,070     -1,706    -13,727         -7      5,423      8,059     24,420
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        8.1        7.6       33.4       31.5       11.4        9.5        5.7        9.2        2.2        4.9        2.5       17.6       19.1
 
Number of Traders in Each Category                                    Total Traders:       247
        19         33         47         32         58         53         45         38         62          8         14         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 1,419,675
Positions
    69,001    167,198     78,759    332,764    469,323    162,399    279,109    131,234     89,476    182,534     63,949     15,033    210,602    242,305
 
Changes from:       November 1, 2011                                 Total Change is:    29,511
   -13,831     23,199       -797     12,456     -6,876      3,416     40,426     22,245     -7,330     -7,295     -1,579      1,163      1,303     -3,931
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       11.8        5.5       23.4       33.1       11.4       19.7        9.2        6.3       12.9        4.5        1.1       14.8       17.1
 
Number of Traders in Each Category                                    Total Traders:       189
         9         35         31         24         39         40         37         28         33          7         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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   757,885
Positions
   213,834    230,055    207,676      3,507      4,942      3,570     52,707     46,663    188,615     19,443      6,109     34,014     34,519     36,241
 
Changes from:       November 1, 2011                                 Total Change is:    -7,863
    -2,867     -2,046     -4,535          0       -223          0      4,508       -714     -1,801       -514       -182      2,845     -5,498     -1,207
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       30.4       27.4        0.5        0.7        0.5        7.0        6.2       24.9        2.6        0.8        4.5        4.6        4.8
 
Number of Traders in Each Category                                    Total Traders:       122
        29         29         46          .          4          .         17         26         37          .          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 is14,995,345
Positions
 1,038,531  2,887,509  3,311,466  2,475,708    123,986    156,123    513,348    541,238  5,569,335     89,421    378,716    982,118    859,295  1,044,853
 
Changes from:       November 1, 2011                                 Total Change is:   145,084
    39,675     86,030    -70,453     -5,293        -58     -5,371      6,489    -35,216    101,027      2,713       -183      6,382     69,914     62,927
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       19.3       22.1       16.5        0.8        1.0        3.4        3.6       37.1        0.6        2.5        6.5        5.7        7.0
 
Number of Traders in Each Category                                    Total Traders:       280
        27         64         86         14         15         22         47         73        118         11         18         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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    10,707
Positions
     6,097      3,058          0      2,037        841          7      1,009      6,531          0      1,330        160          0        227        110
 
Changes from:       November 1, 2011                                 Total Change is:       561
       754        -59          0        -36         -1        -15        115        647         -1       -250        -10          0         -6          0
 
Percent of Open Interest Represented by Each Category of Trader
      56.9       28.6        0.0       19.0        7.9        0.1        9.4       61.0        0.0       12.4        1.5        0.0        2.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        27
         .          .          0          .          4          .          5          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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    15,638
Positions
    12,606      7,319          0      1,560      2,413          0      1,150      5,383          0         40        340          0        282        183
 
Changes from:       November 1, 2011                                 Total Change is:       786
        95        746          0          0       -360        -45        702        437          0          0        -40          0         34         48
 
Percent of Open Interest Represented by Each Category of Trader
      80.6       46.8        0.0       10.0       15.4        0.0        7.4       34.4        0.0        0.3        2.2        0.0        1.8        1.2
 
Number of Traders in Each Category                                    Total Traders:        28
         4          4          0          .          4          0          6          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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    60,328
Positions
    20,271     41,321        548      1,415        181        452     26,651     13,683        941      3,945        439          0      6,105      2,762
 
Changes from:       November 1, 2011                                 Total Change is:    -3,997
    -1,151       -749        -69        537        -52         -8     -1,820       -603       -177        158       -444       -122     -1,344     -1,772
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       68.5        0.9        2.3        0.3        0.7       44.2       22.7        1.6        6.5        0.7        0.0       10.1        4.6
 
Number of Traders in Each Category                                    Total Traders:        98
         4          .          .          6          .          .         24         23          6         30          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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   138,086
Positions
    42,406     50,647     27,907      8,294        520      3,092     10,161     10,772     17,437      3,028      3,421     10,467     15,294     13,823
 
Changes from:       November 1, 2011                                 Total Change is:    -8,568
     5,219     10,259     -3,467      2,438       -385        152       -899     -3,432       -121      1,134      1,442     -1,613    -11,411    -11,403
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       36.7       20.2        6.0        0.4        2.2        7.4        7.8       12.6        2.2        2.5        7.6       11.1       10.0
 
Number of Traders in Each Category                                    Total Traders:        86
        10          9         14         11          .          8         16         17         23          7          5         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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    13,772
Positions
     2,350          0          0      1,797      1,514          0      8,625      2,696         71          0      9,044        443        486          4
 
Changes from:       November 1, 2011                                 Total Change is:       136
        46          0          0         33         -1          0         54         44          0       -150        100          0        153         -7
 
Percent of Open Interest Represented by Each Category of Trader
      17.1        0.0        0.0       13.0       11.0        0.0       62.6       19.6        0.5        0.0       65.7        3.2        3.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        26
         4          0          0          4          4          0          6          5          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated November 14, 2011