```
Traders in Financial Futures - Futures Only 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   122,069
Positions
    36,290     21,761        424     17,919     31,714        487     24,981     41,495      4,551      8,231      1,255          0     29,186     20,382
 
Changes from:       November 1, 2011                                 Total Change is:     2,228
     1,129     -1,695         91       -457         -5        -22        107      3,474        593       -596        530          0      1,383       -738
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       17.8        0.3       14.7       26.0        0.4       20.5       34.0        3.7        6.7        1.0        0.0       23.9       16.7
 
Number of Traders in Each Category                                    Total Traders:        74
         9         10          4          5          5          .         14         18          6         10          .          0
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Traders in Financial Futures - Futures Only 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    25,539
Positions
     4,639      7,551        188        875      1,335        217      9,530      5,462        143          0          0          0      9,947     10,643
 
Changes from:       November 1, 2011                                 Total Change is:     1,932
       567         31        -46          1        -30        -17      2,957      1,549        -27          0          0          0     -1,503        472
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       29.6        0.7        3.4        5.2        0.8       37.3       21.4        0.6        0.0        0.0        0.0       38.9       41.7
 
Number of Traders in Each Category                                    Total Traders:        35
         5          7          .          .          .          .         10          9          .          0          0          0
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Traders in Financial Futures - Futures Only 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   147,978
Positions
    90,577      2,582        990      9,191     58,369      2,701     23,339     55,384      1,330      1,622      2,837          0     18,228     23,785
 
Changes from:       November 1, 2011                                 Total Change is:   -21,488
   -10,496        183        761      1,691     -2,505       -117    -14,382    -20,204       -190          0        560          0      1,245         24
 
Percent of Open Interest Represented by Each Category of Trader
      61.2        1.7        0.7        6.2       39.4        1.8       15.8       37.4        0.9        1.1        1.9        0.0       12.3       16.1
 
Number of Traders in Each Category                                    Total Traders:        80
        15          .          .          6         12          5         19         20          6          .          .          0
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Traders in Financial Futures - Futures Only 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   138,981
Positions
     9,621     86,815        367     53,267      7,441      1,474     49,153     14,215        381      1,000      1,547          0     23,718     26,741
 
Changes from:       November 1, 2011                                 Total Change is:       936
     2,128      1,740        100      1,368       -422       -131     -1,007       -462     -1,097          0       -245          0       -425      1,453
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       62.5        0.3       38.3        5.4        1.1       35.4       10.2        0.3        0.7        1.1        0.0       17.1       19.2
 
Number of Traders in Each Category                                    Total Traders:        85
         6         13          .          9          5          .         29         18          4          .          4          0
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Traders in Financial Futures - Futures Only 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   231,445
Positions
    86,576     49,344        160     41,872     33,044      8,654     52,683     67,623      1,842      6,005     12,010        911     32,742     57,857
 
Changes from:       November 1, 2011                                 Total Change is:       216
    -4,183      8,161       -168      2,762       -767       -300      4,471    -10,918        327       -411      1,933     -1,191     -1,091      3,139
 
Percent of Open Interest Represented by Each Category of Trader
      37.4       21.3        0.1       18.1       14.3        3.7       22.8       29.2        0.8        2.6        5.2        0.4       14.1       25.0
 
Number of Traders in Each Category                                    Total Traders:       174
        26         12          4         15         24         11         26         49         15          7         14          .
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Traders in Financial Futures - Futures Only 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   147,684
Positions
    45,108     52,502        548      3,438     36,801        927     68,649     32,742        359      2,237      1,466          0     26,418     22,339
 
Changes from:       November 1, 2011                                 Total Change is:     8,627
    -4,558        597        526        435       -328        -30      6,967      5,462        166        154        755       -504      5,471      1,983
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       35.6        0.4        2.3       24.9        0.6       46.5       22.2        0.2        1.5        1.0        0.0       17.9       15.1
 
Number of Traders in Each Category                                    Total Traders:        74
        11         10          .          4          5          .         20         18          .          .          .          0
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Traders in Financial Futures - Futures Only 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    97,420
Positions
    56,916     50,395     33,699          0          0          0      5,232     11,793      1,159          0          0          0        414        374
 
Changes from:       November 1, 2011                                 Total Change is:       360
      -792     -1,171      1,709          0          0          0         41       -258          0          0          0          0       -598         80
 
Percent of Open Interest Represented by Each Category of Trader
      58.4       51.7       34.6        0.0        0.0        0.0        5.4       12.1        1.2        0.0        0.0        0.0        0.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        22
         8         10         12          0          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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    42,675
Positions
    17,960     23,994        314      3,219      2,850        734     12,064      7,705         31      1,913      2,119          0      6,442      4,930
 
Changes from:       November 1, 2011                                 Total Change is:   -14,110
    -4,251     -4,836     -4,461       -612       -917        158      1,724      2,374     -2,494          6      1,654     -2,224     -1,956     -3,364
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       56.2        0.7        7.5        6.7        1.7       28.3       18.1        0.1        4.5        5.0        0.0       15.1       11.6
 
Number of Traders in Each Category                                    Total Traders:        86
        21         12          .          4          7          .         22         16          .          .          .          0
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Traders in Financial Futures - Futures Only 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    85,350
Positions
    35,920     47,987        628      6,437      5,700      1,467     24,127     15,410         61      3,826      4,237          0     12,884      9,860
 
Changes from:       November 1, 2011                                 Total Change is:     1,441
     1,810       -854       -147          0     -1,270        315        387      3,832       -180         11       -274       -505       -250        524
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       56.2        0.7        7.5        6.7        1.7       28.3       18.1        0.1        4.5        5.0        0.0       15.1       11.6
 
Number of Traders in Each Category                                    Total Traders:        86
        21         12          .          4          7          .         22         16          .          .          .          0
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Traders in Financial Futures - Futures Only 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   874,939
Positions
    97,858    137,505     80,010    356,149    202,511     65,693     76,836    168,790     58,051     17,802     44,937      5,018    117,523    112,424
 
Changes from:       November 1, 2011                                 Total Change is:    15,123
    -5,217        725     10,107     10,398     -5,932     -2,256     -4,263      3,527      3,416        666      2,478     -1,251      3,524      4,308
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       15.7        9.1       40.7       23.1        7.5        8.8       19.3        6.6        2.0        5.1        0.6       13.4       12.8
 
Number of Traders in Each Category                                    Total Traders:       585
        32         59         33        116         71         68         79        143         70         30         55          9
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Traders in Financial Futures - Futures Only 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   296,576
Positions
    54,393     86,858     14,856    107,548     45,074     11,347     38,013     63,808      2,873      2,950     14,130        296     64,300     57,334
 
Changes from:       November 1, 2011                                 Total Change is:     6,452
     3,216        789        475         36     -1,275       -384      4,477     -1,396       -367     -1,010        755          0          9      7,855
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       29.3        5.0       36.3       15.2        3.8       12.8       21.5        1.0        1.0        4.8        0.1       21.7       19.3
 
Number of Traders in Each Category                                    Total Traders:       129
        13         16          9         28         14         11         18         29         12          .          8          .
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Traders in Financial Futures - Futures Only 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 2,891,815
Positions
   497,142    533,052     45,952  1,260,175    804,356    254,559    420,161    750,957     49,841     88,735    168,512      9,136    266,114    275,450
 
Changes from:       November 1, 2011                                 Total Change is:    43,354
     3,713     45,560      2,282     53,230    -21,861    -10,784    -32,500     35,815      7,716      3,334      3,570     -1,210     17,573    -17,734
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       18.4        1.6       43.6       27.8        8.8       14.5       26.0        1.7        3.1        5.8        0.3        9.2        9.5
 
Number of Traders in Each Category                                    Total Traders:       552
        34         52         24        102         67         62         81        136         49         30         50          5
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Traders in Financial Futures - Futures Only 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   107,939
Positions
    24,512     18,633         80     50,365     58,860      7,724     14,744     11,273        213      1,639      6,572          0      8,662      4,584
 
Changes from:       November 1, 2011                                 Total Change is:    -3,462
    -3,167      2,359         40      5,135     -3,192     -4,100     -1,472      1,016        143       -131        -29          0         90        301
 
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        4.2
 
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 - Futures Only 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   100,620
Positions
    20,453     44,939      8,589     22,011      9,277      1,501     21,262     11,144      5,706      1,085      3,302         75     19,938     16,085
 
Changes from:       November 1, 2011                                 Total Change is:     2,264
    -2,318      1,938       -359        137     -2,841        144      1,287        -71      1,105       -344        118        -13      2,626      2,243
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       44.7        8.5       21.9        9.2        1.5       21.1       11.1        5.7        1.1        3.3        0.1       19.8       16.0
 
Number of Traders in Each Category                                    Total Traders:       218
        22         27         10         34         20         10         58         40         17          9          8          .
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Traders in Financial Futures - Futures Only 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    31,311
Positions
    11,792     23,327         20          0        300          0      5,017      4,787          0          0      1,374         50     14,432      1,453
 
Changes from:       November 1, 2011                                 Total Change is:       901
    -2,329      2,077          0          0          0          0        983     -1,352          0          0          0         50      2,197        126
 
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        4.6
 
Number of Traders in Each Category                                    Total Traders:        24
         7          9          .          0          .          0          4          .          0          0          .          .
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Traders in Financial Futures - Futures Only 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   346,543
Positions
    83,853    148,610      2,296    110,053     44,887      7,505    108,524     59,085      1,233      5,424      9,639        127     27,528     73,161
 
Changes from:       November 1, 2011                                 Total Change is:     6,813
    -1,648     -2,398        -90        684    -14,207        718      7,798     12,683       -755     -1,722        591       -315      2,143     10,586
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       42.9        0.7       31.8       13.0        2.2       31.3       17.0        0.4        1.6        2.8        0.0        7.9       21.1
 
Number of Traders in Each Category                                    Total Traders:       217
        23         25          6         34         20         10         58         40         13          9          8          .
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Traders in Financial Futures - Futures Only 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   445,678
Positions
   228,277     29,960     21,264    108,308    199,807     33,158     34,176    113,244      2,221      1,628     27,402        286     16,360     18,336
 
Changes from:       November 1, 2011                                 Total Change is:   -10,598
    -7,873       -615      1,230      3,514     -9,000       -690     -4,018     -1,509        303        249      1,005          0     -3,313     -1,322
 
Percent of Open Interest Represented by Each Category of Trader
      51.2        6.7        4.8       24.3       44.8        7.4        7.7       25.4        0.5        0.4        6.1        0.1        3.7        4.1
 
Number of Traders in Each Category                                    Total Traders:       237
        25         10          .         49         43         27         26         63         13          4         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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   621,596
Positions
    24,831    116,219      6,556    304,172    101,045     88,552     42,777    113,951      9,541     10,570     67,226         15    134,582    118,491
 
Changes from:       November 1, 2011                                 Total Change is:      -778
     3,833    -11,936        969     -1,638      3,794     -1,180     -3,019      4,232        599        821      4,386         -5     -1,158     -1,637
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       18.7        1.1       48.9       16.3       14.2        6.9       18.3        1.5        1.7       10.8        0.0       21.7       19.1
 
Number of Traders in Each Category                                    Total Traders:       154
        11         19          9         41         21         34         28         21         18          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   381,237
Positions
     5,016    174,937        323    266,090     13,713     36,265      3,859    105,994        940      2,875      5,275          0     65,869     43,790
 
Changes from:       November 1, 2011                                 Total Change is:     2,332
        10     -2,684         -7     -5,127     -4,504      1,898       -118      7,543        -65          0     -2,615          0      5,741      2,766
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       45.9        0.1       69.8        3.6        9.5        1.0       27.8        0.2        0.8        1.4        0.0       17.3       11.5
 
Number of Traders in Each Category                                    Total Traders:        70
         .         12          .         37          4         22          .          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   769,822
Positions
    95,256     76,652      4,819    150,582    223,369     84,131    263,789    177,505     21,846     30,721     62,320     11,088    107,590    108,092
 
Changes from:       November 1, 2011                                 Total Change is:    57,403
    12,498        627     -1,920     13,802        -24         -1     31,091     28,197      5,266        259     26,902     -4,653      1,061      3,009
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       10.0        0.6       19.6       29.0       10.9       34.3       23.1        2.8        4.0        8.1        1.4       14.0       14.0
 
Number of Traders in Each Category                                    Total Traders:       229
        14         26          6         36         49         41         42         31         18         12         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 1,484,687
Positions
   129,022    130,368     32,008    590,789    565,666    184,489    178,919    118,475     26,751     35,956     93,997     14,962    291,791    317,971
 
Changes from:       November 1, 2011                                 Total Change is:    31,146
    33,641     11,162      9,150        577      7,727     -4,532     -5,235    -25,476       -402    -15,518         47      4,101      9,364     29,369
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        8.8        2.2       39.8       38.1       12.4       12.1        8.0        1.8        2.4        6.3        1.0       19.7       21.4
 
Number of Traders in Each Category                                    Total Traders:       237
        20         32         17         32         58         48         32         44         34          4         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 1,263,644
Positions
    69,367    160,660     11,979    333,725    470,285    160,240    285,610    141,216     16,938    180,860     67,269      1,556    203,369    233,501
 
Changes from:       November 1, 2011                                 Total Change is:    41,813
    -8,251     31,320     -2,776     12,663     -7,923      4,664     35,365     23,243     -3,975      1,847     -1,267      1,339        937     -2,812
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       12.7        0.9       26.4       37.2       12.7       22.6       11.2        1.3       14.3        5.3        0.1       16.1       18.5
 
Number of Traders in Each Category                                    Total Traders:       189
         6         38         11         24         39         38         35         30         22          7         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   586,944
Positions
   212,282    229,575    185,886      3,507      4,942      3,570     68,223     48,744     65,143      6,645      5,502     10,962     30,726     32,620
 
Changes from:       November 1, 2011                                 Total Change is:    -9,645
    -2,259     -2,919     -4,242          0       -223          0      3,062       -379     -3,594       -217          0      2,731     -5,126     -1,019
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       39.1       31.7        0.6        0.8        0.6       11.6        8.3       11.1        1.1        0.9        1.9        5.2        5.6
 
Number of Traders in Each Category                                    Total Traders:       113
        24         31         43          .          4          .         18         21         24          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 is 8,588,952
Positions
 1,007,696  2,929,552  1,853,167  2,409,395     51,544    114,479    714,713    616,707  1,447,887    100,680    478,463    151,427    789,508    945,726
 
Changes from:       November 1, 2011                                 Total Change is:    98,458
    31,022     78,058    -64,822    -11,434        674        353      5,145    -63,344     77,600      2,039     23,395     -6,663     65,218     53,207
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       34.1       21.6       28.1        0.6        1.3        8.3        7.2       16.9        1.2        5.6        1.8        9.2       11.0
 
Number of Traders in Each Category                                    Total Traders:       259
        31         57         83         15          9         17         39         65         90         10         15         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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    59,861
Positions
    20,258     41,321        512      1,415        181        452     26,755     13,683        596      3,884        435          0      5,989      2,681
 
Changes from:       November 1, 2011                                 Total Change is:    -3,778
    -1,221       -749          7        537        -52         -8     -1,819       -603        -52        164       -444       -122     -1,264     -1,755
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       69.0        0.9        2.4        0.3        0.8       44.7       22.9        1.0        6.5        0.7        0.0       10.0        4.5
 
Number of Traders in Each Category                                    Total Traders:        95
         4          .          .          6          .          .         24         23          4         29          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated November 14, 2011