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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   131,994
Positions
     5,173     47,179     16,431     18,446      5,259        325     23,148     23,298     13,977     12,146      2,087        864     41,483     22,573
 
Changes from:       September 13, 2011                               Total Change is:     6,444
    -2,239      1,548      4,457        164     -2,151        -30      1,045      2,987      4,519       -225         51        123     -1,368     -5,060
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       35.7       12.4       14.0        4.0        0.2       17.5       17.7       10.6        9.2        1.6        0.7       31.4       17.1
 
Number of Traders in Each Category                                    Total Traders:        89
         5         18         15          5          5          .         17         19         14         16          4          5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    30,969
Positions
     1,705      8,229      2,208      1,179        924        129      7,124      3,102      5,111          0         19         50     13,462     11,197
 
Changes from:       September 13, 2011                               Total Change is:   -22,042
    -6,238    -14,604     -5,193       -165        -53          0     -8,325     -1,833       -844          0         19         50     -1,327        416
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       26.6        7.1        3.8        3.0        0.4       23.0       10.0       16.5        0.0        0.1        0.2       43.5       36.2
 
Number of Traders in Each Category                                    Total Traders:        30
         .          9          5          .          .          .          6         10          8          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   150,632
Positions
    90,449      1,957      2,667      8,460     32,667        891     29,091     73,682      3,253        500      4,714          0     15,322     30,802
 
Changes from:       September 13, 2011                               Total Change is:     2,671
    23,975     -1,516     -6,374      1,430     -1,440       -396     -3,426     15,462     -1,510     -1,054       -482       -114     -9,861       -959
 
Percent of Open Interest Represented by Each Category of Trader
      60.0        1.3        1.8        5.6       21.7        0.6       19.3       48.9        2.2        0.3        3.1        0.0       10.2       20.4
 
Number of Traders in Each Category                                    Total Traders:        91
        16          5          6          4         13          4         17         29         16          .          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   139,582
Positions
       870     67,963      5,965     37,476      8,683      1,223     57,172     18,766      4,441      1,920      2,555          0     30,515     29,985
 
Changes from:       September 13, 2011                               Total Change is:   -21,931
   -10,050     -2,637    -18,373        630       -562         81      5,531      5,258     -1,990        920       -208          0      1,319     -3,502
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       48.7        4.3       26.8        6.2        0.9       41.0       13.4        3.2        1.4        1.8        0.0       21.9       21.5
 
Number of Traders in Each Category                                    Total Traders:        98
         .         15          8         11          7          5         31         24         19          .          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   250,477
Positions
    91,878      7,949     12,505     30,439     34,626      2,330     36,520     84,936     30,200      6,015     10,507      3,019     37,570     64,405
 
Changes from:       September 13, 2011                               Total Change is:   -61,191
    14,709    -27,170    -37,056     -1,886        -84        547    -27,121     12,640     -1,833       -387        441      1,010     -9,175     -9,687
 
Percent of Open Interest Represented by Each Category of Trader
      36.7        3.2        5.0       12.2       13.8        0.9       14.6       33.9       12.1        2.4        4.2        1.2       15.0       25.7
 
Number of Traders in Each Category                                    Total Traders:       189
        24         11         14         16         27         14         20         66         40          8         17         10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    86,665
Positions
    14,209     35,085      3,315      3,237      8,795        325     36,505     13,947      3,450      1,054         53        593     23,977     21,102
 
Changes from:       September 13, 2011                               Total Change is:   -45,082
     3,341    -32,722    -11,256        -87        598         -7    -33,127        283        681         47         53        208     -4,884     -2,921
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       40.5        3.8        3.7       10.1        0.4       42.1       16.1        4.0        1.2        0.1        0.7       27.7       24.3
 
Number of Traders in Each Category                                    Total Traders:        69
         8         10          8          .          6          .         21         18         12          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    99,460
Positions
    50,697     54,568     29,873          0          0          0     15,129     12,184      1,423        424          0          0      1,914      1,412
 
Changes from:       September 13, 2011                               Total Change is:    -7,902
      -398     -1,077     -5,202          0          0          0     -1,968       -182        179       -552          0          0         38     -1,621
 
Percent of Open Interest Represented by Each Category of Trader
      51.0       54.9       30.0        0.0        0.0        0.0       15.2       12.3        1.4        0.4        0.0        0.0        1.9        1.4
 
Number of Traders in Each Category                                    Total Traders:        25
         8         10         14          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    76,010
Positions
    37,457     36,101          0     23,404      2,908          0      9,959     26,025        244      1,414      4,744          0      3,532      5,988
 
Changes from:       September 13, 2011                               Total Change is:   -43,065
   -11,953    -28,817     -6,538      2,322        693          0    -19,360     -1,146     -4,245        503        376          0     -3,794     -3,388
 
Percent of Open Interest Represented by Each Category of Trader
      49.3       47.5        0.0       30.8        3.8        0.0       13.1       34.2        0.3        1.9        6.2        0.0        4.6        7.9
 
Number of Traders in Each Category                                    Total Traders:        88
         4         11          0          5          4          0         15         34          4          6          9          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    22,307
Positions
     2,409     17,720          2        455          0          0     15,530      3,078          0        552        165          0      3,359      1,342
 
Changes from:       September 13, 2011                               Total Change is:   -12,357
    -1,962     -5,723     -6,697         19          0          0     -1,978      1,019       -163       -129          0          0     -1,447       -793
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       79.4        0.0        2.0        0.0        0.0       69.6       13.8        0.0        2.5        0.7        0.0       15.1        6.0
 
Number of Traders in Each Category                                    Total Traders:        39
         4          9          .          .          0          0         13          7          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    34,318
Positions
    15,525     16,617        143      3,016      3,229        466      7,298      6,712      1,044      2,810        756        271      3,746      5,081
 
Changes from:       September 13, 2011                               Total Change is:   -30,332
    -4,377     -8,676    -11,089       -133       -365         60     -1,067         19     -6,325     -1,080        723       -996     -5,324     -3,683
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       48.4        0.4        8.8        9.4        1.4       21.3       19.6        3.0        8.2        2.2        0.8       10.9       14.8
 
Number of Traders in Each Category                                    Total Traders:        70
        20         12          5          5          7          .          8         14          6          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    68,636
Positions
    31,050     33,235        287      6,031      6,457        932     14,596     13,423      2,087      5,620      1,512        542      7,491     10,162
 
Changes from:       September 13, 2011                               Total Change is:   -28,858
    -2,264     -9,962     -9,032      1,116       -183        119     -7,099     -1,454     -5,504       -697      1,446       -809     -4,689     -3,479
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       48.4        0.4        8.8        9.4        1.4       21.3       19.6        3.0        8.2        2.2        0.8       10.9       14.8
 
Number of Traders in Each Category                                    Total Traders:        70
        20         12          5          5          7          .          8         14          6          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 1,010,148
Positions
   110,864    122,308     47,789    395,802    214,980     63,180     62,008    191,973    127,215     18,634     50,370     29,328    155,326    163,003
 
Changes from:       September 13, 2011                               Total Change is:  -572,750
   -58,394     -5,899   -155,627     -6,022    -21,165     -5,452    -44,763    -42,788   -253,900     -3,460    -41,040    -20,299    -24,835    -26,582
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       12.1        4.7       39.2       21.3        6.3        6.1       19.0       12.6        1.8        5.0        2.9       15.4       16.1
 
Number of Traders in Each Category                                    Total Traders:       614
        32         58         39        109         75         69         74        170        100         33         62         30
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   360,377
Positions
    33,780     63,687     17,825    120,820     44,410     12,819     25,364     41,495     60,083      6,073     18,144     14,699     68,913     87,214
 
Changes from:       September 13, 2011                               Total Change is:  -304,039
   -86,810     -9,255    -58,442      3,067      4,883       -868    -48,941   -113,488    -72,876     -2,811    -18,168    -12,690    -23,667    -23,135
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       17.7        4.9       33.5       12.3        3.6        7.0       11.5       16.7        1.7        5.0        4.1       19.1       24.2
 
Number of Traders in Each Category                                    Total Traders:       137
        10         15          9         31         14         16         19         33         42          4         11          8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 3,248,858
Positions
   495,982    403,668     39,262  1,391,268    869,215    235,445    230,487    799,658    288,393     76,632    174,951     59,321    432,068    378,944
 
Changes from:       September 13, 2011                               Total Change is:-1,343,557
   -75,090   -200,397   -268,750    -45,794   -130,585    -22,567   -627,027   -294,419   -257,201    -17,059   -128,175    -24,229     -5,839    -17,234
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       12.4        1.2       42.8       26.8        7.2        7.1       24.6        8.9        2.4        5.4        1.8       13.3       11.7
 
Number of Traders in Each Category                                    Total Traders:       568
        33         54         32         96         70         63         72        154         86         32         56         27
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   104,878
Positions
    16,871     22,122          0     65,532     53,653      3,213      9,994     13,834        425      1,514      6,418          0      7,329      5,214
 
Changes from:       September 13, 2011                               Total Change is:   -20,089
      -110     -2,087     -9,954      4,275     -1,213     -1,915     -8,199      1,786       -664          0      2,027     -1,576     -1,946     -6,493
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       21.1        0.0       62.5       51.2        3.1        9.5       13.2        0.4        1.4        6.1        0.0        7.0        5.0
 
Number of Traders in Each Category                                    Total Traders:        89
         8          9          0         34         14          9          9         12          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    62,770
Positions
    18,395     17,834        296     19,163     21,657      1,255     15,641     14,025        681      1,171      2,339        245      5,923      4,439
 
Changes from:       September 13, 2011                               Total Change is:   -66,608
    -7,536     -4,567    -31,145     -1,048     -2,387       -860      1,118      2,524    -19,875        285     -1,536       -786     -6,760     -7,975
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       28.4        0.5       30.5       34.5        2.0       24.9       22.3        1.1        1.9        3.7        0.4        9.4        7.1
 
Number of Traders in Each Category                                    Total Traders:       215
        24         26          5         30         24         11         48         45         21          8         10          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   313,850
Positions
    91,974     89,169      1,478     95,813    108,285      6,277     78,205     70,124      3,403      5,856     11,694      1,227     29,616     22,193
 
Changes from:       September 13, 2011                               Total Change is:  -168,912
   -63,606    -55,472    -38,013     -3,568    -11,933     -4,302    -19,435    -27,891    -21,574      1,545     -6,859     -2,217    -17,742       -652
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       28.4        0.5       30.5       34.5        2.0       24.9       22.3        1.1        1.9        3.7        0.4        9.4        7.1
 
Number of Traders in Each Category                                    Total Traders:       215
        24         26          5         30         24         11         48         45         21          8         10          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   453,905
Positions
   248,575     21,989     15,118    109,260    220,156     34,843     25,310    117,029      4,420      1,743     19,648         84     14,552     20,618
 
Changes from:       September 13, 2011                               Total Change is:   -57,136
   -17,314     -2,271    -14,724     10,935     -2,797     -2,728    -20,610    -10,075     -5,424       -368     -1,173       -594     -6,310    -17,350
 
Percent of Open Interest Represented by Each Category of Trader
      54.8        4.8        3.3       24.1       48.5        7.7        5.6       25.8        1.0        0.4        4.3        0.0        3.2        4.5
 
Number of Traders in Each Category                                    Total Traders:       240
        23         13          4         49         52         27         21         63         15          4         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    26,440
Positions
     7,823      1,750         20      4,214      1,594        198      6,158      6,374          0        826      4,514          0      7,201     11,990
 
Changes from:       September 13, 2011                               Total Change is:      -680
        72        140         20        204       -233        -34     -1,276       -885         -1        310        162          0         25        151
 
Percent of Open Interest Represented by Each Category of Trader
      29.6        6.6        0.1       15.9        6.0        0.7       23.3       24.1        0.0        3.1       17.1        0.0       27.2       45.3
 
Number of Traders in Each Category                                    Total Traders:        38
         9          .          .          7          .          .          8          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    31,544
Positions
     9,673     13,087        514      7,161      2,636        656      6,568      6,954        214      1,000          0          0      5,758      7,483
 
Changes from:       September 13, 2011                               Total Change is:    -4,597
       554     -1,395        213        601     -4,135        157       -373        507        214       -528          0          0     -5,435       -158
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       41.5        1.6       22.7        8.4        2.1       20.8       22.0        0.7        3.2        0.0        0.0       18.3       23.7
 
Number of Traders in Each Category                                    Total Traders:        53
        14         11          .          8          .          .          6         10          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    41,351
Positions
       382      2,189      1,598     26,962     24,266      4,589      3,310      7,059          5      1,257          0          0      3,248      1,645
 
Changes from:       September 13, 2011                               Total Change is:    -6,089
       -49     -2,028     -2,574        965       -246       -243       -428      2,042     -2,558       -173          0          0     -1,029       -482
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        5.3        3.9       65.2       58.7       11.1        8.0       17.1        0.0        3.0        0.0        0.0        7.9        4.0
 
Number of Traders in Each Category                                    Total Traders:        49
         .          .          .         15         20          9          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    55,433
Positions
     9,151     21,239      2,165     27,421     11,034      1,231      7,265     14,466        534      1,857        144        161      5,648      4,459
 
Changes from:       September 13, 2011                               Total Change is:    -9,678
       129      3,094     -2,611      3,011     -1,916       -251        328       -400     -2,607          0         -6       -932     -6,745     -4,049
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       38.3        3.9       49.5       19.9        2.2       13.1       26.1        1.0        3.3        0.3        0.3       10.2        8.0
 
Number of Traders in Each Category                                    Total Traders:        70
        11          8          .         19          7          6         14          5          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   831,895
Positions
    11,777    136,187     51,607    339,716    128,829     82,614     47,185    110,923    117,301      8,597     52,495     16,536    156,561    135,403
 
Changes from:       September 13, 2011                               Total Change is:    24,837
       974      5,669       -928      8,601     -3,300     11,743      3,641     10,088      5,571     -1,996       -919      4,628     -7,397     -7,717
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       16.4        6.2       40.8       15.5        9.9        5.7       13.3       14.1        1.0        6.3        2.0       18.8       16.3
 
Number of Traders in Each Category                                    Total Traders:       170
         7         22         20         42         24         36         27         36         38          .          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   382,748
Positions
     6,856    178,265      5,149    268,785     17,335     23,862      2,028    108,578      3,570      5,142      2,034          0     67,357     43,956
 
Changes from:       September 13, 2011                               Total Change is:   -18,368
     4,369     -1,731      2,105    -23,145        343      1,607         -5    -11,976     -5,208      2,267     -2,266          0       -359     -1,243
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       46.6        1.3       70.2        4.5        6.2        0.5       28.4        0.9        1.3        0.5        0.0       17.6       11.5
 
Number of Traders in Each Category                                    Total Traders:        76
         4         13          7         36          5         15          .         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   830,153
Positions
    54,904    109,357     18,503    131,335    226,672     91,774    289,455    137,906     70,227     63,858     51,834      4,130    105,967    119,750
 
Changes from:       September 13, 2011                               Total Change is:    32,674
   -26,447     38,239      1,937     11,256     -1,924     -5,187     77,207     -6,360        667    -22,350      6,127       -879     -3,530         53
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       13.2        2.2       15.8       27.3       11.1       34.9       16.6        8.5        7.7        6.2        0.5       12.8       14.4
 
Number of Traders in Each Category                                    Total Traders:       237
        13         34         16         31         51         40         37         39         29          8         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 1,907,366
Positions
    59,445    214,609    121,793    736,358    528,214    224,865    164,080    146,441    202,478     54,245     99,678     36,348    307,754    332,940
 
Changes from:       September 13, 2011                               Total Change is:   -52,183
    -4,939        244     -4,813    -25,833     -5,725    -22,581      3,160    -43,178     15,919      9,004     10,108     -1,053    -21,047     -1,105
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       11.3        6.4       38.6       27.7       11.8        8.6        7.7       10.6        2.8        5.2        1.9       16.1       17.5
 
Number of Traders in Each Category                                    Total Traders:       233
        19         28         40         35         54         53         43         35         61          8         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 1,457,186
Positions
    92,714    129,224     69,670    398,423    589,370    126,896    254,210     90,662    109,243    164,774     56,948     27,225    214,032    257,949
 
Changes from:       September 13, 2011                               Total Change is:     5,245
    -6,931    -46,594        934     -4,712     25,705     17,009    -18,631     -6,685      6,112     11,198     10,519      1,621     -1,355     -3,375
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        8.9        4.8       27.3       40.4        8.7       17.4        6.2        7.5       11.3        3.9        1.9       14.7       17.7
 
Number of Traders in Each Category                                    Total Traders:       187
        12         26         27         18         51         35         41         23         40          6         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   952,287
Positions
   273,024    264,856    230,526      3,760      5,359      3,474     52,084     68,469    285,700     19,805      5,562     44,361     39,552     43,979
 
Changes from:       September 13, 2011                               Total Change is:     2,291
     2,673     30,487      6,173       -330      1,999         92    -14,924    -43,092      6,356      1,700        200      2,279     -1,729     -2,203
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       27.8       24.2        0.4        0.6        0.4        5.5        7.2       30.0        2.1        0.6        4.7        4.2        4.6
 
Number of Traders in Each Category                                    Total Traders:       146
        34         33         53          .          5          .         22         33         44          .          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 is15,044,257
Positions
   685,603  3,161,956  3,142,550  2,977,700    122,482    208,100    702,129    662,239  5,400,746     88,217    414,724  1,023,645    815,568    907,816
 
Changes from:       September 13, 2011                               Total Change is:-3,139,596
  -353,853   -258,923   -574,051   -254,843    -27,430    -56,515     73,438   -116,229 -1,446,176      8,279    -42,879   -471,344    -64,531   -146,049
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       21.0       20.9       19.8        0.8        1.4        4.7        4.4       35.9        0.6        2.8        6.8        5.4        6.0
 
Number of Traders in Each Category                                    Total Traders:       295
        29         65         89         10         20         24         52         76        114         13         17         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    10,807
Positions
     3,701      4,367          0        833        790         12      2,336      5,313          4      3,601        240          0        320         81
 
Changes from:       September 13, 2011                               Total Change is:        88
       596        302         -5         17          0          0       -572         -9          4          0       -220          0         48         16
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       40.4        0.0        7.7        7.3        0.1       21.6       49.2        0.0       33.3        2.2        0.0        3.0        0.7
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          0          .          4          .          7          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    15,557
Positions
    12,406     10,087          0      1,278      1,786         12      1,453      3,189          0         80        435          0        328         48
 
Changes from:       September 13, 2011                               Total Change is:    -5,546
    -5,356       -320        -94         -6        203         -4       -171       -311          0          0     -5,000          0         85        -20
 
Percent of Open Interest Represented by Each Category of Trader
      79.7       64.8        0.0        8.2       11.5        0.1        9.3       20.5        0.0        0.5        2.8        0.0        2.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        26
         4          5          0          .          5          .          4          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    62,968
Positions
    17,541     47,427        555      1,524        619        686     29,360     10,224        848      3,998        854          2      8,454      1,753
 
Changes from:       September 13, 2011                               Total Change is:      -336
    -1,417     23,259     -1,931         39        -36        -50      2,166    -19,226     -1,187      1,617        111       -256        684     -1,019
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       75.3        0.9        2.4        1.0        1.1       46.6       16.2        1.3        6.3        1.4        0.0       13.4        2.8
 
Number of Traders in Each Category                                    Total Traders:       112
         4          6          .          .          .          .         49         14          8         27          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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   178,964
Positions
    40,525     49,312     46,851      4,399        638      6,811     20,734     17,136     24,662      4,688      2,645     13,992     16,302     16,917
 
Changes from:       September 13, 2011                               Total Change is:    13,072
    -3,944      5,821      8,324         32       -105        -43      3,203     -5,926      3,639         36         -9        995        830        376
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       27.6       26.2        2.5        0.4        3.8       11.6        9.6       13.8        2.6        1.5        7.8        9.1        9.5
 
Number of Traders in Each Category                                    Total Traders:       104
        12         12         20          6          .         10         19         18         32          6          8         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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    14,381
Positions
     3,251      4,755      1,634      1,850        396          0      4,389      1,385        989        150      3,491      1,714        404         17
 
Changes from:       September 13, 2011                               Total Change is:     2,507
       201         -9      1,634       -257        -13          0        -35        -92        364          0          3        603         -3         17
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       33.1       11.4       12.9        2.8        0.0       30.5        9.6        6.9        1.0       24.3       11.9        2.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          .          4          .          0          6          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated September 23, 2011