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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   123,238
Positions
    15,974     20,514      8,246     23,035     13,135        326     12,466     36,745     10,586     12,537      1,074      1,108     38,960     31,504
 
Changes from:       September 27, 2011                               Total Change is:    22,745
     8,806      7,113      2,470      4,326      7,839         16        499     -3,246      3,222        772       -195        175      2,460      5,351
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       16.6        6.7       18.7       10.7        0.3       10.1       29.8        8.6       10.2        0.9        0.9       31.6       25.6
 
Number of Traders in Each Category                                    Total Traders:        90
         9         12         10          6          5          .         16         25         14         14          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    38,494
Positions
     6,462      7,021      3,547      1,321        931        129      6,716      4,453      9,463          0         21         50     10,806     12,879
 
Changes from:       September 27, 2011                               Total Change is:     4,355
     2,552        203        693        -33         13          0       -217      1,488      1,768          0         -4          0       -408        194
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       18.2        9.2        3.4        2.4        0.3       17.4       11.6       24.6        0.0        0.1        0.1       28.1       33.5
 
Number of Traders in Each Category                                    Total Traders:        32
         4          8          5          .          .          .          5         11         11          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   193,492
Positions
   117,652      2,170      6,039     11,062     46,716      1,952     31,609     88,474     11,961          3      3,221        236     12,977     32,723
 
Changes from:       September 27, 2011                               Total Change is:    30,372
    17,699       -421      3,051      1,931     14,380      1,069      2,142      7,499      6,213          2         41         56     -1,790     -1,515
 
Percent of Open Interest Represented by Each Category of Trader
      60.8        1.1        3.1        5.7       24.1        1.0       16.3       45.7        6.2        0.0        1.7        0.1        6.7       16.9
 
Number of Traders in Each Category                                    Total Traders:        99
        15          5          8          6         14          5         18         36         18          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   146,847
Positions
     2,175     74,896      6,099     42,433     10,179      1,213     59,787     13,944      4,851      1,749      2,482         96     28,444     33,086
 
Changes from:       September 27, 2011                               Total Change is:     8,326
      -506      8,860       -229      4,652        806        -36      4,534     -2,262         -2        295        -34         96       -479      1,126
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       51.0        4.2       28.9        6.9        0.8       40.7        9.5        3.3        1.2        1.7        0.1       19.4       22.5
 
Number of Traders in Each Category                                    Total Traders:       101
         .         14          9         11          8          5         28         27         20          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   294,371
Positions
    99,532     14,490     17,143     29,378     45,398      3,352     52,907     90,575     42,197      5,344      8,132      4,784     39,734     68,301
 
Changes from:       September 27, 2011                               Total Change is:    22,416
       230      3,874      3,696      1,225      6,432        633      8,557      1,834      6,988       -106     -2,516      1,332       -140        142
 
Percent of Open Interest Represented by Each Category of Trader
      33.8        4.9        5.8       10.0       15.4        1.1       18.0       30.8       14.3        1.8        2.8        1.6       13.5       23.2
 
Number of Traders in Each Category                                    Total Traders:       200
        28         13         15         17         29         16         22         64         43          8         19         13
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   120,990
Positions
    39,315     31,018      6,213      3,564     18,792        728     35,195     23,237      9,536      5,960        956      1,974     18,506     28,537
 
Changes from:       September 27, 2011                               Total Change is:    26,230
    11,419      2,161      1,756         55     10,794        408      3,666        195      4,504      4,890        956        817     -1,286      4,638
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       25.6        5.1        2.9       15.5        0.6       29.1       19.2        7.9        4.9        0.8        1.6       15.3       23.6
 
Number of Traders in Each Category                                    Total Traders:        77
        11          9          9          .          6          .         17         24         17          .          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    89,492
Positions
    54,089     47,149     27,012          0          0          0      5,202     12,693      1,170        424          0          0      1,595      1,468
 
Changes from:       September 27, 2011                               Total Change is:     2,062
     5,901      2,368       -389          0          0          0     -2,250        559        -33          0          0          0     -1,166       -442
 
Percent of Open Interest Represented by Each Category of Trader
      60.4       52.7       30.2        0.0        0.0        0.0        5.8       14.2        1.3        0.5        0.0        0.0        1.8        1.6
 
Number of Traders in Each Category                                    Total Traders:        24
         7         10         14          0          0          0          .          4          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    89,418
Positions
    47,116     40,605          0     17,017      3,300      1,935     19,086     33,873        238      1,275      3,313          0      2,751      6,154
 
Changes from:       September 27, 2011                               Total Change is:     6,320
     6,510      4,526          0      2,212       -681        320     -3,693      2,469       -102        281        -72          0        792       -140
 
Percent of Open Interest Represented by Each Category of Trader
      52.7       45.4        0.0       19.0        3.7        2.2       21.3       37.9        0.3        1.4        3.7        0.0        3.1        6.9
 
Number of Traders in Each Category                                    Total Traders:        91
         5         11          0          5          6          .         19         32          .          6          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    32,190
Positions
    23,547      8,269      5,136        200        428        414      2,434      1,840          0          0     15,138          0        459        965
 
Changes from:       September 27, 2011                               Total Change is:    -2,807
    -7,525     -7,988      5,070          0        275       -274         69        147          0       -117          0          0        -30        -37
 
Percent of Open Interest Represented by Each Category of Trader
      73.2       25.7       16.0        0.6        1.3        1.3        7.6        5.7        0.0        0.0       47.0        0.0        1.4        3.0
 
Number of Traders in Each Category                                    Total Traders:        20
         6          4          .          .          .          .          .          4          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    26,211
Positions
    12,144     14,542         26        193        213          0     11,905      8,150        102        347        510          0      1,494      2,668
 
Changes from:       September 27, 2011                               Total Change is:     2,407
     4,732     -1,392         21       -264        213          0     -1,270      2,562        102       -147        232          0       -767        669
 
Percent of Open Interest Represented by Each Category of Trader
      46.3       55.5        0.1        0.7        0.8        0.0       45.4       31.1        0.4        1.3        1.9        0.0        5.7       10.2
 
Number of Traders in Each Category                                    Total Traders:        38
         7          6          .          .          .          0          8         12          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    52,699
Positions
    21,694     25,650      2,795      2,933      4,204        486      7,669      6,077      5,514      3,743        160      1,956      5,909      5,857
 
Changes from:       September 27, 2011                               Total Change is:     2,864
    -1,710      4,119        122       -460        555       -103      4,840     -1,087       -662       -760       -430        455      1,143       -105
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       48.7        5.3        5.6        8.0        0.9       14.6       11.5       10.5        7.1        0.3        3.7       11.2       11.1
 
Number of Traders in Each Category                                    Total Traders:        87
        23         11          8          5          9          .         21         13         12          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    12,424
Positions
     7,733      8,583          0        565        292          0        799      2,658          4      1,600          0          1      1,722        886
 
Changes from:       September 27, 2011                               Total Change is:    -1,272
    -1,543     -1,000          0        -45          0          0         28       -389          1         23          0         -0        264        116
 
Percent of Open Interest Represented by Each Category of Trader
      62.2       69.1        0.0        4.5        2.4        0.0        6.4       21.4        0.0       12.9        0.0        0.0       13.9        7.1
 
Number of Traders in Each Category                                    Total Traders:        20
         7          5          0          .          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    80,551
Positions
    32,567     38,779        944      4,736      7,824        972     19,935     13,033      4,826      7,391      3,425        805      8,374      9,942
 
Changes from:       September 27, 2011                               Total Change is:     8,272
      -701      9,873        609       -830      1,109       -206      8,881     -2,137       -584       -658         47          3      1,758       -442
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       48.1        1.2        5.9        9.7        1.2       24.7       16.2        6.0        9.2        4.3        1.0       10.4       12.3
 
Number of Traders in Each Category                                    Total Traders:        83
        22         11          5          4          8          .         21         12         10          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 1,133,466
Positions
   128,943    115,605     61,897    372,712    270,925     73,340     73,162    166,179    208,702     20,207     45,105     35,237    159,264    156,475
 
Changes from:       September 27, 2011                               Total Change is:    65,206
     9,014     -3,801     11,006    -10,743     25,796      8,573       -573     -2,068     31,893       -141     -8,876      3,897     12,280     -1,213
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       10.2        5.5       32.9       23.9        6.5        6.5       14.7       18.4        1.8        4.0        3.1       14.1       13.8
 
Number of Traders in Each Category                                    Total Traders:       622
        32         60         43        102         85         71         76        168        128         36         62         30
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   415,933
Positions
    50,362     60,654     22,778    113,258     49,573     12,594     31,549     66,020     81,917      9,292     14,556     15,676     78,507     92,163
 
Changes from:       September 27, 2011                               Total Change is:    20,452
     2,411      2,471      3,203     -5,136      4,678          6      1,285      2,716      8,417        803     -2,391      1,541      7,921       -189
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       14.6        5.5       27.2       11.9        3.0        7.6       15.9       19.7        2.2        3.5        3.8       18.9       22.2
 
Number of Traders in Each Category                                    Total Traders:       150
        13         15         12         27         15         18         26         37         54          9          8         10
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,587,665
Positions
   531,129    412,976     57,375  1,314,547  1,124,032    286,451    422,775    715,507    419,217     84,962    183,129     67,418    403,789    321,559
 
Changes from:       September 27, 2011                               Total Change is:   223,766
    67,778      3,407      4,248    -24,941    108,682     39,740     44,488     29,857     63,598      5,438    -22,268      1,621     21,796     -5,118
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       11.5        1.6       36.6       31.3        8.0       11.8       19.9       11.7        2.4        5.1        1.9       11.3        9.0
 
Number of Traders in Each Category                                    Total Traders:       575
        34         53         35         90         80         62         76        150        109         34         58         26
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   117,610
Positions
    31,120     14,121         66     51,730     65,812     12,407     12,270     13,608        448      1,534      6,784          0      8,034      4,364
 
Changes from:       September 27, 2011                               Total Change is:    11,278
    12,927     -5,093         41    -14,082      8,787      7,310      3,501        294        414         56        346          0      1,110       -822
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       12.0        0.1       44.0       56.0       10.5       10.4       11.6        0.4        1.3        5.8        0.0        6.8        3.7
 
Number of Traders in Each Category                                    Total Traders:        86
         8          8          .         30         16         10          9         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    81,268
Positions
    24,783     23,238      3,016     18,655     21,520      1,482     15,123     11,649      5,469      1,085      3,745        255     11,399     10,894
 
Changes from:       September 27, 2011                               Total Change is:     3,380
       679     -3,619      1,619       -939      1,557         18     -1,035        114      2,187         98      1,420       -157        910        242
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       28.6        3.7       23.0       26.5        1.8       18.6       14.3        6.7        1.3        4.6        0.3       14.0       13.4
 
Number of Traders in Each Category                                    Total Traders:       217
        24         25         11         28         28         13         45         48         23          9         10          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    15,378
Positions
     5,805     10,202         20        269        300          0      2,187      2,460          0          0      1,082          0      7,097      1,314
 
Changes from:       September 27, 2011                               Total Change is:     1,857
     1,419       -640          0          0          0          0       -118      2,217          0       -200      1,082          0        756       -802
 
Percent of Open Interest Represented by Each Category of Trader
      37.7       66.3        0.1        1.7        2.0        0.0       14.2       16.0        0.0        0.0        7.0        0.0       46.1        8.5
 
Number of Traders in Each Category                                    Total Traders:        24
         9          7          .          .          .          0          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   329,452
Positions
   107,322     77,610      2,548     91,931    106,102      7,411     81,978     63,241     10,049      5,425     13,315      1,275     21,514     47,901
 
Changes from:       September 27, 2011                               Total Change is:     7,616
     3,412     -7,786        986     -4,693      7,784         90        319     -5,614      6,031        488        691        213        770      5,221
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       23.6        0.8       27.9       32.2        2.2       24.9       19.2        3.1        1.6        4.0        0.4        6.5       14.5
 
Number of Traders in Each Category                                    Total Traders:       215
        23         24          7         28         28         13         45         48         20          9         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   494,447
Positions
   274,899     32,040     18,343    101,504    223,240     37,567     40,610    125,644      5,236      1,865     29,205         80     14,344     23,092
 
Changes from:       September 27, 2011                               Total Change is:    27,266
    14,600      5,095        936      1,312      5,386     -3,833     11,664      9,208      1,489        383      8,336        -10        725        659
 
Percent of Open Interest Represented by Each Category of Trader
      55.6        6.5        3.7       20.5       45.1        7.6        8.2       25.4        1.1        0.4        5.9        0.0        2.9        4.7
 
Number of Traders in Each Category                                    Total Traders:       243
        23         10          .         49         51         29         23         66         19          4         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    25,487
Positions
     8,181      1,300         70      3,722      2,317         96      5,552      4,986          5        467      5,433          0      7,394     11,280
 
Changes from:       September 27, 2011                               Total Change is:      -285
     1,199       -450          0         38         13       -102     -2,079         87          3         31        220          0        625        -56
 
Percent of Open Interest Represented by Each Category of Trader
      32.1        5.1        0.3       14.6        9.1        0.4       21.8       19.6        0.0        1.8       21.3        0.0       29.0       44.3
 
Number of Traders in Each Category                                    Total Traders:        41
        10          .          .          7          4          .          9          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    36,915
Positions
    10,532     14,638        668      6,577      6,367        339      3,460      6,822      1,930        957          0          0     12,452      6,151
 
Changes from:       September 27, 2011                               Total Change is:     6,280
      -807        289         95        -35      3,098          0         83       -454      1,356       -142          0          0      5,730      1,896
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       39.7        1.8       17.8       17.2        0.9        9.4       18.5        5.2        2.6        0.0        0.0       33.7       16.7
 
Number of Traders in Each Category                                    Total Traders:        52
        14         11          .          6          .          .          .         13          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    44,503
Positions
     1,373      1,572      1,628     28,418     28,718      4,991      4,166      5,762          5        284          0          0      3,638      1,827
 
Changes from:       September 27, 2011                               Total Change is:       784
       547       -184         -8         29        704        -54          4         57          0          0          0          0        266        269
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        3.5        3.7       63.9       64.5       11.2        9.4       12.9        0.0        0.6        0.0        0.0        8.2        4.1
 
Number of Traders in Each Category                                    Total Traders:        53
         .          .          .         17         21          8          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    63,284
Positions
    11,623     26,154      3,762     29,471     11,631      1,596      7,919      7,807        629      2,005      1,915        371      5,908      9,419
 
Changes from:       September 27, 2011                               Total Change is:     5,682
       875     -1,755        823      1,640        221        123      1,721       -839         -8         -9        184         18        499      6,915
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       41.3        5.9       46.6       18.4        2.5       12.5       12.3        1.0        3.2        3.0        0.6        9.3       14.9
 
Number of Traders in Each Category                                    Total Traders:        72
        11         11          .         15          8          4         13          6          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   809,615
Positions
    10,143    137,148     47,881    346,824    120,563     81,894     43,103     97,472    105,742      9,653     51,912     16,005    148,369    150,997
 
Changes from:       September 27, 2011                               Total Change is:    32,370
     2,002        611      7,998      1,789     -6,205      3,263        495         58     11,633      1,662         19      6,253     -2,724      8,741
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       16.9        5.9       42.8       14.9       10.1        5.3       12.0       13.1        1.2        6.4        2.0       18.3       18.7
 
Number of Traders in Each Category                                    Total Traders:       166
         7         28         25         43         21         38         35         21         36          5          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   383,106
Positions
     8,471    171,226      2,164    263,517     17,222     30,134      2,003    102,670      5,335      2,875      5,168          0     68,608     49,188
 
Changes from:       September 27, 2011                               Total Change is:     1,938
    -4,102     -5,756       -696      2,325        981      4,192        110     -4,880      2,070     -2,267      3,046          0        305      2,980
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       44.7        0.6       68.8        4.5        7.9        0.5       26.8        1.4        0.8        1.3        0.0       17.9       12.8
 
Number of Traders in Each Category                                    Total Traders:        77
         5         13          6         38          5         15          .         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   788,966
Positions
    77,652     64,375     12,692    142,555    226,873     88,627    236,797    136,445     70,401     50,099     53,638      4,159    105,985    131,757
 
Changes from:       September 27, 2011                               Total Change is:   -23,139
     7,756    -20,606     -6,197      9,407      2,044       -688    -17,182     -4,249     -7,862     -3,866      2,984        255     -4,760     11,181
 
Percent of Open Interest Represented by Each Category of Trader
       9.8        8.2        1.6       18.1       28.8       11.2       30.0       17.3        8.9        6.3        6.8        0.5       13.4       16.7
 
Number of Traders in Each Category                                    Total Traders:       220
        16         24         15         33         47         40         32         36         29          8         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 1,785,252
Positions
    72,030    137,840    123,761    650,458    541,029    241,391    145,981    154,485    155,346     56,284     84,133     27,524    312,477    319,742
 
Changes from:       September 27, 2011                               Total Change is:   -31,077
    -1,811    -33,059      9,905    -50,489       -537     27,926     -7,223    -21,005      4,190     -9,898     -5,966      6,669    -10,347    -19,200
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        7.7        6.9       36.4       30.3       13.5        8.2        8.7        8.7        3.2        4.7        1.5       17.5       17.9
 
Number of Traders in Each Category                                    Total Traders:       232
        21         29         38         31         56         52         40         38         53          7         10         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 1,356,358
Positions
    96,868    140,088     59,597    405,021    541,600    116,619    187,685     86,500     97,610    176,564     55,504     21,720    194,674    237,120
 
Changes from:       September 27, 2011                               Total Change is:   -50,363
     5,620       -451      2,179      5,989    -47,939      2,873    -90,671      8,750     14,757     16,897     -1,319     -6,490     -1,518    -22,724
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       10.3        4.4       29.9       39.9        8.6       13.8        6.4        7.2       13.0        4.1        1.6       14.4       17.5
 
Number of Traders in Each Category                                    Total Traders:       191
         8         30         24         20         47         35         42         26         33          7         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   817,949
Positions
   250,784    245,470    207,009      3,407      5,364      3,524     44,013     50,082    220,883     18,922      5,330     34,752     34,655     45,534
 
Changes from:       September 27, 2011                               Total Change is:  -110,940
   -22,699    -23,413    -12,218       -793       -862         90     -7,130    -14,813    -59,120     -1,693       -437     -5,090     -2,286      4,924
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       30.0       25.3        0.4        0.7        0.4        5.4        6.1       27.0        2.3        0.7        4.2        4.2        5.6
 
Number of Traders in Each Category                                    Total Traders:       133
        35         27         52          .          4          .         25         24         39          4          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,665,725
Positions
   780,357  2,970,607  3,281,897  2,838,195    119,270    180,181    519,057    569,736  5,241,250     82,981    372,192    957,434    784,372    973,158
 
Changes from:       September 27, 2011                               Total Change is:    68,229
    41,313   -128,714    120,041   -140,239     -6,217    -12,098    -29,157    -52,327     49,964     -8,465    -17,457     38,459      8,413     76,579
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       20.3       22.4       19.4        0.8        1.2        3.5        3.9       35.7        0.6        2.5        6.5        5.3        6.6
 
Number of Traders in Each Category                                    Total Traders:       281
        29         62         87         10         15         23         64         61        117          8         21         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    10,970
Positions
     4,669      3,314          0        734        818         12      1,702      6,486         40      3,500        240          0        313         60
 
Changes from:       September 27, 2011                               Total Change is:      -414
      -220         41          0        -59        -28          0        -48       -459         31       -100          0          0        -18          1
 
Percent of Open Interest Represented by Each Category of Trader
      42.6       30.2        0.0        6.7        7.5        0.1       15.5       59.1        0.4       31.9        2.2        0.0        2.9        0.5
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          0          .          4          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    14,434
Positions
    11,686      8,075          0      1,454      2,122         48        835      3,629          0         80        435          0        331        125
 
Changes from:       September 27, 2011                               Total Change is:      -389
      -786       -398          0        -20        271         26        323       -355          0          0          0          0         68         67
 
Percent of Open Interest Represented by Each Category of Trader
      81.0       55.9        0.0       10.1       14.7        0.3        5.8       25.1        0.0        0.6        3.0        0.0        2.3        0.9
 
Number of Traders in Each Category                                    Total Traders:        27
         4          4          0          .          4          .          5          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    73,277
Positions
    21,140     57,581        578      4,149        244        450     31,046     10,533      1,418      3,449        722          2     11,044      1,749
 
Changes from:       September 27, 2011                               Total Change is:     3,980
     1,169      3,715         18      1,921          0       -214      2,112      1,052       -178     -1,351        -25        -29        532       -358
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       78.6        0.8        5.7        0.3        0.6       42.4       14.4        1.9        4.7        1.0        0.0       15.1        2.4
 
Number of Traders in Each Category                                    Total Traders:       109
         6          5          .          6          .          .         46         14          5         27          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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   146,895
Positions
    27,505     34,589     41,039      4,507      1,806      5,534     17,948     12,286     20,627      2,609      1,526     12,376     14,750     17,112
 
Changes from:       September 27, 2011                               Total Change is:    -2,345
    -3,038     -5,502      1,289        392      1,154       -804      2,848       -573       -788        266        414     -1,403     -1,107      3,868
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       23.5       27.9        3.1        1.2        3.8       12.2        8.4       14.0        1.8        1.0        8.4       10.0       11.6
 
Number of Traders in Each Category                                    Total Traders:       101
        11         10         16          9          4         10         25         12         27          6          9         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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    11,432
Positions
     1,858        450          0      1,749        999          0      6,705      2,032        241        150      7,322        305        424         83
 
Changes from:       September 27, 2011                               Total Change is:     2,119
        98          0          0         59        -62          0      2,099        427       -249          0      1,821        101         11         81
 
Percent of Open Interest Represented by Each Category of Trader
      16.3        3.9        0.0       15.3        8.7        0.0       58.7       17.8        2.1        1.3       64.0        2.7        3.7        0.7
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          0          5          5          .          .          .          .
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```

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Updated October 7, 2011