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Traders in Financial Futures - Futures Only Positions as of September 27, 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    86,146
Positions
     7,078     12,051        206     18,709      5,296        310     12,232     40,457      3,460     11,697      1,269          0     32,454     23,097
 
Changes from:       September 20, 2011                               Total Change is:   -36,911
     1,588    -34,932    -12,214        263         37        -15    -10,888     17,131     -8,236       -456       -814       -156     -6,797      2,288
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       14.0        0.2       21.7        6.1        0.4       14.2       47.0        4.0       13.6        1.5        0.0       37.7       26.8
 
Number of Traders in Each Category                                    Total Traders:        81
         6         11          .          5          5          .         14         23          5         15          .          0
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Traders in Financial Futures - Futures Only Positions as of September 27, 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    23,123
Positions
     2,563      7,143          0      1,354        918        129      8,769      2,971        210         50          0          0     10,048     11,752
 
Changes from:       September 20, 2011                               Total Change is:     1,623
     2,338     -1,034         -7        175         -6          0      1,321      1,059         43          0          0          0     -2,247      1,568
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       30.9        0.0        5.9        4.0        0.6       37.9       12.8        0.9        0.2        0.0        0.0       43.5       50.8
 
Number of Traders in Each Category                                    Total Traders:        32
         4          7          0          .          .          .         10          7          5          .          0          0
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Traders in Financial Futures - Futures Only Positions as of September 27, 2011              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   154,682
Positions
    99,728      1,737         26      9,131     32,336        883     29,354     81,226      2,334          0      3,246          0     13,226     32,894
 
Changes from:       September 20, 2011                               Total Change is:    11,004
     9,432        326         26        671       -331         -8        738      7,933        975       -500     -1,468          0       -330      3,551
 
Percent of Open Interest Represented by Each Category of Trader
      64.5        1.1        0.0        5.9       20.9        0.6       19.0       52.5        1.5        0.0        2.1        0.0        8.6       21.3
 
Number of Traders in Each Category                                    Total Traders:        90
        13          6          .          4         15          4         12         35          6          0          5          0
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Traders in Financial Futures - Futures Only Positions as of September 27, 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   125,732
Positions
     2,557     67,539          9     37,781      9,366      1,208     55,258     15,966        240      1,454      2,107          0     27,225     29,297
 
Changes from:       September 20, 2011                               Total Change is:    -2,096
     1,687     -2,457          4        305        690         26     -2,106     -2,442         88       -466          0          0     -1,634      1,995
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       53.7        0.0       30.0        7.4        1.0       43.9       12.7        0.2        1.2        1.7        0.0       21.7       23.3
 
Number of Traders in Each Category                                    Total Traders:        96
         4         16          .         11          7          4         27         24          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of September 27, 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   215,172
Positions
    98,269     13,083         45     28,053     36,233      2,658     44,206     90,665        959      5,534     10,874        639     34,809     60,016
 
Changes from:       September 20, 2011                               Total Change is:    13,616
     6,573      2,261        -64     -2,289      4,013        412      7,519      3,043         57       -526        234       -281      2,215      3,941
 
Percent of Open Interest Represented by Each Category of Trader
      45.7        6.1        0.0       13.0       16.8        1.2       20.5       42.1        0.4        2.6        5.1        0.3       16.2       27.9
 
Number of Traders in Each Category                                    Total Traders:       181
        27         12          .         14         27         12         21         59         11          8         13          .
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Traders in Financial Futures - Futures Only Positions as of September 27, 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    82,580
Positions
    28,090     29,530        263      3,509      7,998        320     31,788     23,318         13      1,127        279          0     17,470     20,859
 
Changes from:       September 20, 2011                               Total Change is:     3,964
    13,514     -6,043        115        272       -797         -5     -4,937      8,716         13        105         80          0     -5,113      1,885
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       35.8        0.3        4.2        9.7        0.4       38.5       28.2        0.0        1.4        0.3        0.0       21.2       25.3
 
Number of Traders in Each Category                                    Total Traders:        71
        11          9          .          .          5          .         17         23          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 27, 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    83,729
Positions
    44,539     41,132     27,350          0          0          0      7,452     12,134      1,203        424          0          0      2,761      1,910
 
Changes from:       September 20, 2011                               Total Change is:   -12,252
    -2,730    -10,008     -2,472          0          0          0     -7,677        -50       -220          0          0          0        847        498
 
Percent of Open Interest Represented by Each Category of Trader
      53.2       49.1       32.7        0.0        0.0        0.0        8.9       14.5        1.4        0.5        0.0        0.0        3.3        2.3
 
Number of Traders in Each Category                                    Total Traders:        25
         8         11         14          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of September 27, 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    83,098
Positions
    40,606     36,079          0     14,805      3,981      1,615     22,779     31,404        340        994      3,385          0      1,959      6,294
 
Changes from:       September 20, 2011                               Total Change is:     7,088
     3,149        -22          0     -8,599      1,073      1,615     12,820      5,379         96       -420     -1,359          0     -1,573        306
 
Percent of Open Interest Represented by Each Category of Trader
      48.9       43.4        0.0       17.8        4.8        1.9       27.4       37.8        0.4        1.2        4.1        0.0        2.4        7.6
 
Number of Traders in Each Category                                    Total Traders:        94
         4         12          0          4          5          .         19         38          4          5          7          0
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Traders in Financial Futures - Futures Only Positions as of September 27, 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    34,997
Positions
    31,072     16,257         66        200        153        688      2,365      1,693          0        117     15,138          0        489      1,002
 
Changes from:       September 20, 2011                               Total Change is:    -1,764
      -801     -1,858          0       -900        153        688       -233       -760         -3       -205          0          0       -310         16
 
Percent of Open Interest Represented by Each Category of Trader
      88.8       46.5        0.2        0.6        0.4        2.0        6.8        4.8        0.0        0.3       43.3        0.0        1.4        2.9
 
Number of Traders in Each Category                                    Total Traders:        21
         6          4          .          .          .          .          .          4          0          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 27, 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    23,804
Positions
     7,412     15,934          5        457          0          0     13,175      5,588          0        494        278          0      2,261      1,999
 
Changes from:       September 20, 2011                               Total Change is:     1,497
     5,003     -1,786          3          2          0          0     -2,355      2,510          0        -58        113          0     -1,098        657
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       66.9        0.0        1.9        0.0        0.0       55.3       23.5        0.0        2.1        1.2        0.0        9.5        8.4
 
Number of Traders in Each Category                                    Total Traders:        38
         5          6          .          .          0          0          9         12          0          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 27, 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    47,828
Positions
    23,467     21,570      2,550      3,393      3,650        589      2,709      7,212      4,967      4,673        560        942      4,540      5,791
 
Changes from:       September 20, 2011                               Total Change is:    15,076
     7,898      4,922      2,501        378        421        123     -4,495        397      4,946      1,863         11        942        921        814
 
Percent of Open Interest Represented by Each Category of Trader
      49.1       45.1        5.3        7.1        7.6        1.2        5.7       15.1       10.4        9.8        1.2        2.0        9.5       12.1
 
Number of Traders in Each Category                                    Total Traders:        83
        21         12          7          5          8          .         10         18          8          .          4          .
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Traders in Financial Futures - Futures Only Positions as of September 27, 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    13,642
Positions
     9,276      9,583          0        610        292          0        774      3,047          0      1,578          0          0      1,404        720
 
Changes from:       September 20, 2011                               Total Change is:    -2,187
       325        183       -868        -81         19          0         24        565       -341        847          0       -592     -1,501     -1,153
 
Percent of Open Interest Represented by Each Category of Trader
      68.0       70.2        0.0        4.5        2.1        0.0        5.7       22.3        0.0       11.6        0.0        0.0       10.3        5.3
 
Number of Traders in Each Category                                    Total Traders:        20
         7          5          0          .          .          0          .          .          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of September 27, 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    68,372
Positions
    33,394     28,985         87      5,566      6,715      1,178     10,811     15,271      2,991      8,049      2,979         25      6,271     10,141
 
Changes from:       September 20, 2011                               Total Change is:     2,868
     2,256     -4,310        -10       -465        258        246     -3,596      1,642      2,950      2,429      1,880         25       -967        187
 
Percent of Open Interest Represented by Each Category of Trader
      48.8       42.4        0.1        8.1        9.8        1.7       15.8       22.3        4.4       11.8        4.4        0.0        9.2       14.8
 
Number of Traders in Each Category                                    Total Traders:        80
        20         13          .          4          7          .         10         18          5          .          6          .
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Traders in Financial Futures - Futures Only Positions as of September 27, 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   881,093
Positions
   116,445    122,103     33,969    383,032    243,597     63,373     80,056    170,647     41,592     20,310     54,507      5,945    136,371    145,359
 
Changes from:       September 20, 2011                               Total Change is:    31,724
     9,529       -791        370    -12,400     29,918      1,598     12,168    -26,725     27,423        779      5,060        551     -8,294     -5,680
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       13.9        3.9       43.5       27.6        7.2        9.1       19.4        4.7        2.3        6.2        0.7       15.5       16.5
 
Number of Traders in Each Category                                    Total Traders:       586
        31         56         21        109         74         63         74        150         63         25         66          9
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Traders in Financial Futures - Futures Only Positions as of September 27, 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   285,734
Positions
    43,144     60,473      6,736    117,964     43,921     11,622     32,339     58,759        961      8,484     17,652        238     64,246     85,372
 
Changes from:       September 20, 2011                               Total Change is:    20,476
    11,593     -6,262      2,382     -2,496        174       -137      4,855     19,754        260      1,663       -826       -286      2,642      5,417
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       21.2        2.4       41.3       15.4        4.1       11.3       20.6        0.3        3.0        6.2        0.1       22.5       29.9
 
Number of Traders in Each Category                                    Total Traders:       127
        11         16          5         27         15         12         19         28          8          5          6          .
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Traders in Financial Futures - Futures Only Positions as of September 27, 2011              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,976,793
Positions
   466,099    407,746     36,570  1,339,519  1,012,560    244,572    412,363    733,219     29,379     80,084    205,230      7,580    360,627    299,937
 
Changes from:       September 20, 2011                               Total Change is:    56,241
   -30,905      6,773     10,523    -51,752    146,489     10,907    176,999    -91,961     -4,619      2,089     35,935     -2,321    -54,680    -55,485
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       13.7        1.2       45.0       34.0        8.2       13.9       24.6        1.0        2.7        6.9        0.3       12.1       10.1
 
Number of Traders in Each Category                                    Total Traders:       553
        31         52         13         96         70         56         80        135         44         25         64          6
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Traders in Financial Futures - Futures Only Positions as of September 27, 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   106,308
Positions
    18,193     19,214         25     65,812     57,025      5,097      8,769     13,314         34      1,478      6,438          0      6,900      5,161
 
Changes from:       September 20, 2011                               Total Change is:     1,453
     1,322     -2,908         25        280      3,372      1,884     -1,225       -502       -388        -36         20          0       -409        -50
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       18.1        0.0       61.9       53.6        4.8        8.2       12.5        0.0        1.4        6.1        0.0        6.5        4.9
 
Number of Traders in Each Category                                    Total Traders:        87
         7         10          .         33         14         10          9         11          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 27, 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    76,827
Positions
    24,168     26,874      1,226     19,594     19,963      1,460     16,114     11,486      2,733        942      2,367        217     10,374     10,503
 
Changes from:       September 20, 2011                               Total Change is:    14,841
     5,759      9,055      1,019        431     -1,691        207        486     -2,487      2,420       -190        -51        174      4,536      6,196
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       35.0        1.6       25.5       26.0        1.9       21.0       15.0        3.6        1.2        3.1        0.3       13.5       13.7
 
Number of Traders in Each Category                                    Total Traders:       216
        25         28          7         28         26         14         43         48         19          7         11          .
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Traders in Financial Futures - Futures Only Positions as of September 27, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,510
Positions
     4,386     10,842         20        269        300          0      2,305        243          0        200          0          0      6,330      2,105
 
Changes from:       September 20, 2011                               Total Change is:   -19,279
   -11,939     -4,140     -2,013        -65        300          0     -8,187     -7,133        -55       -143       -507          0      3,123     -5,731
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       80.3        0.1        2.0        2.2        0.0       17.1        1.8        0.0        1.5        0.0        0.0       46.9       15.6
 
Number of Traders in Each Category                                    Total Traders:        21
         7          7          .          .          .          0          .          .          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of September 27, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   316,586
Positions
   104,231     85,481        708     96,624     98,313      7,299     81,439     68,610      1,268      4,712     12,834         85     20,220     41,988
 
Changes from:       September 20, 2011                               Total Change is:     6,656
    12,185     -3,615       -328        811     -9,954      1,036      3,299     -1,256       -294       -952        744       -132     -8,969     20,455
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       27.0        0.2       30.5       31.1        2.3       25.7       21.7        0.4        1.5        4.1        0.0        6.4       13.3
 
Number of Traders in Each Category                                    Total Traders:       215
        25         27          4         28         26         14         42         49         15          7         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   465,993
Positions
   260,253     26,945     17,348    100,192    217,854     41,400     29,128    116,622      2,658      1,515     20,869          0     13,499     22,297
 
Changes from:       September 20, 2011                               Total Change is:    13,197
    11,708      4,956      2,299     -9,068     -2,302      6,557      3,606       -617       -728       -255      1,221          0       -922      1,811
 
Percent of Open Interest Represented by Each Category of Trader
      55.8        5.8        3.7       21.5       46.8        8.9        6.3       25.0        0.6        0.3        4.5        0.0        2.9        4.8
 
Number of Traders in Each Category                                    Total Traders:       239
        24         11          .         48         52         28         22         65         10          .         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    25,772
Positions
     6,982      1,750         70      3,684      2,304        198      7,631      4,899          2        436      5,213          0      6,769     11,336
 
Changes from:       September 20, 2011                               Total Change is:      -668
      -841          0         50       -530        710          0      1,473     -1,475          2       -390        699          0       -432       -654
 
Percent of Open Interest Represented by Each Category of Trader
      27.1        6.8        0.3       14.3        8.9        0.8       29.6       19.0        0.0        1.7       20.2        0.0       26.3       44.0
 
Number of Traders in Each Category                                    Total Traders:        41
        10          .          .          7          .          .         11          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    30,635
Positions
    11,339     14,349        573      6,612      3,269        339      3,377      7,276        574      1,099          0          0      6,722      4,255
 
Changes from:       September 20, 2011                               Total Change is:      -909
     1,666      1,262         59       -549        633       -317     -3,191        322        360         99          0          0        964     -3,228
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       46.8        1.9       21.6       10.7        1.1       11.0       23.8        1.9        3.6        0.0        0.0       21.9       13.9
 
Number of Traders in Each Category                                    Total Traders:        58
        16         13          .          6          .          .          .         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    43,719
Positions
       826      1,756      1,636     28,389     28,014      5,045      4,162      5,705          5        284          0          0      3,372      1,558
 
Changes from:       September 20, 2011                               Total Change is:     2,368
       444       -433         38      1,427      3,748        456        852     -1,354          0       -973          0          0        124        -87
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        4.0        3.7       64.9       64.1       11.5        9.5       13.0        0.0        0.6        0.0        0.0        7.7        3.6
 
Number of Traders in Each Category                                    Total Traders:        50
         .          .          .         15         20          9          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    57,602
Positions
    10,748     27,909      2,939     27,831     11,410      1,473      6,198      8,646        637      2,014      1,731        353      5,409      2,504
 
Changes from:       September 20, 2011                               Total Change is:     2,169
     1,597      6,670        774        410        376        242     -1,067     -5,820        103        157      1,587        192       -239     -1,955
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       48.5        5.1       48.3       19.8        2.6       10.8       15.0        1.1        3.5        3.0        0.6        9.4        4.3
 
Number of Traders in Each Category                                    Total Traders:        69
        12          9          .         17          7          4         11          5          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   638,290
Positions
    14,474    136,098      1,469    344,832    126,138     73,788     41,810    100,190     17,214      7,980     52,475          0    136,723    130,918
 
Changes from:       September 20, 2011                               Total Change is:   -13,273
    -4,949     -4,934     -1,805      7,823     -2,695     -1,796     -6,818    -13,641      1,517       -494       -978          0     -6,751     11,059
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       21.3        0.2       54.0       19.8       11.6        6.6       15.7        2.7        1.3        8.2        0.0       21.4       20.5
 
Number of Traders in Each Category                                    Total Traders:       157
         8         20          .         41         24         32         29         25         15          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   377,248
Positions
    12,573    175,320      2,860    261,002     16,241     25,878      1,893    108,797      1,766      5,142      2,122          0     66,134     44,264
 
Changes from:       September 20, 2011                               Total Change is:       676
     5,789     -1,793        164     -7,688     -1,094      2,018       -135       -709       -123          0         88          0        651      2,125
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       46.5        0.8       69.2        4.3        6.9        0.5       28.8        0.5        1.4        0.6        0.0       17.5       11.7
 
Number of Traders in Each Category                                    Total Traders:        74
         .         13          4         36          4         15          .         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   759,332
Positions
    72,230     83,529      6,218    133,148    223,429     86,887    258,370    150,362     38,015     53,527     50,600      1,511    109,426    118,781
 
Changes from:       September 20, 2011                               Total Change is:   -21,260
    16,594    -16,693     -3,343      1,314     -1,422     -3,446    -26,802      4,890     -1,879     -9,176       -826          0      5,478      1,459
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       11.0        0.8       17.5       29.4       11.4       34.0       19.8        5.0        7.0        6.7        0.2       14.4       15.6
 
Number of Traders in Each Category                                    Total Traders:       227
        15         27          7         32         47         38         33         39         23          9         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 1,555,333
Positions
    87,640    172,286     24,772    697,324    541,238    200,627    161,780    187,265     21,724     63,456     91,652          0    298,010    315,769
 
Changes from:       September 20, 2011                               Total Change is:   -11,602
    16,872    -39,574      9,303    -45,605     14,982      3,961     -9,336     16,979     -5,010      9,359     -9,835     -7,005     15,859      4,597
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       11.1        1.6       44.8       34.8       12.9       10.4       12.0        1.4        4.1        5.9        0.0       19.2       20.3
 
Number of Traders in Each Category                                    Total Traders:       216
        19         24         14         30         57         49         28         40         25          7         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 1,294,173
Positions
    92,115    137,297     13,529    399,038    592,128    110,798    279,926     79,165     29,504    157,007     56,823     21,520    190,736    253,409
 
Changes from:       September 20, 2011                               Total Change is:   -29,798
    -6,360         35     -3,022       -793      1,618    -12,470     24,279    -12,609    -11,669     -7,715        -84      2,690    -14,738      5,713
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       10.6        1.0       30.8       45.8        8.6       21.6        6.1        2.3       12.1        4.4        1.7       14.7       19.6
 
Number of Traders in Each Category                                    Total Traders:       182
         8         29         11         20         47         33         36         26         16          6         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   688,765
Positions
   272,956    271,119    184,247      4,200      6,182      3,434     75,314     74,805     98,197      8,738      5,076      8,922     32,757     36,783
 
Changes from:       September 20, 2011                               Total Change is:   -19,182
     6,142      5,222    -12,759        440        872        -40     -2,610     -1,238     -7,036     -1,086          0       -193     -2,040     -4,010
 
Percent of Open Interest Represented by Each Category of Trader
      39.6       39.4       26.8        0.6        0.9        0.5       10.9       10.9       14.3        1.3        0.7        1.3        4.8        5.3
 
Number of Traders in Each Category                                    Total Traders:       125
        29         32         52          .          5          .         14         28         31          .          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,378,721
Positions
   733,990  3,060,399  1,672,218  2,929,843     44,510    129,399    712,327    825,244  1,245,520     64,785    417,296    170,797    719,842    813,338
 
Changes from:       September 20, 2011                               Total Change is:  -105,622
    52,558    -44,596     39,123    -17,631     -5,641     -4,796   -112,432    -22,058    -21,996      6,267    -14,328    -19,666    -27,049    -11,664
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       36.5       20.0       35.0        0.5        1.5        8.5        9.8       14.9        0.8        5.0        2.0        8.6        9.7
 
Number of Traders in Each Category                                    Total Traders:       258
        31         58         83         12         13         19         47         58         83          9         11         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    11,384
Positions
     4,889      3,273          0        793        846         12      1,750      6,945          9      3,600        240          0        331         59
 
Changes from:       September 20, 2011                               Total Change is:       577
     1,188     -1,094          0        -40         56          0       -586      1,632          5         -1          0          0         11        -22
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       28.8        0.0        7.0        7.4        0.1       15.4       61.0        0.1       31.6        2.1        0.0        2.9        0.5
 
Number of Traders in Each Category                                    Total Traders:        30
         .          5          0          .          4          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    14,823
Positions
    12,472      8,473          0      1,474      1,851         22        512      3,984          0         80        435          0        263         58
 
Changes from:       September 20, 2011                               Total Change is:      -734
        66     -1,614          0        196         65         10       -941        795          0          0          0          0        -65         10
 
Percent of Open Interest Represented by Each Category of Trader
      84.1       57.2        0.0        9.9       12.5        0.1        3.5       26.9        0.0        0.5        2.9        0.0        1.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        27
         .          5          0          .          4          .          5          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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    68,631
Positions
    19,971     53,882        500      2,228        244        664     28,934      9,278      1,267      4,770        776          2     10,295      2,018
 
Changes from:       September 20, 2011                               Total Change is:     6,179
     2,430      6,439          0        704       -375        -22       -426       -800        664        795        -77          0      2,034        350
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       78.5        0.7        3.2        0.4        1.0       42.2       13.5        1.8        7.0        1.1        0.0       15.0        2.9
 
Number of Traders in Each Category                                    Total Traders:       115
         5          6          .          6          .          .         48         12          4         33          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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   149,240
Positions
    30,543     40,091     39,750      4,115        652      6,338     15,100     12,859     21,415      2,343      1,112     13,779     15,857     13,244
 
Changes from:       September 20, 2011                               Total Change is:   -29,724
    -9,982     -9,221     -7,101       -284         14       -473     -5,634     -4,277     -3,247     -2,345     -1,533       -213       -445     -3,673
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       26.9       26.6        2.8        0.4        4.2       10.1        8.6       14.3        1.6        0.7        9.2       10.6        8.9
 
Number of Traders in Each Category                                    Total Traders:        98
        12          9         16          8          .         10         20         16         29          6          7         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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     9,313
Positions
     1,760        450          0      1,690      1,061          0      4,606      1,605        490        150      5,501        204        413          2
 
Changes from:       September 20, 2011                               Total Change is:    -5,068
    -1,491     -4,305     -1,634       -160        665          0        217        220       -499          0      2,010     -1,510          9        -15
 
Percent of Open Interest Represented by Each Category of Trader
      18.9        4.8        0.0       18.1       11.4        0.0       49.5       17.2        5.3        1.6       59.1        2.2        4.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          0          6          4          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of September 27, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,013
Positions
       492      7,277         10      6,287        491          0      1,180        723          0          0          0          0      1,044        512
 
Changes from:       September 20, 2011                               Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       80.7        0.1       69.8        5.4        0.0       13.1        8.0        0.0        0.0        0.0        0.0       11.6        5.7
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          .          8          .          0          .          .          0          0          0          0
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```

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Updated September 30, 2011