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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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   136,051
Positions
    40,465     13,546      8,047     19,962     32,296        388     20,673     43,542      8,068      8,987        861        823     28,637     28,479
 
Changes from:       October 11, 2011                                 Total Change is:     1,212
     1,434      3,320        646     -1,283       -413        105      2,784     -2,718         53     -3,423       -537        102        794        653
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       10.0        5.9       14.7       23.7        0.3       15.2       32.0        5.9        6.6        0.6        0.6       21.0       20.9
 
Number of Traders in Each Category                                    Total Traders:        78
        10         10          9          6          6          .         12         20         14         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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    33,376
Positions
     6,756      6,518      2,133      1,139      1,382        166      9,502      5,442      4,231          0          0          0      9,449     13,503
 
Changes from:       October 11, 2011                                 Total Change is:     1,283
     1,313       -257       -138       -245         -3         37      1,122      1,069       -403          0          0          0       -403        979
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       19.5        6.4        3.4        4.1        0.5       28.5       16.3       12.7        0.0        0.0        0.0       28.3       40.5
 
Number of Traders in Each Category                                    Total Traders:        35
         5          8          5          .          .          .          6         12          9          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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   182,742
Positions
   117,895      2,034      2,967      8,645     61,819      2,177     30,980     75,342      4,645      1,707      2,726          0     13,727     31,032
 
Changes from:       October 11, 2011                                 Total Change is:    -8,225
    -8,154       -553         82     -1,717        588        206      1,210     -5,401        109         41       -493          0         -2     -2,765
 
Percent of Open Interest Represented by Each Category of Trader
      64.5        1.1        1.6        4.7       33.8        1.2       17.0       41.2        2.5        0.9        1.5        0.0        7.5       17.0
 
Number of Traders in Each Category                                    Total Traders:        95
        14          5          7          5         15          5         15         36         12          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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   163,974
Positions
     2,654     89,085      5,668     57,531      9,648      1,354     63,675     18,118      5,050      1,628      2,665        190     26,223     32,194
 
Changes from:       October 11, 2011                                 Total Change is:     1,304
       525     -5,853        806     -3,228        507        182      2,435      2,335      2,247       -118        176        102     -1,648        801
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       54.3        3.5       35.1        5.9        0.8       38.8       11.0        3.1        1.0        1.6        0.1       16.0       19.6
 
Number of Traders in Each Category                                    Total Traders:       104
         4         14         10         11          8          5         31         26         22          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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   277,258
Positions
    98,626     23,776     10,424     30,740     38,741      8,540     54,536     83,457     28,915      6,763     11,543      3,534     35,181     68,329
 
Changes from:       October 11, 2011                                 Total Change is:    10,935
       132       -746        483      3,908     -1,185      2,887      3,903      5,169      2,260      1,160      2,560        634     -4,431     -1,128
 
Percent of Open Interest Represented by Each Category of Trader
      35.6        8.6        3.8       11.1       14.0        3.1       19.7       30.1       10.4        2.4        4.2        1.3       12.7       24.6
 
Number of Traders in Each Category                                    Total Traders:       197
        27         12         15         16         30         16         27         56         35         10         19         12
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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   132,881
Positions
    51,243     38,996      4,468      2,935     39,012        814     48,182     16,614      4,780      1,460      1,434      1,121     17,878     25,642
 
Changes from:       October 11, 2011                                 Total Change is:     5,473
    -5,234     11,325        229       -579          3         85     11,646     -7,998      1,122     -5,006      1,424        204      3,004       -921
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       29.3        3.4        2.2       29.4        0.6       36.3       12.5        3.6        1.1        1.1        0.8       13.5       19.3
 
Number of Traders in Each Category                                    Total Traders:        71
        10         10         10          .          7          .         19         17         11          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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    91,181
Positions
    54,542     46,185     30,874          0          0          0      4,536     12,611      1,004          0          0          0        225        507
 
Changes from:       October 11, 2011                                 Total Change is:     3,316
     2,188        670      2,721          0          0          0       -344        649       -166          0          0          0     -1,083       -558
 
Percent of Open Interest Represented by Each Category of Trader
      59.8       50.7       33.9        0.0        0.0        0.0        5.0       13.8        1.1        0.0        0.0        0.0        0.2        0.6
 
Number of Traders in Each Category                                    Total Traders:        22
         8          9         14          0          0          0          .          4          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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    90,949
Positions
    51,976     42,331          0     21,846      2,908        741     12,462     36,051        290      1,141      2,967          0      2,493      5,661
 
Changes from:       October 11, 2011                                 Total Change is:     2,127
     2,392        764          0       -469        361        205       -179      1,162         25         38         19          0        115       -409
 
Percent of Open Interest Represented by Each Category of Trader
      57.1       46.5        0.0       24.0        3.2        0.8       13.7       39.6        0.3        1.3        3.3        0.0        2.7        6.2
 
Number of Traders in Each Category                                    Total Traders:        82
         8         12          0          6          5          .         16         23          4          5          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    24,055
Positions
    10,355     17,264          5        158        238          0     11,317      4,269          0        362        342          0      1,858      1,937
 
Changes from:       October 11, 2011                                 Total Change is:    -1,004
    -1,736        877        -48        -33          0          0        330     -1,486       -102         15          0          0        570       -245
 
Percent of Open Interest Represented by Each Category of Trader
      43.0       71.8        0.0        0.7        1.0        0.0       47.0       17.7        0.0        1.5        1.4        0.0        7.7        8.1
 
Number of Traders in Each Category                                    Total Traders:        35
         5          8          .          .          .          0          7         11          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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    52,506
Positions
    22,645     26,954      2,683      3,221      3,227        514      8,564      6,026      4,522      2,287         17      2,055      6,014      6,509
 
Changes from:       October 11, 2011                                 Total Change is:    11,106
     5,192      6,368      2,513        688        247         83     -4,053     -1,494      3,260         52     -1,570      1,509      1,863        190
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       51.3        5.1        6.1        6.1        1.0       16.3       11.5        8.6        4.4        0.0        3.9       11.5       12.4
 
Number of Traders in Each Category                                    Total Traders:        86
        22         12          9          4          7          .         22         14         10          .          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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    12,466
Positions
     7,733      8,583          0        675        282          0        846      2,548          2      1,625          0          1      1,584      1,050
 
Changes from:       October 11, 2011                                 Total Change is:        42
         0          0          0        110        -10          0         47       -110         -2         25          0          0       -138        164
 
Percent of Open Interest Represented by Each Category of Trader
      62.0       68.8        0.0        5.4        2.3        0.0        6.8       20.4        0.0       13.0        0.0        0.0       12.7        8.4
 
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 18, 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    80,078
Positions
    34,910     41,827        280      5,092      5,890      1,028     21,645     13,163      2,832      4,172      2,881      1,260      8,859     10,917
 
Changes from:       October 11, 2011                                 Total Change is:    -2,721
         4        656        -59         26        -70        165     -3,590     -1,877        309       -299       -291        167        557     -1,720
 
Percent of Open Interest Represented by Each Category of Trader
      43.6       52.2        0.4        6.4        7.4        1.3       27.0       16.4        3.5        5.2        3.6        1.6       11.1       13.6
 
Number of Traders in Each Category                                    Total Traders:        83
        21         13          5          .          6          .         23         12          8          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 1,099,229
Positions
   115,600    124,513     71,093    376,111    227,897     66,354     69,225    164,988    203,304     15,910     50,799     35,038    146,593    155,243
 
Changes from:       October 11, 2011                                 Total Change is:    21,787
       670      3,659      8,327        457    -11,558     -1,670      3,023      5,675      9,001     -1,088      4,771      2,414        654      1,168
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       11.3        6.5       34.2       20.7        6.0        6.3       15.0       18.5        1.4        4.6        3.2       13.3       14.1
 
Number of Traders in Each Category                                    Total Traders:       626
        34         59         47        110         83         76         76        159        113         32         71         39
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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   406,365
Positions
    46,508     66,040     20,553    112,123     46,793     12,678     37,241     55,689     84,029      5,148     15,012     17,399     70,686     88,172
 
Changes from:       October 11, 2011                                 Total Change is:    15,949
     3,477      7,407        308         71       -345        -42      4,185     -2,057      7,906     -1,654       -413      1,750        -52      1,434
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       16.3        5.1       27.6       11.5        3.1        9.2       13.7       20.7        1.3        3.7        4.3       17.4       21.7
 
Number of Traders in Each Category                                    Total Traders:       153
        15         14         11         27         15         15         27         36         53          7         12         13
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,464,316
Positions
   536,886    483,793     61,272  1,332,908    918,485    255,415    343,629    730,203    412,667     79,236    204,360     62,769    379,535    335,352
 
Changes from:       October 11, 2011                                 Total Change is:    29,190
    21,582     16,871      4,480       -210    -58,203     -6,002    -11,694     32,776     11,357      2,266     25,356      3,884      3,526     -1,330
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       14.0        1.8       38.5       26.5        7.4        9.9       21.1       11.9        2.3        5.9        1.8       11.0        9.7
 
Number of Traders in Each Category                                    Total Traders:       578
        35         53         37         97         79         68         69        150         94         29         65         31
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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   110,911
Positions
    23,952     16,630         85     57,892     58,681      9,073     10,298     14,285        221      1,433      6,359          0      7,957      5,577
 
Changes from:       October 11, 2011                                 Total Change is:      -372
    -1,739        814         85      3,385     -2,130       -915     -1,277      1,050        175          0         -9          0        -86        558
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       15.0        0.1       52.2       52.9        8.2        9.3       12.9        0.2        1.3        5.7        0.0        7.2        5.0
 
Number of Traders in Each Category                                    Total Traders:        83
         7         10          .         32         13          9          7         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    86,694
Positions
    22,909     37,875      4,404     21,449     15,585      1,471     17,201      8,567      3,326      1,420      3,408        280     14,233     11,778
 
Changes from:       October 11, 2011                                 Total Change is:    10,325
      -515     11,336      2,102      2,523     -2,055         -9      3,332     -1,446       -581        187       -370         21      3,264      1,326
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       43.7        5.1       24.7       18.0        1.7       19.8        9.9        3.8        1.6        3.9        0.3       16.4       13.6
 
Number of Traders in Each Category                                    Total Traders:       219
        22         27         12         34         18         11         51         47         21         12          8          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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    20,090
Positions
     8,344     17,238         20        269        300          0      2,307          0          0          0      1,082          0      9,150      1,450
 
Changes from:       October 11, 2011                                 Total Change is:     4,803
     2,358      6,698          0          0          0          0        612     -2,213          0          0          0          0      1,833        318
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       85.8        0.1        1.3        1.5        0.0       11.5        0.0        0.0        0.0        5.4        0.0       45.5        7.2
 
Number of Traders in Each Category                                    Total Traders:        22
         8          8          .          .          .          0          .          0          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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   333,020
Positions
    91,674    122,037      3,069    105,900     76,424      7,355     84,655     53,018      6,446      7,102     11,630      1,402     25,417     51,639
 
Changes from:       October 11, 2011                                 Total Change is:    27,610
    -4,562     32,993        707     12,613    -10,274        -44      9,772          7        923        937     -1,851        107      7,157      5,042
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       36.6        0.9       31.8       22.9        2.2       25.4       15.9        1.9        2.1        3.5        0.4        7.6       15.5
 
Number of Traders in Each Category                                    Total Traders:       218
        21         27          8         34         18         11         49         49         19         12          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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   457,804
Positions
   243,411     27,412     18,463    113,836    209,361     33,471     27,434    117,708      3,432      1,367     25,690        302     16,088     21,965
 
Changes from:       October 11, 2011                                 Total Change is:   -14,926
   -17,691     -3,519       -452     12,948     -5,087     -2,177     -8,872     -1,426        604          5     -1,511        203        506     -1,561
 
Percent of Open Interest Represented by Each Category of Trader
      53.2        6.0        4.0       24.9       45.7        7.3        6.0       25.7        0.7        0.3        5.6        0.1        3.5        4.8
 
Number of Traders in Each Category                                    Total Traders:       231
        24         10          .         48         45         26         25         60         16          .         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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    25,579
Positions
     9,046      1,300         70      3,545      2,086         96      5,193      4,898         11        216      5,174          0      7,402     11,944
 
Changes from:       October 11, 2011                                 Total Change is:       127
       426       -609          0       -199       -370          0       -141        117          6          0        -29          0         35      1,012
 
Percent of Open Interest Represented by Each Category of Trader
      35.4        5.1        0.3       13.9        8.2        0.4       20.3       19.1        0.0        0.8       20.2        0.0       28.9       46.7
 
Number of Traders in Each Category                                    Total Traders:        39
        12          .          .          7          4          .          7          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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    34,265
Positions
    10,955     10,775        910      6,971      2,960        451      4,874      4,705      1,531        825        589          0      7,748     12,344
 
Changes from:       October 11, 2011                                 Total Change is:     1,256
      -529     -1,868         97          7        -99         -1      1,114     -2,357        -42        223       -196          0        387      5,722
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       31.4        2.7       20.3        8.6        1.3       14.2       13.7        4.5        2.4        1.7        0.0       22.6       36.0
 
Number of Traders in Each Category                                    Total Traders:        51
        15         11          .          6          .          .          5          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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    40,381
Positions
       479      2,136      1,219     28,701     23,675      4,794      2,133      7,137         15        284          0          0      2,756      1,405
 
Changes from:       October 11, 2011                                 Total Change is:      -924
        23        139        -19       -175       -153       -352       -356       -117         11          0          0          0        -56       -433
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        5.3        3.0       71.1       58.6       11.9        5.3       17.7        0.0        0.7        0.0        0.0        6.8        3.5
 
Number of Traders in Each Category                                    Total Traders:        52
         .          .          .         18         19          8          .          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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    65,079
Positions
    14,990     23,550         50     28,210     11,285      2,551      9,927      4,560        852      1,986      2,423        437      6,076     19,371
 
Changes from:       October 11, 2011                                 Total Change is:       318
       289       -980        -60     -1,575        194        711        589        179       -161         13         -5         34        478        406
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       36.2        0.1       43.3       17.3        3.9       15.3        7.0        1.3        3.1        3.7        0.7        9.3       29.8
 
Number of Traders in Each Category                                    Total Traders:        67
        10          8          .         15          9          4         12          5          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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   747,192
Positions
    10,600    129,962     43,224    309,393     94,008     87,851     43,782    113,907     76,742     19,006     53,258      5,556    151,039    142,685
 
Changes from:       October 11, 2011                                 Total Change is:   -10,726
     1,958      1,651      1,787    -21,264    -10,299        966      6,251     -1,626     -8,653      1,375        880     -1,677      8,530      6,245
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       17.4        5.8       41.4       12.6       11.8        5.9       15.2       10.3        2.5        7.1        0.7       20.2       19.1
 
Number of Traders in Each Category                                    Total Traders:       164
        10         24         28         41         19         38         30         25         34          8          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   382,677
Positions
     6,195    182,818      1,209    268,042     14,472     30,065      4,620    100,686      2,280      2,875      3,387          0     67,392     47,761
 
Changes from:       October 11, 2011                                 Total Change is:     3,713
    -3,074      7,386       -192      6,647       -964     -1,091        -28      1,572         59          0     -2,665          0      1,392       -392
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       47.8        0.3       70.0        3.8        7.9        1.2       26.3        0.6        0.8        0.9        0.0       17.6       12.5
 
Number of Traders in Each Category                                    Total Traders:        74
         .         15          4         37          4         16          .         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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   764,749
Positions
    88,967     70,906     17,994    118,893    225,561     89,692    215,096    135,857     65,728     60,083     42,993      5,176    103,120    110,842
 
Changes from:       October 11, 2011                                 Total Change is:      -961
    11,504     18,549     -3,031    -11,628      7,026        145     -4,014    -13,297      1,785     -1,912     -8,713        880      5,311     -4,305
 
Percent of Open Interest Represented by Each Category of Trader
      11.6        9.3        2.4       15.5       29.5       11.7       28.1       17.8        8.6        7.9        5.6        0.7       13.5       14.5
 
Number of Traders in Each Category                                    Total Traders:       216
        14         26         14         29         49         39         31         38         27         11         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 1,846,060
Positions
   122,959    158,875    134,154    632,518    570,214    225,851    193,170    132,829    182,796     45,271    106,553     25,078    284,262    309,711
 
Changes from:       October 11, 2011                                 Total Change is:   -31,755
     2,988     30,993      3,759     27,342    -26,598     -7,261    -22,225     -6,282      2,258    -13,522     10,463     -4,808    -20,287    -34,278
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        8.6        7.3       34.3       30.9       12.2       10.5        7.2        9.9        2.5        5.8        1.4       15.4       16.8
 
Number of Traders in Each Category                                    Total Traders:       252
        29         28         47         30         56         52         46         39         65         10         14         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 1,343,555
Positions
    90,773    154,894     70,632    345,067    476,192    143,942    218,921     91,858     93,622    167,365     63,390     11,124    202,109    237,901
 
Changes from:       October 11, 2011                                 Total Change is:    12,795
   -21,786      8,619     18,589    -35,611    -38,440     13,051     -1,340     -2,343     13,133     15,416      6,547     -2,654     13,996     -3,708
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       11.5        5.3       25.7       35.4       10.7       16.3        6.8        7.0       12.5        4.7        0.8       15.0       17.7
 
Number of Traders in Each Category                                    Total Traders:       183
         9         32         29         23         42         37         34         27         37          4         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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   816,121
Positions
   241,443    245,637    222,675      3,807      5,594      3,570     42,524     43,621    213,795     20,907      6,087     33,248     34,152     41,893
 
Changes from:       October 11, 2011                                 Total Change is:     3,022
   -10,441       -619     16,030          0       -100         46     -1,721     -4,987     -3,532      1,031        355       -351      1,961     -3,819
 
Percent of Open Interest Represented by Each Category of Trader
      29.6       30.1       27.3        0.5        0.7        0.4        5.2        5.3       26.2        2.6        0.7        4.1        4.2        5.1
 
Number of Traders in Each Category                                    Total Traders:       129
        35         26         55          .          4          .         23         23         37          .          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 is14,083,422
Positions
 1,005,930  2,682,166  3,198,813  2,575,679    110,688    178,556    394,137    576,724  5,085,015     81,011    406,792    815,505    748,774  1,029,163
 
Changes from:       October 11, 2011                                 Total Change is:  -232,564
   170,259   -104,252   -169,062   -107,394     -5,372    -17,794    -87,250     19,689    -41,275     -2,830     27,563    -17,620     40,401     75,558
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       19.0       22.7       18.3        0.8        1.3        2.8        4.1       36.1        0.6        2.9        5.8        5.3        7.3
 
Number of Traders in Each Category                                    Total Traders:       276
        30         57         83         13         15         23         42         78        116         10         16         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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     9,791
Positions
     4,202      2,669          0      1,431        786         12      1,920      5,641        366      1,585        190          0        275        127
 
Changes from:       October 11, 2011                                 Total Change is:      -266
      -488       -383          0        -45          0          0        129          4        103         34        -50          0          1         60
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       27.3        0.0       14.6        8.0        0.1       19.6       57.6        3.7       16.2        1.9        0.0        2.8        1.3
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          4          .          7          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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    14,276
Positions
    10,849      7,907          0      1,447      2,126         46      1,626      3,640          0         40        415          0        268        142
 
Changes from:       October 11, 2011                                 Total Change is:       738
        74        660          0        -11        229          0        739       -123          0          0        -20          0        -64         -8
 
Percent of Open Interest Represented by Each Category of Trader
      76.0       55.4        0.0       10.1       14.9        0.3       11.4       25.5        0.0        0.3        2.9        0.0        1.9        1.0
 
Number of Traders in Each Category                                    Total Traders:        29
         5          4          0          .          4          .          6          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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    68,660
Positions
    21,247     56,937        556      3,758        181        522     26,842      5,806      1,487      4,404        881          4      9,840      2,286
 
Changes from:       October 11, 2011                                 Total Change is:    -1,485
      -601     -3,455          3       -396          0       -170     -3,936        670        490      1,154        225        -26      1,997        777
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       82.9        0.8        5.5        0.3        0.8       39.1        8.5        2.2        6.4        1.3        0.0       14.3        3.3
 
Number of Traders in Each Category                                    Total Traders:       112
         .          6          .          7          .          .         48         12          9         30          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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   148,583
Positions
    35,976     36,634     34,204      4,016        834      3,701     18,870     20,555     20,845      1,218      1,089     11,778     17,975     18,943
 
Changes from:       October 11, 2011                                 Total Change is:    -5,627
    -1,665     -4,289     -5,389       -124       -250     -1,597         -9      1,833       -379        116     -1,277        373      3,047      5,348
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       24.7       23.0        2.7        0.6        2.5       12.7       13.8       14.0        0.8        0.7        7.9       12.1       12.7
 
Number of Traders in Each Category                                    Total Traders:        91
        11          9         15          7          .          8         17         20         26          4          7         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    13,306
Positions
     2,308          0          0      1,728      1,472          0      8,222      2,449         71        253      8,914        389        335         11
 
Changes from:       October 11, 2011                                 Total Change is:       187
       201       -450          0        -10        479          0        -15         -9          0          0        159          0         11          8
 
Percent of Open Interest Represented by Each Category of Trader
      17.3        0.0        0.0       13.0       11.1        0.0       61.8       18.4        0.5        1.9       67.0        2.9        2.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        26
         4          0          0          4          4          0          5          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated October 21, 2011