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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   134,839
Positions
    39,032     10,226      7,401     21,245     32,709        283     17,889     46,260      8,015     12,410      1,398        721     27,842     27,825
 
Changes from:       October 4, 2011                                  Total Change is:    11,601
    23,057    -10,288       -845     -1,790     19,574        -43      5,424      9,516     -2,571       -126        324       -387    -11,117     -3,678
 
Percent of Open Interest Represented by Each Category of Trader
      28.9        7.6        5.5       15.8       24.3        0.2       13.3       34.3        5.9        9.2        1.0        0.5       20.6       20.6
 
Number of Traders in Each Category                                    Total Traders:        85
        10         10         10          6          6          .         12         23         13         15          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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    32,093
Positions
     5,443      6,776      2,271      1,384      1,385        129      8,380      4,374      4,634          0          0          0      9,852     12,524
 
Changes from:       October 4, 2011                                  Total Change is:    -6,401
    -1,019       -245     -1,276         63        454          0      1,664        -79     -4,829          0        -21        -50       -954       -355
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       21.1        7.1        4.3        4.3        0.4       26.1       13.6       14.4        0.0        0.0        0.0       30.7       39.0
 
Number of Traders in Each Category                                    Total Traders:        35
         4          9          6          .          .          .          8         10          9          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   190,968
Positions
   126,049      2,587      2,885     10,362     61,231      1,971     29,770     80,743      4,535      1,666      3,219          0     13,729     33,797
 
Changes from:       October 4, 2011                                  Total Change is:    -2,525
     8,397        416     -3,154       -700     14,515         19     -1,839     -7,731     -7,426      1,663         -2       -236        752      1,073
 
Percent of Open Interest Represented by Each Category of Trader
      66.0        1.4        1.5        5.4       32.1        1.0       15.6       42.3        2.4        0.9        1.7        0.0        7.2       17.7
 
Number of Traders in Each Category                                    Total Traders:        97
        15          7          6          6         15          4         15         33         14          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   162,670
Positions
     2,129     94,938      4,862     60,759      9,141      1,172     61,240     15,783      2,804      1,746      2,489         88     27,871     31,393
 
Changes from:       October 4, 2011                                  Total Change is:    15,823
       -46     20,042     -1,237     18,326     -1,038        -41      1,453      1,839     -2,047         -3          7         -8       -572     -1,692
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       58.4        3.0       37.4        5.6        0.7       37.6        9.7        1.7        1.1        1.5        0.1       17.1       19.3
 
Number of Traders in Each Category                                    Total Traders:        97
         .         14         10         11          7          4         28         25         15          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   266,323
Positions
    98,495     24,522      9,941     26,832     39,925      5,653     50,633     78,287     26,654      5,603      8,982      2,900     39,612     69,457
 
Changes from:       October 4, 2011                                  Total Change is:   -28,048
    -1,038     10,032     -7,202     -2,546     -5,473      2,301     -2,274    -12,287    -15,542        259        850     -1,884       -123      1,156
 
Percent of Open Interest Represented by Each Category of Trader
      37.0        9.2        3.7       10.1       15.0        2.1       19.0       29.4       10.0        2.1        3.4        1.1       14.9       26.1
 
Number of Traders in Each Category                                    Total Traders:       187
        28         13         16         15         30         15         20         57         31         10         14         10
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   127,408
Positions
    56,477     27,671      4,239      3,514     39,009        729     36,536     24,612      3,658      6,466         11        916     14,874     26,563
 
Changes from:       October 4, 2011                                  Total Change is:     6,419
    17,162     -3,346     -1,974        -50     20,217          1      1,341      1,375     -5,878        506       -945     -1,057     -3,632     -1,974
 
Percent of Open Interest Represented by Each Category of Trader
      44.3       21.7        3.3        2.8       30.6        0.6       28.7       19.3        2.9        5.1        0.0        0.7       11.7       20.8
 
Number of Traders in Each Category                                    Total Traders:        73
        12          9         10          .          7          .         17         20         13          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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    87,865
Positions
    52,354     45,515     28,153          0          0          0      4,880     11,962      1,170          0          0          0      1,308      1,065
 
Changes from:       October 4, 2011                                  Total Change is:    -1,627
    -1,735     -1,634      1,141          0          0          0       -322       -731          0       -424          0          0       -287       -403
 
Percent of Open Interest Represented by Each Category of Trader
      59.6       51.8       32.0        0.0        0.0        0.0        5.6       13.6        1.3        0.0        0.0        0.0        1.5        1.2
 
Number of Traders in Each Category                                    Total Traders:        23
         7         10         14          0          0          0          .          5          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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    88,822
Positions
    49,584     41,567          0     22,315      2,547        536     12,641     34,889        265      1,103      2,948          0      2,378      6,070
 
Changes from:       October 4, 2011                                  Total Change is:      -596
     2,468        962          0      5,298       -753     -1,399     -6,445      1,016         27       -172       -365          0       -373        -84
 
Percent of Open Interest Represented by Each Category of Trader
      55.8       46.8        0.0       25.1        2.9        0.6       14.2       39.3        0.3        1.2        3.3        0.0        2.7        6.8
 
Number of Traders in Each Category                                    Total Traders:        83
         6         12          0          5          5          .         15         29          4          5          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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    25,059
Positions
    12,091     16,387         53        191        238          0     10,987      5,755        102        347        342          0      1,288      2,182
 
Changes from:       October 4, 2011                                  Total Change is:    -1,152
       -53      1,845         27         -2         25          0       -918     -2,395          0          0       -168          0       -206       -486
 
Percent of Open Interest Represented by Each Category of Trader
      48.3       65.4        0.2        0.8        0.9        0.0       43.8       23.0        0.4        1.4        1.4        0.0        5.1        8.7
 
Number of Traders in Each Category                                    Total Traders:        36
         6          7          .          .          .          0          7         12          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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    41,399
Positions
    17,453     20,585        170      2,533      2,980        432     12,617      7,520      1,262      2,236      1,586        546      4,151      6,318
 
Changes from:       October 4, 2011                                  Total Change is:   -11,300
    -4,241     -5,064     -2,625       -400     -1,224        -55      4,948      1,443     -4,253     -1,507      1,426     -1,410     -1,758        461
 
Percent of Open Interest Represented by Each Category of Trader
      42.2       49.7        0.4        6.1        7.2        1.0       30.5       18.2        3.0        5.4        3.8        1.3       10.0       15.3
 
Number of Traders in Each Category                                    Total Traders:        76
        21         11          5          .          6          .         16         13          9          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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    82,799
Positions
    34,906     41,171        339      5,066      5,960        863     25,235     15,041      2,523      4,471      3,172      1,093      8,303     12,637
 
Changes from:       October 4, 2011                                  Total Change is:     2,248
     2,339      2,392       -605        330     -1,864       -109      5,300      2,007     -2,303     -2,920       -253        288        -71      2,695
 
Percent of Open Interest Represented by Each Category of Trader
      42.2       49.7        0.4        6.1        7.2        1.0       30.5       18.2        3.0        5.4        3.8        1.3       10.0       15.3
 
Number of Traders in Each Category                                    Total Traders:        76
        21         11          5          .          6          .         16         13          9          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 1,077,441
Positions
   114,930    120,855     62,766    375,655    239,455     68,024     66,203    159,314    194,303     16,998     46,027     32,624    145,940    154,075
 
Changes from:       October 4, 2011                                  Total Change is:   -56,024
   -14,013      5,250        868      2,942    -31,470     -5,316     -6,960     -6,866    -14,400     -3,209        922     -2,613    -13,325     -2,401
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       11.2        5.8       34.9       22.2        6.3        6.1       14.8       18.0        1.6        4.3        3.0       13.5       14.3
 
Number of Traders in Each Category                                    Total Traders:       596
        30         59         46        106         77         74         69        163        117         30         59         29
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   390,416
Positions
    43,031     58,632     20,245    112,052     47,138     12,720     33,055     57,745     76,123      6,802     15,425     15,649     70,738     86,738
 
Changes from:       October 4, 2011                                  Total Change is:   -25,517
    -7,331     -2,022     -2,533     -1,205     -2,435        125      1,506     -8,274     -5,794     -2,490        869        -28     -7,768     -5,425
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       15.0        5.2       28.7       12.1        3.3        8.5       14.8       19.5        1.7        4.0        4.0       18.1       22.2
 
Number of Traders in Each Category                                    Total Traders:       153
        14         13         11         28         15         17         27         37         53          7         12         12
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 3,435,127
Positions
   515,305    466,923     56,792  1,333,118    976,688    261,416    355,323    697,428    401,310     76,970    179,004     58,885    376,009    336,682
 
Changes from:       October 4, 2011                                  Total Change is:  -152,538
   -15,824     53,947       -583     18,570   -147,344    -25,035    -67,453    -18,079    -17,908     -7,992     -4,125     -8,533    -27,780     15,122
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       13.6        1.7       38.8       28.4        7.6       10.3       20.3       11.7        2.2        5.2        1.7       10.9        9.8
 
Number of Traders in Each Category                                    Total Traders:       550
        30         55         37         94         73         66         63        152         98         27         54         23
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   111,283
Positions
    25,691     15,816          0     54,507     60,811      9,988     11,575     13,235         46      1,433      6,368          0      8,043      5,019
 
Changes from:       October 4, 2011                                  Total Change is:    -6,327
    -5,429      1,695        -66      2,777     -5,001     -2,419       -695       -373       -402       -101       -416          0          9        655
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       14.2        0.0       49.0       54.6        9.0       10.4       11.9        0.0        1.3        5.7        0.0        7.2        4.5
 
Number of Traders in Each Category                                    Total Traders:        84
         8          9          0         28         15          9          9         12          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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    76,369
Positions
    23,424     26,540      2,302     18,926     17,640      1,480     13,869     10,012      3,907      1,233      3,778        259     10,969     10,452
 
Changes from:       October 4, 2011                                  Total Change is:    -4,899
    -1,359      3,302       -714        271     -3,881         -2     -1,254     -1,636     -1,562        148         33          4       -430       -442
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       34.8        3.0       24.8       23.1        1.9       18.2       13.1        5.1        1.6        4.9        0.3       14.4       13.7
 
Number of Traders in Each Category                                    Total Traders:       206
        24         27         11         28         23         12         35         50         21          9         10          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    15,287
Positions
     5,986     10,540         20        269        300          0      1,695      2,213          0          0      1,082          0      7,317      1,132
 
Changes from:       October 4, 2011                                  Total Change is:       -90
       181        338          0          0          0          0       -492       -247          0          0          0          0        221       -181
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       68.9        0.1        1.8        2.0        0.0       11.1       14.5        0.0        0.0        7.1        0.0       47.9        7.4
 
Number of Traders in Each Category                                    Total Traders:        22
         7          8          .          .          .          0          .          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   305,410
Positions
    96,236     89,044      2,362     93,287     86,698      7,399     74,883     53,010      5,523      6,165     13,481      1,295     18,260     46,597
 
Changes from:       October 4, 2011                                  Total Change is:   -24,043
   -11,086     11,434       -186      1,356    -19,404        -12     -7,095    -10,230     -4,526        740        166         20     -3,254     -1,304
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       29.2        0.8       30.5       28.4        2.4       24.5       17.4        1.8        2.0        4.4        0.4        6.0       15.3
 
Number of Traders in Each Category                                    Total Traders:       205
        24         26          8         28         23         12         36         49         19          9         10          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   472,730
Positions
   261,102     30,931     18,915    100,888    214,448     35,648     36,306    119,134      2,828      1,362     27,201         99     15,582     23,526
 
Changes from:       October 4, 2011                                  Total Change is:   -21,718
   -13,797     -1,109        572       -616     -8,792     -1,919     -4,304     -6,510     -2,408       -503     -2,004         19      1,238        434
 
Percent of Open Interest Represented by Each Category of Trader
      55.2        6.5        4.0       21.3       45.4        7.5        7.7       25.2        0.6        0.3        5.8        0.0        3.3        5.0
 
Number of Traders in Each Category                                    Total Traders:       235
        23         10          .         46         51         26         20         68         17          .         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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    25,452
Positions
     8,620      1,909         70      3,744      2,456         96      5,334      4,781          5        216      5,203          0      7,367     10,932
 
Changes from:       October 4, 2011                                  Total Change is:       -35
       439        609          0         22        139          0       -218       -205          0       -251       -230          0        -27       -348
 
Percent of Open Interest Represented by Each Category of Trader
      33.9        7.5        0.3       14.7        9.6        0.4       21.0       18.8        0.0        0.8       20.4        0.0       28.9       43.0
 
Number of Traders in Each Category                                    Total Traders:        41
        11          .          .          7          4          .          9          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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    33,009
Positions
    11,484     12,643        813      6,964      3,059        452      3,760      7,062      1,573        602        785          0      7,361      6,622
 
Changes from:       October 4, 2011                                  Total Change is:    -3,906
       952     -1,995        145        387     -3,308        113        300        240       -357       -355        785          0     -5,091        471
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       38.3        2.5       21.1        9.3        1.4       11.4       21.4        4.8        1.8        2.4        0.0       22.3       20.1
 
Number of Traders in Each Category                                    Total Traders:        54
        14         14          .          6          .          .          4         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    41,305
Positions
       456      1,997      1,238     28,876     23,828      5,146      2,489      7,254          4        284          0          0      2,812      1,838
 
Changes from:       October 4, 2011                                  Total Change is:    -3,198
      -917        425       -390        458     -4,890        155     -1,677      1,492         -1          0          0          0       -826         11
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        4.8        3.0       69.9       57.7       12.5        6.0       17.6        0.0        0.7        0.0        0.0        6.8        4.4
 
Number of Traders in Each Category                                    Total Traders:        54
         .          .          .         18         19          8          5          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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    64,761
Positions
    14,701     24,530        110     29,785     11,091      1,840      9,338      4,381      1,013      1,973      2,428        403      5,598     18,965
 
Changes from:       October 4, 2011                                  Total Change is:     1,477
     3,078     -1,624     -3,652        314       -540        244      1,419     -3,426        384        -32        513         32       -310      9,546
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       37.9        0.2       46.0       17.1        2.8       14.4        6.8        1.6        3.0        3.7        0.6        8.6       29.3
 
Number of Traders in Each Category                                    Total Traders:        69
        11         10          .         16          7          4         13          4          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   757,918
Positions
     8,642    128,311     41,437    330,657    104,307     86,885     37,531    115,533     85,395     17,631     52,378      7,233    142,508    136,440
 
Changes from:       October 4, 2011                                  Total Change is:   -51,697
    -1,501     -8,837     -6,444    -16,167    -16,256      4,990     -5,572     18,061    -20,347      7,978        466     -8,772     -5,861    -14,557
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       16.9        5.5       43.6       13.8       11.5        5.0       15.2       11.3        2.3        6.9        1.0       18.8       18.0
 
Number of Traders in Each Category                                    Total Traders:       171
         8         26         26         44         20         37         33         27         37          8          5          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   378,964
Positions
     9,269    175,432      1,401    261,394     15,436     31,156      4,648     99,114      2,220      2,875      6,052          0     66,000     48,153
 
Changes from:       October 4, 2011                                  Total Change is:    -4,142
       798      4,206       -763     -2,122     -1,786      1,022      2,645     -3,556     -3,115          0        884          0     -2,607     -1,035
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       46.3        0.4       69.0        4.1        8.2        1.2       26.2        0.6        0.8        1.6        0.0       17.4       12.7
 
Number of Traders in Each Category                                    Total Traders:        76
         .         14          5         37          5         16          .         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   765,710
Positions
    77,463     52,357     21,025    130,521    218,535     89,547    219,110    149,154     63,943     61,996     51,706      4,296     97,809    115,147
 
Changes from:       October 4, 2011                                  Total Change is:   -23,256
      -188    -12,018      8,333    -12,034     -8,337        920    -17,687     12,709     -6,458     11,897     -1,932        137     -8,177    -16,610
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        6.8        2.7       17.0       28.5       11.7       28.6       19.5        8.4        8.1        6.8        0.6       12.8       15.0
 
Number of Traders in Each Category                                    Total Traders:       220
        17         23         16         33         45         40         32         37         29         10         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 1,877,815
Positions
   119,971    127,882    130,395    605,176    596,812    233,112    215,395    139,111    180,538     58,793     96,090     29,886    304,549    343,989
 
Changes from:       October 4, 2011                                  Total Change is:    92,564
    47,941     -9,958      6,634    -45,282     55,784     -8,279     69,414    -15,374     25,192      2,509     11,956      2,362     -7,927     24,247
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        6.8        6.9       32.2       31.8       12.4       11.5        7.4        9.6        3.1        5.1        1.6       16.2       18.3
 
Number of Traders in Each Category                                    Total Traders:       245
        25         29         40         28         59         53         41         41         61         10         12         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 1,330,760
Positions
   112,559    146,275     52,043    380,678    514,632    130,891    220,261     94,201     80,489    151,949     56,842     13,778    188,112    241,608
 
Changes from:       October 4, 2011                                  Total Change is:   -25,598
    15,690      6,187     -7,554    -24,343    -26,968     14,273     32,576      7,701    -17,121    -24,615      1,339     -7,942     -6,561      4,489
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       11.0        3.9       28.6       38.7        9.8       16.6        7.1        6.0       11.4        4.3        1.0       14.1       18.2
 
Number of Traders in Each Category                                    Total Traders:       181
         7         30         23         24         44         39         29         30         34          6         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   813,099
Positions
   251,884    246,256    206,645      3,807      5,694      3,524     44,245     48,608    217,327     19,876      5,732     33,599     32,191     45,712
 
Changes from:       October 4, 2011                                  Total Change is:    -4,851
     1,100        786       -364        400        330          0        232     -1,474     -3,555        953        402     -1,153     -2,463        178
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       30.3       25.4        0.5        0.7        0.4        5.4        6.0       26.7        2.4        0.7        4.1        4.0        5.6
 
Number of Traders in Each Category                                    Total Traders:       131
        33         27         53          .          4          .         25         23         37          .          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 is14,315,986
Positions
   835,672  2,786,417  3,367,876  2,683,073    116,059    196,350    481,387    557,035  5,126,289     83,841    379,228    833,125    708,373    953,605
 
Changes from:       October 4, 2011                                  Total Change is:  -349,740
    55,315   -184,189     85,978   -155,122     -3,210     16,169    -37,670    -12,701   -114,961        860      7,037   -124,309    -76,000    -19,553
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       19.5       23.5       18.7        0.8        1.4        3.4        3.9       35.8        0.6        2.6        5.8        4.9        6.7
 
Number of Traders in Each Category                                    Total Traders:       278
        31         58         84         14         14         25         47         72        117         10         17         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,057
Positions
     4,690      3,052          0      1,476        786         12      1,791      5,637        263      1,551        240          0        274         67
 
Changes from:       October 4, 2011                                  Total Change is:      -913
        21       -262          0        742        -32          0         89       -849        223     -1,949          0          0        -39          7
 
Percent of Open Interest Represented by Each Category of Trader
      46.6       30.3        0.0       14.7        7.8        0.1       17.8       56.1        2.6       15.4        2.4        0.0        2.7        0.7
 
Number of Traders in Each Category                                    Total Traders:        31
         .          5          0          .          4          .          7          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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    13,538
Positions
    10,775      7,247          0      1,458      1,897         46        887      3,763          0         40        435          0        332        150
 
Changes from:       October 4, 2011                                  Total Change is:      -896
      -911       -828          0          4       -225         -2         52        134          0        -40          0          0          1         25
 
Percent of Open Interest Represented by Each Category of Trader
      79.6       53.5        0.0       10.8       14.0        0.3        6.6       27.8        0.0        0.3        3.2        0.0        2.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        27
         5          4          0          .          4          .          4          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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    70,145
Positions
    21,848     60,392        553      4,154        181        692     30,778      5,135        997      3,250        656         29      7,843      1,509
 
Changes from:       October 4, 2011                                  Total Change is:    -3,132
       708      2,811        -26          5        -63        242       -268     -5,397       -420       -199        -66         27     -3,201       -240
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       86.1        0.8        5.9        0.3        1.0       43.9        7.3        1.4        4.6        0.9        0.0       11.2        2.2
 
Number of Traders in Each Category                                    Total Traders:       104
         5          8          .          7          .          .         43         11          7         25          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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   154,210
Positions
    37,641     40,923     39,593      4,140      1,084      5,298     18,879     18,722     21,224      1,102      2,366     11,405     14,928     13,595
 
Changes from:       October 4, 2011                                  Total Change is:     7,315
    10,136      6,334     -1,446       -367       -722       -236        931      6,436        597     -1,507        840       -971        178     -3,517
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       26.5       25.7        2.7        0.7        3.4       12.2       12.1       13.8        0.7        1.5        7.4        9.7        8.8
 
Number of Traders in Each Category                                    Total Traders:        96
        10         11         16          8          4          9         18         20         27          6          6         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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    13,119
Positions
     2,107        450          0      1,738        993          0      8,237      2,458         71        253      8,755        389        324          3
 
Changes from:       October 4, 2011                                  Total Change is:     1,687
       249          0          0        -11         -6          0      1,532        426       -170        103      1,433         84       -100        -80
 
Percent of Open Interest Represented by Each Category of Trader
      16.1        3.4        0.0       13.2        7.6        0.0       62.8       18.7        0.5        1.9       66.7        3.0        2.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        26
         4          .          0          4          .          0          5          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated October 14, 2011