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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   125,550
Positions
     7,412     45,630     11,974     18,282      7,410        355     22,104     20,311      9,459     12,371      2,036        742     42,852     27,633
 
Changes from:       September 6, 2011                                Total Change is:     1,197
      -360     -6,643      1,648      1,174        414         23      4,009      6,352     -2,742        266      1,420       -340     -2,480      1,065
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       36.3        9.5       14.6        5.9        0.3       17.6       16.2        7.5        9.9        1.6        0.6       34.1       22.0
 
Number of Traders in Each Category                                    Total Traders:        87
         7         16         12          5          5          .         13         20         14         16          5          5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    53,011
Positions
     7,943     22,833      7,401      1,344        977        129     15,449      4,935      5,955          0          0          0     14,790     10,781
 
Changes from:       September 6, 2011                                Total Change is:    -8,969
       963     -2,473       -182        395          6          0     -2,123     -1,372     -1,701          0          0          0     -6,321     -3,246
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       43.1       14.0        2.5        1.8        0.2       29.1        9.3       11.2        0.0        0.0        0.0       27.9       20.3
 
Number of Traders in Each Category                                    Total Traders:        43
         8         10         11          .          .          .         13          8         12          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   147,961
Positions
    66,474      3,473      9,040      7,030     34,107      1,287     32,517     58,220      4,762      1,554      5,196        114     25,183     31,762
 
Changes from:       September 6, 2011                                Total Change is:    29,462
    24,786       -515      1,868     -1,895       -256        404      4,122     18,009      1,220       -442      1,189        114       -714      7,429
 
Percent of Open Interest Represented by Each Category of Trader
      44.9        2.3        6.1        4.8       23.1        0.9       22.0       39.3        3.2        1.1        3.5        0.1       17.0       21.5
 
Number of Traders in Each Category                                    Total Traders:       103
        17          8         11          .         14          5         21         31         18          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   161,513
Positions
    10,920     70,601     24,338     36,846      9,245      1,142     51,641     13,507      6,430      1,000      2,763          0     29,196     33,487
 
Changes from:       September 6, 2011                                Total Change is:    23,557
     2,943      3,061     17,846      1,273         87        -85      3,320      4,244       -438       -697        632       -478       -127     -1,311
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       43.7       15.1       22.8        5.7        0.7       32.0        8.4        4.0        0.6        1.7        0.0       18.1       20.7
 
Number of Traders in Each Category                                    Total Traders:        99
         9         13         11         12          7          4         31         21         19          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   311,668
Positions
    77,169     35,119     49,561     32,325     34,710      1,783     63,641     72,296     32,032      6,402     10,066      2,010     46,745     74,092
 
Changes from:       September 6, 2011                                Total Change is:    39,196
    25,493        285     22,597       -427      3,400       -552      9,031     12,397     -8,516         95      2,306     -3,988     -4,537     11,266
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       11.3       15.9       10.4       11.1        0.6       20.4       23.2       10.3        2.1        3.2        0.6       15.0       23.8
 
Number of Traders in Each Category                                    Total Traders:       181
        22         16         19         15         24         11         26         57         44          8         13          8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   131,747
Positions
    10,868     67,808     14,571      3,324      8,197        332     69,632     13,663      2,769      1,007          0        385     28,861     24,023
 
Changes from:       September 6, 2011                                Total Change is:    -8,416
     2,982    -14,511     10,596        -45       -496          8    -12,746        497     -8,251         35       -494        192     -1,187      4,043
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       51.5       11.1        2.5        6.2        0.3       52.9       10.4        2.1        0.8        0.0        0.3       21.9       18.2
 
Number of Traders in Each Category                                    Total Traders:        71
         7         14         10          .          5          .         23         16         11          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   107,362
Positions
    51,094     55,644     35,075          0          0          0     17,097     12,366      1,244        976          0          0      1,876      3,033
 
Changes from:       September 6, 2011                                Total Change is:     3,999
     4,507     -1,049      2,373          0          0          0     -3,636        516         20       -106          0          0        841      2,139
 
Percent of Open Interest Represented by Each Category of Trader
      47.6       51.8       32.7        0.0        0.0        0.0       15.9       11.5        1.2        0.9        0.0        0.0        1.7        2.8
 
Number of Traders in Each Category                                    Total Traders:        27
        10         10         15          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   119,075
Positions
    49,410     64,918      6,538     21,082      2,215          0     29,319     27,171      4,489        911      4,368          0      7,326      9,376
 
Changes from:       September 6, 2011                                Total Change is:     7,945
     3,005      4,289      2,796      2,585        692          0     -3,507     -3,480      3,171       -331        283       -240        466        434
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       54.5        5.5       17.7        1.9        0.0       24.6       22.8        3.8        0.8        3.7        0.0        6.2        7.9
 
Number of Traders in Each Category                                    Total Traders:        95
        12         10          5          5          .          0         17         33         10          4          8          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2011              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    36,761
Positions
    31,873     18,115         66      1,100          0          0      2,598      2,453          3        322     15,138          0        799        986
 
Changes from:       September 6, 2011                                Total Change is:     2,805
     1,438        675          0         10          0          0      1,282      1,572        -13          0          0          0         88        571
 
Percent of Open Interest Represented by Each Category of Trader
      86.7       49.3        0.2        3.0        0.0        0.0        7.1        6.7        0.0        0.9       41.2        0.0        2.2        2.7
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          .          .          0          0          5          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    34,664
Positions
     4,371     23,443      6,699        436          0          0     17,508      2,059        163        681        165          0      4,806      2,135
 
Changes from:       September 6, 2011                                Total Change is:     6,725
       196       -279      6,696        -73          0          0        -12        -76        149       -417        165          0        186         70
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       67.6       19.3        1.3        0.0        0.0       50.5        5.9        0.5        2.0        0.5        0.0       13.9        6.2
 
Number of Traders in Each Category                                    Total Traders:        39
         5          9          .          .          0          0         13          5          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    64,650
Positions
    19,902     25,293     11,233      3,149      3,593        407      8,365      6,693      7,369      3,890         33      1,267      9,069      8,764
 
Changes from:       September 6, 2011                                Total Change is:    10,710
       709        805      5,146       -122       -310        281       -230        961      2,374       -141       -198        659      2,032        990
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       39.1       17.4        4.9        5.6        0.6       12.9       10.4       11.4        6.0        0.1        2.0       14.0       13.6
 
Number of Traders in Each Category                                    Total Traders:        89
        20         13         14          6          8          4         16         16         19          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    15,903
Positions
     8,951      9,400        868        691        273          0        746      2,482        345        731          0        592      2,979      1,943
 
Changes from:       September 6, 2011                                Total Change is:     1,634
         0         -2        817          0          5          0        -14         22        307       -282          0        592        214       -107
 
Percent of Open Interest Represented by Each Category of Trader
      56.3       59.1        5.5        4.3        1.7        0.0        4.7       15.6        2.2        4.6        0.0        3.7       18.7       12.2
 
Number of Traders in Each Category                                    Total Traders:        21
         8          5          .          .          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    97,495
Positions
    33,314     43,197      9,319      4,915      6,640        813     21,695     14,877      7,592      6,317         65      1,351     12,180     13,641
 
Changes from:       September 6, 2011                                Total Change is:    18,150
     1,197      1,393      8,879       -243       -630        562         90      2,399      3,614        281       -395        135      3,636      2,193
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       44.3        9.6        5.0        6.8        0.8       22.3       15.3        7.8        6.5        0.1        1.4       12.5       14.0
 
Number of Traders in Each Category                                    Total Traders:        86
        17         15         13          5          7          4         18         17         15          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,582,898
Positions
   169,258    128,208    203,416    401,824    236,145     68,632    106,772    234,761    381,115     22,094     91,410     49,627    180,161    189,585
 
Changes from:       September 6, 2011                                Total Change is:   138,445
     3,179     -1,952     68,215     -5,054      5,369        936     18,522       -228     47,080        382     -6,124      1,102      4,083     24,048
 
Percent of Open Interest Represented by Each Category of Trader
      10.7        8.1       12.9       25.4       14.9        4.3        6.7       14.8       24.1        1.4        5.8        3.1       11.4       12.0
 
Number of Traders in Each Category                                    Total Traders:       646
        36         58         61        110         76         77         79        174        133         44         66         42
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   664,415
Positions
   120,590     72,941     76,267    117,753     39,527     13,687     74,306    154,983    132,959      8,884     36,312     27,389     92,580    110,349
 
Changes from:       September 6, 2011                                Total Change is:    72,328
   -12,062     -1,494     28,191      3,504     -2,286        360     24,906     16,004     24,278       -975     -5,314        871      3,254     11,718
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       11.0       11.5       17.7        5.9        2.1       11.2       23.3       20.0        1.3        5.5        4.1       13.9       16.6
 
Number of Traders in Each Category                                    Total Traders:       155
        16         13         17         31         13         17         28         32         51          8         12         13
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 4,592,415
Positions
   571,072    604,064    308,013  1,437,063    999,800    258,012    857,513  1,094,077    545,594     93,691    303,126     83,551    437,907    396,178
 
Changes from:       September 6, 2011                                Total Change is:   330,584
    77,211     -1,285    199,113    -42,794     38,270      2,883     31,365    -17,874     50,722      6,195     -4,636      1,740      4,149     61,651
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       13.2        6.7       31.3       21.8        5.6       18.7       23.8       11.9        2.0        6.6        1.8        9.5        8.6
 
Number of Traders in Each Category                                    Total Traders:       601
        37         53         55         95         72         69         74        168        118         40         61         36
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   124,967
Positions
    16,981     24,209      9,954     61,257     54,866      5,128     18,193     12,048      1,089      1,514      4,391      1,576      9,275     11,706
 
Changes from:       September 6, 2011                                Total Change is:    14,716
       767     -2,782      9,819     -1,670        583        886       -476         49        991          0         38      1,576      2,823      3,556
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       19.4        8.0       49.0       43.9        4.1       14.6        9.6        0.9        1.2        3.5        1.3        7.4        9.4
 
Number of Traders in Each Category                                    Total Traders:        87
        10         10         10         30         15         10          9          8          4          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   129,378
Positions
    25,931     22,400     31,441     20,210     24,044      2,116     14,523     11,501     20,555        886      3,875      1,032     12,683     12,414
 
Changes from:       September 6, 2011                                Total Change is:    21,440
       282     -2,185      9,606      3,369      6,051      1,126        786        130      5,277         81        434        -11        924      1,012
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       17.3       24.3       15.6       18.6        1.6       11.2        8.9       15.9        0.7        3.0        0.8        9.8        9.6
 
Number of Traders in Each Category                                    Total Traders:       219
        22         34         25         29         24         16         41         45         32          7         16          7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    32,825
Positions
    16,325     14,982      2,033        334          0          0     10,492      7,395         63        367        507          0      3,212      7,845
 
Changes from:       September 6, 2011                                Total Change is:     5,309
       527      1,005      2,033          0          0          0      2,258      1,571         19        -23          0          0        494        681
 
Percent of Open Interest Represented by Each Category of Trader
      49.7       45.6        6.2        1.0        0.0        0.0       32.0       22.5        0.2        1.1        1.5        0.0        9.8       23.9
 
Number of Traders in Each Category                                    Total Traders:        26
         9          5          4          .          0          0          4          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   482,762
Positions
   155,580    144,640     39,490     99,381    120,218     10,580     97,640     98,015     24,978      4,311     18,553      3,444     47,358     22,844
 
Changes from:       September 6, 2011                                Total Change is:    80,654
     6,823     -7,899     29,818     16,843     30,255      5,628      6,517      6,672     12,412        522      2,170        -57      2,149      1,654
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       30.0        8.2       20.6       24.9        2.2       20.2       20.3        5.2        0.9        3.8        0.7        9.8        4.7
 
Number of Traders in Each Category                                    Total Traders:       217
        21         34         25         29         24         16         42         45         30          6         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   511,042
Positions
   265,888     24,260     29,841     98,325    222,953     37,571     45,921    127,104      9,844      2,111     20,821        678     20,862     37,969
 
Changes from:       September 6, 2011                                Total Change is:    51,367
    18,600     -1,630     10,928     -6,323     25,030      3,691     15,016     -5,673      3,964        169        550        508      4,814     13,998
 
Percent of Open Interest Represented by Each Category of Trader
      52.0        4.7        5.8       19.2       43.6        7.4        9.0       24.9        1.9        0.4        4.1        0.1        4.1        7.4
 
Number of Traders in Each Category                                    Total Traders:       254
        22         15         16         46         56         30         23         71         24          4         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    27,120
Positions
     7,751      1,610          0      4,010      1,827        232      7,434      7,259          1        516      4,352          0      7,176     11,839
 
Changes from:       September 6, 2011                                Total Change is:   -15,030
     2,694     -3,957     -2,830     -1,550      1,105         30     -2,553     -1,673     -3,023         50        516          0     -7,848     -5,198
 
Percent of Open Interest Represented by Each Category of Trader
      28.6        5.9        0.0       14.8        6.7        0.9       27.4       26.8        0.0        1.9       16.0        0.0       26.5       43.7
 
Number of Traders in Each Category                                    Total Traders:        39
         9          .          0          7          4          .          8          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    36,141
Positions
     9,119     14,482        301      6,560      6,771        499      6,941      6,447          0      1,528          0          0     11,193      7,641
 
Changes from:       September 6, 2011                                Total Change is:   -42,532
    -6,414    -34,364     -2,339          3         92        160     -2,417      2,428     -1,630       -790          0          0    -29,105     -6,879
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       40.1        0.8       18.2       18.7        1.4       19.2       17.8        0.0        4.2        0.0        0.0       31.0       21.1
 
Number of Traders in Each Category                                    Total Traders:        53
        15         12          .          6          .          .          4         10          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    47,440
Positions
       431      4,217      4,172     25,997     24,512      4,832      3,738      5,017      2,563      1,430          0          0      4,277      2,127
 
Changes from:       September 6, 2011                                Total Change is:     5,489
      -661       -442      2,867      1,502       -677        130     -1,892         49      2,559        290          0          0        694      1,003
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        8.9        8.8       54.8       51.7       10.2        7.9       10.6        5.4        3.0        0.0        0.0        9.0        4.5
 
Number of Traders in Each Category                                    Total Traders:        53
         .          .          .         16         19         11          7          4          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    65,111
Positions
     9,022     18,145      4,776     24,410     12,950      1,482      6,937     14,866      3,141      1,857        150      1,093     12,393      8,508
 
Changes from:       September 6, 2011                                Total Change is:     9,869
    -1,364     -1,818      2,951        719      3,622        217       -747     -1,037      2,576        -42         -8        436      5,123      2,930
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       27.9        7.3       37.5       19.9        2.3       10.7       22.8        4.8        2.9        0.2        1.7       19.0       13.1
 
Number of Traders in Each Category                                    Total Traders:        72
         9         11          6         19          7          8         15          5          6          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   807,058
Positions
    10,803    130,518     52,535    331,115    132,129     70,871     43,543    100,834    111,731     10,594     53,414     11,908    163,958    143,120
 
Changes from:       September 6, 2011                                Total Change is:   -16,158
       273     25,936     -3,698      6,865       -596      5,716        228     -7,019    -11,203      2,891     -5,738    -10,590     -6,640     -8,965
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       16.2        6.5       41.0       16.4        8.8        5.4       12.5       13.8        1.3        6.6        1.5       20.3       17.7
 
Number of Traders in Each Category                                    Total Traders:       164
        10         22         24         42         23         35         33         22         34          6          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   401,117
Positions
     2,487    179,996      3,044    291,930     16,992     22,255      2,033    120,554      8,778      2,875      4,300          0     67,715     45,198
 
Changes from:       September 6, 2011                                Total Change is:   -16,384
       -53    -17,011       -986     -4,416        594        906        -80      7,568    -12,062       -570       -399          0        876      5,006
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       44.9        0.8       72.8        4.2        5.5        0.5       30.1        2.2        0.7        1.1        0.0       16.9       11.3
 
Number of Traders in Each Category                                    Total Traders:        74
         .         12          8         36          5         15          .         16          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   797,479
Positions
    81,351     71,118     16,566    120,079    228,596     96,960    212,248    144,266     69,560     86,208     45,708      5,009    109,498    119,697
 
Changes from:       September 6, 2011                                Total Change is:   -10,681
    -3,041     -7,579       -566     -9,360        -30      4,889     -7,036     -6,212       -934     16,957         51        451    -12,041       -752
 
Percent of Open Interest Represented by Each Category of Trader
      10.2        8.9        2.1       15.1       28.7       12.2       26.6       18.1        8.7       10.8        5.7        0.6       13.7       15.0
 
Number of Traders in Each Category                                    Total Traders:       225
        12         29         17         29         52         39         34         37         29         12         19          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,959,549
Positions
    64,384    214,365    126,606    762,192    533,938    247,445    160,920    189,619    186,559     45,241     89,569     37,401    328,801    334,046
 
Changes from:       September 6, 2011                                Total Change is:  -104,114
    -2,308     -5,768      2,585    -54,356    -14,739     -8,449    -38,127    -76,148      6,392    -11,679      2,996     -3,574      5,402     -7,409
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       10.9        6.5       38.9       27.2       12.6        8.2        9.7        9.5        2.3        4.6        1.9       16.8       17.0
 
Number of Traders in Each Category                                    Total Traders:       230
        23         27         38         32         55         49         43         31         57          9         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,451,942
Positions
    99,644    175,819     68,736    403,135    563,665    109,887    272,840     97,347    103,131    153,576     46,429     25,604    215,387    261,324
 
Changes from:       September 6, 2011                                Total Change is:     1,773
     6,501     -2,618      9,864     21,161     19,184     -2,551    -18,081     -2,908     -2,759    -14,965    -25,699     12,897    -10,293     -3,635
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       12.1        4.7       27.8       38.8        7.6       18.8        6.7        7.1       10.6        3.2        1.8       14.8       18.0
 
Number of Traders in Each Category                                    Total Traders:       187
         9         34         26         22         47         36         36         24         36          7          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   949,995
Positions
   270,351    234,369    224,353      4,090      3,361      3,382     67,008    111,561    279,344     18,105      5,361     42,082     41,281     46,182
 
Changes from:       September 6, 2011                                Total Change is:     3,827
     2,045    -35,111       -241         99       -998     -3,695     -4,603     37,072      5,764      1,583        -13      1,104      1,770        -55
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       24.7       23.6        0.4        0.4        0.4        7.1       11.7       29.4        1.9        0.6        4.4        4.3        4.9
 
Number of Traders in Each Category                                    Total Traders:       143
        32         32         52          .          4          .         27         28         44          .          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 is18,183,854
Positions
 1,039,456  3,420,879  3,716,600  3,232,543    149,913    264,615    628,691    778,468  6,846,923     79,939    457,603  1,494,989    880,099  1,053,865
 
Changes from:       September 6, 2011                                Total Change is:    36,485
    -5,001   -107,451     46,706    -40,007    -11,456    -37,656    -41,594     73,737     74,696     -4,335    -75,656     47,678     -4,002     25,887
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       18.8       20.4       17.8        0.8        1.5        3.5        4.3       37.7        0.4        2.5        8.2        4.8        5.8
 
Number of Traders in Each Category                                    Total Traders:       302
        28         66         89         13         18         24         54         81        119         13         20         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    10,719
Positions
     3,105      4,065          5        816        790         12      2,908      5,322          0      3,601        460          0        272         65
 
Changes from:       September 6, 2011                                Total Change is:    -1,024
      -747       -629          5       -390         -2          0        650       -113       -490          0        220          0        -52        -15
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       37.9        0.0        7.6        7.4        0.1       27.1       49.7        0.0       33.6        4.3        0.0        2.5        0.6
 
Number of Traders in Each Category                                    Total Traders:        32
         .          5          .          .          4          .          6          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    21,103
Positions
    17,762     10,407         94      1,284      1,583         16      1,624      3,500          0         80      5,435          0        243         68
 
Changes from:       September 6, 2011                                Total Change is:    -1,366
       592       -498         94          0       -189          5     -1,830       -540       -207          0        -48          0        -20         17
 
Percent of Open Interest Represented by Each Category of Trader
      84.2       49.3        0.4        6.1        7.5        0.1        7.7       16.6        0.0        0.4       25.8        0.0        1.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        30
         5          6          .          .          5          .          4          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    63,303
Positions
    18,958     24,169      2,487      1,485        655        736     27,194     29,450      2,035      2,381        743        258      7,770      2,772
 
Changes from:       September 6, 2011                                Total Change is:    12,104
     3,610      9,227      2,434        -62         91        -60      6,242      2,636     -1,672         10       -556        246      1,356       -242
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       38.2        3.9        2.3        1.0        1.2       43.0       46.5        3.2        3.8        1.2        0.4       12.3        4.4
 
Number of Traders in Each Category                                    Total Traders:       113
         7          6          .          .          .          .         52         19         11         17          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   165,892
Positions
    44,469     43,491     38,527      4,367        743      6,854     17,531     23,062     21,023      4,652      2,654     12,997     15,472     16,541
 
Changes from:       September 6, 2011                                Total Change is:      -306
     4,739     -9,872      3,460       -374        -23        104     -4,512      2,621      3,245     -5,242        405        973     -2,699     -1,219
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       26.2       23.2        2.6        0.4        4.1       10.6       13.9       12.7        2.8        1.6        7.8        9.3       10.0
 
Number of Traders in Each Category                                    Total Traders:       107
        14          9         20          6          .         10         16         25         30          5         10         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    11,874
Positions
     3,050      4,764          0      2,107        409          0      4,424      1,477        625        150      3,488      1,111        407          0
 
Changes from:       September 6, 2011                                Total Change is:      -107
        35         60          0        -35        -75          0        -30       -167          0          0        127         70       -147       -122
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       40.1        0.0       17.7        3.4        0.0       37.3       12.4        5.3        1.3       29.4        9.4        3.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          4          .          0          5          5          .          .          .          .
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```

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Updated September 16, 2011