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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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   133,253
Positions
    37,732     16,231      8,218     18,758     31,729        373     21,613     39,695      8,111      9,218        442        672     28,558     27,782
 
Changes from:       October 18, 2011                                 Total Change is:    -2,798
    -2,733      2,685        170     -1,204       -567        -15        940     -3,847         43        231       -419       -151        -79       -696
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       12.2        6.2       14.1       23.8        0.3       16.2       29.8        6.1        6.9        0.3        0.5       21.4       20.8
 
Number of Traders in Each Category                                    Total Traders:        76
         9         10          9          6          5          .         14         19         15         12          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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    34,114
Positions
     5,596      6,318      1,891      1,139      1,374        166      9,890      5,823      3,643          0          0          0     11,790     14,899
 
Changes from:       October 18, 2011                                 Total Change is:       738
    -1,161       -200       -242          0         -8          0        388        380       -588          0          0          0      2,341      1,396
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       18.5        5.5        3.3        4.0        0.5       29.0       17.1       10.7        0.0        0.0        0.0       34.6       43.7
 
Number of Traders in Each Category                                    Total Traders:        35
         6          6          6          .          .          .          6         13         10          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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   179,496
Positions
   107,241      2,064      3,036      8,425     62,033      2,396     34,647     75,184      5,006      1,581      3,044          0     17,164     26,733
 
Changes from:       October 18, 2011                                 Total Change is:    -3,247
   -10,653         30         69       -220        214        219      3,667       -159        361       -126        318          0      3,437     -4,299
 
Percent of Open Interest Represented by Each Category of Trader
      59.7        1.2        1.7        4.7       34.6        1.3       19.3       41.9        2.8        0.9        1.7        0.0        9.6       14.9
 
Number of Traders in Each Category                                    Total Traders:        90
        14          4          7          5         16          5         18         27         14          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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   179,345
Positions
     1,350    104,922      6,734     55,311      8,441      1,484     71,515     16,740      5,821      2,199      3,028        134     34,799     32,042
 
Changes from:       October 18, 2011                                 Total Change is:    15,372
    -1,304     15,837      1,065     -2,220     -1,208        129      7,840     -1,377        771        570        363        -57      8,576       -152
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       58.5        3.8       30.8        4.7        0.8       39.9        9.3        3.2        1.2        1.7        0.1       19.4       17.9
 
Number of Traders in Each Category                                    Total Traders:       120
         .         16         10         12          7          5         41         28         23          4          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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   283,313
Positions
    98,346     30,244     11,314     37,908     35,740      8,307     51,748     86,136     29,208      6,276      9,916      3,377     36,829     69,071
 
Changes from:       October 18, 2011                                 Total Change is:     6,055
      -281      6,468        890      7,168     -3,001       -233     -2,788      2,679        293       -487     -1,626       -157      1,648        741
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       10.7        4.0       13.4       12.6        2.9       18.3       30.4       10.3        2.2        3.5        1.2       13.0       24.4
 
Number of Traders in Each Category                                    Total Traders:       191
        27         12         16         15         28         15         27         54         33          8         20         14
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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   139,527
Positions
    48,253     41,938      4,778      2,936     37,824        807     53,594     18,959      5,508      1,895      1,374      1,401     20,354     26,938
 
Changes from:       October 18, 2011                                 Total Change is:     6,646
    -2,990      2,942        310          1     -1,188         -7      5,412      2,345        728        435        -60        280      2,476      1,296
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       30.1        3.4        2.1       27.1        0.6       38.4       13.6        3.9        1.4        1.0        1.0       14.6       19.3
 
Number of Traders in Each Category                                    Total Traders:        78
        10         11         10          .          6          .         22         18         13          5          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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    94,407
Positions
    56,010     48,023     33,144          0          0          0      4,067     11,937      1,004          0          0          0        183        300
 
Changes from:       October 18, 2011                                 Total Change is:     3,227
     1,468      1,838      2,270          0          0          0       -469       -674          0          0          0          0        -42       -207
 
Percent of Open Interest Represented by Each Category of Trader
      59.3       50.9       35.1        0.0        0.0        0.0        4.3       12.6        1.1        0.0        0.0        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        21
         7         10         14          0          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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    96,313
Positions
    54,326     41,195          0     27,389      3,621        827      9,749     41,483        418      1,110      3,131          0      2,494      5,638
 
Changes from:       October 18, 2011                                 Total Change is:     5,364
     2,350     -1,136          0      5,543        713         86     -2,713      5,432        128        -31        164          0          1        -23
 
Percent of Open Interest Represented by Each Category of Trader
      56.4       42.8        0.0       28.4        3.8        0.9       10.1       43.1        0.4        1.2        3.3        0.0        2.6        5.9
 
Number of Traders in Each Category                                    Total Traders:        81
         7         13          0          5          6          .         10         28          5          5          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    24,675
Positions
     9,655     18,524         18        146        388          0     12,555      3,867          0        367        482          0      1,934      1,396
 
Changes from:       October 18, 2011                                 Total Change is:       620
      -700      1,260         13        -12        150          0      1,238       -402          0          5        140          0         76       -541
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       75.1        0.1        0.6        1.6        0.0       50.9       15.7        0.0        1.5        2.0        0.0        7.8        5.7
 
Number of Traders in Each Category                                    Total Traders:        39
         5          9          .          .          .          0          8         11          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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    55,707
Positions
    22,532     23,863      4,233      3,567      3,484        573      7,516      7,699      4,279      1,990         40      2,593      8,425      8,944
 
Changes from:       October 18, 2011                                 Total Change is:     3,202
      -113     -3,091      1,550        346        257         59     -1,048      1,673       -243       -297         23        538      2,411      2,435
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       42.8        7.6        6.4        6.3        1.0       13.5       13.8        7.7        3.6        0.1        4.7       15.1       16.1
 
Number of Traders in Each Category                                    Total Traders:        92
        23         11         11          4          8          .         18         22         12          .          .          5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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    14,447
Positions
     8,980      7,634        165        705        282          0        836      2,548         24      1,756          0        180      1,801      3,614
 
Changes from:       October 18, 2011                                 Total Change is:     1,980
     1,247       -949        165         30          0          0        -10          0         22        131          0        179        216      2,563
 
Percent of Open Interest Represented by Each Category of Trader
      62.2       52.8        1.1        4.9        2.0        0.0        5.8       17.6        0.2       12.2        0.0        1.2       12.5       25.0
 
Number of Traders in Each Category                                    Total Traders:        20
         8          4          .          .          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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    82,521
Positions
    34,869     40,223        371      5,723      6,404      1,145     19,481     16,423      2,389      3,923      3,534      1,371     13,249     10,661
 
Changes from:       October 18, 2011                                 Total Change is:     2,443
       -41     -1,604         90        631        514        117     -2,163      3,260       -443       -249        653        112      4,389       -256
 
Percent of Open Interest Represented by Each Category of Trader
      42.3       48.7        0.4        6.9        7.8        1.4       23.6       19.9        2.9        4.8        4.3        1.7       16.1       12.9
 
Number of Traders in Each Category                                    Total Traders:        89
        22         12          5          .          7          .         20         19         10          .          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 1,047,293
Positions
   109,904    122,375     74,462    367,353    229,597     66,107     75,641    165,408    162,580     16,350     49,002     30,206    144,690    147,555
 
Changes from:       October 18, 2011                                 Total Change is:   -51,936
    -5,696     -2,138      3,369     -8,758      1,700       -247      6,415        420    -40,724        440     -1,796     -4,832     -1,903     -7,687
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       11.7        7.1       35.1       21.9        6.3        7.2       15.8       15.5        1.6        4.7        2.9       13.8       14.1
 
Number of Traders in Each Category                                    Total Traders:       605
        30         61         42        112         77         70         78        151        113         32         64         35
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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   387,250
Positions
    47,621     68,970     19,451    109,959     47,024     12,955     41,589     63,071     63,416      5,152     13,854     15,115     71,991     83,395
 
Changes from:       October 18, 2011                                 Total Change is:   -19,115
     1,113      2,930     -1,102     -2,164        230        277      4,348      7,382    -20,614          3     -1,158     -2,283      1,305     -4,778
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       17.8        5.0       28.4       12.1        3.3       10.7       16.3       16.4        1.3        3.6        3.9       18.6       21.5
 
Number of Traders in Each Category                                    Total Traders:       141
        15         13         11         28         14         16         24         30         45          6         11         11
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 3,300,214
Positions
   532,555    488,167     53,910  1,300,524    926,425    252,205    397,012    738,440    269,068     82,138    201,887     49,307    363,494    320,804
 
Changes from:       October 18, 2011                                 Total Change is:  -164,103
    -4,331      4,373     -7,362    -32,383      7,941     -3,210     53,383      8,237   -143,599      2,903     -2,473    -13,463    -16,041    -14,548
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       14.8        1.6       39.4       28.1        7.6       12.0       22.4        8.2        2.5        6.1        1.5       11.0        9.7
 
Number of Traders in Each Category                                    Total Traders:       563
        33         54         32         99         73         62         74        143         99         30         57         28
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   108,869
Positions
    23,156     17,192         54     54,767     57,705      9,149     11,457     12,510         62      1,710      6,722          0      8,514      5,475
 
Changes from:       October 18, 2011                                 Total Change is:    -2,042
      -796        562        -31     -3,125       -976         76      1,159     -1,775       -159        277        363          0        557       -102
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       15.8        0.0       50.3       53.0        8.4       10.5       11.5        0.1        1.6        6.2        0.0        7.8        5.0
 
Number of Traders in Each Category                                    Total Traders:        89
         9          9          .         33         13          9          9         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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    91,358
Positions
    20,883     38,890      6,256     22,404     15,277      1,412     20,306      9,905      4,488      1,292      3,339        223     14,095     11,568
 
Changes from:       October 18, 2011                                 Total Change is:     4,664
    -2,026      1,014      1,852        955       -308        -59      3,104      1,338      1,162       -128        -69        -57       -138       -209
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       42.6        6.8       24.5       16.7        1.5       22.2       10.8        4.9        1.4        3.7        0.2       15.4       12.7
 
Number of Traders in Each Category                                    Total Traders:       213
        26         25         12         33         18         10         50         44         20         12          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    23,038
Positions
    10,068     18,450         20          0        300          0      3,369      1,840          0          0      1,374          0      9,581      1,054
 
Changes from:       October 18, 2011                                 Total Change is:     2,948
     1,724      1,212          0       -269          0          0      1,062      1,840          0          0        292          0        431       -396
 
Percent of Open Interest Represented by Each Category of Trader
      43.7       80.1        0.1        0.0        1.3        0.0       14.6        8.0        0.0        0.0        6.0        0.0       41.6        4.6
 
Number of Traders in Each Category                                    Total Traders:        23
         8          7          .          0          .          0          4          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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   341,599
Positions
    82,329    130,454      2,923    112,019     74,885      7,060    103,610     59,251      3,511      6,461      9,826      1,116     22,569     52,573
 
Changes from:       October 18, 2011                                 Total Change is:     8,579
    -9,344      8,417       -146      6,120     -1,539       -295     18,954      6,233     -2,935       -641     -1,804       -286     -2,848        933
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       38.2        0.9       32.8       21.9        2.1       30.3       17.3        1.0        1.9        2.9        0.3        6.6       15.4
 
Number of Traders in Each Category                                    Total Traders:       211
        26         23          8         33         18         10         51         43         17         12          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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   461,429
Positions
   242,366     27,980     20,716    111,341    208,893     32,779     31,759    119,790      4,337      1,376     27,104        114     16,641     19,716
 
Changes from:       October 18, 2011                                 Total Change is:     3,625
    -1,045        568      2,253     -2,495       -468       -692      4,325      2,082        905          9      1,414       -189        553     -2,249
 
Percent of Open Interest Represented by Each Category of Trader
      52.5        6.1        4.5       24.1       45.3        7.1        6.9       26.0        0.9        0.3        5.9        0.0        3.6        4.3
 
Number of Traders in Each Category                                    Total Traders:       242
        26         10          .         48         46         26         28         63         17          .         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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    26,427
Positions
    10,294      1,520         70      3,461      2,086         96      5,374      5,759         12        216      5,169          0      6,904     11,715
 
Changes from:       October 18, 2011                                 Total Change is:       848
     1,248        220          0        -84          0          0        181        861          1          0         -5          0       -498       -229
 
Percent of Open Interest Represented by Each Category of Trader
      39.0        5.8        0.3       13.1        7.9        0.4       20.3       21.8        0.0        0.8       19.6        0.0       26.1       44.3
 
Number of Traders in Each Category                                    Total Traders:        44
        13          .          .          7          4          .          8          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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    40,811
Positions
    15,726      7,639        461      8,907      2,548        834      4,630      8,627      1,555        602        331          0      8,096     18,816
 
Changes from:       October 18, 2011                                 Total Change is:     6,546
     4,771     -3,136       -449      1,936       -412        383       -244      3,922         24       -223       -258          0        348      6,472
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       18.7        1.1       21.8        6.2        2.0       11.3       21.1        3.8        1.5        0.8        0.0       19.8       46.1
 
Number of Traders in Each Category                                    Total Traders:        58
        17         10          .          8          .          .          6         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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    41,316
Positions
       740      2,923      1,163     29,194     22,383      4,320      2,157      8,337        196        284          0          0      3,262      1,994
 
Changes from:       October 18, 2011                                 Total Change is:       935
       261        787        -56        493     -1,292       -474         24      1,200        181          0          0          0        506        589
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        7.1        2.8       70.7       54.2       10.5        5.2       20.2        0.5        0.7        0.0        0.0        7.9        4.8
 
Number of Traders in Each Category                                    Total Traders:        54
         .          .          .         18         19          8          .          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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    65,908
Positions
    18,175     23,924         50     28,168     11,517      2,537      8,094      4,703        773      2,298      2,488        464      5,349     19,452
 
Changes from:       October 18, 2011                                 Total Change is:       829
     3,185        374          0        -42        232        -14     -1,833        143        -79        312         65         27       -727         81
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       36.3        0.1       42.7       17.5        3.8       12.3        7.1        1.2        3.5        3.8        0.7        8.1       29.5
 
Number of Traders in Each Category                                    Total Traders:        71
        12          8          .         16          9          4         12          5          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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   730,262
Positions
     7,925    137,720     39,321    294,096     93,545     95,115     60,226    110,757     60,437     18,405     58,047      5,268    149,470    130,052
 
Changes from:       October 18, 2011                                 Total Change is:   -16,930
    -2,675      7,759     -3,903    -15,297       -463      7,264     16,444     -3,149    -16,305       -601      4,789       -288     -1,569    -12,633
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       18.9        5.4       40.3       12.8       13.0        8.2       15.2        8.3        2.5        7.9        0.7       20.5       17.8
 
Number of Traders in Each Category                                    Total Traders:       161
         9         23         24         39         22         35         29         25         33          8          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   377,307
Positions
     4,909    173,045        305    261,651     18,714     34,898      4,620    102,742      2,468      2,875      3,415          0     65,580     41,719
 
Changes from:       October 18, 2011                                 Total Change is:    -5,370
    -1,286     -9,773       -904     -6,390      4,242      4,834          0      2,056        188          0         28          0     -1,812     -6,042
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       45.9        0.1       69.3        5.0        9.2        1.2       27.2        0.7        0.8        0.9        0.0       17.4       11.1
 
Number of Traders in Each Category                                    Total Traders:        75
         .         14          .         37          6         19          .         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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   773,132
Positions
    83,381    108,167     12,804    120,330    222,391     84,852    245,622    120,945     60,535     48,040     44,787      6,437    111,131    112,214
 
Changes from:       October 18, 2011                                 Total Change is:     8,383
    -5,586     37,261     -5,190      1,438     -3,170     -4,839     30,526    -14,912     -5,193    -12,044      1,794      1,261      8,012      1,372
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       14.0        1.7       15.6       28.8       11.0       31.8       15.6        7.8        6.2        5.8        0.8       14.4       14.5
 
Number of Traders in Each Category                                    Total Traders:       219
        11         27         12         31         48         39         35         37         30         11         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 1,743,174
Positions
   123,477    121,916    101,543    607,596    611,410    198,355    226,480    112,675    125,740     48,675    116,088     14,338    296,971    341,109
 
Changes from:       October 18, 2011                                 Total Change is:  -102,887
       517    -36,959    -32,611    -24,923     41,196    -27,495     33,309    -20,154    -57,056      3,404      9,535    -10,741     12,708     31,398
 
Percent of Open Interest Represented by Each Category of Trader
       7.1        7.0        5.8       34.9       35.1       11.4       13.0        6.5        7.2        2.8        6.7        0.8       17.0       19.6
 
Number of Traders in Each Category                                    Total Traders:       244
        28         26         41         28         58         50         47         35         57          8         14         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 1,368,941
Positions
    99,910    158,105     60,766    342,693    491,204    152,453    249,499    121,406     75,110    182,527     63,695      7,266    198,716    238,936
 
Changes from:       October 18, 2011                                 Total Change is:    25,386
     9,137      3,211     -9,866     -2,374     15,012      8,511     30,578     29,547    -18,512     15,161        306     -3,858     -3,392      1,035
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       11.5        4.4       25.0       35.9       11.1       18.2        8.9        5.5       13.3        4.7        0.5       14.5       17.5
 
Number of Traders in Each Category                                    Total Traders:       187
         9         33         26         23         41         37         34         30         31          6         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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   834,511
Positions
   250,346    258,140    226,618      3,807      5,594      3,570     42,820     43,453    212,386     22,122      5,904     34,223     38,620     44,624
 
Changes from:       October 18, 2011                                 Total Change is:    18,391
     8,903     12,503      3,943          0          0          0        296       -168     -1,409      1,216       -183        975      4,467      2,731
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       30.9       27.2        0.5        0.7        0.4        5.1        5.2       25.5        2.7        0.7        4.1        4.6        5.3
 
Number of Traders in Each Category                                    Total Traders:       128
        34         28         55          .          4          .         20         24         37          .          8          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 is14,193,684
Positions
 1,095,471  2,652,878  3,236,311  2,420,882    121,732    196,174    405,996    560,417  5,179,779     69,548    419,699    801,661    787,864  1,025,033
 
Changes from:       October 18, 2011                                 Total Change is:   110,262
    89,541    -29,287     37,497   -154,798     11,045     17,618     11,858    -16,307     94,764    -11,463     12,907    -13,845     39,090     -4,129
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       18.7       22.8       17.1        0.9        1.4        2.9        3.9       36.5        0.5        3.0        5.6        5.6        7.2
 
Number of Traders in Each Category                                    Total Traders:       275
        33         55         84         14         15         23         49         68        118         10         16         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     9,502
Positions
     4,750      2,818          0      1,428        841          7      1,451      5,552          1      1,585        170          0        280        113
 
Changes from:       October 18, 2011                                 Total Change is:      -289
       548        149          0         -3         55         -5       -469        -89       -365          0        -20          0          5        -14
 
Percent of Open Interest Represented by Each Category of Trader
      50.0       29.7        0.0       15.0        8.9        0.1       15.3       58.4        0.0       16.7        1.8        0.0        2.9        1.2
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          4          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    14,135
Positions
    11,332      7,159          0      1,447      2,648         46        977      3,712          0         40        415          0        293        155
 
Changes from:       October 18, 2011                                 Total Change is:      -141
       483       -748          0          0        522          0       -649         72          0          0          0          0         25         13
 
Percent of Open Interest Represented by Each Category of Trader
      80.2       50.6        0.0       10.2       18.7        0.3        6.9       26.3        0.0        0.3        2.9        0.0        2.1        1.1
 
Number of Traders in Each Category                                    Total Traders:        28
         4          5          0          .          4          .          5          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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    64,488
Positions
    21,979     47,900        576      3,186        181        527     22,673     10,831        995      5,089        750          4      9,457      2,723
 
Changes from:       October 18, 2011                                 Total Change is:    -4,172
       732     -9,037         20       -572          0          5     -4,168      5,025       -492        685       -131          1       -383        437
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       74.3        0.9        4.9        0.3        0.8       35.2       16.8        1.5        7.9        1.2        0.0       14.7        4.2
 
Number of Traders in Each Category                                    Total Traders:       108
         4          7          .          7          .          .         34         16          7         33          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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   133,700
Positions
    35,286     41,366     30,323      4,446        834      2,832     11,704     11,198     19,633      3,327      1,695     10,247     15,902     15,572
 
Changes from:       October 18, 2011                                 Total Change is:   -14,883
      -690      4,732     -3,881        430          0       -869     -7,166     -9,357     -1,212      2,109        606     -1,531     -2,073     -3,371
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       30.9       22.7        3.3        0.6        2.1        8.8        8.4       14.7        2.5        1.3        7.7       11.9       11.6
 
Number of Traders in Each Category                                    Total Traders:        83
        10          8         13          7          .          6         17         17         23          5          5         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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    13,404
Positions
     2,114          0          0      1,738      1,507          0      8,521      2,512         71        150      8,869        434        376         11
 
Changes from:       October 18, 2011                                 Total Change is:        98
      -194          0          0         10         35          0        299         63          0       -103        -45         45         41          0
 
Percent of Open Interest Represented by Each Category of Trader
      15.8        0.0        0.0       13.0       11.2        0.0       63.6       18.7        0.5        1.1       66.2        3.2        2.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        26
         4          0          0          4          4          0          6          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated October 28, 2011