`Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
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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   189,466
Positions
    13,604     89,329      1,314     22,998     33,262        709     96,682     39,561      2,181      8,046      4,912        270     43,662     17,928
 
Changes from:       October 9, 2012                                  Total Change is:    -3,127
     1,155     -2,749        131       -347         84        -19        425      1,927        328     -1,908       -384     -1,433     -1,459     -1,012
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       47.1        0.7       12.1       17.6        0.4       51.0       20.9        1.2        4.2        2.6        0.1       23.0        9.5
 
Number of Traders in Each Category                                    Total Traders:        99
         5         13          .         10          4          4         32         19          5          9          6          .
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Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
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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    36,487
Positions
     5,001     13,415          0      2,569      2,503        157      8,217      9,681          9      3,323          0          0     17,211     10,722
 
Changes from:       October 9, 2012                                  Total Change is:     1,223
      -733      1,900          0          9          6         -9     -1,387        535          6        118          0          0      3,219     -1,215
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       36.8        0.0        7.0        6.9        0.4       22.5       26.5        0.0        9.1        0.0        0.0       47.2       29.4
 
Number of Traders in Each Category                                    Total Traders:        33
         .          6          0          .          4          .          6          9          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   164,454
Positions
     8,038     50,830        132     10,023     33,421     10,212     92,661     31,346        905      1,169     19,714         55     41,259     17,839
 
Changes from:       October 9, 2012                                  Total Change is:     2,997
     1,634        258         60       -397      1,651     -1,546       -193      2,736       -541          0        499         55      3,925       -175
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       30.9        0.1        6.1       20.3        6.2       56.3       19.1        0.6        0.7       12.0        0.0       25.1       10.8
 
Number of Traders in Each Category                                    Total Traders:        97
         4         13          .          6         14          5         33         16          5          .          9          .
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Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   131,343
Positions
     9,984     41,337        142     59,565      7,043        710     41,169     27,691      1,068        500     17,534         44     18,161     35,774
 
Changes from:       October 9, 2012                                  Total Change is:     3,901
     3,988     -1,856         41       -426        180         24      2,120      2,903        947        -10        633       -833     -1,950      1,862
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       31.5        0.1       45.4        5.4        0.5       31.3       21.1        0.8        0.4       13.3        0.0       13.8       27.2
 
Number of Traders in Each Category                                    Total Traders:        97
         7         14          .          9          6          .         23         28          5          .          9          .
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Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   219,809
Positions
    59,924     25,449      1,719     50,176     35,189      6,301     26,553     83,924      2,120     29,200      7,330        514     43,302     57,263
 
Changes from:       October 9, 2012                                  Total Change is:    -7,732
    -9,205      4,353          3      2,324         68       -380        322    -15,901        203     -1,612       -824       -838      1,451      5,584
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       11.6        0.8       22.8       16.0        2.9       12.1       38.2        1.0       13.3        3.3        0.2       19.7       26.1
 
Number of Traders in Each Category                                    Total Traders:       169
        21         14          6         18         17         14         27         43          8         18         11          4
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Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   162,167
Positions
    49,705     35,179         35      2,764     43,219      1,105     77,809     55,550        484      2,307      2,883        558     27,400     23,154
 
Changes from:       October 9, 2012                                  Total Change is:      -635
       322         85         10         -8       -313        -36     -1,045        955       -156      1,795        378       -364     -1,153     -1,194
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       21.7        0.0        1.7       26.7        0.7       48.0       34.3        0.3        1.4        1.8        0.3       16.9       14.3
 
Number of Traders in Each Category                                    Total Traders:        98
        11         10          .          .         10          4         27         27          5          .          7          .
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Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    87,523
Positions
    51,204     60,953     18,107      2,763          0          0      4,718        401      4,801      2,470          0      2,861        599        400
 
Changes from:       October 9, 2012                                  Total Change is:      -365
      -200       -323         -2       -439          0          0        179          2          0          0          0          0         97        -42
 
Percent of Open Interest Represented by Each Category of Trader
      58.5       69.6       20.7        3.2        0.0        0.0        5.4        0.5        5.5        2.8        0.0        3.3        0.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        23
         7         11         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   208,782
Positions
    29,829    103,478          0     28,031        695      1,542    133,325     89,987        570      6,422     10,273        265      8,798      1,972
 
Changes from:       October 9, 2012                                  Total Change is:      -475
       405        915          0         24        178          0        503       -975        203       -686        695       -451       -473     -1,040
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       49.6        0.0       13.4        0.3        0.7       63.9       43.1        0.3        3.1        4.9        0.1        4.2        0.9
 
Number of Traders in Each Category                                    Total Traders:       147
         8          9          0         11          4          .         74         13          6         20          6          .
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Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    27,658
Positions
    16,070      8,957         64        589          0          0      3,181        773          1      5,387     15,567      1,690        676        606
 
Changes from:       October 9, 2012                                  Total Change is:     6,863
        49      6,810          0       -138          0          0         73        -71          0      5,247     -1,690      1,690        -58        124
 
Percent of Open Interest Represented by Each Category of Trader
      58.1       32.4        0.2        2.1        0.0        0.0       11.5        2.8        0.0       19.5       56.3        6.1        2.4        2.2
 
Number of Traders in Each Category                                    Total Traders:        23
         5          5          .          .          0          0          6          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    29,486
Positions
     1,369     20,725        206        612        252          0     21,773      4,947        137        607      1,605         29      4,753      1,585
 
Changes from:       October 9, 2012                                  Total Change is:    -1,011
      -201       -439         42        315        252          0       -545       -494          0        140          2        -87       -675       -287
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       70.3        0.7        2.1        0.9        0.0       73.8       16.8        0.5        2.1        5.4        0.1       16.1        5.4
 
Number of Traders in Each Category                                    Total Traders:        56
         .          9          .          .          .          0         26         10          .          .          4          .
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Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    60,449
Positions
    13,180     41,342        154      4,008        770        307     31,968     10,515          8      2,640      1,729          0      8,186      5,625
 
Changes from:       October 9, 2012                                  Total Change is:     2,643
     1,193       -402        -52         72        -30         81        597      2,443       -236        305        525          0        684        314
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       68.4        0.3        6.6        1.3        0.5       52.9       17.4        0.0        4.4        2.9        0.0       13.5        9.3
 
Number of Traders in Each Category                                    Total Traders:       105
        14         19          .          7          .          .         36         13          .          8          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   120,898
Positions
    26,359     82,684        308      8,015      1,540        613     63,936     21,030         16      5,279      3,458          0     16,372     11,249
 
Changes from:       October 9, 2012                                  Total Change is:     5,285
     2,385       -803       -104        144        -60        161      1,193      4,885       -471        610      1,050          0      1,367        627
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       68.4        0.3        6.6        1.3        0.5       52.9       17.4        0.0        4.4        2.9        0.0       13.5        9.3
 
Number of Traders in Each Category                                    Total Traders:       105
        14         19          .          7          .          .         36         13          .          8          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   784,344
Positions
    50,527    241,358     15,621    389,004    155,354     53,931    108,623    177,270     19,031     27,693     35,493      6,571    113,343     79,717
 
Changes from:       October 9, 2012                                  Total Change is:     9,058
    -2,898      8,942        196      1,186     -3,468        749      6,565     -8,124      1,260         92      3,902       -135      2,043      5,735
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       30.8        2.0       49.6       19.8        6.9       13.8       22.6        2.4        3.5        4.5        0.8       14.5       10.2
 
Number of Traders in Each Category                                    Total Traders:       566
        40         45         20        123         53         59        120        101         63         44         40         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   198,942
Positions
    15,282     85,104      3,070     94,778     28,941      5,727     12,454     23,668        697      6,071     14,463        337     60,526     36,935
 
Changes from:       October 9, 2012                                  Total Change is:     4,075
      -707      4,088        423        874       -613        141      2,120     -4,446       -177      1,162      1,264        -74        313      3,469
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       42.8        1.5       47.6       14.5        2.9        6.3       11.9        0.4        3.1        7.3        0.2       30.4       18.6
 
Number of Traders in Each Category                                    Total Traders:       100
         8         14          .         26          8         10         16         20          5          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,927,011
Positions
   194,011    799,053     44,970  1,494,131    655,067    218,019    517,739    804,904     54,773    118,702    115,738     20,579    264,087    213,908
 
Changes from:       October 9, 2012                                  Total Change is:    24,914
   -13,305     21,919      1,215      6,240     -9,594     -1,640     14,154    -26,460     15,256     -4,998     13,543       -656      8,648     11,331
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       27.3        1.5       51.0       22.4        7.4       17.7       27.5        1.9        4.1        4.0        0.7        9.0        7.3
 
Number of Traders in Each Category                                    Total Traders:       534
        39         41         19        109         49         52        120         97         53         42         37          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   113,710
Positions
     4,738     39,358         38     64,636     59,819      1,782     28,985      7,839        227        390      1,956          0     12,914      2,691
 
Changes from:       October 9, 2012                                  Total Change is:       205
      -812       -321          0        726      1,281         -6       -414       -682        -36          0        -12          0        747        -19
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       34.6        0.0       56.8       52.6        1.6       25.5        6.9        0.2        0.3        1.7        0.0       11.4        2.4
 
Number of Traders in Each Category                                    Total Traders:        98
         7         12          .         40         12         12         18          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    77,919
Positions
     5,467     51,309        501     32,722      7,372      2,755     27,861      8,539        829      1,840      3,795         47      5,897      2,773
 
Changes from:       October 9, 2012                                  Total Change is:    -1,839
     1,791        -68         51       -674       -132        116     -1,770     -2,061       -293       -787        586          0       -274        -39
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       65.8        0.6       42.0        9.5        3.5       35.8       11.0        1.1        2.4        4.9        0.1        7.6        3.6
 
Number of Traders in Each Category                                    Total Traders:       234
        20         26          5         37         24         15         71         27         10         14         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   389,596
Positions
    27,335    256,544      2,506    163,609     36,858     13,776    139,306     42,696      4,145      9,198     18,973        235     29,486     13,863
 
Changes from:       October 9, 2012                                  Total Change is:    -9,196
     8,955       -342        256     -3,371       -660        581     -8,849    -10,304     -1,463     -3,937      2,931          0     -1,368       -195
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       65.8        0.6       42.0        9.5        3.5       35.8       11.0        1.1        2.4        4.9        0.1        7.6        3.6
 
Number of Traders in Each Category                                    Total Traders:       234
        20         26          5         37         24         15         71         27         10         14         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   374,872
Positions
   100,856     43,374      7,153    153,679    196,520     16,458     69,581     83,230      4,503      2,471     13,326          0     20,171     10,308
 
Changes from:       October 9, 2012                                  Total Change is:      -205
    -2,137        673        500      1,434       -881       -100     -1,024      1,397        593     -1,092         48          0      1,621     -2,435
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       11.6        1.9       41.0       52.4        4.4       18.6       22.2        1.2        0.7        3.6        0.0        5.4        2.7
 
Number of Traders in Each Category                                    Total Traders:       247
        19         13          .         54         36         21         50         53         11          6         16          0
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Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    25,197
Positions
     2,841      3,077          1      8,653        646        106      5,785      3,267          0      1,901      3,576          0      5,910     14,524
 
Changes from:       October 9, 2012                                  Total Change is:     4,412
     1,807       -237          0         22        215          0      2,589      1,043          0          0          0          0         -6      3,391
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       12.2        0.0       34.3        2.6        0.4       23.0       13.0        0.0        7.5       14.2        0.0       23.5       57.6
 
Number of Traders in Each Category                                    Total Traders:        36
         4          .          .         11          .          .          7          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    41,551
Positions
     9,116     13,070      2,226      6,925      2,687        804      6,754      8,691        463      5,124        630          0     10,139     12,980
 
Changes from:       October 9, 2012                                  Total Change is:     7,010
    -1,084        353        556         78        302         19      2,425      1,875         66        451        268          0      4,499      3,571
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       31.5        5.4       16.7        6.5        1.9       16.3       20.9        1.1       12.3        1.5        0.0       24.4       31.2
 
Number of Traders in Each Category                                    Total Traders:        58
        12         11          4          6          .          .         11         11          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    61,810
Positions
     1,770      9,148        738     40,441     31,225      6,657      7,432     10,785        163        221          0          0      4,388      3,094
 
Changes from:       October 9, 2012                                  Total Change is:       614
      -118         10         74        448        549        257        -22       -412          0          0          0          0        -25        136
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       14.8        1.2       65.4       50.5       10.8       12.0       17.4        0.3        0.4        0.0        0.0        7.1        5.0
 
Number of Traders in Each Category                                    Total Traders:        69
         .          .          .         25         23          9          8          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   114,852
Positions
    16,864     55,656        546     59,175     20,218      5,295     13,995     27,237        662      5,937        200        253     12,125      4,785
 
Changes from:       October 9, 2012                                  Total Change is:      -390
      -773       -889        -14        -88     -1,717        815       -622        809         43        793        200        -89       -455        452
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       48.5        0.5       51.5       17.6        4.6       12.2       23.7        0.6        5.2        0.2        0.2       10.6        4.2
 
Number of Traders in Each Category                                    Total Traders:       121
        13         15          5         29         16         12         24         11          5         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   569,927
Positions
     9,130     77,213      3,373    245,892    134,646     82,880     62,326     93,432      6,643     24,001     36,028          2    135,680    135,710
 
Changes from:       October 9, 2012                                  Total Change is:    -7,797
     1,524     -8,806         60     -1,869     12,907       -199    -10,229    -16,478     -1,302      3,067        -21          0      1,151      6,042
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       13.5        0.6       43.1       23.6       14.5       10.9       16.4        1.2        4.2        6.3        0.0       23.8       23.8
 
Number of Traders in Each Category                                    Total Traders:       169
         5         21          6         41         28         32         21         36          9          7         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   371,187
Positions
         0    126,348          3    230,643     28,999     48,733          0     88,328      1,582     15,844     19,750      1,699     72,683     55,745
 
Changes from:       October 9, 2012                                  Total Change is:       569
    -2,055      1,883       -255        734     -1,432      1,164          0       -273      1,501     -1,664     -1,517      1,699       -555     -2,201
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       34.0        0.0       62.1        7.8       13.1        0.0       23.8        0.4        4.3        5.3        0.5       19.6       15.0
 
Number of Traders in Each Category                                    Total Traders:        61
         0         10          .         26         10         18          0          9          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   952,587
Positions
    91,348    114,223     20,224    187,185    125,269     61,781    352,543    495,710     20,024     74,954     27,906      7,989    136,539     79,461
 
Changes from:       October 9, 2012                                  Total Change is:    24,352
    20,583     -6,601      3,742    -19,516      2,651      2,156     20,886     24,200     -2,573      1,433      2,780          0     -2,359     -2,003
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       12.0        2.1       19.7       13.2        6.5       37.0       52.0        2.1        7.9        2.9        0.8       14.3        8.3
 
Number of Traders in Each Category                                    Total Traders:       224
        23         19          9         38         27         31         49         37         21         18         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,680,993
Positions
   211,068     99,810      8,474    377,114    787,056    167,062    500,969    160,942     42,430     84,055    120,028      5,916    283,905    289,275
 
Changes from:       October 9, 2012                                  Total Change is:     9,515
    25,595     -4,885     -1,110    -19,223     -7,286     -4,398     16,753      8,701      2,588      8,998      4,587      1,252    -20,940     10,066
 
Percent of Open Interest Represented by Each Category of Trader
      12.6        5.9        0.5       22.4       46.8        9.9       29.8        9.6        2.5        5.0        7.1        0.4       16.9       17.2
 
Number of Traders in Each Category                                    Total Traders:       274
        28         25         12         26         63         52         53         48         31         12         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,412,528
Positions
   167,191    126,514      5,717    384,174    575,558    101,408    365,840    289,675     12,244    138,647     60,570      4,812    232,495    236,030
 
Changes from:       October 9, 2012                                  Total Change is:   -13,606
       283    -10,793      4,999     -3,066     -8,755     -8,339      2,152      7,258     -6,844      5,010      3,612      1,076     -8,877      4,180
 
Percent of Open Interest Represented by Each Category of Trader
      11.8        9.0        0.4       27.2       40.7        7.2       25.9       20.5        0.9        9.8        4.3        0.3       16.5       16.7
 
Number of Traders in Each Category                                    Total Traders:       198
        15         20          5         29         37         32         38         35         13         10         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   379,837
Positions
   166,458    131,276    118,190          9      2,015      2,799     17,149     33,523     39,590        685      8,064      5,636     29,321     38,744
 
Changes from:       October 9, 2012                                  Total Change is:     5,544
     6,186      5,468        109          0          0       -193      1,429      1,518     -1,297        -63        857       -220       -407       -698
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       34.6       31.1        0.0        0.5        0.7        4.5        8.8       10.4        0.2        2.1        1.5        7.7       10.2
 
Number of Traders in Each Category                                    Total Traders:        71
        17         22         30          .          .          .         12         10         17          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    42,550
Positions
    24,361     14,734      8,751        500        500          0      4,264     14,709      1,902          0          1        543      2,229      1,410
 
Changes from:       October 9, 2012                                  Total Change is:     3,446
     1,133      2,127        669        500          0          0       -881       -663       -220          0         -3        328      1,917      1,208
 
Percent of Open Interest Represented by Each Category of Trader
      57.3       34.6       20.6        1.2        1.2        0.0       10.0       34.6        4.5        0.0        0.0        1.3        5.2        3.3
 
Number of Traders in Each Category                                    Total Traders:        40
        12          6         10          .          .          0          6         12          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,271,822
Positions
 1,287,718  2,753,889  1,794,476    833,175    335,162    117,086  1,550,325    481,439  1,338,551    141,066    172,556    287,953    921,472    990,710
 
Changes from:       October 9, 2012                                  Total Change is:    45,814
   142,371    -31,146    -54,331     11,788     39,002    -12,018     36,050    123,086    -17,131      6,459     17,725    -61,526     -5,848     42,153
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       33.3       21.7       10.1        4.1        1.4       18.7        5.8       16.2        1.7        2.1        3.5       11.1       12.0
 
Number of Traders in Each Category                                    Total Traders:       235
        28         48         70         11          6         12         53         49         81         12         16         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,506
Positions
     8,747         94          0        548        853          0      1,777     10,283          1        254        215          0        179         60
 
Changes from:       October 9, 2012                                  Total Change is:      -500
      -426       -113          0         -3          0          0        923       -398          0     -1,010          0          0         16         11
 
Percent of Open Interest Represented by Each Category of Trader
      76.0        0.8        0.0        4.8        7.4        0.0       15.4       89.4        0.0        2.2        1.9        0.0        1.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        28
         4          .          0          .          4          0          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,631
Positions
    11,203      7,327          0        856        868         42      1,258      5,221          0          0        136          0        272         37
 
Changes from:       October 9, 2012                                  Total Change is:      -330
       228        171          0          0          0          0       -576       -545          0          0         45          0         18         -1
 
Percent of Open Interest Represented by Each Category of Trader
      82.2       53.8        0.0        6.3        6.4        0.3        9.2       38.3        0.0        0.0        1.0        0.0        2.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          0          .          4          .          4         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    45,816
Positions
    11,228      4,940      1,344      1,247      5,068        232     21,513     29,045        784      5,787      1,508          0      3,681      2,895
 
Changes from:       October 9, 2012                                  Total Change is:     3,364
      -417         18        122       -135        149         20      2,172      3,169        -53      1,344       -361          0        311        300
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       10.8        2.9        2.7       11.1        0.5       47.0       63.4        1.7       12.6        3.3        0.0        8.0        6.3
 
Number of Traders in Each Category                                    Total Traders:       104
         .          .          .          6          4          .         20         37          5         23          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   424,977
Positions
   133,058     27,391     52,331     34,131     15,482     10,920     40,388    150,302     47,259      3,469     18,086     76,829     26,592     26,377
 
Changes from:       October 9, 2012                                  Total Change is:    20,888
    -1,837       -861      5,785     -4,472       -429        241     12,743      8,331        468       -284        213      6,309      1,935        831
 
Percent of Open Interest Represented by Each Category of Trader
      31.3        6.4       12.3        8.0        3.6        2.6        9.5       35.4       11.1        0.8        4.3       18.1        6.3        6.2
 
Number of Traders in Each Category                                    Total Traders:       170
        23         11         25          7         12         10         30         45         56         13         15         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     8,419
Positions
       396      4,221          0      3,024        513        149      3,638      2,612        893        192         30          0        127          1
 
Changes from:       October 9, 2012                                  Total Change is:       -64
       120        -37          0       -166        -18        -20          0         11          0          0          0          0          2          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       50.1        0.0       35.9        6.1        1.8       43.2       31.0       10.6        2.3        0.4        0.0        1.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          4          .          .          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,597
Positions
     1,078      7,448          0      6,974          0          0        597      1,934          0          0          0          0        948        215
 
Changes from:       October 9, 2012                                  Total Change is:       301
       -49       -381          0        618          0          0       -167        645          0          0          0          0       -101         37
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       77.6        0.0       72.7        0.0        0.0        6.2       20.2        0.0        0.0        0.0        0.0        9.9        2.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0         10          0          0          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated June 29, 2007