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Traders in Financial Futures - Futures Only Positions as of October 4, 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   103,733
Positions
    16,139     17,619        658     23,035     13,135        326     12,575     36,986      4,868     12,394      1,061         25     33,713     29,055
 
Changes from:       September 27, 2011                               Total Change is:    17,587
     9,061      5,568        452      4,326      7,839         16        343     -3,471      1,408        697       -208         25      1,259      5,958
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       17.0        0.6       22.2       12.7        0.3       12.1       35.7        4.7       11.9        1.0        0.0       32.5       28.0
 
Number of Traders in Each Category                                    Total Traders:        86
        10         11          5          6          5          .         15         22          5         15          .          .
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Traders in Financial Futures - Futures Only Positions as of October 4, 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    24,964
Positions
     5,155      7,110          0      1,321        931        129      8,823      4,990        183         50          0          0      9,303     11,621
 
Changes from:       September 27, 2011                               Total Change is:     1,841
     2,592        -33          0        -33         13          0         54      2,019        -27          0          0          0       -745       -131
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       28.5        0.0        5.3        3.7        0.5       35.3       20.0        0.7        0.2        0.0        0.0       37.3       46.6
 
Number of Traders in Each Category                                    Total Traders:        32
         5          7          0          .          .          .          7          9          4          .          0          0
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Traders in Financial Futures - Futures Only Positions as of October 4, 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   175,500
Positions
   116,888      1,676         26     11,062     46,716      1,952     31,069     87,381      3,007          0      3,288          0     11,496     31,454
 
Changes from:       September 27, 2011                               Total Change is:    20,818
    17,160        -61          0      1,931     14,380      1,069      1,715      6,155        673          0         42          0     -1,730     -1,440
 
Percent of Open Interest Represented by Each Category of Trader
      66.6        1.0        0.0        6.3       26.6        1.1       17.7       49.8        1.7        0.0        1.9        0.0        6.6       17.9
 
Number of Traders in Each Category                                    Total Traders:        96
        14          4          .          6         14          5         14         39          5          0          5          0
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Traders in Financial Futures - Futures Only Positions as of October 4, 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   134,724
Positions
     2,023     76,377         69     42,433     10,108      1,169     59,897     13,562        295      1,786      2,092          0     27,052     31,052
 
Changes from:       September 27, 2011                               Total Change is:     8,992
      -534      8,838         60      4,652        742        -39      4,639     -2,404         55        332        -15          0       -173      1,755
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       56.7        0.1       31.5        7.5        0.9       44.5       10.1        0.2        1.3        1.6        0.0       20.1       23.0
 
Number of Traders in Each Category                                    Total Traders:        93
         .         14          .         11          7          4         27         24          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of October 4, 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   220,839
Positions
    96,550     16,071         74     29,077     41,359      3,142     53,010     89,631        962      5,109     10,180        361     32,554     59,059
 
Changes from:       September 27, 2011                               Total Change is:     5,667
    -1,719      2,988         29      1,024      5,126        484      8,804     -1,034          3       -425       -694       -278     -2,255       -957
 
Percent of Open Interest Represented by Each Category of Trader
      43.7        7.3        0.0       13.2       18.7        1.4       24.0       40.6        0.4        2.3        4.6        0.2       14.7       26.7
 
Number of Traders in Each Category                                    Total Traders:       178
        27         12          .         16         27         12         19         56         13          6         15          .
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Traders in Financial Futures - Futures Only Positions as of October 4, 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   100,016
Positions
    37,879     30,755        664      3,564     18,792        728     36,015     23,141          5      6,372        937          0     14,789     24,994
 
Changes from:       September 27, 2011                               Total Change is:    17,436
     9,789      1,225        401         55     10,794        408      4,227       -177         -8      5,245        658          0     -2,681      4,135
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       30.8        0.7        3.6       18.8        0.7       36.0       23.1        0.0        6.4        0.9        0.0       14.8       25.0
 
Number of Traders in Each Category                                    Total Traders:        72
         9         10          .          .          6          .         17         21          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of October 4, 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    84,545
Positions
    50,524     43,584     25,630          0          0          0      5,202     12,693      1,170        424          0          0      1,595      1,468
 
Changes from:       September 27, 2011                               Total Change is:       816
     5,985      2,452     -1,720          0          0          0     -2,250        559        -33          0          0          0     -1,166       -442
 
Percent of Open Interest Represented by Each Category of Trader
      59.8       51.6       30.3        0.0        0.0        0.0        6.2       15.0        1.4        0.5        0.0        0.0        1.9        1.7
 
Number of Traders in Each Category                                    Total Traders:        24
         8          9         13          0          0          0          .          4          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of October 4, 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    89,418
Positions
    47,116     40,605          0     17,017      3,300      1,935     19,086     33,873        238      1,275      3,313          0      2,751      6,154
 
Changes from:       September 27, 2011                               Total Change is:     6,320
     6,510      4,526          0      2,212       -681        320     -3,693      2,469       -102        281        -72          0        792       -140
 
Percent of Open Interest Represented by Each Category of Trader
      52.7       45.4        0.0       19.0        3.7        2.2       21.3       37.9        0.3        1.4        3.7        0.0        3.1        6.9
 
Number of Traders in Each Category                                    Total Traders:        91
         5         11          0          5          6          .         19         32          .          6          7          0
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Traders in Financial Futures - Futures Only Positions as of October 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    32,190
Positions
    23,547      8,269      5,136        200        428        414      2,434      1,840          0          0     15,138          0        459        965
 
Changes from:       September 27, 2011                               Total Change is:    -2,807
    -7,525     -7,988      5,070          0        275       -274         69        147          0       -117          0          0        -30        -37
 
Percent of Open Interest Represented by Each Category of Trader
      73.2       25.7       16.0        0.6        1.3        1.3        7.6        5.7        0.0        0.0       47.0        0.0        1.4        3.0
 
Number of Traders in Each Category                                    Total Traders:        20
         6          4          .          .          .          .          .          4          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of October 4, 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    26,211
Positions
    12,144     14,542         26        193        213          0     11,905      8,150        102        347        510          0      1,494      2,668
 
Changes from:       September 27, 2011                               Total Change is:     2,407
     4,732     -1,392         21       -264        213          0     -1,270      2,562        102       -147        232          0       -767        669
 
Percent of Open Interest Represented by Each Category of Trader
      46.3       55.5        0.1        0.7        0.8        0.0       45.4       31.1        0.4        1.3        1.9        0.0        5.7       10.2
 
Number of Traders in Each Category                                    Total Traders:        38
         7          6          .          .          .          0          8         12          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of October 4, 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    50,342
Positions
    21,771     25,688      2,637      2,933      4,204        486      7,532      6,162      4,056      4,025        160      1,279      5,624      5,670
 
Changes from:       September 27, 2011                               Total Change is:     2,514
    -1,697      4,119         88       -460        555       -103      4,823     -1,050       -911       -649       -400        337      1,085       -121
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       51.0        5.2        5.8        8.4        1.0       15.0       12.2        8.1        8.0        0.3        2.5       11.2       11.3
 
Number of Traders in Each Category                                    Total Traders:        86
        22         12          6          5          9          .         21         11          8          .          .          .
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Traders in Financial Futures - Futures Only Positions as of October 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    12,362
Positions
     7,733      8,583          0        565        292          0        803      2,658          0      1,601          0          0      1,660        829
 
Changes from:       September 27, 2011                               Total Change is:    -1,280
    -1,543     -1,000          0        -45          0          0         29       -389          0         23          0          0        256        109
 
Percent of Open Interest Represented by Each Category of Trader
      62.6       69.4        0.0        4.6        2.4        0.0        6.5       21.5        0.0       13.0        0.0        0.0       13.4        6.7
 
Number of Traders in Each Category                                    Total Traders:        20
         7          5          0          .          .          0          .          .          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of October 4, 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    75,959
Positions
    32,721     38,856        628      4,736      7,824        972     19,659     13,209      1,910      7,391      2,864         14      7,928      9,682
 
Changes from:       September 27, 2011                               Total Change is:     7,587
      -673      9,871        541       -830      1,109       -206      8,848     -2,062     -1,081       -658       -115        -11      1,657       -459
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       51.2        0.8        6.2       10.3        1.3       25.9       17.4        2.5        9.7        3.8        0.0       10.4       12.7
 
Number of Traders in Each Category                                    Total Traders:        82
        21         12          .          4          8          .         21         11          5          .          .          .
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Traders in Financial Futures - Futures Only Positions as of October 4, 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   925,564
Positions
   130,547    118,180     40,978    372,179    268,429     71,351     83,496    178,137     51,901     19,990     45,166      8,058    147,063    143,364
 
Changes from:       September 27, 2011                               Total Change is:    44,471
    14,103     -3,923      7,009    -10,853     24,832      7,978      3,440      7,490     10,308       -319     -9,341      2,113     10,692     -1,995
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       12.8        4.4       40.2       29.0        7.7        9.0       19.2        5.6        2.2        4.9        0.9       15.9       15.5
 
Number of Traders in Each Category                                    Total Traders:       597
        33         59         27        103         82         63         75        153         76         31         59         10
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Traders in Financial Futures - Futures Only Positions as of October 4, 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   296,855
Positions
    50,021     62,493      6,936    112,818     47,896     11,600     33,117     65,716      1,060      9,164     15,940        596     71,543     84,618
 
Changes from:       September 27, 2011                               Total Change is:    11,121
     6,877      2,020        200     -5,146      3,975        -22        778      6,957         99        680     -1,712        358      7,297       -754
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       21.1        2.3       38.0       16.1        3.9       11.2       22.1        0.4        3.1        5.4        0.2       24.1       28.5
 
Number of Traders in Each Category                                    Total Traders:       131
        12         16          6         25         16         14         20         30          9          4          8          .
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Traders in Financial Futures - Futures Only Positions as of October 4, 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 3,143,543
Positions
   536,261    412,063     36,581  1,314,233  1,120,091    281,325    451,553    761,764     54,547     82,327    174,326      9,116    377,600    293,730
 
Changes from:       September 27, 2011                               Total Change is:   166,750
    70,162      4,317         11    -25,286    107,531     36,753     39,190     28,545     25,168      2,243    -30,904      1,536     16,973     -6,207
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       13.1        1.2       41.8       35.6        8.9       14.4       24.2        1.7        2.6        5.5        0.3       12.0        9.3
 
Number of Traders in Each Category                                    Total Traders:       563
        35         52         16         91         77         55         77        143         57         31         57          8
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Traders in Financial Futures - Futures Only Positions as of October 4, 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   117,580
Positions
    31,120     14,121         66     51,730     65,812     12,407     12,293     13,608        422      1,534      6,784          0      8,008      4,360
 
Changes from:       September 27, 2011                               Total Change is:    11,272
    12,927     -5,093         41    -14,082      8,787      7,310      3,524        294        388         56        346          0      1,108       -801
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       12.0        0.1       44.0       56.0       10.6       10.5       11.6        0.4        1.3        5.8        0.0        6.8        3.7
 
Number of Traders in Each Category                                    Total Traders:        86
         8          8          .         30         16         10          9         11          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of October 4, 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    79,939
Positions
    24,850     23,238      2,794     18,655     21,527      1,474     15,013     11,558      4,865      1,026      3,702         46     11,217     10,736
 
Changes from:       September 27, 2011                               Total Change is:     3,112
       682     -3,636      1,568       -939      1,565         14     -1,101         72      2,133         83      1,335       -171        843        233
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       29.1        3.5       23.3       26.9        1.8       18.8       14.5        6.1        1.3        4.6        0.1       14.0       13.4
 
Number of Traders in Each Category                                    Total Traders:       216
        24         25          8         28         28         12         43         50         17          8         10          .
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Traders in Financial Futures - Futures Only Positions as of October 4, 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    15,366
Positions
     5,805     10,202         20        269        300          0      2,187      2,460          0          0      1,082          0      7,085      1,302
 
Changes from:       September 27, 2011                               Total Change is:     1,856
     1,419       -640          0          0          0          0       -118      2,217          0       -200      1,082          0        755       -803
 
Percent of Open Interest Represented by Each Category of Trader
      37.8       66.4        0.1        1.8        2.0        0.0       14.2       16.0        0.0        0.0        7.0        0.0       46.1        8.5
 
Number of Traders in Each Category                                    Total Traders:        24
         9          7          .          .          .          0          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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   322,866
Positions
   107,658     77,610      1,437     91,931    106,137      7,369     81,428     62,786      7,029      5,128     13,100        228     20,658     47,170
 
Changes from:       September 27, 2011                               Total Change is:     6,280
     3,427     -7,871        729     -4,693      7,824         70        -11     -5,824      5,761        416        266        143        438      5,182
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       24.0        0.4       28.5       32.9        2.3       25.2       19.4        2.2        1.6        4.1        0.1        6.4       14.6
 
Number of Traders in Each Category                                    Total Traders:       214
        23         24          4         28         28         12         43         50         13          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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   493,067
Positions
   274,899     32,040     18,343    101,504    223,240     37,567     40,736    125,753      4,102      1,884     29,205          0     14,032     22,817
 
Changes from:       September 27, 2011                               Total Change is:    27,074
    14,646      5,095        995      1,312      5,386     -3,833     11,608      9,131      1,444        369      8,336          0        533        520
 
Percent of Open Interest Represented by Each Category of Trader
      55.8        6.5        3.7       20.6       45.3        7.6        8.3       25.5        0.8        0.4        5.9        0.0        2.8        4.6
 
Number of Traders in Each Category                                    Total Traders:       243
        23         10          .         49         51         29         23         66         12          4         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    25,487
Positions
     8,181      1,300         70      3,722      2,317         96      5,552      4,986          5        467      5,433          0      7,394     11,280
 
Changes from:       September 27, 2011                               Total Change is:      -285
     1,199       -450          0         38         13       -102     -2,079         87          3         31        220          0        625        -56
 
Percent of Open Interest Represented by Each Category of Trader
      32.1        5.1        0.3       14.6        9.1        0.4       21.8       19.6        0.0        1.8       21.3        0.0       29.0       44.3
 
Number of Traders in Each Category                                    Total Traders:        41
        10          .          .          7          4          .          9          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    36,915
Positions
    10,532     14,638        668      6,577      6,367        339      3,460      6,822      1,930        957          0          0     12,452      6,151
 
Changes from:       September 27, 2011                               Total Change is:     6,280
      -807        289         95        -35      3,098          0         83       -454      1,356       -142          0          0      5,730      1,896
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       39.7        1.8       17.8       17.2        0.9        9.4       18.5        5.2        2.6        0.0        0.0       33.7       16.7
 
Number of Traders in Each Category                                    Total Traders:        52
        14         11          .          6          .          .          .         13          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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    44,503
Positions
     1,373      1,572      1,628     28,418     28,718      4,991      4,166      5,762          5        284          0          0      3,638      1,827
 
Changes from:       September 27, 2011                               Total Change is:       784
       547       -184         -8         29        704        -54          4         57          0          0          0          0        266        269
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        3.5        3.7       63.9       64.5       11.2        9.4       12.9        0.0        0.6        0.0        0.0        8.2        4.1
 
Number of Traders in Each Category                                    Total Traders:        53
         .          .          .         17         21          8          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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    63,284
Positions
    11,623     26,154      3,762     29,471     11,631      1,596      7,919      7,807        629      2,005      1,915        371      5,908      9,419
 
Changes from:       September 27, 2011                               Total Change is:     5,682
       875     -1,755        823      1,640        221        123      1,721       -839         -8         -9        184         18        499      6,915
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       41.3        5.9       46.6       18.4        2.5       12.5       12.3        1.0        3.2        3.0        0.6        9.3       14.9
 
Number of Traders in Each Category                                    Total Traders:        72
        11         11          .         15          8          4         13          6          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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   626,846
Positions
    15,349    138,448      1,756    345,477    116,756     75,756     42,700    102,065      4,173      8,250     52,853          0    133,385    135,039
 
Changes from:       September 27, 2011                               Total Change is:   -11,444
       875      2,350        287        645     -9,382      1,968        890      1,875    -13,041        270        378          0     -3,338      4,121
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       22.1        0.3       55.1       18.6       12.1        6.8       16.3        0.7        1.3        8.4        0.0       21.3       21.5
 
Number of Traders in Each Category                                    Total Traders:       163
        10         25          5         43         20         32         25         30         12          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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   376,982
Positions
     8,537    169,468        455    263,521     17,222     29,837      2,003    103,738      3,598      2,875      5,168          0     66,156     47,496
 
Changes from:       September 27, 2011                               Total Change is:      -266
    -4,036     -5,852     -2,405      2,519        981      3,959        110     -5,059      1,832     -2,267      3,046          0         22      3,232
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       45.0        0.1       69.9        4.6        7.9        0.5       27.5        1.0        0.8        1.4        0.0       17.5       12.6
 
Number of Traders in Each Category                                    Total Traders:        76
         4         13          4         38          5         15          .         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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   735,257
Positions
    78,517     61,236        761    142,682    225,188     85,927    241,001    146,081     30,375     49,674     53,902      1,847    104,473    129,940
 
Changes from:       September 27, 2011                               Total Change is:   -24,075
     6,287    -22,293     -5,457      9,534      1,759       -960    -17,369     -4,281     -7,640     -3,853      3,302        336     -4,953     11,159
 
Percent of Open Interest Represented by Each Category of Trader
      10.7        8.3        0.1       19.4       30.6       11.7       32.8       19.9        4.1        6.8        7.3        0.3       14.2       17.7
 
Number of Traders in Each Category                                    Total Traders:       219
        18         22          5         33         47         40         30         36         21          8         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 1,496,381
Positions
    93,107    138,317     23,038    646,580    545,172    219,623    153,904    168,385     16,818     49,606     84,224      4,268    289,437    296,536
 
Changes from:       September 27, 2011                               Total Change is:   -58,952
     5,467    -33,969     -1,734    -50,744      3,934     18,996     -7,876    -18,880     -4,906    -13,850     -7,428      4,268     -8,573    -19,233
 
Percent of Open Interest Represented by Each Category of Trader
       6.2        9.2        1.5       43.2       36.4       14.7       10.3       11.3        1.1        3.3        5.6        0.3       19.3       19.8
 
Number of Traders in Each Category                                    Total Traders:       226
        21         29         11         31         56         49         26         48         20          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 1,228,941
Positions
    97,690    135,899      9,308    405,021    542,868    114,574    194,070     90,914     35,094    170,140     55,706     13,450    189,594    231,128
 
Changes from:       September 27, 2011                               Total Change is:   -65,232
     5,575     -1,398     -4,221      5,983    -49,260      3,776    -85,856     11,749      5,590     13,133     -1,117     -8,070     -1,142    -22,281
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       11.1        0.8       33.0       44.2        9.3       15.8        7.4        2.9       13.8        4.5        1.1       15.4       18.8
 
Number of Traders in Each Category                                    Total Traders:       188
         8         30          9         20         47         33         35         30         15          6         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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   623,049
Positions
   250,735    245,045    177,010      3,407      5,364      3,524     54,240     51,356     85,091      9,417      5,078      8,800     30,825     41,781
 
Changes from:       September 27, 2011                               Total Change is:   -65,716
   -22,221    -26,074     -7,237       -793       -818         90    -21,074    -23,449    -13,106        679          2       -122     -1,932      4,998
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       39.3       28.4        0.5        0.9        0.6        8.7        8.2       13.7        1.5        0.8        1.4        4.9        6.7
 
Number of Traders in Each Category                                    Total Traders:       119
        29         28         50          .          4          .         20         20         26          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 is 8,328,105
Positions
   775,761  2,918,959  1,771,558  2,763,126     37,266    122,106    708,260    758,811  1,245,090     71,495    445,252    153,735    716,974    875,328
 
Changes from:       September 27, 2011                               Total Change is:   -50,616
    41,771   -141,440     99,340   -166,717     -7,244     -7,293     -4,067    -66,433       -430      6,710     27,956    -17,062     -2,868     61,990
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       35.0       21.3       33.2        0.4        1.5        8.5        9.1       15.0        0.9        5.3        1.8        8.6       10.5
 
Number of Traders in Each Category                                    Total Traders:       256
        29         59         83         12          7         18         52         57         85          8         15         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,970
Positions
     4,669      3,314          0        734        818         12      1,702      6,486         40      3,500        240          0        313         60
 
Changes from:       September 27, 2011                               Total Change is:      -414
      -220         41          0        -59        -28          0        -48       -459         31       -100          0          0        -18          1
 
Percent of Open Interest Represented by Each Category of Trader
      42.6       30.2        0.0        6.7        7.5        0.1       15.5       59.1        0.4       31.9        2.2        0.0        2.9        0.5
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          0          .          4          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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    14,434
Positions
    11,686      8,075          0      1,454      2,122         48        835      3,629          0         80        435          0        331        125
 
Changes from:       September 27, 2011                               Total Change is:      -389
      -786       -398          0        -20        271         26        323       -355          0          0          0          0         68         67
 
Percent of Open Interest Represented by Each Category of Trader
      81.0       55.9        0.0       10.1       14.7        0.3        5.8       25.1        0.0        0.6        3.0        0.0        2.3        0.9
 
Number of Traders in Each Category                                    Total Traders:        27
         4          4          0          .          4          .          5          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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    72,521
Positions
    21,140     57,602        500      4,149        244        450     31,027     10,326      1,039      3,414        722          2     10,800      1,636
 
Changes from:       September 27, 2011                               Total Change is:     3,890
     1,169      3,720          0      1,921          0       -214      2,093      1,048       -228     -1,356        -54          0        505       -382
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       79.4        0.7        5.7        0.3        0.6       42.8       14.2        1.4        4.7        1.0        0.0       14.9        2.3
 
Number of Traders in Each Category                                    Total Traders:       108
         6          5          .          6          .          .         46         14          .         27          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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   146,895
Positions
    27,505     34,589     41,039      4,507      1,806      5,534     17,948     12,286     20,627      2,609      1,526     12,376     14,750     17,112
 
Changes from:       September 27, 2011                               Total Change is:    -2,345
    -3,038     -5,502      1,289        392      1,154       -804      2,848       -573       -788        266        414     -1,403     -1,107      3,868
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       23.5       27.9        3.1        1.2        3.8       12.2        8.4       14.0        1.8        1.0        8.4       10.0       11.6
 
Number of Traders in Each Category                                    Total Traders:       101
        11         10         16          9          4         10         25         12         27          6          9         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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    11,432
Positions
     1,858        450          0      1,749        999          0      6,705      2,032        241        150      7,322        305        424         83
 
Changes from:       September 27, 2011                               Total Change is:     2,119
        98          0          0         59        -62          0      2,099        427       -249          0      1,821        101         11         81
 
Percent of Open Interest Represented by Each Category of Trader
      16.3        3.9        0.0       15.3        8.7        0.0       58.7       17.8        2.1        1.3       64.0        2.7        3.7        0.7
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          0          5          5          .          .          .          .
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Updated October 7, 2011