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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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   100,493
Positions
     7,169     13,401      5,776     18,709      5,296        310     11,967     39,990      7,364     11,765      1,269        933     36,500     26,153
 
Changes from:       September 20, 2011                               Total Change is:   -31,501
     1,996    -33,777    -10,655        263         37        -15    -11,181     16,692     -6,613       -381       -818         69     -4,984      3,580
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       13.3        5.7       18.6        5.3        0.3       11.9       39.8        7.3       11.7        1.3        0.9       36.3       26.0
 
Number of Traders in Each Category                                    Total Traders:        83
         7         10          9          5          5          .         15         24         13         15          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2011              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    34,139
Positions
     3,910      6,818      2,854      1,354        918        129      6,933      2,965      7,695          0         24         50     11,213     12,686
 
Changes from:       September 20, 2011                               Total Change is:     3,170
     2,205     -1,411        646        175         -6          0       -191       -136      2,584          0          5          0     -2,249      1,489
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       20.0        8.4        4.0        2.7        0.4       20.3        8.7       22.5        0.0        0.1        0.1       32.8       37.2
 
Number of Traders in Each Category                                    Total Traders:        32
         4          7          5          .          .          .          8          9         11          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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   163,120
Positions
    99,954      2,591      2,989      9,131     32,336        883     29,467     80,974      5,748          1      3,180        180     14,767     34,239
 
Changes from:       September 20, 2011                               Total Change is:    12,488
     9,505        635        322        671       -331         -8        376      7,292      2,496       -499     -1,534        180       -555      3,436
 
Percent of Open Interest Represented by Each Category of Trader
      61.3        1.6        1.8        5.6       19.8        0.5       18.1       49.6        3.5        0.0        1.9        0.1        9.1       21.0
 
Number of Traders in Each Category                                    Total Traders:        93
        13          8          6          4         15          4         14         34         16          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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   138,521
Positions
     2,681     66,036      6,328     37,781      9,373      1,249     55,252     16,206      4,853      1,454      2,517          0     28,923     31,959
 
Changes from:       September 20, 2011                               Total Change is:    -1,061
     1,811     -1,927        362        305        689         26     -1,920     -2,560        412       -466        -38          0     -1,591      1,974
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       47.7        4.6       27.3        6.8        0.9       39.9       11.7        3.5        1.0        1.8        0.0       20.9       23.1
 
Number of Traders in Each Category                                    Total Traders:       101
         4         16          9         11          8          5         31         23         20          .          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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   271,955
Positions
    99,303     10,616     13,447     28,152     38,966      2,719     44,350     88,741     35,209      5,450     10,648      3,452     39,874     68,159
 
Changes from:       September 20, 2011                               Total Change is:    21,478
     7,424      2,666        942     -2,287      4,340        389      7,830      3,805      5,009       -565        141        432      2,304      3,754
 
Percent of Open Interest Represented by Each Category of Trader
      36.5        3.9        4.9       10.4       14.3        1.0       16.3       32.6       12.9        2.0        3.9        1.3       14.7       25.1
 
Number of Traders in Each Category                                    Total Traders:       200
        28         13         16         15         30         15         22         66         38          9         17         12
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    94,759
Positions
    27,895     28,857      4,456      3,509      7,998        320     31,529     23,042      5,031      1,070          0      1,156     19,792     23,898
 
Changes from:       September 20, 2011                               Total Change is:     8,094
    13,686     -6,229      1,141        272       -797         -5     -4,976      9,096      1,581         17        -53        563     -4,185      2,797
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       30.5        4.7        3.7        8.4        0.3       33.3       24.3        5.3        1.1        0.0        1.2       20.9       25.2
 
Number of Traders in Each Category                                    Total Traders:        75
        12          8          8          .          5          .         21         23         14          4          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2011              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    87,430
Positions
    48,189     44,782     27,401          0          0          0      7,452     12,134      1,203        424          0          0      2,761      1,910
 
Changes from:       September 20, 2011                               Total Change is:   -12,030
    -2,508     -9,786     -2,472          0          0          0     -7,677        -50       -220          0          0          0        847        498
 
Percent of Open Interest Represented by Each Category of Trader
      55.1       51.2       31.3        0.0        0.0        0.0        8.5       13.9        1.4        0.5        0.0        0.0        3.2        2.2
 
Number of Traders in Each Category                                    Total Traders:        25
         7         12         15          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    83,098
Positions
    40,606     36,079          0     14,805      3,981      1,615     22,779     31,404        340        994      3,385          0      1,959      6,294
 
Changes from:       September 20, 2011                               Total Change is:     7,088
     3,149        -22          0     -8,599      1,073      1,615     12,820      5,379         96       -420     -1,359          0     -1,573        306
 
Percent of Open Interest Represented by Each Category of Trader
      48.9       43.4        0.0       17.8        4.8        1.9       27.4       37.8        0.4        1.2        4.1        0.0        2.4        7.6
 
Number of Traders in Each Category                                    Total Traders:        94
         4         12          0          4          5          .         19         38          4          5          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    34,997
Positions
    31,072     16,257         66        200        153        688      2,365      1,693          0        117     15,138          0        489      1,002
 
Changes from:       September 20, 2011                               Total Change is:    -1,764
      -801     -1,858          0       -900        153        688       -233       -760         -3       -205          0          0       -310         16
 
Percent of Open Interest Represented by Each Category of Trader
      88.8       46.5        0.2        0.6        0.4        2.0        6.8        4.8        0.0        0.3       43.3        0.0        1.4        2.9
 
Number of Traders in Each Category                                    Total Traders:        21
         6          4          .          .          .          .          .          4          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    23,804
Positions
     7,412     15,934          5        457          0          0     13,175      5,588          0        494        278          0      2,261      1,999
 
Changes from:       September 20, 2011                               Total Change is:     1,497
     5,003     -1,786          3          2          0          0     -2,355      2,510          0        -58        113          0     -1,098        657
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       66.9        0.0        1.9        0.0        0.0       55.3       23.5        0.0        2.1        1.2        0.0        9.5        8.4
 
Number of Traders in Each Category                                    Total Traders:        38
         5          6          .          .          0          0          9         12          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    49,836
Positions
    23,404     21,530      2,673      3,393      3,650        589      2,830      7,164      6,176      4,502        590      1,501      4,766      5,962
 
Changes from:       September 20, 2011                               Total Change is:    15,517
     7,879      4,913      2,530        378        421        123     -4,468        452      5,133      1,692       -166      1,230      1,021        881
 
Percent of Open Interest Represented by Each Category of Trader
      47.0       43.2        5.4        6.8        7.3        1.2        5.7       14.4       12.4        9.0        1.2        3.0        9.6       12.0
 
Number of Traders in Each Category                                    Total Traders:        85
        21         12          9          5          8          .         10         20         12          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    13,696
Positions
     9,276      9,583          0        610        292          0        771      3,047          3      1,577          0          1      1,458        770
 
Changes from:       September 20, 2011                               Total Change is:    -2,207
       325        183       -868        -81         19          0         25        565       -342        846          0       -591     -1,521     -1,173
 
Percent of Open Interest Represented by Each Category of Trader
      67.7       70.0        0.0        4.5        2.1        0.0        5.6       22.2        0.0       11.5        0.0        0.0       10.6        5.6
 
Number of Traders in Each Category                                    Total Traders:        20
         7          5          0          .          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    72,279
Positions
    33,268     28,906        335      5,566      6,715      1,178     11,054     15,170      5,411      8,049      3,379        802      6,616     10,383
 
Changes from:       September 20, 2011                               Total Change is:     3,642
     2,218     -4,328         48       -465        258        246     -3,542      1,747      3,323      2,429      1,867        260       -875        222
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       40.0        0.5        7.7        9.3        1.6       15.3       21.0        7.5       11.1        4.7        1.1        9.2       14.4
 
Number of Traders in Each Category                                    Total Traders:        82
        20         13          5          4          7          .         10         19         10          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2011              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,068,260
Positions
   119,929    119,406     50,892    383,455    245,129     64,767     73,736    168,248    176,810     20,348     53,981     31,340    146,984    157,688
 
Changes from:       September 20, 2011                               Total Change is:    58,112
     9,065     -2,903      3,103    -12,347     30,149      1,586     11,727    -23,725     49,594      1,713      3,611      2,012     -8,342     -5,315
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       11.2        4.8       35.9       22.9        6.1        6.9       15.7       16.6        1.9        5.1        2.9       13.8       14.8
 
Number of Traders in Each Category                                    Total Traders:       609
        30         57         39        109         76         69         77        160        112         30         69         28
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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   395,481
Positions
    47,951     58,183     19,575    118,393     44,895     12,588     30,264     63,304     73,500      8,489     16,947     14,135     70,586     92,353
 
Changes from:       September 20, 2011                               Total Change is:    35,104
    14,171     -5,504      1,750     -2,427        486       -231      4,900     21,809     13,417      2,416     -1,197       -564      1,673      5,138
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       14.7        4.9       29.9       11.4        3.2        7.7       16.0       18.6        2.1        4.3        3.6       17.8       23.4
 
Number of Traders in Each Category                                    Total Traders:       145
        12         15         10         29         14         15         23         36         48          7          9          8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,363,898
Positions
   463,351    409,569     53,127  1,339,489  1,015,350    246,711    378,287    685,650    355,620     79,524    205,398     65,796    381,993    326,678
 
Changes from:       September 20, 2011                               Total Change is:   115,040
   -32,631      5,901     13,864    -51,779    146,135     11,266    147,800   -114,008     67,227      2,893     30,447      6,475    -50,075    -52,267
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       12.2        1.6       39.8       30.2        7.3       11.2       20.4       10.6        2.4        6.1        2.0       11.4        9.7
 
Number of Traders in Each Category                                    Total Traders:       563
        30         53         33         96         72         61         77        142         95         29         64         25
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2011              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   106,332
Positions
    18,193     19,214         25     65,812     57,025      5,097      8,769     13,314         34      1,478      6,438          0      6,924      5,185
 
Changes from:       September 20, 2011                               Total Change is:     1,454
     1,322     -2,908         25        280      3,372      1,884     -1,225       -520       -391        -36         20          0       -405        -29
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       18.1        0.0       61.9       53.6        4.8        8.2       12.5        0.0        1.4        6.1        0.0        6.5        4.9
 
Number of Traders in Each Category                                    Total Traders:        87
         7         10          .         33         14         10          9         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    77,888
Positions
    24,104     26,857      1,397     19,594     19,964      1,464     16,158     11,535      3,283        987      2,325        412     10,489     10,652
 
Changes from:       September 20, 2011                               Total Change is:    15,118
     5,709      9,023      1,101        431     -1,693        209        516     -2,490      2,602       -184        -14        167      4,566      6,213
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       34.5        1.8       25.2       25.6        1.9       20.7       14.8        4.2        1.3        3.0        0.5       13.5       13.7
 
Number of Traders in Each Category                                    Total Traders:       218
        26         27         10         28         26         14         43         49         24          8         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,521
Positions
     4,386     10,842         20        269        300          0      2,305        243          0        200          0          0      6,341      2,116
 
Changes from:       September 20, 2011                               Total Change is:   -19,305
   -11,939     -4,140     -2,013        -65        300          0     -8,187     -7,152        -63       -167       -507          0      3,129     -5,730
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       80.2        0.1        2.0        2.2        0.0       17.0        1.8        0.0        1.5        0.0        0.0       46.9       15.6
 
Number of Traders in Each Category                                    Total Traders:        21
         7          7          .          .          .          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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   321,836
Positions
   103,910     85,396      1,561     96,624     98,318      7,321     81,659     68,855      4,019      4,937     12,624      1,062     20,744     42,680
 
Changes from:       September 20, 2011                               Total Change is:     7,986
    11,936     -3,773         84        811     -9,967      1,043      3,453     -1,270        616       -919        930       -165     -8,872     20,488
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       26.5        0.5       30.0       30.5        2.3       25.4       21.4        1.2        1.5        3.9        0.3        6.4       13.3
 
Number of Traders in Each Category                                    Total Traders:       217
        26         26          7         28         26         14         42         50         21          8         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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   467,182
Positions
   260,299     26,945     17,407    100,192    217,854     41,400     28,946    116,436      3,747      1,482     20,869         90     13,618     22,433
 
Changes from:       September 20, 2011                               Total Change is:    13,276
    11,724      4,956      2,289     -9,068     -2,302      6,557      3,636       -592       -673       -261      1,221          6       -934      1,814
 
Percent of Open Interest Represented by Each Category of Trader
      55.7        5.8        3.7       21.4       46.6        8.9        6.2       24.9        0.8        0.3        4.5        0.0        2.9        4.8
 
Number of Traders in Each Category                                    Total Traders:       239
        24         11          4         48         52         28         22         65         17          .         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    25,772
Positions
     6,982      1,750         70      3,684      2,304        198      7,631      4,899          2        436      5,213          0      6,769     11,336
 
Changes from:       September 20, 2011                               Total Change is:      -668
      -841          0         50       -530        710          0      1,473     -1,475          2       -390        699          0       -432       -654
 
Percent of Open Interest Represented by Each Category of Trader
      27.1        6.8        0.3       14.3        8.9        0.8       29.6       19.0        0.0        1.7       20.2        0.0       26.3       44.0
 
Number of Traders in Each Category                                    Total Traders:        41
        10          .          .          7          .          .         11          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    30,635
Positions
    11,339     14,349        573      6,612      3,269        339      3,377      7,276        574      1,099          0          0      6,722      4,255
 
Changes from:       September 20, 2011                               Total Change is:      -909
     1,666      1,262         59       -549        633       -317     -3,191        322        360         99          0          0        964     -3,228
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       46.8        1.9       21.6       10.7        1.1       11.0       23.8        1.9        3.6        0.0        0.0       21.9       13.9
 
Number of Traders in Each Category                                    Total Traders:        58
        16         13          .          6          .          .          .         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    43,719
Positions
       826      1,756      1,636     28,389     28,014      5,045      4,162      5,705          5        284          0          0      3,372      1,558
 
Changes from:       September 20, 2011                               Total Change is:     2,368
       444       -433         38      1,427      3,748        456        852     -1,354          0       -973          0          0        124        -87
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        4.0        3.7       64.9       64.1       11.5        9.5       13.0        0.0        0.6        0.0        0.0        7.7        3.6
 
Number of Traders in Each Category                                    Total Traders:        50
         .          .          .         15         20          9          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    57,602
Positions
    10,748     27,909      2,939     27,831     11,410      1,473      6,198      8,646        637      2,014      1,731        353      5,409      2,504
 
Changes from:       September 20, 2011                               Total Change is:     2,169
     1,597      6,670        774        410        376        242     -1,067     -5,820        103        157      1,587        192       -239     -1,955
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       48.5        5.1       48.3       19.8        2.6       10.8       15.0        1.1        3.5        3.0        0.6        9.4        4.3
 
Number of Traders in Each Category                                    Total Traders:        69
        12          9          .         17          7          4         11          5          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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   777,245
Positions
     8,141    136,537     39,883    345,035    126,768     78,632     42,609     97,414     94,108      7,991     51,893      9,753    151,094    142,256
 
Changes from:       September 20, 2011                               Total Change is:   -54,650
    -3,636        350    -11,725      5,319     -2,060     -3,983     -4,576    -13,508    -23,193       -606       -601     -6,784     -5,468      6,853
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       17.6        5.1       44.4       16.3       10.1        5.5       12.5       12.1        1.0        6.7        1.3       19.4       18.3
 
Number of Traders in Each Category                                    Total Traders:       159
         5         23         19         40         25         37         28         28         33          .          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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   381,169
Positions
    12,573    176,982      2,860    261,192     16,241     25,942      1,893    107,550      3,265      5,142      2,122          0     68,302     46,208
 
Changes from:       September 20, 2011                               Total Change is:    -1,580
     5,717     -1,283     -2,289     -7,593     -1,094      2,080       -135     -1,028       -306          0         88          0        946      2,252
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       46.4        0.8       68.5        4.3        6.8        0.5       28.2        0.9        1.3        0.6        0.0       17.9       12.1
 
Number of Traders in Each Category                                    Total Traders:        74
         .         13          4         36          4         15          .         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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   812,105
Positions
    69,896     84,981     18,889    133,148    224,828     89,315    253,979    140,695     78,263     53,965     50,654      3,904    110,746    120,575
 
Changes from:       September 20, 2011                               Total Change is:   -18,048
    14,992    -24,376        386      1,813     -1,843     -2,459    -35,477      2,788      8,036     -9,893     -1,180       -225      4,779        825
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       10.5        2.3       16.4       27.7       11.0       31.3       17.3        9.6        6.6        6.2        0.5       13.6       14.8
 
Number of Traders in Each Category                                    Total Traders:       228
        14         28         15         32         47         38         35         39         30          9         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 1,816,329
Positions
    73,841    170,899    113,856    700,947    541,565    213,465    153,204    175,491    151,156     66,182     90,099     20,855    322,823    338,942
 
Changes from:       September 20, 2011                               Total Change is:   -91,037
    14,396    -43,710     -7,937    -35,411     13,352    -11,399    -10,876     29,049    -51,322     11,937     -9,579    -15,493     15,069      6,002
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        9.4        6.3       38.6       29.8       11.8        8.4        9.7        8.3        3.6        5.0        1.1       17.8       18.7
 
Number of Traders in Each Category                                    Total Traders:       222
        20         23         34         30         57         53         33         40         54          9         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 1,406,721
Positions
    91,248    140,539     57,418    399,032    589,539    113,746    278,355     77,750     82,853    159,668     56,823     28,210    196,191    259,844
 
Changes from:       September 20, 2011                               Total Change is:   -50,465
    -1,465     11,315    -12,252        610        169    -13,150     24,145    -12,912    -26,390     -5,107       -126        985    -17,841      1,895
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       10.0        4.1       28.4       41.9        8.1       19.8        5.5        5.9       11.4        4.0        2.0       13.9       18.5
 
Number of Traders in Each Category                                    Total Traders:       184
         6         31         24         20         47         34         36         28         34          5         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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   928,889
Positions
   273,483    268,884    219,228      4,200      6,226      3,434     51,143     64,895    280,002     20,616      5,767     39,843     36,941     40,610
 
Changes from:       September 20, 2011                               Total Change is:   -23,397
       459      4,028    -11,299        440        867        -40       -941     -3,573     -5,698        811        205     -4,518     -2,611     -3,369
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       28.9       23.6        0.5        0.7        0.4        5.5        7.0       30.1        2.2        0.6        4.3        4.0        4.4
 
Number of Traders in Each Category                                    Total Traders:       141
        36         30         53          .          5          .         22         31         44          .          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,597,496
Positions
   739,044  3,099,321  3,161,857  2,978,435    125,486    192,279    548,214    622,064  5,191,286     91,447    389,649    918,975    775,960    896,579
 
Changes from:       September 20, 2011                               Total Change is:  -446,761
    53,441    -62,635     19,307        735      3,004    -15,821   -153,915    -40,175   -209,460      3,229    -25,076   -104,670    -39,608    -11,237
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       21.2       21.7       20.4        0.9        1.3        3.8        4.3       35.6        0.6        2.7        6.3        5.3        6.1
 
Number of Traders in Each Category                                    Total Traders:       286
        30         62         89         12         19         25         53         70        114         11         16         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    11,384
Positions
     4,889      3,273          0        793        846         12      1,750      6,945          9      3,600        240          0        331         59
 
Changes from:       September 20, 2011                               Total Change is:       577
     1,188     -1,094          0        -40         56          0       -586      1,632          5         -1          0          0         11        -22
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       28.8        0.0        7.0        7.4        0.1       15.4       61.0        0.1       31.6        2.1        0.0        2.9        0.5
 
Number of Traders in Each Category                                    Total Traders:        30
         .          5          0          .          4          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    14,823
Positions
    12,472      8,473          0      1,474      1,851         22        512      3,984          0         80        435          0        263         58
 
Changes from:       September 20, 2011                               Total Change is:      -734
        66     -1,614          0        196         65         10       -941        795          0          0          0          0        -65         10
 
Percent of Open Interest Represented by Each Category of Trader
      84.1       57.2        0.0        9.9       12.5        0.1        3.5       26.9        0.0        0.5        2.9        0.0        1.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        27
         .          5          0          .          4          .          5          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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    69,298
Positions
    19,971     53,866        561      2,228        244        664     28,934      9,481      1,596      4,801        748         31     10,512      2,108
 
Changes from:       September 20, 2011                               Total Change is:     6,330
     2,430      6,438          5        704       -375        -22       -426       -743        748        803       -106         29      2,058        354
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       77.7        0.8        3.2        0.4        1.0       41.8       13.7        2.3        6.9        1.1        0.0       15.2        3.0
 
Number of Traders in Each Category                                    Total Traders:       116
         5          6          .          6          .          .         48         12          7         34          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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   149,240
Positions
    30,543     40,091     39,750      4,115        652      6,338     15,100     12,859     21,415      2,343      1,112     13,779     15,857     13,244
 
Changes from:       September 20, 2011                               Total Change is:   -29,724
    -9,982     -9,221     -7,101       -284         14       -473     -5,634     -4,277     -3,247     -2,345     -1,533       -213       -445     -3,673
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       26.9       26.6        2.8        0.4        4.2       10.1        8.6       14.3        1.6        0.7        9.2       10.6        8.9
 
Number of Traders in Each Category                                    Total Traders:        98
        12          9         16          8          .         10         20         16         29          6          7         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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     9,313
Positions
     1,760        450          0      1,690      1,061          0      4,606      1,605        490        150      5,501        204        413          2
 
Changes from:       September 20, 2011                               Total Change is:    -5,068
    -1,491     -4,305     -1,634       -160        665          0        217        220       -499          0      2,010     -1,510          9        -15
 
Percent of Open Interest Represented by Each Category of Trader
      18.9        4.8        0.0       18.1       11.4        0.0       49.5       17.2        5.3        1.6       59.1        2.2        4.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          0          6          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,013
Positions
       492      7,277         10      6,287        491          0      1,180        723          0          0          0          0      1,044        512
 
Changes from:       September 20, 2011                               Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       80.7        0.1       69.8        5.4        0.0       13.1        8.0        0.0        0.0        0.0        0.0       11.6        5.7
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          .          8          .          0          .          .          0          0          0          0
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```

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Updated September 30, 2011