`Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   178,102
Positions
    15,303     79,826      1,220     21,800     33,711        641     91,142     36,571      1,564      7,986      4,892      1,005     37,441     18,672
 
Changes from:       October 16, 2012                                 Total Change is:   -11,364
     1,699     -9,503        -94     -1,198        449        -68     -5,540     -2,990       -617        -60        -20        735     -6,221        744
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       44.8        0.7       12.2       18.9        0.4       51.2       20.5        0.9        4.5        2.7        0.6       21.0       10.5
 
Number of Traders in Each Category                                    Total Traders:        96
         6         11          .          9          4          4         35         15          6         10          6          4
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Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    36,769
Positions
     5,598     16,272        336      2,564      2,544        157      8,284      6,894         36      3,624          0          0     16,170     10,530
 
Changes from:       October 16, 2012                                 Total Change is:       282
       597      2,857        336         -5         41          0         67     -2,787         27        301          0          0     -1,041       -192
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       44.3        0.9        7.0        6.9        0.4       22.5       18.7        0.1        9.9        0.0        0.0       44.0       28.6
 
Number of Traders in Each Category                                    Total Traders:        41
         .          8          .          .          4          .          9         10          .          4          0          0
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Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   155,791
Positions
     9,824     37,381         14      9,217     34,203     10,606     90,872     31,791      1,607      2,839     17,088        248     30,564     22,853
 
Changes from:       October 16, 2012                                 Total Change is:    -8,663
     1,786    -13,449       -118       -806        782        394     -1,789        445        702      1,670     -2,626        193    -10,695      5,014
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       24.0        0.0        5.9       22.0        6.8       58.3       20.4        1.0        1.8       11.0        0.2       19.6       14.7
 
Number of Traders in Each Category                                    Total Traders:        96
         4         12          .          6         14          5         34         16          9          .          8          .
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Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   137,135
Positions
    24,925     26,351        312     58,799      6,808        669     37,698     38,527        894        817     16,443        163     12,858     46,968
 
Changes from:       October 16, 2012                                 Total Change is:     5,792
    14,941    -14,986        170       -766       -235        -41     -3,471     10,836       -174        317     -1,091        119     -5,303     11,194
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       19.2        0.2       42.9        5.0        0.5       27.5       28.1        0.7        0.6       12.0        0.1        9.4       34.2
 
Number of Traders in Each Category                                    Total Traders:       104
         9         13          .          9          5          .         20         34          .          .         12          .
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Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   216,842
Positions
    61,563     26,861      2,238     53,659     35,177      4,491     21,990     80,808      1,822     28,756      8,776        426     41,897     56,243
 
Changes from:       October 16, 2012                                 Total Change is:    -2,967
     1,639      1,412        519      3,483        -12     -1,810     -4,563     -3,116       -298       -444      1,446        -88     -1,405     -1,020
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       12.4        1.0       24.7       16.2        2.1       10.1       37.3        0.8       13.3        4.0        0.2       19.3       25.9
 
Number of Traders in Each Category                                    Total Traders:       176
        21         17          7         18         17         13         25         48          6         19         11          .
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Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   168,663
Positions
    50,480     40,898        195      2,693     43,615      1,222     79,995     55,509        826      5,197      2,282      1,410     26,645     22,706
 
Changes from:       October 16, 2012                                 Total Change is:     6,496
       775      5,719        160        -71        396        117      2,186        -41        342      2,890       -601        852       -755       -448
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       24.2        0.1        1.6       25.9        0.7       47.4       32.9        0.5        3.1        1.4        0.8       15.8       13.5
 
Number of Traders in Each Category                                    Total Traders:        97
        10         11          .          .         11          4         25         26         10          4          7          .
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Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    88,251
Positions
    50,776     61,957     17,758      4,069          0          0      4,841        475      4,801      2,470          0      2,861        675        399
 
Changes from:       October 16, 2012                                 Total Change is:       728
      -428      1,004       -349      1,306          0          0        123         74          0          0          0          0         76         -1
 
Percent of Open Interest Represented by Each Category of Trader
      57.5       70.2       20.1        4.6        0.0        0.0        5.5        0.5        5.4        2.8        0.0        3.2        0.8        0.5
 
Number of Traders in Each Category                                    Total Traders:        23
         6         12         10          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   207,606
Positions
    29,774    103,396          0     28,933        140        515    132,425     89,530      1,054      6,053     10,230        238      8,614      2,503
 
Changes from:       October 16, 2012                                 Total Change is:    -1,176
       -55        -82          0        902       -555     -1,027       -900       -457        484       -369        -43        -27       -184        531
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       49.8        0.0       13.9        0.1        0.2       63.8       43.1        0.5        2.9        4.9        0.1        4.1        1.2
 
Number of Traders in Each Category                                    Total Traders:       129
         9          9          0         11          .          .         63         13          8         14          6          .
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Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    27,696
Positions
    16,080      9,156         64        607          0          0      3,172        748          1      5,395     15,567      1,690        687        470
 
Changes from:       October 16, 2012                                 Total Change is:        38
        10        199          0         18          0          0         -9        -25          0          8          0          0         11       -136
 
Percent of Open Interest Represented by Each Category of Trader
      58.1       33.1        0.2        2.2        0.0        0.0       11.5        2.7        0.0       19.5       56.2        6.1        2.5        1.7
 
Number of Traders in Each Category                                    Total Traders:        23
         5          5          .          .          0          0          6          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    29,136
Positions
     1,406     20,415        143        614        252          0     22,004      4,636        131        372      1,449          0      4,466      2,110
 
Changes from:       October 16, 2012                                 Total Change is:      -350
        37       -310        -63          2          0          0        231       -311         -6       -235       -156        -29       -287        525
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       70.1        0.5        2.1        0.9        0.0       75.5       15.9        0.4        1.3        5.0        0.0       15.3        7.2
 
Number of Traders in Each Category                                    Total Traders:        53
         .          8          .          .          .          0         24          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    55,166
Positions
    13,702     39,797        235      4,090        907        400     25,023      8,485        709      2,715        573          0      8,293      4,062
 
Changes from:       October 16, 2012                                 Total Change is:    -5,284
       522     -1,546         81         83        137         94     -6,945     -2,031        701         75     -1,156          0        107     -1,563
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       72.1        0.4        7.4        1.6        0.7       45.4       15.4        1.3        4.9        1.0        0.0       15.0        7.4
 
Number of Traders in Each Category                                    Total Traders:        99
        17         15          .          7          .          .         32         13          5          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   110,331
Positions
    27,403     79,593        470      8,180      1,813        800     50,046     16,969      1,417      5,429      1,146          0     16,586      8,123
 
Changes from:       October 16, 2012                                 Total Change is:   -10,567
     1,044     -3,091        162        165        273        187    -13,890     -4,061      1,401        150     -2,312          0        214     -3,126
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       72.1        0.4        7.4        1.6        0.7       45.4       15.4        1.3        4.9        1.0        0.0       15.0        7.4
 
Number of Traders in Each Category                                    Total Traders:        99
        17         15          .          7          .          .         32         13          5          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   805,026
Positions
    57,816    237,338     21,183    395,890    161,377     54,524    104,514    183,579     26,547     28,572     39,508      5,506    110,474     75,464
 
Changes from:       October 16, 2012                                 Total Change is:    20,682
     7,289     -4,020      5,562      6,886      6,023        593     -4,109      6,310      7,516        878      4,015     -1,065     -2,869     -4,253
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       29.5        2.6       49.2       20.0        6.8       13.0       22.8        3.3        3.5        4.9        0.7       13.7        9.4
 
Number of Traders in Each Category                                    Total Traders:       563
        41         42         22        122         56         58        110        108         63         41         43         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   207,176
Positions
    18,556     85,081      3,469     94,910     30,218      6,135     14,484     30,898        598      6,235     17,524        134     62,655     33,119
 
Changes from:       October 16, 2012                                 Total Change is:     8,234
     3,274        -23        399        132      1,277        408      2,030      7,230        -99        164      3,061       -203      2,129     -3,816
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       41.1        1.7       45.8       14.6        3.0        7.0       14.9        0.3        3.0        8.5        0.1       30.2       16.0
 
Number of Traders in Each Category                                    Total Traders:        97
         9         13          .         26          9         11         15         17          4          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,989,251
Positions
   236,244    801,230     48,627  1,529,592    680,485    217,253    523,771    837,029     56,123    117,878    116,115     20,666    239,097    211,723
 
Changes from:       October 16, 2012                                 Total Change is:    62,240
    42,233      2,177      3,657     35,461     25,418       -766      6,032     32,125      1,350       -824        377         87    -24,990     -2,185
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       26.8        1.6       51.2       22.8        7.3       17.5       28.0        1.9        3.9        3.9        0.7        8.0        7.1
 
Number of Traders in Each Category                                    Total Traders:       532
        40         40         21        108         51         51        109        106         53         38         40         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   112,710
Positions
     7,230     36,739         36     63,664     60,728      1,731     27,626      7,838        788        410      2,181          0     11,225      2,669
 
Changes from:       October 16, 2012                                 Total Change is:    -1,000
     2,492     -2,619         -2       -972        909        -51     -1,359         -1        561         20        225          0     -1,689        -22
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       32.6        0.0       56.5       53.9        1.5       24.5        7.0        0.7        0.4        1.9        0.0       10.0        2.4
 
Number of Traders in Each Category                                    Total Traders:        99
         9         11          .         40         12         12         18          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    74,182
Positions
     6,861     46,827        378     32,019      7,705      2,551     23,175      9,899        694      1,782      3,102         51      6,671      2,976
 
Changes from:       October 16, 2012                                 Total Change is:    -3,737
     1,394     -4,482       -123       -703        333       -204     -4,686      1,360       -135        -58       -693          4        774        203
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       63.1        0.5       43.2       10.4        3.4       31.2       13.3        0.9        2.4        4.2        0.1        9.0        4.0
 
Number of Traders in Each Category                                    Total Traders:       218
        15         29          5         33         24         14         54         35         11         14         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   370,909
Positions
    34,307    234,134      1,889    160,095     38,525     12,756    115,875     49,495      3,471      8,909     15,508        253     33,354     14,878
 
Changes from:       October 16, 2012                                 Total Change is:   -18,687
     6,972    -22,410       -617     -3,514      1,667     -1,020    -23,431      6,799       -674       -289     -3,465         18      3,868      1,015
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       63.1        0.5       43.2       10.4        3.4       31.2       13.3        0.9        2.4        4.2        0.1        9.0        4.0
 
Number of Traders in Each Category                                    Total Traders:       218
        15         29          5         33         24         14         54         35         11         14         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   369,468
Positions
   109,943     36,332      6,814    152,434    201,717     16,473     58,246     80,253      4,518      2,526     10,480          0     18,514     12,881
 
Changes from:       October 16, 2012                                 Total Change is:    -5,404
     9,087     -7,042       -339     -1,245      5,197         15    -11,335     -2,977         15         55     -2,846          0     -1,657      2,573
 
Percent of Open Interest Represented by Each Category of Trader
      29.8        9.8        1.8       41.3       54.6        4.5       15.8       21.7        1.2        0.7        2.8        0.0        5.0        3.5
 
Number of Traders in Each Category                                    Total Traders:       238
        18         12          5         54         38         21         43         52          8          6         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    25,635
Positions
     6,990      4,101          1      8,943        217         58      2,207      4,420          0      1,901      3,576          0      5,535     13,262
 
Changes from:       October 16, 2012                                 Total Change is:       438
     4,149      1,024          0        290       -429        -48     -3,578      1,153          0          0          0          0       -375     -1,262
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       16.0        0.0       34.9        0.8        0.2        8.6       17.2        0.0        7.4       13.9        0.0       21.6       51.7
 
Number of Traders in Each Category                                    Total Traders:        36
         5          5          .         11          .          .          4          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    31,445
Positions
     8,017     12,977      1,679      5,905      2,485        822      5,952      6,991        233      2,658        448          0      6,179      5,810
 
Changes from:       October 16, 2012                                 Total Change is:   -10,106
    -1,099        -93       -547     -1,020       -202         18       -802     -1,700       -230     -2,466       -182          0     -3,960     -7,170
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       41.3        5.3       18.8        7.9        2.6       18.9       22.2        0.7        8.5        1.4        0.0       19.7       18.5
 
Number of Traders in Each Category                                    Total Traders:        56
        13         12          6          5          .          .         12          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    63,689
Positions
     1,929     10,158        733     40,555     33,366      6,529      9,130     10,109        163        221          0          0      4,429      2,631
 
Changes from:       October 16, 2012                                 Total Change is:     1,879
       159      1,010         -5        114      2,141       -128      1,698       -676          0          0          0          0         41       -463
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       15.9        1.2       63.7       52.4       10.3       14.3       15.9        0.3        0.3        0.0        0.0        7.0        4.1
 
Number of Traders in Each Category                                    Total Traders:        70
         .          .          .         24         24          9         10          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   113,679
Positions
    14,683     56,535        692     58,878     21,301      4,978     14,483     25,603        643      6,666        200        265     12,391      3,462
 
Changes from:       October 16, 2012                                 Total Change is:    -1,173
    -2,181        879        146       -297      1,083       -317        488     -1,634        -19        729          0         12        266     -1,323
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       49.7        0.6       51.8       18.7        4.4       12.7       22.5        0.6        5.9        0.2        0.2       10.9        3.0
 
Number of Traders in Each Category                                    Total Traders:       122
        14         15          4         30         16         12         25          8          .         13          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   543,502
Positions
    14,728     60,286      3,648    234,584    129,134     85,899     40,936     87,294      9,797     20,194     36,543          2    133,714    130,899
 
Changes from:       October 16, 2012                                 Total Change is:   -26,425
     5,598    -16,927        275    -11,308     -5,512      3,019    -21,390     -6,138      3,154     -3,807        515          0     -1,966     -4,811
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       11.1        0.7       43.2       23.8       15.8        7.5       16.1        1.8        3.7        6.7        0.0       24.6       24.1
 
Number of Traders in Each Category                                    Total Traders:       162
         9         16          6         41         27         29         20         33         13          7          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   368,002
Positions
         0    134,549          4    236,711     27,149     45,287          0     83,881        133     15,388     19,549      1,895     68,584     55,555
 
Changes from:       October 16, 2012                                 Total Change is:    -3,185
         0      8,201          1      6,068     -1,850     -3,446          0     -4,447     -1,449       -456       -201        196     -4,099       -190
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.6        0.0       64.3        7.4       12.3        0.0       22.8        0.0        4.2        5.3        0.5       18.6       15.1
 
Number of Traders in Each Category                                    Total Traders:        60
         0         10          .         27          9         18          0          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   981,147
Positions
   102,388     99,990     41,477    191,777    145,216     61,127    307,202    447,207     19,528     95,786     28,947     10,976    150,886    126,679
 
Changes from:       October 16, 2012                                 Total Change is:    28,560
    11,040    -14,233     21,253      4,592     19,947       -654    -45,341    -48,503       -496     20,832      1,041      2,987     14,347     47,218
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       10.2        4.2       19.5       14.8        6.2       31.3       45.6        2.0        9.8        3.0        1.1       15.4       12.9
 
Number of Traders in Each Category                                    Total Traders:       222
        23         20         10         38         27         30         40         38         22         20         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,694,133
Positions
   230,311    104,657     11,518    376,433    813,013    167,704    474,763    141,310     42,128    107,599    113,822      5,906    277,771    294,075
 
Changes from:       October 16, 2012                                 Total Change is:    13,140
    19,243      4,847      3,044       -681     25,957        642    -26,206    -19,632       -302     23,544     -6,206        -10     -6,134      4,800
 
Percent of Open Interest Represented by Each Category of Trader
      13.6        6.2        0.7       22.2       48.0        9.9       28.0        8.3        2.5        6.4        6.7        0.3       16.4       17.4
 
Number of Traders in Each Category                                    Total Traders:       273
        30         26         15         26         64         50         51         44         38         16         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,358,525
Positions
   224,270    107,413     12,873    247,802    601,986    111,218    363,662    175,889     28,596    146,818     60,481      5,844    217,442    254,225
 
Changes from:       October 16, 2012                                 Total Change is:   -54,003
    57,079    -19,101      7,156   -136,372     26,428      9,810     -2,178   -113,786     16,352      8,171        -89      1,032    -15,053     18,195
 
Percent of Open Interest Represented by Each Category of Trader
      16.5        7.9        0.9       18.2       44.3        8.2       26.8       12.9        2.1       10.8        4.5        0.4       16.0       18.7
 
Number of Traders in Each Category                                    Total Traders:       193
        16         19          7         29         37         34         36         32         19         10         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   387,775
Positions
   173,675    136,537    118,380          9      2,015      2,799     20,732     33,894     41,454        685      7,760      7,081     22,960     37,855
 
Changes from:       October 16, 2012                                 Total Change is:     7,938
     7,217      5,261        190          0          0          0      3,583        371      1,864          0       -304      1,445     -6,361       -889
 
Percent of Open Interest Represented by Each Category of Trader
      44.8       35.2       30.5        0.0        0.5        0.7        5.3        8.7       10.7        0.2        2.0        1.8        5.9        9.8
 
Number of Traders in Each Category                                    Total Traders:        70
        17         22         29          .          .          .         14          9         17          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    42,096
Positions
    26,449     19,296      5,195        500        250          0      5,622     12,779      1,925          0          1        264      2,141      2,386
 
Changes from:       October 16, 2012                                 Total Change is:      -454
     2,088      4,562     -3,556          0       -250          0      1,358     -1,930         23          0          0       -279        -88        976
 
Percent of Open Interest Represented by Each Category of Trader
      62.8       45.8       12.3        1.2        0.6        0.0       13.4       30.4        4.6        0.0        0.0        0.6        5.1        5.7
 
Number of Traders in Each Category                                    Total Traders:        40
         9          8         12          .          .          0          8         11         10          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,398,818
Positions
 1,412,198  2,718,237  1,834,517    834,766    434,440    121,656  1,495,724    435,746  1,410,582    113,794    174,290    276,417    899,164    992,933
 
Changes from:       October 16, 2012                                 Total Change is:   126,996
   124,480    -35,652     40,041      1,591     99,278      4,570    -54,601    -45,693     72,031    -27,272      1,734    -11,536    -22,308      2,223
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       32.4       21.8        9.9        5.2        1.4       17.8        5.2       16.8        1.4        2.1        3.3       10.7       11.8
 
Number of Traders in Each Category                                    Total Traders:       233
        28         49         70         11          6         12         54         45         84         12         14         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,630
Positions
     8,926        123          0        543        853          0      1,730     10,377          1        254        215          0        176         61
 
Changes from:       October 16, 2012                                 Total Change is:       124
       179         29          0         -5          0          0        -47         94          0          0          0          0         -3          1
 
Percent of Open Interest Represented by Each Category of Trader
      76.7        1.1        0.0        4.7        7.3        0.0       14.9       89.2        0.0        2.2        1.8        0.0        1.5        0.5
 
Number of Traders in Each Category                                    Total Traders:        28
         4          .          0          .          4          0          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,694
Positions
    11,298      7,208          0        853        866         42      1,220      5,402          0          0        145          0        281         31
 
Changes from:       October 16, 2012                                 Total Change is:        63
        95       -119          0         -3         -2          0        -38        181          0          0          9          0          9         -6
 
Percent of Open Interest Represented by Each Category of Trader
      82.5       52.6        0.0        6.2        6.3        0.3        8.9       39.4        0.0        0.0        1.1        0.0        2.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        28
         4          5          0          .          4          .          4          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    43,793
Positions
    10,940      5,667      1,262      1,313      5,669        188     18,651     24,952        658      6,710      2,183          0      4,071      3,214
 
Changes from:       October 16, 2012                                 Total Change is:    -2,023
      -288        727        -82         66        601        -44     -2,862     -4,093       -126        923        675          0        390        319
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       12.9        2.9        3.0       12.9        0.4       42.6       57.0        1.5       15.3        5.0        0.0        9.3        7.3
 
Number of Traders in Each Category                                    Total Traders:       107
         .          4          .          6          5          .         25         34          6         23          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   376,801
Positions
   124,649     23,066     49,060     34,569     14,084     10,474     30,519    145,471     39,606      4,736     10,845     57,471     25,717     26,724
 
Changes from:       October 16, 2012                                 Total Change is:   -48,176
    -8,409     -4,325     -3,271        438     -1,398       -446     -9,869     -4,831     -7,653      1,267     -7,241    -19,358       -875        347
 
Percent of Open Interest Represented by Each Category of Trader
      33.1        6.1       13.0        9.2        3.7        2.8        8.1       38.6       10.5        1.3        2.9       15.3        6.8        7.1
 
Number of Traders in Each Category                                    Total Traders:       158
        20         12         24          7         12         10         29         40         44         15         14         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,449
Positions
       379      4,227          0      3,041        512        159      3,638      2,623        893        192         30          0        147          5
 
Changes from:       October 16, 2012                                 Total Change is:        30
       -17          6          0         17         -1         10          0         11          0          0          0          0         20          4
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       50.0        0.0       36.0        6.1        1.9       43.1       31.0       10.6        2.3        0.4        0.0        1.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          4          .          .          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated October 26, 2012