`Traders in Financial Futures - Futures Only Positions as of October 9, 2012                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   192,593
Positions
    12,449     92,078      1,183     23,345     33,178        728     96,257     37,634      1,853      9,954      5,296      1,703     45,121     18,940
 
Changes from:       October 2, 2012                                  Total Change is:    -4,302
       402     -4,797        -48        198        182       -157     -6,642     -2,485        665        737        -13        640        -97      1,711
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       47.8        0.6       12.1       17.2        0.4       50.0       19.5        1.0        5.2        2.7        0.9       23.4        9.8
 
Number of Traders in Each Category                                    Total Traders:        99
         4         13          .         10          4          .         33         14          5         13          7          6
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Traders in Financial Futures - Futures Only Positions as of October 9, 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    35,264
Positions
     5,734     11,515          0      2,560      2,497        166      9,604      9,146          3      3,205          0          0     13,992     11,937
 
Changes from:       October 2, 2012                                  Total Change is:    -2,049
       771     -1,815          0        404         -5          0     -1,369     -2,368          3          7          0          0     -1,865      2,136
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       32.7        0.0        7.3        7.1        0.5       27.2       25.9        0.0        9.1        0.0        0.0       39.7       33.9
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          0          .          4          .          6          6          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of October 9, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   161,457
Positions
     6,404     50,572         72     10,420     31,770     11,758     92,854     28,610      1,446      1,169     19,215          0     37,334     18,014
 
Changes from:       October 2, 2012                                  Total Change is:   -16,289
     2,463    -10,068         42        450        743       -623    -13,627     -7,999      1,333        -71       -183          0     -6,256        466
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       31.3        0.0        6.5       19.7        7.3       57.5       17.7        0.9        0.7       11.9        0.0       23.1       11.2
 
Number of Traders in Each Category                                    Total Traders:        98
         4         13          .          7         14          5         36         15          7          .          7          0
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Traders in Financial Futures - Futures Only Positions as of October 9, 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   127,442
Positions
     5,996     43,193        101     59,991      6,863        686     39,049     24,788        121        510     16,901        877     20,111     33,912
 
Changes from:       October 2, 2012                                  Total Change is:   -14,251
     1,861    -13,308         28        144       -143          8    -10,437     -1,686         17       -210       -492        495     -6,157        830
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       33.9        0.1       47.1        5.4        0.5       30.6       19.5        0.1        0.4       13.3        0.7       15.8       26.6
 
Number of Traders in Each Category                                    Total Traders:        88
         5         13          .          8          6          .         22         24          4          .          8          .
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Traders in Financial Futures - Futures Only Positions as of October 9, 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   227,541
Positions
    69,129     21,096      1,716     47,852     35,121      6,681     26,231     99,825      1,917     30,812      8,154      1,352     41,851     51,679
 
Changes from:       October 2, 2012                                  Total Change is:    10,025
    16,282      4,114        254      1,441      1,120       -726    -11,801      7,179        820      6,733       -221     -1,697     -1,281       -818
 
Percent of Open Interest Represented by Each Category of Trader
      30.4        9.3        0.8       21.0       15.4        2.9       11.5       43.9        0.8       13.5        3.6        0.6       18.4       22.7
 
Number of Traders in Each Category                                    Total Traders:       170
        22         15          6         17         18         14         26         40         10         19         13          5
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Traders in Financial Futures - Futures Only Positions as of October 9, 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   162,802
Positions
    49,383     35,094         25      2,772     43,532      1,141     78,854     54,595        640        512      2,505        922     28,553     24,348
 
Changes from:       October 2, 2012                                  Total Change is:       103
    22,497     -7,484        -50       -395      1,007        -95    -19,254      2,590         99       -564     -1,077        795     -2,930      4,318
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       21.6        0.0        1.7       26.7        0.7       48.4       33.5        0.4        0.3        1.5        0.6       17.5       15.0
 
Number of Traders in Each Category                                    Total Traders:        97
        11         10          .          .         10          .         26         28          5          .          7          .
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Traders in Financial Futures - Futures Only Positions as of October 9, 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    87,888
Positions
    51,404     61,276     18,109      3,202          0          0      4,539        399      4,801      2,470          0      2,861        502        442
 
Changes from:       October 2, 2012                                  Total Change is:       300
       241        116        101       -223          0          0        173        111          2          0          0          0          6        -30
 
Percent of Open Interest Represented by Each Category of Trader
      58.5       69.7       20.6        3.6        0.0        0.0        5.2        0.5        5.5        2.8        0.0        3.3        0.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        23
         7         11         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of October 9, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   209,257
Positions
    29,424    102,563          0     28,007        517      1,542    132,822     90,962        367      7,108      9,578        716      9,271      3,012
 
Changes from:       October 2, 2012                                  Total Change is:      -707
    -3,585     -1,119          0      1,893        377          0      1,038         29       -250       -129       -374        150        176        480
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       49.0        0.0       13.4        0.2        0.7       63.5       43.5        0.2        3.4        4.6        0.3        4.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       144
         7          8          0         11          .          .         76         12          .         21          5          .
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Traders in Financial Futures - Futures Only Positions as of October 9, 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    20,795
Positions
    16,021      2,147         64        727          0          0      3,108        844          1        140     17,257          0        734        482
 
Changes from:       October 2, 2012                                  Total Change is:     1,707
       131        351         25        107          0          0      1,348       -393          1          0      1,690          0         95         33
 
Percent of Open Interest Represented by Each Category of Trader
      77.0       10.3        0.3        3.5        0.0        0.0       14.9        4.1        0.0        0.7       83.0        0.0        3.5        2.3
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          .          .          0          0          6          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    30,497
Positions
     1,570     21,164        164        297          0          0     22,318      5,441        137        467      1,603        116      5,428      1,872
 
Changes from:       October 2, 2012                                  Total Change is:    -3,674
        78     -3,776        -52         52          0          0     -4,169        404        -89        153       -241        116        237        -36
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       69.4        0.5        1.0        0.0        0.0       73.2       17.8        0.4        1.5        5.3        0.4       17.8        6.1
 
Number of Traders in Each Category                                    Total Traders:        53
         .          9          .          .          0          0         22         11          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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    57,807
Positions
    11,987     41,744        206      3,936        800        226     31,372      8,073        244      2,335      1,204          0      7,503      5,311
 
Changes from:       October 2, 2012                                  Total Change is:    -4,235
       291     -3,260         45        -44        -44        -97     -3,314     -2,020       -470       -371        365          0       -276      1,246
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       72.2        0.4        6.8        1.4        0.4       54.3       14.0        0.4        4.0        2.1        0.0       13.0        9.2
 
Number of Traders in Each Category                                    Total Traders:       103
        14         17          .          7          .          .         34         16          5          6          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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   115,613
Positions
    23,974     83,487        412      7,871      1,600        452     62,743     16,145        487      4,669      2,408          0     15,005     10,622
 
Changes from:       October 2, 2012                                  Total Change is:    -8,470
       581     -6,520         89        -87        -88       -194     -6,627     -4,040       -939       -741        730          0       -552      2,492
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       72.2        0.4        6.8        1.4        0.4       54.3       14.0        0.4        4.0        2.1        0.0       13.0        9.2
 
Number of Traders in Each Category                                    Total Traders:       103
        14         17          .          7          .          .         34         16          5          6          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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   775,286
Positions
    53,425    232,416     15,425    387,818    158,822     53,182    102,058    185,393     17,771     27,602     31,591      6,705    111,301     73,981
 
Changes from:       October 2, 2012                                  Total Change is:    -2,332
     4,872     13,584        232     -3,643     -5,333       -614     -1,133     -1,305     -4,000        314     -3,096      2,483       -841     -4,281
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       30.0        2.0       50.0       20.5        6.9       13.2       23.9        2.3        3.6        4.1        0.9       14.4        9.5
 
Number of Traders in Each Category                                    Total Traders:       560
        42         42         21        122         55         61        105        114         60         41         38         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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   194,867
Positions
    15,989     81,016      2,647     93,904     29,554      5,586     10,334     28,114        874      4,909     13,199        411     60,213     33,466
 
Changes from:       October 2, 2012                                  Total Change is:     2,471
       669      4,804        325       -514        656        228      1,450     -2,397       -181        -11      1,088          0        505     -2,052
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       41.6        1.4       48.2       15.2        2.9        5.3       14.4        0.4        2.5        6.8        0.2       30.9       17.2
 
Number of Traders in Each Category                                    Total Traders:        98
         8         14          .         26          8          9         14         21          6          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 2,902,097
Positions
   207,316    777,134     43,755  1,487,891    664,661    219,659    503,585    831,364     39,517    123,700    102,195     21,235    255,439    202,577
 
Changes from:       October 2, 2012                                  Total Change is:   -24,014
    25,849     48,736     -5,301    -16,015    -30,315     -3,843    -20,653     -2,279    -11,360      5,046    -17,501      8,994     -6,731    -11,145
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       26.8        1.5       51.3       22.9        7.6       17.4       28.6        1.4        4.3        3.5        0.7        8.8        7.0
 
Number of Traders in Each Category                                    Total Traders:       533
        41         39         20        107         52         54        107        111         49         41         35         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   113,505
Positions
     5,550     39,679         38     63,910     58,538      1,788     29,399      8,521        263        390      1,968          0     12,167      2,710
 
Changes from:       October 2, 2012                                  Total Change is:    -5,138
       -97     -1,531         12        677     -1,566        -10     -3,104     -1,063     -1,389       -302         -6          0       -925        415
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       35.0        0.0       56.3       51.6        1.6       25.9        7.5        0.2        0.3        1.7        0.0       10.7        2.4
 
Number of Traders in Each Category                                    Total Traders:       101
         8         12          .         40         12         12         19          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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    79,758
Positions
     3,676     51,377        450     33,396      7,504      2,639     29,631     10,600      1,122      2,627      3,208         47      6,171      2,812
 
Changes from:       October 2, 2012                                  Total Change is:    -2,760
       264     -5,539         22     -1,016       -259        100     -1,624      2,845        -83        -58         82         47       -412         25
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       64.4        0.6       41.9        9.4        3.3       37.2       13.3        1.4        3.3        4.0        0.1        7.7        3.5
 
Number of Traders in Each Category                                    Total Traders:       247
        14         28          5         38         24         13         70         39         10         18         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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   398,792
Positions
    18,380    256,886      2,250    166,980     37,518     13,195    148,155     53,000      5,608     13,135     16,042        235     30,854     14,058
 
Changes from:       October 2, 2012                                  Total Change is:   -13,801
     1,321    -27,697        109     -5,079     -1,294        500     -8,120     14,224       -414       -291        411        234     -2,061        126
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       64.4        0.6       41.9        9.4        3.3       37.2       13.3        1.4        3.3        4.0        0.1        7.7        3.5
 
Number of Traders in Each Category                                    Total Traders:       247
        14         28          5         38         24         13         70         39         10         18         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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   375,077
Positions
   102,993     42,701      6,653    152,245    197,401     16,558     70,605     81,833      3,910      3,563     13,278          0     18,550     12,743
 
Changes from:       October 2, 2012                                  Total Change is:    -5,546
    -3,876        418      1,042      2,362     -2,231       -568     -5,556     -7,770      1,765      1,157       -615          0     -1,872      2,413
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       11.4        1.8       40.6       52.6        4.4       18.8       21.8        1.0        0.9        3.5        0.0        4.9        3.4
 
Number of Traders in Each Category                                    Total Traders:       262
        20         13          .         55         38         21         55         55         10         10         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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    20,785
Positions
     1,034      3,314          1      8,631        431        106      3,196      2,224          0      1,901      3,576          0      5,916     11,133
 
Changes from:       October 2, 2012                                  Total Change is:       301
         1        227          0        783        201        -70        -70       -418       -127          0          0          0       -216        488
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       15.9        0.0       41.5        2.1        0.5       15.4       10.7        0.0        9.1       17.2        0.0       28.5       53.6
 
Number of Traders in Each Category                                    Total Traders:        32
         .          4          .         12          .          .          6          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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    34,541
Positions
    10,200     12,717      1,670      6,847      2,385        785      4,329      6,816        397      4,673        362          0      5,640      9,409
 
Changes from:       October 2, 2012                                  Total Change is:     1,993
     1,400         53      1,255        112         50       -325       -915       -405        208        601         32          0       -343      1,125
 
Percent of Open Interest Represented by Each Category of Trader
      29.5       36.8        4.8       19.8        6.9        2.3       12.5       19.7        1.1       13.5        1.0        0.0       16.3       27.2
 
Number of Traders in Each Category                                    Total Traders:        53
        12         13          4          6          .          .          8          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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    61,196
Positions
     1,888      9,138        664     39,993     30,676      6,400      7,454     11,197        163        221          0          0      4,413      2,958
 
Changes from:       October 2, 2012                                  Total Change is:       155
      -329     -1,615        122      3,168        294         56     -2,142      1,609        -40         -2          0          0       -678       -271
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       14.9        1.1       65.4       50.1       10.5       12.2       18.3        0.3        0.4        0.0        0.0        7.2        4.8
 
Number of Traders in Each Category                                    Total Traders:        70
         .          .          .         25         24          9          8          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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   115,242
Positions
    17,637     56,545        560     59,263     21,935      4,480     14,617     26,428        619      5,144          0        342     12,580      4,333
 
Changes from:       October 2, 2012                                  Total Change is:        32
      -602       -805        -46       -261         10        385        136        191          0        -40          0        -99        559        396
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       49.1        0.5       51.4       19.0        3.9       12.7       22.9        0.5        4.5        0.0        0.3       10.9        3.8
 
Number of Traders in Each Category                                    Total Traders:       112
        13         14          5         27         16         12         25          7          .         10          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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   577,724
Positions
     7,606     86,019      3,313    247,761    121,739     83,079     72,555    109,910      7,945     20,934     36,049          2    134,529    129,668
 
Changes from:       October 2, 2012                                  Total Change is:     3,119
       983        668       -277      4,071      1,558     -1,134      8,465     11,134     -2,160      1,242       -470       -858     -7,213     -5,342
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       14.9        0.6       42.9       21.1       14.4       12.6       19.0        1.4        3.6        6.2        0.0       23.3       22.4
 
Number of Traders in Each Category                                    Total Traders:       166
         4         22          5         40         28         31         19         39         10          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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   370,618
Positions
     2,055    124,465        258    229,909     30,431     47,569          0     88,601         81     17,508     21,267          0     73,238     57,946
 
Changes from:       October 2, 2012                                  Total Change is:       293
        95     -6,268        257    -14,847      4,475      5,917          0     -4,450         21          0       -482          0      8,850        823
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       33.6        0.1       62.0        8.2       12.8        0.0       23.9        0.0        4.7        5.7        0.0       19.8       15.6
 
Number of Traders in Each Category                                    Total Traders:        64
         .         10          .         26         11         19          0          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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   928,235
Positions
    70,765    120,824     16,482    206,701    122,618     59,625    331,657    471,510     22,597     73,521     25,126      7,989    138,898     81,464
 
Changes from:       October 2, 2012                                  Total Change is:     6,419
    14,418     -4,236      9,087      1,692        773     -6,602     -2,956      7,625        447    -11,579     -3,463          0      1,912      2,788
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       13.0        1.8       22.3       13.2        6.4       35.7       50.8        2.4        7.9        2.7        0.9       15.0        8.8
 
Number of Traders in Each Category                                    Total Traders:       214
        20         20          6         38         27         31         45         33         21         19         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 1,671,478
Positions
   185,473    104,695      9,584    396,337    794,342    171,460    484,216    152,241     39,842     75,057    115,441      4,664    304,845    279,209
 
Changes from:       October 2, 2012                                  Total Change is:   -23,441
    29,590    -15,497     -4,148     -6,500     21,853    -23,150    -10,653     10,814     -1,626     -7,440     -4,745        603       -117     -7,545
 
Percent of Open Interest Represented by Each Category of Trader
      11.1        6.3        0.6       23.7       47.5       10.3       29.0        9.1        2.4        4.5        6.9        0.3       18.2       16.7
 
Number of Traders in Each Category                                    Total Traders:       272
        23         33         12         24         64         51         56         43         29         15         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 1,426,134
Positions
   166,908    137,307        718    387,240    584,313    109,747    363,688    282,417     19,088    133,637     56,958      3,736    241,372    231,850
 
Changes from:       October 2, 2012                                  Total Change is:   -19,212
     3,536    -20,078     -2,563      5,052       -591     -3,246    -27,462     -4,777      2,783        780     -1,831      2,673       -765      8,418
 
Percent of Open Interest Represented by Each Category of Trader
      11.7        9.6        0.1       27.2       41.0        7.7       25.5       19.8        1.3        9.4        4.0        0.3       16.9       16.3
 
Number of Traders in Each Category                                    Total Traders:       195
        16         24          .         29         37         32         38         29         18         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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   374,293
Positions
   160,272    125,808    118,081          9      2,015      2,992     15,720     32,005     40,887        748      7,207      5,856     29,728     39,442
 
Changes from:       October 2, 2012                                  Total Change is:     4,403
     3,489     10,064     -4,209          0          0         -1      1,584        204     -4,879         63       -135      1,018      7,338      2,341
 
Percent of Open Interest Represented by Each Category of Trader
      42.8       33.6       31.5        0.0        0.5        0.8        4.2        8.6       10.9        0.2        1.9        1.6        7.9       10.5
 
Number of Traders in Each Category                                    Total Traders:        69
        15         24         29          .          .          .         12          9         17          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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    39,104
Positions
    23,228     12,607      8,082          0        500          0      5,145     15,372      2,122          0          4        215        312        202
 
Changes from:       October 2, 2012                                  Total Change is:     3,975
     2,065        673        880          0          0          0      1,317      2,812       -272          0        -52        -47         32        -19
 
Percent of Open Interest Represented by Each Category of Trader
      59.4       32.2       20.7        0.0        1.3        0.0       13.2       39.3        5.4        0.0        0.0        0.5        0.8        0.5
 
Number of Traders in Each Category                                    Total Traders:        39
        13          4          9          0          .          0          9         11          8          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 8,226,008
Positions
 1,145,347  2,785,035  1,848,807    821,387    296,160    129,104  1,514,275    358,353  1,355,682    134,607    154,831    349,479    927,320    948,557
 
Changes from:       October 2, 2012                                  Total Change is:   184,927
    -7,687    -34,705     46,257     30,726     40,141    -15,102    -48,727    -18,655    108,067      6,580     -5,699     35,242     29,571     29,381
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       33.9       22.5       10.0        3.6        1.6       18.4        4.4       16.5        1.6        1.9        4.2       11.3       11.5
 
Number of Traders in Each Category                                    Total Traders:       234
        30         48         73          9          8         12         60         36         78         14         15         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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    12,006
Positions
     9,173        207          0        551        853          0        854     10,681          1      1,264        215          0        163         49
 
Changes from:       October 2, 2012                                  Total Change is:       325
       357         25          0        -11         37         -4          3        267         -4        -14          0          0         -2          4
 
Percent of Open Interest Represented by Each Category of Trader
      76.4        1.7        0.0        4.6        7.1        0.0        7.1       89.0        0.0       10.5        1.8        0.0        1.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         4          .          0          .          4          0          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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    13,961
Positions
    10,975      7,156          0        856        868         42      1,834      5,766          0          0         91          0        254         38
 
Changes from:       October 2, 2012                                  Total Change is:       401
        -6       -217          0          0         74          0        438        546          0          0          0          0        -31         -2
 
Percent of Open Interest Represented by Each Category of Trader
      78.6       51.3        0.0        6.1        6.2        0.3       13.1       41.3        0.0        0.0        0.7        0.0        1.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        29
         4          6          0          .          4          .          5          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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    42,452
Positions
    11,645      4,922      1,222      1,382      4,919        212     19,341     25,876        837      4,443      1,869          0      3,370      2,595
 
Changes from:       October 2, 2012                                  Total Change is:    -2,741
    -1,247          0       -393       -105        300         30     -2,150     -3,124        176        354        152          0        594        118
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       11.6        2.9        3.3       11.6        0.5       45.6       61.0        2.0       10.5        4.4        0.0        7.9        6.1
 
Number of Traders in Each Category                                    Total Traders:        97
         4          .          .          6          5          .         18         39          7         15          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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   404,089
Positions
   134,895     28,252     46,546     38,603     15,911     10,679     27,645    141,971     46,791      3,753     17,873     70,520     24,657     25,546
 
Changes from:       October 2, 2012                                  Total Change is:    13,725
    -8,162        190      4,953        499      3,187        257      2,709     -6,407      6,079         90     -2,251      7,068        232        649
 
Percent of Open Interest Represented by Each Category of Trader
      33.4        7.0       11.5        9.6        3.9        2.6        6.8       35.1       11.6        0.9        4.4       17.5        6.1        6.3
 
Number of Traders in Each Category                                    Total Traders:       163
        23         10         25          7         12         12         27         44         49         13         15         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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     8,483
Positions
       276      4,258          0      3,190        531        169      3,638      2,601        893        192         30          0        125          1
 
Changes from:       October 2, 2012                                  Total Change is:       214
       -12        163          0         27        120         14         25        -82          0        160          0          0          0         -1
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       50.2        0.0       37.6        6.3        2.0       42.9       30.7       10.5        2.3        0.4        0.0        1.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          4          .          .          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated October 12, 2012