`Traders in Financial Futures - Futures Only Positions as of November 6, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   166,422
Positions
    22,949     71,078      1,577     21,100     33,604        740     74,280     32,817      1,672      8,013      5,246        539     35,552     19,149
 
Changes from:       October 30, 2012                                 Total Change is:      -588
     8,362     -2,140        477       -325        -26       -193     -4,267       -892       -455     -1,138        894        146     -3,195      1,601
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       42.7        0.9       12.7       20.2        0.4       44.6       19.7        1.0        4.8        3.2        0.3       21.4       11.5
 
Number of Traders in Each Category                                    Total Traders:        87
         7         10          5          8          4          4         29         13          8          9          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    40,311
Positions
     7,036     11,126          0      2,529      2,535        161     14,033     11,533        163      5,027          0          0     11,362     14,793
 
Changes from:       October 30, 2012                                 Total Change is:     2,720
     1,465     -4,711          0        -32          2          4      4,724      3,417         45        471          0          0     -3,957      3,963
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       27.6        0.0        6.3        6.3        0.4       34.8       28.6        0.4       12.5        0.0        0.0       28.2       36.7
 
Number of Traders in Each Category                                    Total Traders:        41
         4          7          0          .          4          .          8         11          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   164,481
Positions
     8,998     44,258         17      9,666     33,307     10,984     97,058     33,862      1,655      1,739     17,905        444     33,920     22,049
 
Changes from:       October 30, 2012                                 Total Change is:       564
        97     -4,380          0         68       -240        -84        711      3,854        884        549       -561       -207     -1,454      1,298
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       26.9        0.0        5.9       20.2        6.7       59.0       20.6        1.0        1.1       10.9        0.3       20.6       13.4
 
Number of Traders in Each Category                                    Total Traders:        96
         4         14          .          6         14          5         34         14          7          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   161,552
Positions
    47,821     19,213         88     55,916      7,309      1,069     44,870     63,066        886      1,067     15,043         39      9,796     54,839
 
Changes from:       October 30, 2012                                 Total Change is:    14,417
    12,449         47       -234     -2,098        208        411      4,757      9,950         51        567        -12         -5     -1,481      4,001
 
Percent of Open Interest Represented by Each Category of Trader
      29.6       11.9        0.1       34.6        4.5        0.7       27.8       39.0        0.5        0.7        9.3        0.0        6.1       33.9
 
Number of Traders in Each Category                                    Total Traders:       109
        11         12          .          8          5          4         18         42          4          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   227,725
Positions
    71,806     18,298      2,004     51,388     40,111      4,443     27,499     90,155      1,791     31,715     12,658        429     36,650     57,836
 
Changes from:       October 30, 2012                                 Total Change is:     6,201
     4,922     -8,226       -397     -1,208      4,496        -36      5,399      8,237        190      1,886      2,248          0     -4,555       -311
 
Percent of Open Interest Represented by Each Category of Trader
      31.5        8.0        0.9       22.6       17.6        2.0       12.1       39.6        0.8       13.9        5.6        0.2       16.1       25.4
 
Number of Traders in Each Category                                    Total Traders:       187
        26         12          6         18         22         14         24         46         13         20         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   178,421
Positions
    34,929     52,864         71      3,728     43,453      1,066     95,548     55,835        651      4,767      2,616        530     37,131     21,335
 
Changes from:       October 30, 2012                                 Total Change is:     3,464
    -8,722      6,316        -22        434         -7          5      7,341     -1,902       -178         31        120        -28      4,603       -840
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       29.6        0.0        2.1       24.4        0.6       53.6       31.3        0.4        2.7        1.5        0.3       20.8       12.0
 
Number of Traders in Each Category                                    Total Traders:       106
         8         14          .          4         10          .         34         25          6          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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    84,904
Positions
    49,243     58,434     18,161      3,756          0          0      3,058        173      4,930      2,470          0      2,861        425        345
 
Changes from:       October 30, 2012                                 Total Change is:      -348
       971       -125          0        -68          0          0     -1,168       -269        129          0          0          0       -212        -83
 
Percent of Open Interest Represented by Each Category of Trader
      58.0       68.8       21.4        4.4        0.0        0.0        3.6        0.2        5.8        2.9        0.0        3.4        0.5        0.4
 
Number of Traders in Each Category                                    Total Traders:        23
         6         11         10          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   189,659
Positions
    31,451     97,078        657     23,366        624      3,115    114,902     74,697        973      5,648      9,331        300      9,247      2,884
 
Changes from:       October 30, 2012                                 Total Change is:   -12,797
      -652     -5,631        194     -7,070        327      2,600     -8,734    -10,308        -81       -173        -14        198        921        -82
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       51.2        0.3       12.3        0.3        1.6       60.6       39.4        0.5        3.0        4.9        0.2        4.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       131
         5         10          .         12          .          .         66         14          7         14          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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    32,590
Positions
    16,036     14,222        210        498          0          0      3,392      1,240          0     10,527     15,567      1,039        888        312
 
Changes from:       October 30, 2012                                 Total Change is:     3,887
       -73      5,041       -451        -57          0          0        345        471       -384      5,197          0       -712         22        -78
 
Percent of Open Interest Represented by Each Category of Trader
      49.2       43.6        0.6        1.5        0.0        0.0       10.4        3.8        0.0       32.3       47.8        3.2        2.7        1.0
 
Number of Traders in Each Category                                    Total Traders:        24
         5          6          .          .          0          0          6          .          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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    35,323
Positions
     1,542     25,174        229        835        252          0     27,051      5,566        224        289      1,942          0      5,153      1,936
 
Changes from:       October 30, 2012                                 Total Change is:     4,303
        27      3,111         25         99          0          0      3,518      1,116         -2        116        247       -161        681        -33
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       71.3        0.6        2.4        0.7        0.0       76.6       15.8        0.6        0.8        5.5        0.0       14.6        5.5
 
Number of Traders in Each Category                                    Total Traders:        59
         .          9          .          4          .          0         26         10          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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    51,112
Positions
    14,105     35,616        337      4,603        563        476     20,008      7,269      2,036      1,986        524          0      7,564      4,293
 
Changes from:       October 30, 2012                                 Total Change is:    -2,725
      -564     -1,779          9        252       -244        216     -2,330     -2,022        925       -370        -29          0       -863        199
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       69.7        0.7        9.0        1.1        0.9       39.1       14.2        4.0        3.9        1.0        0.0       14.8        8.4
 
Number of Traders in Each Category                                    Total Traders:        92
        18         15          .          5          4          .         28         14         11          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   102,224
Positions
    28,209     71,232        674      9,206      1,125        951     40,015     14,538      4,071      3,971      1,048          0     15,127      8,585
 
Changes from:       October 30, 2012                                 Total Change is:    -5,450
    -1,128     -3,557         17        504       -488        432     -4,659     -4,044      1,850       -740        -58          0     -1,726        398
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       69.7        0.7        9.0        1.1        0.9       39.1       14.2        4.0        3.9        1.0        0.0       14.8        8.4
 
Number of Traders in Each Category                                    Total Traders:        92
        18         15          .          5          4          .         28         14         11          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   807,567
Positions
    56,858    235,421     26,481    380,878    156,609     57,538    110,045    178,964     25,239     35,073     39,828      5,233    110,223     82,254
 
Changes from:       October 30, 2012                                 Total Change is:    -1,457
      -351     -3,881      2,544    -18,622     -5,833      4,104      4,119     -1,507      3,099      5,318     -3,286        -19     -1,649      3,323
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       29.2        3.3       47.2       19.4        7.1       13.6       22.2        3.1        4.3        4.9        0.6       13.6       10.2
 
Number of Traders in Each Category                                    Total Traders:       558
        40         44         23        125         54         64        109         97         64         44         45         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   208,302
Positions
    22,916     81,482      3,827     92,823     30,444      7,539     13,005     27,118        643      9,951     17,210        384     57,214     39,655
 
Changes from:       October 30, 2012                                 Total Change is:     2,453
     2,221     -4,845         98     -1,473         64      1,340       -874      2,561         32      3,716       -330        250     -2,857      3,283
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       39.1        1.8       44.6       14.6        3.6        6.2       13.0        0.3        4.8        8.3        0.2       27.5       19.0
 
Number of Traders in Each Category                                    Total Traders:       101
        10         13          .         27          9         11         15         17          .          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 2,996,323
Positions
   213,968    813,954     69,015  1,466,358    656,908    223,908    543,981    818,013     64,197    134,405    121,887     15,448    265,043    212,993
 
Changes from:       October 30, 2012                                 Total Change is:   -19,550
   -19,848     -2,168     19,214    -84,523    -28,267     12,599     24,232    -21,073     16,071     10,271    -12,520     -3,608      6,042        202
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       27.2        2.3       48.9       21.9        7.5       18.2       27.3        2.1        4.5        4.1        0.5        8.8        7.1
 
Number of Traders in Each Category                                    Total Traders:       524
        40         40         22        111         49         57        105         98         54         40         41         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   116,269
Positions
     7,059     34,949         17     63,825     61,671      1,751     29,261     11,422      1,228        690      2,181          0     12,438      3,050
 
Changes from:       October 30, 2012                                 Total Change is:     2,328
       818     -1,035        -27       -446        191         29      2,568      3,679     -1,031        300        -10          0        117        532
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       30.1        0.0       54.9       53.0        1.5       25.2        9.8        1.1        0.6        1.9        0.0       10.7        2.6
 
Number of Traders in Each Category                                    Total Traders:       103
         9         12          .         40         13         12         18          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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    72,194
Positions
    10,332     45,500        423     30,893      9,804        957     22,037      8,798        489      1,359      3,240         47      5,657      2,936
 
Changes from:       October 30, 2012                                 Total Change is:    -2,059
     2,083     -1,925         55       -154      2,053     -1,557     -1,398       -870       -142       -200        132         -1       -745        195
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       63.0        0.6       42.8       13.6        1.3       30.5       12.2        0.7        1.9        4.5        0.1        7.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       208
        17         23          .         32         23          9         51         35         13         12         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   360,969
Positions
    51,659    227,502      2,116    154,464     49,022      4,786    110,185     43,988      2,446      6,796     16,198        233     28,284     14,678
 
Changes from:       October 30, 2012                                 Total Change is:   -10,297
    10,414     -9,625        274       -770     10,266     -7,784     -6,992     -4,349       -710     -1,001        658         -4     -3,724        977
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       63.0        0.6       42.8       13.6        1.3       30.5       12.2        0.7        1.9        4.5        0.1        7.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       208
        17         23          .         32         23          9         51         35         13         12         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   366,433
Positions
   103,664     34,953      8,590    147,975    198,191     19,831     59,814     80,265      2,834      2,479     10,581          0     21,246     11,188
 
Changes from:       October 30, 2012                                 Total Change is:    -3,631
    -8,831     -3,020      1,789     -2,229     -3,975      3,611      3,675      1,770     -2,881       -124       -497          0      1,359       -428
 
Percent of Open Interest Represented by Each Category of Trader
      28.3        9.5        2.3       40.4       54.1        5.4       16.3       21.9        0.8        0.7        2.9        0.0        5.8        3.1
 
Number of Traders in Each Category                                    Total Traders:       236
        19         12          6         49         40         23         45         50          8          6         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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    31,730
Positions
     7,409      4,949          1     10,682        270          0      5,652      6,906          0      1,901      3,576          0      6,085     16,028
 
Changes from:       October 30, 2012                                 Total Change is:     1,659
      -129       -108          0      1,120        270        -71        179        360          0          0          0          0        560      1,208
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       15.6        0.0       33.7        0.9        0.0       17.8       21.8        0.0        6.0       11.3        0.0       19.2       50.5
 
Number of Traders in Each Category                                    Total Traders:        41
         6          6          .         13          .          0          6          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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    32,596
Positions
     8,634     13,823      2,148      5,704      2,450        873      8,514      4,754        183      1,045      1,144          0      5,495      7,221
 
Changes from:       October 30, 2012                                 Total Change is:      -867
       327       -260      1,179        306         90         51       -633       -875         -6     -1,530         93          0       -561     -1,139
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       42.4        6.6       17.5        7.5        2.7       26.1       14.6        0.6        3.2        3.5        0.0       16.9       22.2
 
Number of Traders in Each Category                                    Total Traders:        55
        14         11          6          6          .          .         12          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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    63,451
Positions
     2,170      9,448        670     41,061     33,146      6,838      7,548     10,723        106        218          0          0      4,840      2,520
 
Changes from:       October 30, 2012                                 Total Change is:    -1,088
       350         -8        -89     -1,499       -213        338       -752     -1,417          0         -3          0          0        567        301
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       14.9        1.1       64.7       52.2       10.8       11.9       16.9        0.2        0.3        0.0        0.0        7.6        4.0
 
Number of Traders in Each Category                                    Total Traders:        69
         5          .          .         25         22          9          8          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   116,743
Positions
    12,368     55,051      3,157     61,673     19,782      5,459     15,273     25,744        350      5,768      2,075      1,064     11,631      4,061
 
Changes from:       October 30, 2012                                 Total Change is:     2,841
    -2,031       -444      2,401      1,393       -600         95      1,175      1,811       -347       -135        -18         75        215       -132
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       47.2        2.7       52.8       16.9        4.7       13.1       22.1        0.3        4.9        1.8        0.9       10.0        3.5
 
Number of Traders in Each Category                                    Total Traders:       128
        15         16          5         34         13         13         27          9          5         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   555,028
Positions
    19,581     74,449      2,095    251,042    142,154     70,579     44,160     80,073     11,742     20,061     34,441        785    134,983    138,710
 
Changes from:       October 30, 2012                                 Total Change is:     5,177
     7,168      5,074     -1,725     11,816        221     -9,252      1,753     11,769      1,948      1,856     -1,637        405     -8,792     -1,626
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       13.4        0.4       45.2       25.6       12.7        8.0       14.4        2.1        3.6        6.2        0.1       24.3       25.0
 
Number of Traders in Each Category                                    Total Traders:       160
         8         18          6         38         29         31         16         34         17          7         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   346,068
Positions
         0    128,868        640    216,010     25,155     39,984          0     74,674      1,954     18,194     22,345          0     69,286     52,448
 
Changes from:       October 30, 2012                                 Total Change is:    -7,973
         0      1,664        553     -6,385     -2,290     -5,221          0     -2,090      1,694      2,904       -198     -1,909        391       -176
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.2        0.2       62.4        7.3       11.6        0.0       21.6        0.6        5.3        6.5        0.0       20.0       15.2
 
Number of Traders in Each Category                                    Total Traders:        61
         0         12          4         27          8         18          0          7          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   963,711
Positions
    89,062     91,350     40,184    198,307    124,222     65,999    290,494    479,196     32,502    118,269     28,606      8,158    120,736     93,494
 
Changes from:       October 30, 2012                                 Total Change is:    11,455
   -19,599      8,621    -10,089      4,297    -23,955       -294     20,307     37,109     10,101      3,954     -4,412     -1,142      3,920     -4,484
 
Percent of Open Interest Represented by Each Category of Trader
       9.2        9.5        4.2       20.6       12.9        6.8       30.1       49.7        3.4       12.3        3.0        0.8       12.5        9.7
 
Number of Traders in Each Category                                    Total Traders:       217
        17         19         11         44         24         31         41         39         24         20         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 1,694,764
Positions
   168,467    102,139     18,359    425,315    718,095    174,485    470,092    171,669     56,369    115,027    127,370      8,732    257,918    317,546
 
Changes from:       October 30, 2012                                 Total Change is:    -7,488
   -12,139     -2,142      7,646     -9,203    -57,046      6,748     -1,005     27,407      7,141     -1,955       -612        793     -5,514      2,577
 
Percent of Open Interest Represented by Each Category of Trader
       9.9        6.0        1.1       25.1       42.4       10.3       27.7       10.1        3.3        6.8        7.5        0.5       15.2       18.7
 
Number of Traders in Each Category                                    Total Traders:       277
        25         29         14         29         57         49         45         55         39         16         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 1,347,859
Positions
   265,684    120,211     14,708    191,431    523,271    126,059    346,718    207,669     21,281    163,832     69,655      4,631    213,515    260,374
 
Changes from:       October 30, 2012                                 Total Change is:    10,374
    27,367     23,608        320    -32,246    -63,909     16,778     -4,918     21,803       -457     19,938      4,586     -2,935    -13,473     10,580
 
Percent of Open Interest Represented by Each Category of Trader
      19.7        8.9        1.1       14.2       38.8        9.4       25.7       15.4        1.6       12.2        5.2        0.3       15.8       19.3
 
Number of Traders in Each Category                                    Total Traders:       200
        17         25          7         27         38         35         35         36         19         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   360,034
Positions
   157,791    125,693    102,772          9      2,015      3,410     26,989     36,131     40,547          0      8,402      7,224     21,292     33,840
 
Changes from:       October 30, 2012                                 Total Change is:   -58,552
   -22,478    -43,770    -15,874          0          0        481    -16,574      1,729     -1,708     -3,176       -261        113        664        738
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       34.9       28.5        0.0        0.6        0.9        7.5       10.0       11.3        0.0        2.3        2.0        5.9        9.4
 
Number of Traders in Each Category                                    Total Traders:        70
        17         20         29          .          .          .         13          8         18          0          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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    37,550
Positions
    24,697     15,164      3,446        500        464          0      4,309     13,542      3,077          0         21        387      1,134      1,449
 
Changes from:       October 30, 2012                                 Total Change is:    -4,360
    -1,079     -2,806     -2,812          0        214          0     -1,043        362         14        -16         21         90        486        557
 
Percent of Open Interest Represented by Each Category of Trader
      65.8       40.4        9.2        1.3        1.2        0.0       11.5       36.1        8.2        0.0        0.1        1.0        3.0        3.9
 
Number of Traders in Each Category                                    Total Traders:        43
        11          7         11          .          .          0          7         13          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 8,492,632
Positions
 1,329,240  2,801,032  1,853,246    861,695    269,958    143,615  1,598,300    455,221  1,452,163     73,696    263,751    253,906    926,771    999,740
 
Changes from:       October 30, 2012                                 Total Change is:   147,040
  -103,087     60,200     34,917     24,076   -105,413      1,662    116,449     18,465     68,352    -10,478     84,364    -22,797     37,946      7,290
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       33.0       21.8       10.1        3.2        1.7       18.8        5.4       17.1        0.9        3.1        3.0       10.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       235
        31         49         75          9          5         14         46         49         80          9         17         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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    11,529
Positions
     9,524        563          0        563        885          0        968      9,800          1        254        240          0        219         40
 
Changes from:       October 30, 2012                                 Total Change is:      -471
       422        290          0         20         32          0       -952       -814          0          0         25          0         39         -4
 
Percent of Open Interest Represented by Each Category of Trader
      82.6        4.9        0.0        4.9        7.7        0.0        8.4       85.0        0.0        2.2        2.1        0.0        1.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        32
         4          4          0          .          4          0          6          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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    14,020
Positions
    11,492      6,804          0        961        867         42      1,286      6,128          0          0        125          0        239         54
 
Changes from:       October 30, 2012                                 Total Change is:        51
       156       -435          0        108          1          0       -164        452          0          0         34          0        -49         -1
 
Percent of Open Interest Represented by Each Category of Trader
      82.0       48.5        0.0        6.9        6.2        0.3        9.2       43.7        0.0        0.0        0.9        0.0        1.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          0          .          4          .          4         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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    36,758
Positions
    10,194      5,729      1,263      1,832      4,248        186      9,470     21,106      1,065     10,673        529          0      2,075      2,632
 
Changes from:       October 30, 2012                                 Total Change is:    -4,268
      -143         -6          1         85     -1,047        -16     -5,343     -2,550         23      2,965       -216        -66     -1,774       -391
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       15.6        3.4        5.0       11.6        0.5       25.8       57.4        2.9       29.0        1.4        0.0        5.6        7.2
 
Number of Traders in Each Category                                    Total Traders:        97
         .          .          .          7          4          .         26         24          5         26          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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   384,223
Positions
   124,336     32,065     44,152     35,598     18,730     10,116     28,378    130,573     49,845      4,011     10,460     60,828     26,959     27,454
 
Changes from:       October 30, 2012                                 Total Change is:    22,735
     7,013      6,645     -2,172      3,798      5,359     -1,215     -1,015        431      6,321       -678     -1,886      1,851      8,832      7,401
 
Percent of Open Interest Represented by Each Category of Trader
      32.4        8.3       11.5        9.3        4.9        2.6        7.4       34.0       13.0        1.0        2.7       15.8        7.0        7.1
 
Number of Traders in Each Category                                    Total Traders:       156
        21         12         23          7         14          8         29         39         44         14         13         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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     7,150
Positions
       454      3,880          0      3,542        453        101      1,842      1,775        893        192         30          0        126         18
 
Changes from:       October 30, 2012                                 Total Change is:       394
       126        450          0        501        -64        -37       -165         31          0          0          0          0        -31         14
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       54.3        0.0       49.5        6.3        1.4       25.8       24.8       12.5        2.7        0.4        0.0        1.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        20
         4          .          0          4          .          .          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated November 9, 2012