`Traders in Financial Futures - Futures Only Positions as of September 4, 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   171,278
Positions
     6,952     62,384        440     23,490     32,846      1,324     77,396     32,155      7,405      9,254     10,336        610     44,407     23,778
 
Changes from:       August 28, 2012                                  Total Change is:     7,436
        90      7,851       -547      1,430       -248        275      2,701     -4,827      2,871        375       -583         33        208      2,611
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       36.4        0.3       13.7       19.2        0.8       45.2       18.8        4.3        5.4        6.0        0.4       25.9       13.9
 
Number of Traders in Each Category                                    Total Traders:        92
         4         11          5          9          4          4         29         18          7         10          7          6
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Traders in Financial Futures - Futures Only Positions as of September 4, 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    55,949
Positions
    20,495     14,710        505      2,031      1,633        173     17,257     20,645        500      1,571      2,609          0     13,417     15,174
 
Changes from:       August 28, 2012                                  Total Change is:       523
       519        366        467        -22         -7        -10     -2,603        263        230          0          0          0      1,942       -786
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       26.3        0.9        3.6        2.9        0.3       30.8       36.9        0.9        2.8        4.7        0.0       24.0       27.1
 
Number of Traders in Each Category                                    Total Traders:        36
         4          7          .          .          .          .          5         10          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 4, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   133,755
Positions
     8,604     15,723      4,429     10,918     32,406     12,624     52,577     36,514      2,973      7,369      3,218          3     34,258     25,865
 
Changes from:       August 28, 2012                                  Total Change is:    16,721
    -1,359      1,988      2,974        232        618        196      6,247      7,107      2,330       -300       -641          3      6,398      2,146
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       11.8        3.3        8.2       24.2        9.4       39.3       27.3        2.2        5.5        2.4        0.0       25.6       19.3
 
Number of Traders in Each Category                                    Total Traders:        90
         7          8          4          8         14          5         28         17          4          5          .          .
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Traders in Financial Futures - Futures Only Positions as of September 4, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   152,452
Positions
    10,668     61,601      2,452     62,141      8,283        705     51,490     29,757        213        501     18,636         45     24,237     30,760
 
Changes from:       August 28, 2012                                  Total Change is:     3,008
      -851      5,531      1,871       -693        258        -16      1,237       -681       -896          0        -54          0      2,356     -3,005
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       40.4        1.6       40.8        5.4        0.5       33.8       19.5        0.1        0.3       12.2        0.0       15.9       20.2
 
Number of Traders in Each Category                                    Total Traders:        97
         5         15          .          9          8          .         24         27          6          .          7          .
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Traders in Financial Futures - Futures Only Positions as of September 4, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   314,363
Positions
    87,438     45,843      2,884     31,275     42,113      9,727     77,709    134,605      2,673     60,647     12,026      3,081     38,929     61,411
 
Changes from:       August 28, 2012                                  Total Change is:     2,438
      -825      1,252      1,496       -484      2,060         -6        215       -378       -180      1,208        770        -72      1,086     -2,504
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       14.6        0.9        9.9       13.4        3.1       24.7       42.8        0.9       19.3        3.8        1.0       12.4       19.5
 
Number of Traders in Each Category                                    Total Traders:       190
        23         15         10         16         23         14         31         52         11         15         15          4
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Traders in Financial Futures - Futures Only Positions as of September 4, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   189,241
Positions
    28,476     68,660      3,561      3,656     44,192      1,300    121,081     44,085        320      2,109      4,392         98     28,640     22,633
 
Changes from:       August 28, 2012                                  Total Change is:    -1,390
     6,179    -10,822      3,085       -257       -108        179    -10,134      3,929        212      1,088       -301        -49     -1,693      2,485
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       36.3        1.9        1.9       23.4        0.7       64.0       23.3        0.2        1.1        2.3        0.1       15.1       12.0
 
Number of Traders in Each Category                                    Total Traders:       112
         6         11          6          4          9          .         43         27          6          4          8          .
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Traders in Financial Futures - Futures Only Positions as of September 4, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    93,433
Positions
    50,914     61,228     21,526      3,693          0          0      4,483      1,320      6,103      2,900          0      2,861        953        395
 
Changes from:       August 28, 2012                                  Total Change is:       -16
       131        188        145         40          0          0     -1,184       -465        119          0          0          0        733         -3
 
Percent of Open Interest Represented by Each Category of Trader
      54.5       65.5       23.0        4.0        0.0        0.0        4.8        1.4        6.5        3.1        0.0        3.1        1.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        26
         5         15         14          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of September 4, 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   222,655
Positions
    62,635     88,228      4,699     24,080        972      1,554    101,646     86,970     18,761      2,858     18,678        285      6,137      2,508
 
Changes from:       August 28, 2012                                  Total Change is:     1,126
      -735     -1,818         15        604        -88         -2     -3,059       -106      3,691        698       -413        178       -264       -331
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       39.6        2.1       10.8        0.4        0.7       45.7       39.1        8.4        1.3        8.4        0.1        2.8        1.1
 
Number of Traders in Each Category                                    Total Traders:       112
         5         11          .          8          .          .         50         17         11         11          5          .
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Traders in Financial Futures - Futures Only Positions as of September 4, 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    25,393
Positions
     6,056     18,352        352        244          0          0     14,802      3,668        128        460        706        172      3,179      2,015
 
Changes from:       August 28, 2012                                  Total Change is:    -5,981
       696     -5,562        -61        -86       -100          0     -6,130       -498          2        182         -5        -24       -560        267
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       72.3        1.4        1.0        0.0        0.0       58.3       14.4        0.5        1.8        2.8        0.7       12.5        7.9
 
Number of Traders in Each Category                                    Total Traders:        52
         8          5          .          .          0          0         21         10          .          .          4          .
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Traders in Financial Futures - Futures Only Positions as of September 4, 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    56,223
Positions
    14,126     38,123        108      3,531        883        523     25,965     10,212        778      2,730        490          0      8,463      5,107
 
Changes from:       August 28, 2012                                  Total Change is:    -2,653
       387     -3,558         17       -187         -9         94     -2,803        422        153        381        192          0       -695         37
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       67.8        0.2        6.3        1.6        0.9       46.2       18.2        1.4        4.9        0.9        0.0       15.1        9.1
 
Number of Traders in Each Category                                    Total Traders:        91
        16         13          .          6          .          .         33         15          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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   112,446
Positions
    28,251     76,246        215      7,062      1,766      1,046     51,930     20,424      1,556      5,460        980          0     16,926     10,213
 
Changes from:       August 28, 2012                                  Total Change is:    -5,306
       773     -7,115         34       -373        -18        188     -5,606        843        305        762        383          0     -1,389         74
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       67.8        0.2        6.3        1.6        0.9       46.2       18.2        1.4        4.9        0.9        0.0       15.1        9.1
 
Number of Traders in Each Category                                    Total Traders:        91
        16         13          .          6          .          .         33         15          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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   861,624
Positions
    64,101    135,732     59,928    363,840    169,020     62,402     86,395    230,663     43,206     27,429     38,414      9,707    144,615    112,550
 
Changes from:       August 28, 2012                                  Total Change is:    13,084
     9,671     -8,933      7,672     -9,041      1,357      3,875     -5,100      4,909      8,884         11     -2,951       -940     -1,947       -788
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       15.8        7.0       42.2       19.6        7.2       10.0       26.8        5.0        3.2        4.5        1.1       16.8       13.1
 
Number of Traders in Each Category                                    Total Traders:       569
        37         54         35        119         59         63         98        122         71         36         42         11
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Traders in Financial Futures - Futures Only Positions as of September 4, 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   241,669
Positions
    40,810     61,853      4,557     97,591     35,661      9,025     10,994     43,212      2,302        106     12,242      5,598     70,686     67,219
 
Changes from:       August 28, 2012                                  Total Change is:     4,406
     2,205     -6,182      1,201     -2,034      2,909        584        974      7,687       -296          0       -888       -455      2,227       -154
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       25.6        1.9       40.4       14.8        3.7        4.5       17.9        1.0        0.0        5.1        2.3       29.2       27.8
 
Number of Traders in Each Category                                    Total Traders:        99
        13         12          5         24         10         13         12         21          9          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 3,099,775
Positions
   325,081    578,024     68,228  1,389,176    724,728    208,954    497,607  1,057,857     83,920    153,003    147,249      4,159    369,647    226,656
 
Changes from:       August 28, 2012                                  Total Change is:    43,392
    47,472     -3,614     22,212    -25,182      2,091      6,603     10,082     26,560      5,449         30    -10,339     -2,402    -20,872     -3,168
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       18.6        2.2       44.8       23.4        6.7       16.1       34.1        2.7        4.9        4.8        0.1       11.9        7.3
 
Number of Traders in Each Category                                    Total Traders:       545
        39         50         24        104         55         55         99        121         59         36         40          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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   121,421
Positions
    16,606     33,101      1,002     58,552     61,691      2,681     29,412     14,142      1,188        685      2,801          0     11,295      4,815
 
Changes from:       August 28, 2012                                  Total Change is:     1,376
         9     -1,199      1,002        747       -144        108        524        836        278     -1,556        -15          0        264        510
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       27.3        0.8       48.2       50.8        2.2       24.2       11.6        1.0        0.6        2.3        0.0        9.3        4.0
 
Number of Traders in Each Category                                    Total Traders:       103
         9          9          .         37         12         12         21         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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   113,775
Positions
     5,819     70,112      9,685     38,845      8,562        857     39,437      8,240      3,493      1,858      4,555          0     13,782      8,271
 
Changes from:       August 28, 2012                                  Total Change is:     3,226
       595      1,335      1,754       -361        199        -21        469       -808        172         -3        199          0        622        397
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       61.6        8.5       34.1        7.5        0.8       34.7        7.2        3.1        1.6        4.0        0.0       12.1        7.3
 
Number of Traders in Each Category                                    Total Traders:       240
        13         35         10         34         22          9         79         33         15         14         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    21,635
Positions
    10,937     16,896          0        300          0          0      3,074      2,681          0          0        923          0      7,324      1,135
 
Changes from:       August 28, 2012                                  Total Change is:     3,137
     2,210      2,457          0          0          0          0        357        492          0          0          0          0        570        188
 
Percent of Open Interest Represented by Each Category of Trader
      50.6       78.1        0.0        1.4        0.0        0.0       14.2       12.4        0.0        0.0        4.3        0.0       33.9        5.2
 
Number of Traders in Each Category                                    Total Traders:        23
         5         10          0          .          0          0          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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   460,702
Positions
    21,584    313,255      1,249    192,723     42,811      4,285    196,811     42,795      2,469      9,291     18,159          0     32,290     35,679
 
Changes from:       August 28, 2012                                  Total Change is:       447
        49      2,513        644     -1,803        997       -104        844     -6,216        575        -16        993          0        258      1,045
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       68.0        0.3       41.8        9.3        0.9       42.7        9.3        0.5        2.0        3.9        0.0        7.0        7.7
 
Number of Traders in Each Category                                    Total Traders:       239
        13         34          5         34         22          9         77         35         11         14         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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   441,817
Positions
   165,096     41,343     14,828    136,473    222,843     24,902     74,119     94,745      2,793      2,501     20,895          0     21,105     19,468
 
Changes from:       August 28, 2012                                  Total Change is:     6,737
       399        647          0       -285      2,070        232      4,295      2,925      1,050        419        802          0        627       -989
 
Percent of Open Interest Represented by Each Category of Trader
      37.4        9.4        3.4       30.9       50.4        5.6       16.8       21.4        0.6        0.6        4.7        0.0        4.8        4.4
 
Number of Traders in Each Category                                    Total Traders:       252
        19         15          4         54         40         26         54         46          9          6         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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    31,572
Positions
     8,068          0          0     10,069          0        621      2,876      8,810        140      1,594      6,339          0      8,204     15,662
 
Changes from:       August 28, 2012                                  Total Change is:       443
       -75       -267          0        287       -408         38       -831         10        140         85          0          0        799        930
 
Percent of Open Interest Represented by Each Category of Trader
      25.6        0.0        0.0       31.9        0.0        2.0        9.1       27.9        0.4        5.0       20.1        0.0       26.0       49.6
 
Number of Traders in Each Category                                    Total Traders:        30
         5          0          0         13          0          .          4          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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    56,865
Positions
    25,431      9,909      1,992      6,396      2,430        666     10,710      4,775      1,438      4,413      3,656          0      5,819     31,999
 
Changes from:       August 28, 2012                                  Total Change is:     7,574
     4,083      2,224       -461        291         90       -166      1,257      1,895        209      1,535        132          0        826      3,651
 
Percent of Open Interest Represented by Each Category of Trader
      44.7       17.4        3.5       11.2        4.3        1.2       18.8        8.4        2.5        7.8        6.4        0.0       10.2       56.3
 
Number of Traders in Each Category                                    Total Traders:        59
        17         10          5          7          .          .         10          8          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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    66,808
Positions
     5,149     15,707        727     40,516     28,560      7,056      7,904     12,508        163        202          0          0      5,091      2,087
 
Changes from:       August 28, 2012                                  Total Change is:      -151
     1,445       -245          0     -3,605      3,257       -396      1,884     -2,414        -15          0          0          0        536       -338
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       23.5        1.1       60.6       42.7       10.6       11.8       18.7        0.2        0.3        0.0        0.0        7.6        3.1
 
Number of Traders in Each Category                                    Total Traders:        72
         5          6          .         25         22          9          9          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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   119,497
Positions
    13,351     56,775        701     64,493     13,572      4,961     14,208     31,037      2,494      4,990        795        261     14,038      8,901
 
Changes from:       August 28, 2012                                  Total Change is:    -1,403
     4,452     -5,767     -1,057     -3,521     -1,546        286     -4,346        499      1,407        703          0        261        412      4,514
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       47.5        0.6       54.0       11.4        4.2       11.9       26.0        2.1        4.2        0.7        0.2       11.7        7.4
 
Number of Traders in Each Category                                    Total Traders:       104
        12         12          4         25         16         11         18         11          6          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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   614,505
Positions
     7,925    107,129     29,462    225,038    116,017     65,908     70,389     71,551     43,840     19,958     40,579          5    151,980    140,014
 
Changes from:       August 28, 2012                                  Total Change is:   -26,659
    -5,405      5,583    -12,503     -9,742       -991     -4,790     18,869    -11,920     12,418     -2,640      5,308    -11,536    -11,330     -8,228
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       17.4        4.8       36.6       18.9       10.7       11.5       11.6        7.1        3.2        6.6        0.0       24.7       22.8
 
Number of Traders in Each Category                                    Total Traders:       137
         4         14          6         37         22         28         21         26         15          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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   383,613
Positions
         0    133,806     13,228    252,199     12,170     33,485          0    103,262      8,043      9,505     20,858          0     67,153     58,761
 
Changes from:       August 28, 2012                                  Total Change is:    -1,388
         0      2,242      2,572     12,208     -4,128     -3,363         -4      9,938        204      1,166      4,266     -4,551     -9,620     -8,568
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       34.9        3.4       65.7        3.2        8.7        0.0       26.9        2.1        2.5        5.4        0.0       17.5       15.3
 
Number of Traders in Each Category                                    Total Traders:        67
         0         12          5         30          7         20          0         12          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 1,012,922
Positions
    74,797    157,791     16,708    200,378     92,539     63,276    313,113    502,286     76,424    126,167     22,503      7,989    134,070     73,406
 
Changes from:       August 28, 2012                                  Total Change is:    38,560
      -506     -7,454     -4,278      1,641     -7,955      2,888      9,837     56,182     25,974      9,454       -739     -5,651       -799    -20,407
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       15.6        1.6       19.8        9.1        6.2       30.9       49.6        7.5       12.5        2.2        0.8       13.2        7.2
 
Number of Traders in Each Category                                    Total Traders:       212
        15         24         10         42         23         30         43         31         21         20         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 1,585,291
Positions
   132,831    111,377     28,587    383,930    670,807    205,994    376,185    149,265     50,215    100,733     84,519      3,527    303,289    281,000
 
Changes from:       August 28, 2012                                  Total Change is:   -19,608
    -6,413     31,977    -35,670    -31,394     15,010     20,079     72,856     14,347    -21,020      9,637      1,548     -8,973    -18,710    -36,906
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        7.0        1.8       24.2       42.3       13.0       23.7        9.4        3.2        6.4        5.3        0.2       19.1       17.7
 
Number of Traders in Each Category                                    Total Traders:       243
        21         28         16         17         63         45         45         44         33         11         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 1,264,148
Positions
   191,713    127,731     17,376    264,658    528,677     86,645    316,280    167,863     31,491    106,267     56,649      1,434    248,284    246,282
 
Changes from:       August 28, 2012                                  Total Change is:   -32,065
   -16,990      4,774    -17,436     21,657    -21,906    -18,083    -12,852     39,413     -3,412     25,618     -5,267     -7,478     -3,089     -2,670
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       10.1        1.4       20.9       41.8        6.9       25.0       13.3        2.5        8.4        4.5        0.1       19.6       19.5
 
Number of Traders in Each Category                                    Total Traders:       181
        11         23         10         25         39         32         35         25         23         11         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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   413,277
Positions
   177,107    141,612    129,447        119      2,015      3,199     21,669     36,865     50,997          0      8,124      6,605     24,134     34,413
 
Changes from:       August 28, 2012                                  Total Change is:   -69,861
   -36,306    -56,759     -5,984        119        600       -719    -16,009         28     -2,199     -3,529     -3,181        130     -5,364     -1,777
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       34.3       31.3        0.0        0.5        0.8        5.2        8.9       12.3        0.0        2.0        1.6        5.8        8.3
 
Number of Traders in Each Category                                    Total Traders:        81
        21         24         34          .          .          .         13         15         22          0          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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    25,762
Positions
    15,565      7,837      4,166          0      1,713          0      4,036     10,208      1,342         62          0        262        329        234
 
Changes from:       August 28, 2012                                  Total Change is:       485
     3,084        473     -2,857          0          0          0        269      2,949        -87         62          0        -90        104         97
 
Percent of Open Interest Represented by Each Category of Trader
      60.4       30.4       16.2        0.0        6.6        0.0       15.7       39.6        5.2        0.2        0.0        1.0        1.3        0.9
 
Number of Traders in Each Category                                    Total Traders:        30
         9          4          8          0          .          0          8          6          5          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 8,208,560
Positions
 1,172,949  2,732,533  1,973,454    626,212    103,546    141,800  1,608,998    448,133  1,375,816    118,891    190,572    333,015    857,425    909,691
 
Changes from:       August 28, 2012                                  Total Change is:   295,247
  -159,696     76,193    112,387     58,287     -1,747      4,551    148,212     18,544    101,080      9,408    -12,328     21,112        -94    -24,545
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       33.3       24.0        7.6        1.3        1.7       19.6        5.5       16.8        1.4        2.3        4.1       10.4       11.1
 
Number of Traders in Each Category                                    Total Traders:       255
        27         57         75          9         11         13         66         44         84         16         14         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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    11,736
Positions
     8,687        346          0        571        777          6        878     10,293         33      1,315        215          0        246         66
 
Changes from:       August 28, 2012                                  Total Change is:     1,117
     1,108        127          0          8          0          0          8        964         26        -23          0          0        -10          0
 
Percent of Open Interest Represented by Each Category of Trader
      74.0        2.9        0.0        4.9        6.6        0.1        7.5       87.7        0.3       11.2        1.8        0.0        2.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          5         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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    14,645
Positions
    11,661      8,035          0      1,014        695         38      1,415      5,429        323          0        101          0        194         24
 
Changes from:       August 28, 2012                                  Total Change is:       121
      -113        125          0         96          0          0        -35       -210        222          0        101          0        -49       -117
 
Percent of Open Interest Represented by Each Category of Trader
      79.6       54.9        0.0        6.9        4.7        0.3        9.7       37.1        2.2        0.0        0.7        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        30
         4          6          0          .          4          .          .         11          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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    65,008
Positions
    13,999     36,677      1,476      1,749        209        123     35,789     20,579      1,235      5,539      1,604        107      4,991      2,998
 
Changes from:       August 28, 2012                                  Total Change is:       128
       141       -528         55       -518         89        -74        394     -1,249        144       -676        515        103        559      1,073
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       56.4        2.3        2.7        0.3        0.2       55.1       31.7        1.9        8.5        2.5        0.2        7.7        4.6
 
Number of Traders in Each Category                                    Total Traders:       100
         4          .          .          7          .          .         35         21          4         18         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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   367,377
Positions
   140,237     27,766     40,126     42,529     11,377      8,354     20,619    141,433     45,446      4,444     27,429     39,266     26,356     26,180
 
Changes from:       August 28, 2012                                  Total Change is:     7,442
      -971       -726      2,396     -2,057       -132        -57       -712        824      2,565        589     -1,260      2,951      2,738        881
 
Percent of Open Interest Represented by Each Category of Trader
      38.2        7.6       10.9       11.6        3.1        2.3        5.6       38.5       12.4        1.2        7.5       10.7        7.2        7.1
 
Number of Traders in Each Category                                    Total Traders:       157
        19         13         25          6         12          9         17         51         47          8         19         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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     8,614
Positions
     3,006        963          0      2,737        410         71      1,772      6,252        883          0         30          0        145          5
 
Changes from:       August 28, 2012                                  Total Change is:       182
       132         61          0         50         44          0          0         77          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       11.2        0.0       31.8        4.8        0.8       20.6       72.6       10.3        0.0        0.3        0.0        1.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated September 4, 2012