`Traders in Financial Futures - Futures Only Positions as of November 13, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   168,339
Positions
    31,023     73,559      1,815     22,528     33,482        269     66,063     31,186      1,962      7,840      5,124        773     36,066     20,169
 
Changes from:       November 6, 2012                                 Total Change is:     1,917
     8,074      2,481        238      1,428       -122       -471     -8,217     -1,631        290       -173       -122        234        514      1,020
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       43.7        1.1       13.4       19.9        0.2       39.2       18.5        1.2        4.7        3.0        0.5       21.4       12.0
 
Number of Traders in Each Category                                    Total Traders:        91
         5         13          6          9          4          4         33         12         10          9          6          4
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Traders in Financial Futures - Futures Only Positions as of November 13, 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    46,940
Positions
    11,611     10,146          0      1,631      2,588        161     16,897     17,464        144      6,127        519          0     10,369     15,918
 
Changes from:       November 6, 2012                                 Total Change is:     6,629
     4,575       -980          0       -898         53          0      2,864      5,931        -19      1,100        519          0       -993      1,125
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       21.6        0.0        3.5        5.5        0.3       36.0       37.2        0.3       13.1        1.1        0.0       22.1       33.9
 
Number of Traders in Each Category                                    Total Traders:        42
         6          6          0          .          4          .          8         11          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of November 13, 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   149,173
Positions
    10,688     33,203         20     10,040     34,083     10,950     81,870     33,786      1,906      1,168     13,897          0     32,531     21,328
 
Changes from:       November 6, 2012                                 Total Change is:   -15,308
     1,690    -11,055          3        374        776        -34    -15,188        -76        251       -571     -4,008       -444     -1,389       -721
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       22.3        0.0        6.7       22.8        7.3       54.9       22.6        1.3        0.8        9.3        0.0       21.8       14.3
 
Number of Traders in Each Category                                    Total Traders:        91
         6         13          .          6         14          5         29         15          8          .          7          0
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Traders in Financial Futures - Futures Only Positions as of November 13, 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   155,931
Positions
    44,741     25,662        342     55,485      8,038      1,546     40,246     51,350        407      1,184     17,374         38     11,942     51,174
 
Changes from:       November 6, 2012                                 Total Change is:    -5,621
    -3,080      6,449        254       -431        729        477     -4,624    -11,716       -479        117      2,331         -1      2,146     -3,665
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       16.5        0.2       35.6        5.2        1.0       25.8       32.9        0.3        0.8       11.1        0.0        7.7       32.8
 
Number of Traders in Each Category                                    Total Traders:       112
        11         13          4          8          7          5         22         36          4          .         11          .
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Traders in Financial Futures - Futures Only Positions as of November 13, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   231,660
Positions
    77,535     10,475      1,307     47,601     39,840      4,566     26,746    102,124      2,260     30,815     11,908      2,029     38,801     57,151
 
Changes from:       November 6, 2012                                 Total Change is:     3,935
     5,729     -7,823       -697     -3,787       -271        123       -753     11,969        469       -900       -750      1,600      2,151       -685
 
Percent of Open Interest Represented by Each Category of Trader
      33.5        4.5        0.6       20.5       17.2        2.0       11.5       44.1        1.0       13.3        5.1        0.9       16.7       24.7
 
Number of Traders in Each Category                                    Total Traders:       172
        27         13          8         18         22         15         17         41         11         17         17          6
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Traders in Financial Futures - Futures Only Positions as of November 13, 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   183,439
Positions
    35,226     51,798         77      3,177     43,318      1,066    102,457     57,604        736      5,572      3,560        530     34,598     24,750
 
Changes from:       November 6, 2012                                 Total Change is:     5,018
       297     -1,066          6       -551       -135          0      6,909      1,769         85        805        944          0     -2,533      3,415
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       28.2        0.0        1.7       23.6        0.6       55.9       31.4        0.4        3.0        1.9        0.3       18.9       13.5
 
Number of Traders in Each Category                                    Total Traders:       102
         9         13          .          .         10          .         29         24          8          6          8          .
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Traders in Financial Futures - Futures Only Positions as of November 13, 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    86,500
Positions
    50,574     57,713     18,333      3,117          0          0      4,039      2,317      4,874      2,470          0      2,861        232        402
 
Changes from:       November 6, 2012                                 Total Change is:     1,596
     1,331       -721        172       -639          0          0        981      2,144        -56          0          0          0       -193         57
 
Percent of Open Interest Represented by Each Category of Trader
      58.5       66.7       21.2        3.6        0.0        0.0        4.7        2.7        5.6        2.9        0.0        3.3        0.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        23
         6         11         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of November 13, 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   170,011
Positions
    32,524     93,732        751     26,935        297          2     94,526     65,574      1,131      6,103      5,610        418      7,621      2,496
 
Changes from:       November 6, 2012                                 Total Change is:   -19,648
     1,073     -3,346         94      3,569       -327     -3,113    -20,376     -9,123        158        455     -3,721        118     -1,626       -388
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       55.1        0.4       15.8        0.2        0.0       55.6       38.6        0.7        3.6        3.3        0.2        4.5        1.5
 
Number of Traders in Each Category                                    Total Traders:       123
         6         10          .         10          .          .         59         16          7         13          6          .
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Traders in Financial Futures - Futures Only Positions as of November 13, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    32,424
Positions
    16,421     14,224         10        399          0          0      3,292      1,197         39     10,572     15,567      1,014        677        373
 
Changes from:       November 6, 2012                                 Total Change is:      -166
       385          2       -200        -99          0          0       -100        -43         39         45          0        -25       -211         61
 
Percent of Open Interest Represented by Each Category of Trader
      50.6       43.9        0.0        1.2        0.0        0.0       10.2        3.7        0.1       32.6       48.0        3.1        2.1        1.2
 
Number of Traders in Each Category                                    Total Traders:        23
         5          6          .          .          0          0          5          .          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of November 13, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    33,252
Positions
     1,489     23,594          0        573        252          0     26,271      5,013        231        299      2,137         70      4,319      1,955
 
Changes from:       November 6, 2012                                 Total Change is:    -2,071
       -53     -1,580       -229       -262          0          0       -780       -553          7         10        195         70       -834         19
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       71.0        0.0        1.7        0.8        0.0       79.0       15.1        0.7        0.9        6.4        0.2       13.0        5.9
 
Number of Traders in Each Category                                    Total Traders:        55
         .          8          0          4          .          0         23         11          .          .          4          .
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Traders in Financial Futures - Futures Only Positions as of November 13, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    50,635
Positions
    13,712     31,568        304      4,117      1,105        332     17,408      9,778      3,064      2,175        611          0      9,525      3,875
 
Changes from:       November 6, 2012                                 Total Change is:      -477
      -393     -4,049        -34       -486        543       -144     -2,600      2,509      1,029        190         87          0      1,962       -418
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       62.3        0.6        8.1        2.2        0.7       34.4       19.3        6.1        4.3        1.2        0.0       18.8        7.7
 
Number of Traders in Each Category                                    Total Traders:       100
        18         16          .          5          .          .         31         17          9          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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   101,270
Positions
    27,423     63,135        607      8,234      2,210        663     34,815     19,556      6,128      4,350      1,221          0     19,050      7,750
 
Changes from:       November 6, 2012                                 Total Change is:      -954
      -786     -8,097        -67       -972      1,085       -288     -5,200      5,018      2,057        379        173          0      3,923       -835
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       62.3        0.6        8.1        2.2        0.7       34.4       19.3        6.1        4.3        1.2        0.0       18.8        7.7
 
Number of Traders in Each Category                                    Total Traders:       100
        18         16          .          5          .          .         31         17          9          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   828,091
Positions
    54,806    220,654     31,154    356,379    167,830     59,847    121,486    181,209     39,356     38,124     33,941      6,104    120,836     87,997
 
Changes from:       November 6, 2012                                 Total Change is:    20,525
    -2,052    -14,768      4,673    -24,499     11,222      2,310     11,441      2,245     14,117      3,051     -5,888        871     10,614      5,743
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       26.6        3.8       43.0       20.3        7.2       14.7       21.9        4.8        4.6        4.1        0.7       14.6       10.6
 
Number of Traders in Each Category                                    Total Traders:       558
        39         43         25        120         58         63        102         99         61         51         46         17
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Traders in Financial Futures - Futures Only Positions as of November 13, 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   212,911
Positions
    26,268     72,877      3,827     90,158     29,806      7,849     13,580     37,599      1,267     10,108     12,710        384     59,470     46,592
 
Changes from:       November 6, 2012                                 Total Change is:     4,609
     3,352     -8,605          0     -2,665       -638        310        575     10,481        624        157     -4,500          0      2,256      6,937
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       34.2        1.8       42.3       14.0        3.7        6.4       17.7        0.6        4.7        6.0        0.2       27.9       21.9
 
Number of Traders in Each Category                                    Total Traders:       105
        11         13          .         27          8         11         15         21          5          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 3,075,902
Positions
   207,081    803,275     72,244  1,359,854    718,871    231,241    646,478    824,998     83,495    156,054    122,129     12,624    306,831    207,025
 
Changes from:       November 6, 2012                                 Total Change is:    79,579
    -6,887    -10,679      3,229   -106,504     61,963      7,333    102,497      6,985     19,298     21,649        242     -2,824     41,788     -5,968
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       26.1        2.3       44.2       23.4        7.5       21.0       26.8        2.7        5.1        4.0        0.4       10.0        6.7
 
Number of Traders in Each Category                                    Total Traders:       530
        40         39         22        105         55         55        104         96         51         47         44         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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   115,916
Positions
    11,536     30,007         11     63,027     65,438      1,800     26,309     12,922         76        380      2,191          0     12,777      3,471
 
Changes from:       November 6, 2012                                 Total Change is:      -353
     4,477     -4,942         -6       -798      3,767         49     -2,952      1,500     -1,152       -310         10          0        339        421
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       25.9        0.0       54.4       56.5        1.6       22.7       11.1        0.1        0.3        1.9        0.0       11.0        3.0
 
Number of Traders in Each Category                                    Total Traders:       102
        10         11          .         40         14         12         17          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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    72,434
Positions
    15,584     42,920        402     25,797     10,857      1,177     22,022      9,640        360      1,638      3,811         55      5,399      3,212
 
Changes from:       November 6, 2012                                 Total Change is:       240
     5,253     -2,580        -22     -5,096      1,053        220        -15        842       -129        279        571          9       -258        277
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       59.3        0.6       35.6       15.0        1.6       30.4       13.3        0.5        2.3        5.3        0.1        7.5        4.4
 
Number of Traders in Each Category                                    Total Traders:       217
        20         25          .         30         24         12         53         35         13         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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   362,170
Positions
    77,922    214,600      2,008    128,983     54,286      5,886    110,108     48,198      1,801      8,191     19,054        276     26,995     16,061
 
Changes from:       November 6, 2012                                 Total Change is:     1,201
    26,263    -12,902       -108    -25,481      5,264      1,100        -77      4,210       -645      1,395      2,856         43     -1,289      1,383
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       59.3        0.6       35.6       15.0        1.6       30.4       13.3        0.5        2.3        5.3        0.1        7.5        4.4
 
Number of Traders in Each Category                                    Total Traders:       217
        20         25          .         30         24         12         53         35         13         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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   374,265
Positions
   124,066     26,471     11,234    134,361    204,304     19,957     61,653     86,045      2,820      2,177     10,427          0     17,997     13,007
 
Changes from:       November 6, 2012                                 Total Change is:     7,832
    20,402     -8,482      2,644    -13,614      6,113        126      1,839      5,780        -14       -302       -154          0     -3,249      1,819
 
Percent of Open Interest Represented by Each Category of Trader
      33.1        7.1        3.0       35.9       54.6        5.3       16.5       23.0        0.8        0.6        2.8        0.0        4.8        3.5
 
Number of Traders in Each Category                                    Total Traders:       236
        21         11          4         49         39         25         44         51          8          5         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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    31,646
Positions
     6,968      4,952         16     10,741        546         61      6,154      6,665          0      1,901      3,583          0      5,805     15,823
 
Changes from:       November 6, 2012                                 Total Change is:       -84
      -441          3         15         59        276         61        502       -241          0          0          7          0       -280       -205
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       15.6        0.1       33.9        1.7        0.2       19.4       21.1        0.0        6.0       11.3        0.0       18.3       50.0
 
Number of Traders in Each Category                                    Total Traders:        40
         5          6          .         14          .          .          6          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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    35,896
Positions
    10,898     12,700      1,703      5,581      3,002        912      7,006      6,804        565      3,381        915          0      5,850      9,295
 
Changes from:       November 6, 2012                                 Total Change is:     3,300
     2,264     -1,123       -445       -123        552         39     -1,508      2,050        382      2,336       -229          0        355      2,074
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       35.4        4.7       15.5        8.4        2.5       19.5       19.0        1.6        9.4        2.5        0.0       16.3       25.9
 
Number of Traders in Each Category                                    Total Traders:        50
        14         10          5          5          .          .          6          8          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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    65,224
Positions
     2,749      9,132        770     40,599     36,157      6,873      9,135      9,631        106        218          0          0      4,774      2,555
 
Changes from:       November 6, 2012                                 Total Change is:     1,773
       579       -316        100       -462      3,011         35      1,587     -1,092          0          0          0          0        -66         35
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       14.0        1.2       62.2       55.4       10.5       14.0       14.8        0.2        0.3        0.0        0.0        7.3        3.9
 
Number of Traders in Each Category                                    Total Traders:        73
         5          .          .         25         24         10         13          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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   119,236
Positions
    14,958     55,722        958     61,486     20,832      5,623     15,468     27,886        816      6,392      2,071      1,064     12,471      4,264
 
Changes from:       November 6, 2012                                 Total Change is:     2,493
     2,590        671     -2,199       -187      1,050        164        195      2,142        466        624         -4          0        840        203
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       46.7        0.8       51.6       17.5        4.7       13.0       23.4        0.7        5.4        1.7        0.9       10.5        3.6
 
Number of Traders in Each Category                                    Total Traders:       127
        15         16          4         33         14         14         27          7          4         13          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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   615,062
Positions
     7,790    110,763      6,610    276,388    135,516     72,890     67,078     92,794     16,893     20,019     38,418        477    146,917    140,701
 
Changes from:       November 6, 2012                                 Total Change is:    60,034
   -11,791     36,314      4,515     25,346     -6,638      2,311     22,918     12,721      5,151        -42      3,977       -308     11,934      1,991
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       18.0        1.1       44.9       22.0       11.9       10.9       15.1        2.7        3.3        6.2        0.1       23.9       22.9
 
Number of Traders in Each Category                                    Total Traders:       167
         4         19          8         43         27         33         25         33         19          7          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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   357,444
Positions
     6,779    124,615        194    220,849     42,393     37,770      3,017     77,938        984     18,159     19,407          0     69,692     54,143
 
Changes from:       November 6, 2012                                 Total Change is:    11,376
     6,779     -4,253       -446      4,839     17,238     -2,214      3,017      3,264       -970        -35     -2,938          0        406      1,695
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       34.9        0.1       61.8       11.9       10.6        0.8       21.8        0.3        5.1        5.4        0.0       19.5       15.1
 
Number of Traders in Each Category                                    Total Traders:        64
         .         11          .         28          9         16          .          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 1,037,462
Positions
    95,073    133,978     53,700    245,444    107,987     64,439    281,297    519,770     37,038    120,927     28,417      8,517    131,027     83,616
 
Changes from:       November 6, 2012                                 Total Change is:    73,751
     6,011     42,628     13,516     47,137    -16,235     -1,560     -9,197     40,574      4,536      2,658       -189        359     10,291     -9,878
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       12.9        5.2       23.7       10.4        6.2       27.1       50.1        3.6       11.7        2.7        0.8       12.6        8.1
 
Number of Traders in Each Category                                    Total Traders:       220
        17         20         12         44         24         31         41         39         30         21         14          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 1,764,600
Positions
   164,921    143,649     35,156    400,191    686,083    183,797    532,378    182,929     62,896     86,166    126,152      8,629    290,466    335,309
 
Changes from:       November 6, 2012                                 Total Change is:    69,836
    -3,546     41,510     16,797    -25,124    -32,012      9,312     62,286     11,260      6,527    -28,861     -1,218       -103     32,548     17,763
 
Percent of Open Interest Represented by Each Category of Trader
       9.3        8.1        2.0       22.7       38.9       10.4       30.2       10.4        3.6        4.9        7.1        0.5       16.5       19.0
 
Number of Traders in Each Category                                    Total Traders:       276
        30         27         13         26         60         45         53         48         41         12         20          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 1,442,795
Positions
   247,856    172,560     18,836    224,232    496,069    119,107    379,379    268,003     29,667    180,813     78,584      5,297    237,608    254,672
 
Changes from:       November 6, 2012                                 Total Change is:    94,936
   -17,828     52,349      4,128     32,801    -27,202     -6,952     32,661     60,334      8,386     16,981      8,929        666     24,093     -5,702
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       12.0        1.3       15.5       34.4        8.3       26.3       18.6        2.1       12.5        5.4        0.4       16.5       17.7
 
Number of Traders in Each Category                                    Total Traders:       207
        14         33          9         27         38         32         34         39         25         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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   372,098
Positions
   165,202    135,598    102,705          9      2,015      3,548     27,299     37,270     42,990        486      8,170      6,882     22,977     32,920
 
Changes from:       November 6, 2012                                 Total Change is:    12,064
     7,411      9,905        -67          0          0        138        310      1,139      2,443        486       -232       -342      1,685       -920
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       36.4       27.6        0.0        0.5        1.0        7.3       10.0       11.6        0.1        2.2        1.8        6.2        8.8
 
Number of Traders in Each Category                                    Total Traders:        71
        18         21         30          .          .          .         12         11         18          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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    40,079
Positions
    25,278     15,170      4,728        500        514          0      5,465     15,552      3,342          0         22        386        380        365
 
Changes from:       November 6, 2012                                 Total Change is:     2,529
       581          6      1,282          0         50          0      1,156      2,010        265          0          1         -1       -754     -1,084
 
Percent of Open Interest Represented by Each Category of Trader
      63.1       37.9       11.8        1.2        1.3        0.0       13.6       38.8        8.3        0.0        0.1        1.0        0.9        0.9
 
Number of Traders in Each Category                                    Total Traders:        45
        12          6         12          .          .          0         11         11         10          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 8,480,299
Positions
 1,210,427  2,903,490  1,878,637    866,018    208,021    134,370  1,661,009    412,028  1,500,744     67,795    185,839    262,506    898,793    994,664
 
Changes from:       November 6, 2012                                 Total Change is:   -12,333
  -118,813    102,458     25,391      4,323    -61,937     -9,245     62,709    -43,193     48,581     -5,901    -77,912      8,600    -27,978     -5,076
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       34.2       22.2       10.2        2.5        1.6       19.6        4.9       17.7        0.8        2.2        3.1       10.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       235
        29         49         75          9          7         16         51         48         80          9         16         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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    11,747
Positions
     9,898        568          0        561        885          0        802     10,015          1        254        215          0        231         63
 
Changes from:       November 6, 2012                                 Total Change is:       218
       374          5          0         -2          0          0       -166        215          0          0        -25          0         12         23
 
Percent of Open Interest Represented by Each Category of Trader
      84.3        4.8        0.0        4.8        7.5        0.0        6.8       85.3        0.0        2.2        1.8        0.0        2.0        0.5
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          0          .          4          0          5         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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    14,047
Positions
    11,472      6,483          0        961        869         42      1,274      6,523          0          0         91          0        298         39
 
Changes from:       November 6, 2012                                 Total Change is:        27
       -20       -321          0          0          2          0        -12        395          0          0        -34          0         59        -15
 
Percent of Open Interest Represented by Each Category of Trader
      81.7       46.2        0.0        6.8        6.2        0.3        9.1       46.4        0.0        0.0        0.6        0.0        2.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          0          .          4          .          5         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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    38,393
Positions
     9,857      7,414      1,262      1,917      3,725        173     12,500     21,539      1,177      7,896        663          0      3,611      2,440
 
Changes from:       November 6, 2012                                 Total Change is:     1,635
      -337      1,685         -1         85       -523        -13      3,030        433        112     -2,777        134          0      1,536       -192
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       19.3        3.3        5.0        9.7        0.5       32.6       56.1        3.1       20.6        1.7        0.0        9.4        6.4
 
Number of Traders in Each Category                                    Total Traders:        99
         4          .          .          6          6          .         28         24          7         23          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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   382,416
Positions
   116,615     31,962     45,029     36,170     19,464     10,567     32,133    125,292     52,191      3,542     12,609     59,644     26,525     25,658
 
Changes from:       November 6, 2012                                 Total Change is:    -1,807
    -7,721       -103        877        572        734        451      3,755     -5,281      2,346       -469      2,149     -1,184       -434     -1,796
 
Percent of Open Interest Represented by Each Category of Trader
      30.5        8.4       11.8        9.5        5.1        2.8        8.4       32.8       13.6        0.9        3.3       15.6        6.9        6.7
 
Number of Traders in Each Category                                    Total Traders:       167
        21         10         23         10         13          9         33         44         44         16         13         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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     8,106
Positions
       656      3,880          0      3,542        440         60      2,670      2,794        893        160         30          0        125          9
 
Changes from:       November 6, 2012                                 Total Change is:       956
       202          0          0          0        -13        -41        828      1,019          0        -32          0          0         -1         -9
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       47.9        0.0       43.7        5.4        0.7       32.9       34.5       11.0        2.0        0.4        0.0        1.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         4          .          0          4          .          .          4          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated November 16, 2012