`Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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   185,758
Positions
    14,270     77,520      5,800     22,208     33,630      1,005     78,345     31,841     10,748      9,366      3,862      2,313     41,702     19,038
 
Changes from:       October 23, 2012                                 Total Change is:    -8,840
      -568     -5,720         78        -51        -81        242    -12,930     -3,021      1,785      1,285       -307       -455      1,776     -1,359
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       41.7        3.1       12.0       18.1        0.5       42.2       17.1        5.8        5.0        2.1        1.2       22.4       10.2
 
Number of Traders in Each Category                                    Total Traders:        90
         6         11          6          9          4          4         29         13         17         13          5          8
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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    38,773
Positions
     5,571     15,820         61      2,561      2,533        157      9,309      8,152        157      4,556          0          0     16,401     11,893
 
Changes from:       October 23, 2012                                 Total Change is:       923
       -27       -380       -428         -3        -11          0      1,025      1,221         81        932          0          0       -657        440
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       40.8        0.2        6.6        6.5        0.4       24.0       21.0        0.4       11.8        0.0        0.0       42.3       30.7
 
Number of Traders in Each Category                                    Total Traders:        37
         .          7          .          .          4          .          8          8          4          4          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   174,707
Positions
     8,560     47,922      2,917      9,860     33,654     11,199     95,740     29,071      6,138      1,176     19,101      2,020     37,099     22,686
 
Changes from:       October 23, 2012                                 Total Change is:     8,160
      -912     10,618        772       -108       -826        494      5,744     -3,074       -131     -2,405      1,694        417      4,289     -1,804
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       27.4        1.7        5.6       19.3        6.4       54.8       16.6        3.5        0.7       10.9        1.2       21.2       13.0
 
Number of Traders in Each Category                                    Total Traders:        97
         5         13          6          6         15          6         33         14         11          .          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   164,494
Positions
    35,250     18,563      4,264     58,014      6,752      1,108     41,003     53,962      8,369        630     14,751      1,865     13,991     54,859
 
Changes from:       October 23, 2012                                 Total Change is:    10,407
    10,325     -7,623        618       -785        423        -97      3,128     14,485       -154       -682     -1,404        117     -2,062      4,043
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       11.3        2.6       35.3        4.1        0.7       24.9       32.8        5.1        0.4        9.0        1.1        8.5       33.4
 
Number of Traders in Each Category                                    Total Traders:       103
        11         11          6          9          5          .         19         37         20          .          8          5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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   264,788
Positions
    68,959     24,117     10,971     52,593     39,873      4,930     23,040     81,640     23,931     30,820     11,098      4,309     45,235     63,920
 
Changes from:       October 23, 2012                                 Total Change is:     4,611
     6,749        723       -893     -1,072        917        -50       -244        441        137        687      1,585        157       -862      1,592
 
Percent of Open Interest Represented by Each Category of Trader
      26.0        9.1        4.1       19.9       15.1        1.9        8.7       30.8        9.0       11.6        4.2        1.6       17.1       24.1
 
Number of Traders in Each Category                                    Total Traders:       200
        23         17         16         18         23         18         26         47         36         20         26         21
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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   188,883
Positions
    43,195     45,225      5,323      3,016     43,568      1,553     88,114     57,004      6,795      5,175      2,274      1,648     34,066     25,494
 
Changes from:       October 23, 2012                                 Total Change is:     4,904
    -6,952      5,545       -242        115       -120         94      7,690        265        450       -990        194       -832      5,569       -451
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       23.9        2.8        1.6       23.1        0.8       46.6       30.2        3.6        2.7        1.2        0.9       18.0       13.5
 
Number of Traders in Each Category                                    Total Traders:       102
         9         12          7          .         12          5         27         25         18          7          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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    85,252
Positions
    48,272     58,559     18,161      3,824          0          0      4,226        442      4,801      2,470          0      2,861        637        428
 
Changes from:       October 23, 2012                                 Total Change is:    -2,999
    -2,504     -3,398        403       -245          0          0       -615        -33          0          0          0          0        -38         29
 
Percent of Open Interest Represented by Each Category of Trader
      56.6       68.7       21.3        4.5        0.0        0.0        5.0        0.5        5.6        2.9        0.0        3.4        0.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        22
         6         11         10          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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   202,456
Positions
    32,103    102,709        463     30,436        297        515    123,636     85,005      1,054      5,821      9,345        102      8,326      2,966
 
Changes from:       October 23, 2012                                 Total Change is:    -5,150
     2,329       -687        463      1,503        157          0     -8,789     -4,525          0       -232       -885       -136       -288        463
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       50.7        0.2       15.0        0.1        0.3       61.1       42.0        0.5        2.9        4.6        0.1        4.1        1.5
 
Number of Traders in Each Category                                    Total Traders:       127
         6         10          .         12          .          .         61         14          8         15          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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    28,703
Positions
    16,109      9,181        661        555          0          0      3,047        769        384      5,330     15,567      1,751        866        390
 
Changes from:       October 23, 2012                                 Total Change is:     1,007
        29         25        597        -52          0          0       -125         21        383        -65          0         61        179        -80
 
Percent of Open Interest Represented by Each Category of Trader
      56.1       32.0        2.3        1.9        0.0        0.0       10.6        2.7        1.3       18.6       54.2        6.1        3.0        1.4
 
Number of Traders in Each Category                                    Total Traders:        23
         5          5          .          .          0          0          6          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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    31,023
Positions
     1,515     22,063        204        736        252          0     23,533      4,450        226        173      1,695        161      4,475      1,972
 
Changes from:       October 23, 2012                                 Total Change is:     1,884
       109      1,648         61        122          0          0      1,529       -186         95       -199        246        161          6       -141
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       71.1        0.7        2.4        0.8        0.0       75.9       14.3        0.7        0.6        5.5        0.5       14.4        6.4
 
Number of Traders in Each Category                                    Total Traders:        56
         .          9          .          4          .          0         24          9          .          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    55,001
Positions
    14,682     37,395        329      4,351        807        260     22,143      9,698      1,590      2,520        299        433      8,693      4,192
 
Changes from:       October 23, 2012                                 Total Change is:    -1,283
       970     -2,401         90        261       -100       -141     -2,797        706        546       -344          0        -11        143         27
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       68.0        0.6        7.9        1.5        0.5       40.3       17.6        2.9        4.6        0.5        0.8       15.8        7.6
 
Number of Traders in Each Category                                    Total Traders:        98
        18         14          4          6          .          .         33         14         11          8          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   110,002
Positions
    29,364     74,789        658      8,702      1,613        519     44,287     19,396      3,180      5,040        597        867     17,386      8,384
 
Changes from:       October 23, 2012                                 Total Change is:    -2,565
     1,941     -4,801        181        522       -200       -281     -5,594      1,413      1,091       -688          0        -23        286         55
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       68.0        0.6        7.9        1.5        0.5       40.3       17.6        2.9        4.6        0.5        0.8       15.8        7.6
 
Number of Traders in Each Category                                    Total Traders:        98
        18         14          4          6          .          .         33         14         11          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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   947,313
Positions
    57,656    239,054     30,193    399,087    162,331     55,702    100,780    176,346    127,410     31,094     44,283     21,712    123,679     90,282
 
Changes from:       October 23, 2012                                 Total Change is:     6,222
       -97      1,997      2,690      3,619      1,132     -1,175      1,924     -4,183     -2,526        779      4,058        654        354      3,575
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       25.2        3.2       42.1       17.1        5.9       10.6       18.6       13.4        3.3        4.7        2.3       13.1        9.5
 
Number of Traders in Each Category                                    Total Traders:       607
        41         45         36        121         62         66        120        113        112         54         51         49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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   272,621
Positions
    21,304     86,327      6,475     93,559     29,969      8,202     13,506     24,827     47,910      6,218     17,892      8,613     66,834     42,405
 
Changes from:       October 23, 2012                                 Total Change is:        25
     2,508      1,246        247       -594        175        -38        288     -5,807       -344       -108        -46      1,211     -3,144      3,382
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       31.7        2.4       34.3       11.0        3.0        5.0        9.1       17.6        2.3        6.6        3.2       24.5       15.6
 
Number of Traders in Each Category                                    Total Traders:       119
        10         14          7         26          9         12         23         21         38          9          7         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 3,373,460
Positions
   233,211    815,083     67,139  1,552,504    686,675    212,636    485,025    806,255    348,847    124,383    131,953     65,490    284,226    239,383
 
Changes from:       October 23, 2012                                 Total Change is:    30,987
    -1,720     15,058        910     21,238      4,960     -5,858    -10,761    -10,822      8,031      4,435     20,522     -2,783     17,494        968
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       24.2        2.0       46.0       20.4        6.3       14.4       23.9       10.3        3.7        3.9        1.9        8.4        7.1
 
Number of Traders in Each Category                                    Total Traders:       559
        40         41         34        107         57         59        115        106         99         46         47         41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   113,941
Positions
     6,241     35,984         44     64,271     61,480      1,722     26,693      7,743      2,259        390      2,191          0     12,321      2,518
 
Changes from:       October 23, 2012                                 Total Change is:     1,231
      -989       -755          8        607        752         -9       -933        -95      1,471        -20         10          0      1,096       -151
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       31.6        0.0       56.4       54.0        1.5       23.4        6.8        2.0        0.3        1.9        0.0       10.8        2.2
 
Number of Traders in Each Category                                    Total Traders:       101
        10         11          .         41         12         12         18          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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    76,144
Positions
     8,205     47,363        687     31,047      7,751      2,514     23,191      9,673      1,627      1,566      2,939        725      6,584      2,865
 
Changes from:       October 23, 2012                                 Total Change is:        11
     1,385        599         -2       -972         46        -37        264       -234       -110       -229        -12         16       -305       -254
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       62.2        0.9       40.8       10.2        3.3       30.5       12.7        2.1        2.1        3.9        1.0        8.6        3.8
 
Number of Traders in Each Category                                    Total Traders:       216
        19         23          6         33         24         15         53         31         13         17         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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   380,719
Positions
    41,025    236,817      3,433    155,234     38,756     12,570    115,954     48,367      8,133      7,829     14,696      3,623     32,918     14,324
 
Changes from:       October 23, 2012                                 Total Change is:        56
     6,925      2,993        -10     -4,861        231       -186      1,322     -1,171       -548     -1,143        -60         79     -1,524     -1,272
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       62.2        0.9       40.8       10.2        3.3       30.5       12.7        2.1        2.1        3.9        1.0        8.6        3.8
 
Number of Traders in Each Category                                    Total Traders:       216
        19         23          6         33         24         15         53         31         13         17         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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   371,467
Positions
   112,495     37,968      6,807    150,204    202,166     16,220     56,261     78,672      6,173      2,603     11,113        396     20,308     11,952
 
Changes from:       October 23, 2012                                 Total Change is:       585
     2,552      1,641        -13     -2,230        449       -253     -2,106     -1,743      1,173         77        578         15      1,370     -1,262
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       10.2        1.8       40.4       54.4        4.4       15.1       21.2        1.7        0.7        3.0        0.1        5.5        3.2
 
Number of Traders in Each Category                                    Total Traders:       237
        19         13          6         50         39         22         43         50         15          7         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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    30,071
Positions
     7,538      5,057          1      9,562          0         71      5,473      6,546          0      1,901      3,576          0      5,525     14,820
 
Changes from:       October 23, 2012                                 Total Change is:     4,436
       548        956          0        619       -217         13      3,266      2,126          0          0          0          0        -10      1,558
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       16.8        0.0       31.8        0.0        0.2       18.2       21.8        0.0        6.3       11.9        0.0       18.4       49.3
 
Number of Traders in Each Category                                    Total Traders:        39
         6          7          .         12          0          .          5          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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    33,463
Positions
     8,307     14,083        969      5,398      2,360        822      9,147      5,629        189      2,575      1,051          0      6,056      8,360
 
Changes from:       October 23, 2012                                 Total Change is:     2,018
       290      1,106       -710       -507       -125          0      3,195     -1,362        -44        -83        603          0       -123      2,550
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       42.1        2.9       16.1        7.1        2.5       27.3       16.8        0.6        7.7        3.1        0.0       18.1       25.0
 
Number of Traders in Each Category                                    Total Traders:        58
        15         12          4          5          .          .         12          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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    64,539
Positions
     1,820      9,456        759     42,560     33,359      6,500      8,300     12,140        106        221          0          0      4,273      2,219
 
Changes from:       October 23, 2012                                 Total Change is:       850
      -109       -702         26      2,005         -7        -29       -830      2,031        -57          0          0          0       -156       -412
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       14.7        1.2       65.9       51.7       10.1       12.9       18.8        0.2        0.3        0.0        0.0        6.6        3.4
 
Number of Traders in Each Category                                    Total Traders:        73
         6          .          .         24         24          9          8          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   113,902
Positions
    14,399     55,495        756     60,280     20,382      5,364     14,098     23,933        697      5,903      2,093        989     11,416      4,193
 
Changes from:       October 23, 2012                                 Total Change is:       223
      -284     -1,040         64      1,402       -919        386       -385     -1,670         54       -763      1,893        724       -975        731
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       48.7        0.7       52.9       17.9        4.7       12.4       21.0        0.6        5.2        1.8        0.9       10.0        3.7
 
Number of Traders in Each Category                                    Total Traders:       123
        14         15          4         31         15         12         25          9          5         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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   634,542
Positions
    11,769     71,949     22,604    244,551    141,620     84,205     39,641     67,115     50,442     20,473     34,624      6,173    154,684    155,810
 
Changes from:       October 23, 2012                                 Total Change is:   -29,364
      -666     10,503     -8,614      7,036     14,327    -10,764      2,619    -17,236    -21,654       -519        710     -2,758      5,954      6,121
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       11.3        3.6       38.5       22.3       13.3        6.2       10.6        7.9        3.2        5.5        1.0       24.4       24.6
 
Number of Traders in Each Category                                    Total Traders:       160
         8         16         19         39         29         36         19         33         39          7          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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   354,146
Positions
         0    127,204         87    222,395     27,445     45,205          0     76,775        262     15,290     22,543      1,909     68,999     52,717
 
Changes from:       October 23, 2012                                 Total Change is:   -14,216
         0     -7,345         83    -14,316        296        -82          0     -7,128        127        -98      2,994         14         56     -3,175
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.9        0.0       62.8        7.7       12.8        0.0       21.7        0.1        4.3        6.4        0.5       19.5       14.9
 
Number of Traders in Each Category                                    Total Traders:        62
         0         11          .         28          9         18          0          7          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 1,056,008
Positions
   103,680     75,850     78,618    195,100    148,718     66,293    264,544    435,239    100,359    112,883     34,883     16,539    117,993     99,510
 
Changes from:       October 23, 2012                                 Total Change is:   -27,487
     9,738    -15,162      8,174      2,139      2,944      5,166    -35,011        369     -2,430     22,056      5,473     -3,014    -34,306    -29,009
 
Percent of Open Interest Represented by Each Category of Trader
       9.8        7.2        7.4       18.5       14.1        6.3       25.1       41.2        9.5       10.7        3.3        1.6       11.2        9.4
 
Number of Traders in Each Category                                    Total Traders:       220
        19         20         17         42         26         30         35         43         38         20         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 2,067,802
Positions
   158,737    129,251    144,857    434,766    771,043    182,948    484,947    124,434    207,702    125,330    128,271     40,663    287,851    338,633
 
Changes from:       October 23, 2012                                 Total Change is:   -30,420
   -75,075      8,315    -25,764     55,261    -38,439     -1,371     11,205    -10,732     -3,095     12,678     12,262      9,585    -13,845     18,818
 
Percent of Open Interest Represented by Each Category of Trader
       7.7        6.3        7.0       21.0       37.3        8.8       23.5        6.0       10.0        6.1        6.2        2.0       13.9       16.4
 
Number of Traders in Each Category                                    Total Traders:       282
        23         28         43         27         61         53         65         39         66         19         20         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 1,524,879
Positions
   208,592     99,468     76,571    246,968    587,999    115,488    353,555    175,865    119,726    148,033     70,200     16,864    239,080    262,697
 
Changes from:       October 23, 2012                                 Total Change is:   -49,432
    13,218     -8,822     -1,335    -23,968    -14,313     -2,635    -13,856      4,091    -25,394        420      6,647     -2,880      6,998     -4,792
 
Percent of Open Interest Represented by Each Category of Trader
      13.7        6.5        5.0       16.2       38.6        7.6       23.2       11.5        7.9        9.7        4.6        1.1       15.7       17.2
 
Number of Traders in Each Category                                    Total Traders:       197
        15         19         19         30         39         38         33         38         42         11         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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   434,333
Positions
   180,710    169,433    121,034          9      2,015      2,929     41,433     33,251     53,534      3,790      8,755     10,257     20,637     33,125
 
Changes from:       October 23, 2012                                 Total Change is:    30,285
     6,332     33,033        103          0          0        130     22,905       -129      1,114      2,411      1,041        -61     -2,649     -4,945
 
Percent of Open Interest Represented by Each Category of Trader
      41.6       39.0       27.9        0.0        0.5        0.7        9.5        7.7       12.3        0.9        2.0        2.4        4.8        7.6
 
Number of Traders in Each Category                                    Total Traders:        79
        19         21         31          .          .          .         17         11         24          .          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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    41,910
Positions
    25,776     17,970      6,258        500        250          0      5,352     13,180      3,063         16          0        297        648        892
 
Changes from:       October 23, 2012                                 Total Change is:      -186
      -673     -1,326      1,063          0          0          0       -270        401      1,138         16         -1         33     -1,493     -1,494
 
Percent of Open Interest Represented by Each Category of Trader
      61.5       42.9       14.9        1.2        0.6        0.0       12.8       31.4        7.3        0.0        0.0        0.7        1.5        2.1
 
Number of Traders in Each Category                                    Total Traders:        42
        10          7         12          .          .          0          7         13         11          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 is12,050,985
Positions
 1,392,262  2,824,991  2,743,420    835,441    394,224    191,196  1,417,700    282,046  3,764,286    122,679    152,454    661,345    922,656  1,037,022
 
Changes from:       October 23, 2012                                 Total Change is:    60,532
    -5,328     17,290     14,811      1,811    -61,337     24,406      4,341      5,037     41,047    -29,387     -2,087     19,601    -10,770      1,763
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       23.4       22.8        6.9        3.3        1.6       11.8        2.3       31.2        1.0        1.3        5.5        7.7        8.6
 
Number of Traders in Each Category                                    Total Traders:       252
        28         52         78          7         11         15         66         45         94         14         17         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    12,000
Positions
     9,102        273          0        543        853          0      1,920     10,614          1        254        215          0        180         44
 
Changes from:       October 23, 2012                                 Total Change is:       370
       176        150          0          0          0          0        190        237          0          0          0          0          4        -17
 
Percent of Open Interest Represented by Each Category of Trader
      75.9        2.3        0.0        4.5        7.1        0.0       16.0       88.5        0.0        2.1        1.8        0.0        1.5        0.4
 
Number of Traders in Each Category                                    Total Traders:        27
         4          .          0          .          4          0          5          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,969
Positions
    11,336      7,239          0        853        866         42      1,450      5,676          0          0         91          0        288         55
 
Changes from:       October 23, 2012                                 Total Change is:       275
        38         31          0          0          0          0        230        274          0          0        -54          0          7         24
 
Percent of Open Interest Represented by Each Category of Trader
      81.2       51.8        0.0        6.1        6.2        0.3       10.4       40.6        0.0        0.0        0.7        0.0        2.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          0          .          4          .          5          9          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    42,030
Positions
    10,337      6,058      1,294      1,907      5,295        202     14,935     23,711      1,596      7,753        745         67      3,939      3,062
 
Changes from:       October 23, 2012                                 Total Change is:    -2,729
      -603        110          6        431       -374         14     -3,632     -1,133        212        975     -1,438         67       -199       -192
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       14.4        3.1        4.5       12.6        0.5       35.5       56.4        3.8       18.4        1.8        0.2        9.4        7.3
 
Number of Traders in Each Category                                    Total Traders:       111
         .          .          .          8          5          .         24         34          8         28          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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   361,488
Positions
   117,323     25,420     46,324     31,800     13,371     11,331     29,393    130,142     43,524      4,689     12,346     58,977     18,127     20,053
 
Changes from:       October 23, 2012                                 Total Change is:   -15,313
    -7,326      2,354     -2,736     -2,769       -713        857     -1,126    -15,329      3,918        -47      1,501      1,506     -7,590     -6,671
 
Percent of Open Interest Represented by Each Category of Trader
      32.5        7.0       12.8        8.8        3.7        3.1        8.1       36.0       12.0        1.3        3.4       16.3        5.0        5.5
 
Number of Traders in Each Category                                    Total Traders:       161
        20         13         25          8         14         10         28         40         43         15         15         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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     6,756
Positions
       328      3,430          0      3,041        517        138      2,007      1,744        893        192         30          0        157          4
 
Changes from:       October 23, 2012                                 Total Change is:    -1,693
       -51       -797          0          0          5        -21     -1,631       -879          0          0          0          0         10         -1
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       50.8        0.0       45.0        7.7        2.0       29.7       25.8       13.2        2.8        0.4        0.0        2.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          4          .          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated November 2, 2012