`Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2012              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   223,820
Positions
    11,176     99,013      6,521     22,688     33,529      1,597    111,831     47,386      7,271      9,361      5,669      2,845     50,528     19,988
 
Changes from:       September 18, 2012                               Total Change is:   -87,056
     2,747     20,234    -67,569        578         71       -483     -5,654     -9,385    -18,261        -79     -8,493        748        917     -3,919
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       44.2        2.9       10.1       15.0        0.7       50.0       21.2        3.2        4.2        2.5        1.3       22.6        8.9
 
Number of Traders in Each Category                                    Total Traders:       103
         4         12          6          9          5          5         33         16         16         13         10         12
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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    38,781
Positions
     4,848     12,631        196      2,098      2,383        176     11,899     12,276        228      3,150          0         55     16,131     10,836
 
Changes from:       September 18, 2012                               Total Change is:      -873
    -1,461      3,025         90          0        726          0        -59     -3,028        228       -340          0         13        656     -1,927
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       32.6        0.5        5.4        6.1        0.5       30.7       31.7        0.6        8.1        0.0        0.1       41.6       27.9
 
Number of Traders in Each Category                                    Total Traders:        37
         .          6          .          .          4          .          9         11          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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   183,172
Positions
     3,941     57,193      2,825     10,677     31,357     13,033     99,683     31,292      6,243      1,168     21,108      1,323     44,279     18,798
 
Changes from:       September 18, 2012                               Total Change is:    21,273
        27     23,347        -89       -145         61        281     20,312     -2,276        154     -1,065      1,800     -1,016      2,814       -990
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       31.2        1.5        5.8       17.1        7.1       54.4       17.1        3.4        0.6       11.5        0.7       24.2       10.3
 
Number of Traders in Each Category                                    Total Traders:       104
         .         14          6          7         15          8         36         20         13          .          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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   149,641
Positions
     4,486     47,539      3,240     61,140      7,534      1,183     45,817     26,885      4,673        505     18,743      1,540     27,058     38,305
 
Changes from:       September 18, 2012                               Total Change is:     9,111
     2,901      4,850        -46     -2,033        640       -214      6,844     -1,428     -1,060       -309      3,085        618      2,410      2,665
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       31.8        2.2       40.9        5.0        0.8       30.6       18.0        3.1        0.3       12.5        1.0       18.1       25.6
 
Number of Traders in Each Category                                    Total Traders:        90
         5         15          5          9          6          5         24         21         15          .          8          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2012              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   271,670
Positions
    57,113     12,513     12,250     42,559     39,212      8,791     42,816     93,647     30,920     23,909      9,412      5,283     48,029     59,642
 
Changes from:       September 18, 2012                               Total Change is:   -14,710
   -23,912      5,054      1,103      1,961       -729       -367      4,299    -12,553      3,084       -620     -4,405       -987        728     -4,909
 
Percent of Open Interest Represented by Each Category of Trader
      21.0        4.6        4.5       15.7       14.4        3.2       15.8       34.5       11.4        8.8        3.5        1.9       17.7       22.0
 
Number of Traders in Each Category                                    Total Traders:       198
        21         14         14         18         25         20         35         44         31         17         24         18
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   194,399
Positions
    18,507     58,127      4,580      2,982     43,095      1,553    118,765     49,436      7,634      1,532      3,063      2,634     36,212     24,278
 
Changes from:       September 18, 2012                               Total Change is:     5,005
       126      5,248        690       -514       -885         66      1,878     -1,024       -218        283       -331        129      2,565      1,329
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       29.9        2.4        1.5       22.2        0.8       61.1       25.4        3.9        0.8        1.6        1.4       18.6       12.5
 
Number of Traders in Each Category                                    Total Traders:       104
         6         13          7          .         11          5         32         27         17          6          7          8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    87,849
Positions
    51,227     61,954     17,223      4,060          0          0      4,334        293      5,078      2,470          0      2,861        596        440
 
Changes from:       September 18, 2012                               Total Change is:    -2,372
       593         27     -2,099        -52          0          0       -698       -335       -135          0          0          0         19        170
 
Percent of Open Interest Represented by Each Category of Trader
      58.3       70.5       19.6        4.6        0.0        0.0        4.9        0.3        5.8        2.8        0.0        3.3        0.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        22
         5         12         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   220,035
Positions
    33,917    105,099          0     26,188        270      1,666    142,088     99,499        503      6,514     10,293        283      8,876      2,422
 
Changes from:       September 18, 2012                               Total Change is:     5,114
    -1,021     22,615          0        792       -126        106      4,553    -17,895        -84      1,240        298        -74       -398        274
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       47.8        0.0       11.9        0.1        0.8       64.6       45.2        0.2        3.0        4.7        0.1        4.0        1.1
 
Number of Traders in Each Category                                    Total Traders:       139
         6         11          0         11          .          .         72         13          4         18          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    19,088
Positions
    15,890      1,796         39        620          0          0      1,760      1,237          0        140     15,567          0        639        449
 
Changes from:       September 18, 2012                               Total Change is:     2,547
     2,164          3         11        297          0          0         74         22          0          0      2,510          0          1          1
 
Percent of Open Interest Represented by Each Category of Trader
      83.2        9.4        0.2        3.2        0.0        0.0        9.2        6.5        0.0        0.7       81.6        0.0        3.3        2.4
 
Number of Traders in Each Category                                    Total Traders:        20
         4          5          .          .          0          0          6          .          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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    32,787
Positions
     1,613     23,560        265        233          0          0     24,298      5,054        130        590      1,693        363      5,295      1,722
 
Changes from:       September 18, 2012                               Total Change is:     3,456
       223      3,220        265       -181          0          0      2,722       -341          1        -57        378        -79        562         12
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       71.9        0.8        0.7        0.0        0.0       74.1       15.4        0.4        1.8        5.2        1.1       16.1        5.3
 
Number of Traders in Each Category                                    Total Traders:        52
         .          8          .          .          0          0         20         13          .          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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    61,169
Positions
    10,305     43,743        293      4,266        679         67     34,885     10,062        587      1,922        768        301      8,544      4,670
 
Changes from:       September 18, 2012                               Total Change is:   -16,594
    -4,064      1,264     -8,388       -108        432       -302      2,985     -2,532     -2,367     -1,723       -771     -1,477     -1,152     -2,454
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       71.5        0.5        7.0        1.1        0.1       57.0       16.4        1.0        3.1        1.3        0.5       14.0        7.6
 
Number of Traders in Each Category                                    Total Traders:       100
        15         17          5          7          .          .         35         14         11          5          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   122,337
Positions
    20,610     87,485        586      8,531      1,358        134     69,770     20,123      1,173      3,843      1,536        602     17,088      9,340
 
Changes from:       September 18, 2012                               Total Change is:   -33,188
    -8,128      2,529    -16,775       -215        864       -604      5,971     -5,064     -4,734     -3,446     -1,541     -2,954     -2,303     -4,908
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       71.5        0.5        7.0        1.1        0.1       57.0       16.4        1.0        3.1        1.3        0.5       14.0        7.6
 
Number of Traders in Each Category                                    Total Traders:       100
        15         17          5          7          .          .         35         14         11          5          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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   883,152
Positions
    45,559    222,535     14,550    384,452    158,878     54,475     92,180    166,741    118,835     27,122     38,690     18,063    127,916     90,384
 
Changes from:       September 18, 2012                               Total Change is:  -281,829
    -7,965     37,236   -121,879      5,138      2,735    -14,160    -13,831    -43,664    -86,124     -1,294    -10,330    -13,212    -28,502    -32,432
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       25.2        1.6       43.5       18.0        6.2       10.4       18.9       13.5        3.1        4.4        2.0       14.5       10.2
 
Number of Traders in Each Category                                    Total Traders:       590
        37         48         30        120         53         68        108        118        106         55         50         42
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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   252,558
Positions
    13,401     75,131      4,463     95,324     28,206      8,211      7,139     26,703     46,029      3,097     13,677      7,172     67,720     42,964
 
Changes from:       September 18, 2012                               Total Change is:  -104,283
   -15,551     -5,454    -21,773      2,974     -4,349     -3,994    -15,094     -8,772    -34,127      1,300     -4,440     -2,219    -15,800    -19,156
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       29.7        1.8       37.7       11.2        3.3        2.8       10.6       18.2        1.2        5.4        2.8       26.8       17.0
 
Number of Traders in Each Category                                    Total Traders:       108
         8         14          4         26          8         11         14         25         35          7          5          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,152,972
Positions
   164,850    741,082     46,368  1,466,095    673,814    210,866    465,063    740,049    324,170    126,289    131,234     48,290    300,982    237,101
 
Changes from:       September 18, 2012                               Total Change is:  -887,726
  -105,355     70,165   -357,246    -20,159      4,442    -19,851    -74,666   -255,439   -179,006    -29,871    -46,354    -38,062    -63,511    -66,376
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       23.5        1.5       46.5       21.4        6.7       14.7       23.5       10.3        4.0        4.2        1.5        9.5        7.5
 
Number of Traders in Each Category                                    Total Traders:       551
        37         43         28        105         49         61        107        112         96         50         48         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   116,639
Positions
     4,599     42,388         47     63,512     59,064      1,405     32,892      9,070        222        590      1,984          0     13,372      2,459
 
Changes from:       September 18, 2012                               Total Change is:   -31,437
   -10,869        411    -23,321      1,613      1,874       -178      1,707     -6,590       -340        200       -786          0       -249     -2,507
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       36.3        0.0       54.5       50.6        1.2       28.2        7.8        0.2        0.5        1.7        0.0       11.5        2.1
 
Number of Traders in Each Category                                    Total Traders:       107
         7         12          .         40         12         11         24          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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    83,857
Positions
     3,218     60,170        558     35,712      7,609        824     31,841      6,775      1,474      2,262      3,167        654      7,313      2,625
 
Changes from:       September 18, 2012                               Total Change is:   -65,425
    -2,897     -5,568    -40,107     -3,304        264     -1,515     -2,234     -4,067     -6,465       -202        -71       -936     -7,765     -6,960
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       71.8        0.7       42.6        9.1        1.0       38.0        8.1        1.8        2.7        3.8        0.8        8.7        3.1
 
Number of Traders in Each Category                                    Total Traders:       227
        16         29          6         35         21         10         70         29         15         17         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   419,285
Positions
    16,091    300,852      2,791    178,560     38,047      4,118    159,206     33,873      7,372     11,309     15,835      3,272     36,566     13,124
 
Changes from:       September 18, 2012                               Total Change is:  -190,931
    -6,189     -8,123   -132,655    -15,021      1,318        925    -12,571     -3,862    -18,683     -1,012      4,261     -4,680     -1,046    -29,433
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       71.8        0.7       42.6        9.1        1.0       38.0        8.1        1.8        2.7        3.8        0.8        8.7        3.1
 
Number of Traders in Each Category                                    Total Traders:       227
        16         29          6         35         21         10         70         29         15         17         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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   384,915
Positions
   110,474     42,970      5,594    152,526    199,593     16,313     75,013     92,973      2,008      2,231     14,217        376     20,380     10,871
 
Changes from:       September 18, 2012                               Total Change is:   -59,721
   -27,809     -6,979    -19,888      4,064     -1,094     -2,443      1,744     -2,788     -6,598       -325     -7,982     -1,828     -6,637    -10,120
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       11.2        1.5       39.6       51.9        4.2       19.5       24.2        0.5        0.6        3.7        0.1        5.3        2.8
 
Number of Traders in Each Category                                    Total Traders:       251
        20         14          4         59         36         25         50         51         14          5         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    20,773
Positions
       825      3,087          1      8,155          0        310      2,746      4,284          0      1,438      3,149          0      7,298      9,942
 
Changes from:       September 18, 2012                               Total Change is:      -838
        -1        337          0     -1,427       -131         81       -279        -11          0       -344          0          0      1,132     -1,114
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       14.9        0.0       39.3        0.0        1.5       13.2       20.6        0.0        6.9       15.2        0.0       35.1       47.9
 
Number of Traders in Each Category                                    Total Traders:        26
         .          .          .         11          0          .          5          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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    28,962
Positions
     6,646      9,495      1,646      6,296      2,325        895      5,861      4,048        268      1,860        411          0      5,490      9,874
 
Changes from:       September 18, 2012                               Total Change is:       822
     1,555       -561       -472       -138         50          9       -690        140        142        526        411          0       -110      1,103
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       32.8        5.7       21.7        8.0        3.1       20.2       14.0        0.9        6.4        1.4        0.0       19.0       34.1
 
Number of Traders in Each Category                                    Total Traders:        45
        13          9          7          7          .          .          6          4          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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    60,134
Positions
     1,354     10,743        543     39,803     29,955      5,270      8,278     11,166        163        223          0          0      4,500      2,294
 
Changes from:       September 18, 2012                               Total Change is:    -9,964
    -4,242     -4,072     -3,169      1,510        715       -902     -1,345       -394       -563        223          0          0     -1,476     -1,579
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       17.9        0.9       66.2       49.8        8.8       13.8       18.6        0.3        0.4        0.0        0.0        7.5        3.8
 
Number of Traders in Each Category                                    Total Traders:        66
         .          .          .         23         23          9          8          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   116,133
Positions
    15,042     57,991        363     59,468     20,441      4,157     16,725     28,372        617      5,076          0        469     14,216      3,723
 
Changes from:       September 18, 2012                               Total Change is:   -25,248
    -1,842     -2,334    -14,552        972      1,264       -294        596      2,047       -980       -923          0        221     -8,446    -10,620
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       49.9        0.3       51.2       17.6        3.6       14.4       24.4        0.5        4.4        0.0        0.4       12.2        3.2
 
Number of Traders in Each Category                                    Total Traders:       114
        11         15          4         25         17         12         27          8          .         11          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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   652,984
Positions
    19,736     74,876     22,246    220,571    116,700     93,081     54,707     83,880     67,373     21,454     33,333      3,783    150,033    157,712
 
Changes from:       September 18, 2012                               Total Change is:   -25,766
     3,890     -9,316     -4,014     11,777     16,891        -83      4,228     12,880    -28,857       -649       -752     -2,221     -9,835    -10,293
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       11.5        3.4       33.8       17.9       14.3        8.4       12.8       10.3        3.3        5.1        0.6       23.0       24.2
 
Number of Traders in Each Category                                    Total Traders:       150
         7         12         14         38         26         37         25         28         41          8          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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   359,116
Positions
     4,826    132,114      2,432    241,326     17,761     38,915          0     92,947         56      8,735     16,160          0     62,826     58,731
 
Changes from:       September 18, 2012                               Total Change is:    -2,762
     4,826     -2,821         50     -3,684      1,566      2,433          0     -4,151       -738       -770      2,458          0     -4,879     -1,559
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       36.8        0.7       67.2        4.9       10.8        0.0       25.9        0.0        2.4        4.5        0.0       17.5       16.4
 
Number of Traders in Each Category                                    Total Traders:        66
         .         12          .         28          9         18          0          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 1,048,596
Positions
    47,569    108,938     44,608    193,754    151,095     65,386    376,161    457,703     88,689     79,784     30,963     15,841    136,804     85,373
 
Changes from:       September 18, 2012                               Total Change is:     4,793
    -4,663    -18,577     -8,539     -2,149      8,788       -667     47,511     17,580     -9,396    -29,816      3,570      3,418      9,094      8,617
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       10.4        4.3       18.5       14.4        6.2       35.9       43.6        8.5        7.6        3.0        1.5       13.0        8.1
 
Number of Traders in Each Category                                    Total Traders:       214
        14         23         13         38         28         30         36         38         32         20         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 1,917,801
Positions
   178,242    100,135    136,904    413,573    761,972    212,259    366,494    111,481    189,797     79,414     75,925     23,917    317,201    305,411
 
Changes from:       September 18, 2012                               Total Change is:  -101,847
   -43,938      7,638    -16,769     21,784     -3,781      5,383     16,895     -6,589    -78,185    -12,481     -3,531     -2,243      7,708     -3,769
 
Percent of Open Interest Represented by Each Category of Trader
       9.3        5.2        7.1       21.6       39.7       11.1       19.1        5.8        9.9        4.1        4.0        1.2       16.5       15.9
 
Number of Traders in Each Category                                    Total Traders:       260
        24         22         40         26         62         56         47         49         70         12         18         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 1,568,751
Positions
   221,703    174,757     41,013    363,442    599,037    125,223    357,114    230,635     91,063    100,348     59,503      9,827    259,020    237,695
 
Changes from:       September 18, 2012                               Total Change is:   158,421
    46,920     45,412     -7,430     87,731      2,971     13,801     -3,409     84,387     24,214         -8        -80     -1,732     -1,666     -3,123
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       11.1        2.6       23.2       38.2        8.0       22.8       14.7        5.8        6.4        3.8        0.6       16.5       15.2
 
Number of Traders in Each Category                                    Total Traders:       186
        12         24         17         25         40         36         37         26         32          9         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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   460,357
Positions
   175,379    144,637    151,684          9      2,015      2,993     28,715     40,644     61,446      3,203      7,459     10,404     26,523     39,075
 
Changes from:       September 18, 2012                               Total Change is:     7,224
     3,770      3,042      1,031          0          0          0      3,769      2,609        405      1,501        221        201     -3,452       -285
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       31.4       32.9        0.0        0.4        0.7        6.2        8.8       13.3        0.7        1.6        2.3        5.8        8.5
 
Number of Traders in Each Category                                    Total Traders:        83
        23         20         33          .          .          .         14         16         25          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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    40,631
Positions
    22,105     14,218      9,532          0        500          0      5,901     13,344      2,457         40         13        381        215        186
 
Changes from:       September 18, 2012                               Total Change is:     3,611
     4,309      3,550     -1,097          0          0          0        499      1,177        714        -54         13         41       -801       -787
 
Percent of Open Interest Represented by Each Category of Trader
      54.4       35.0       23.5        0.0        1.2        0.0       14.5       32.8        6.0        0.1        0.0        0.9        0.5        0.5
 
Number of Traders in Each Category                                    Total Traders:        36
        12          5         13          0          .          0          8          7          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 is11,461,244
Positions
 1,178,954  2,836,803  2,591,299    761,912    341,436    166,706  1,509,623    261,932  3,472,062    253,790    145,336    650,229    876,669    995,440
 
Changes from:       September 18, 2012                               Total Change is:   435,450
    71,365     15,382     99,939     28,839     78,380      8,089    -46,470    -14,052    139,685     55,183      2,835     69,396      9,425     35,797
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       24.8       22.6        6.6        3.0        1.5       13.2        2.3       30.3        2.2        1.3        5.7        7.6        8.7
 
Number of Traders in Each Category                                    Total Traders:       254
        30         49         78         12          9         17         69         43         88         17         16         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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    10,785
Positions
     7,935        159          0        572        780          6        819      9,572          5      1,278        215          0        170         48
 
Changes from:       September 18, 2012                               Total Change is:       359
       226        -53          0         12        -18          0        122        488          0          0        -40          0         -1        -18
 
Percent of Open Interest Represented by Each Category of Trader
      73.6        1.5        0.0        5.3        7.2        0.1        7.6       88.8        0.0       11.8        2.0        0.0        1.6        0.4
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          4          .          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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    13,546
Positions
    10,952      7,399          0      1,010        755         42      1,280      5,202          0          0         91          0        262         57
 
Changes from:       September 18, 2012                               Total Change is:       131
        31         78          0         -4         75          0         20        -21          0          0        -10          0         84          9
 
Percent of Open Interest Represented by Each Category of Trader
      80.9       54.6        0.0        7.5        5.6        0.3        9.4       38.4        0.0        0.0        0.7        0.0        1.9        0.4
 
Number of Traders in Each Category                                    Total Traders:        28
         4          6          0          .          4          .          .          9          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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    48,784
Positions
    13,033      5,115      1,449      1,582      4,336        172     25,618     31,500      1,051      2,824      2,243          4      3,051      2,915
 
Changes from:       September 18, 2012                               Total Change is:     7,606
       -75       -982        363        275      1,033       -170      7,402      7,179         59        -60        -17        -39       -150        180
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       10.5        3.0        3.2        8.9        0.4       52.5       64.6        2.2        5.8        4.6        0.0        6.3        6.0
 
Number of Traders in Each Category                                    Total Traders:        97
         4          .          .          6          4          .         21         32          6         17         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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   393,602
Positions
   143,289     28,004     40,553     39,038     12,181      9,124     29,518    155,653     40,611      4,264     22,185     59,989     27,216     25,302
 
Changes from:       September 18, 2012                               Total Change is:   -37,663
     4,222      5,109    -14,212      5,780       -825       -318     -2,108      3,637     -9,893     -1,438     -1,049    -15,364     -4,332     -4,748
 
Percent of Open Interest Represented by Each Category of Trader
      36.4        7.1       10.3        9.9        3.1        2.3        7.5       39.5       10.3        1.1        5.6       15.2        6.9        6.4
 
Number of Traders in Each Category                                    Total Traders:       166
        21         11         22         10          9         10         26         48         50         14         16         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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     8,318
Positions
       434      4,340          0      3,169        407        131      3,463      2,515        893         32         30          0        196          2
 
Changes from:       September 18, 2012                               Total Change is:    -5,867
    -2,705      1,202     -3,205         45         -9       -174        155     -3,677          0          0          0          0         17         -4
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       52.2        0.0       38.1        4.9        1.6       41.6       30.2       10.7        0.4        0.4        0.0        2.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          4          0          4          .          .          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated September 28, 2012