`Traders in Financial Futures - Futures Only 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   210,066
Positions
    12,010     98,872      1,405     22,855     33,115      1,185    111,861     48,940      1,100      9,449      6,189      1,282     48,919     17,978
 
Changes from:       September 18, 2012                               Total Change is:   -86,933
     2,088     18,859    -66,842        355        -10       -331     -5,577     -9,485    -18,108         28     -8,386        682        772     -3,312
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       47.1        0.7       10.9       15.8        0.6       53.3       23.3        0.5        4.5        2.9        0.6       23.3        8.6
 
Number of Traders in Each Category                                    Total Traders:        99
         4         12          .          9          5          .         30         18          5         12          8          6
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Traders in Financial Futures - Futures Only 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    37,328
Positions
     4,848     12,713          0      2,098      2,383        176     11,899     12,328          0      3,205          0          0     15,102      9,728
 
Changes from:       September 18, 2012                               Total Change is:    -1,121
    -1,536      3,107          0          0        726          0        -59     -2,976          0       -327          0          0        801     -1,978
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       34.1        0.0        5.6        6.4        0.5       31.9       33.0        0.0        8.6        0.0        0.0       40.5       26.1
 
Number of Traders in Each Category                                    Total Traders:        37
         .          6          0          .          4          .          9         11          0          .          0          0
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Traders in Financial Futures - Futures Only 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   172,103
Positions
     4,053     57,597         36     10,912     31,310     12,661     99,227     33,147        124      1,598     20,521          0     43,492     16,707
 
Changes from:       September 18, 2012                               Total Change is:    20,798
        27     23,084         30       -164         98        240     20,517     -2,125       -483     -1,086      2,082     -1,061      2,778     -1,067
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       33.5        0.0        6.3       18.2        7.4       57.7       19.3        0.1        0.9       11.9        0.0       25.3        9.7
 
Number of Traders in Each Category                                    Total Traders:       102
         4         13          .          7         14          6         35         20          .          .          6          0
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Traders in Financial Futures - Futures Only 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   137,692
Positions
     4,479     48,391         75     61,377      7,384        715     44,514     27,316         89        501     18,327        632     25,310     34,763
 
Changes from:       September 18, 2012                               Total Change is:     8,830
     2,894      4,946         13     -1,602        642       -134      5,335     -1,255       -896          0      2,888        587      2,633      2,039
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       35.1        0.1       44.6        5.4        0.5       32.3       19.8        0.1        0.4       13.3        0.5       18.4       25.2
 
Number of Traders in Each Category                                    Total Traders:        88
         4         16          .          9          6          .         24         20          .          .          7          .
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Traders in Financial Futures - Futures Only 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   218,363
Positions
    54,280     14,405      1,312     42,770     32,832      8,077     44,036     97,519        406     21,951      8,795      1,861     43,670     53,156
 
Changes from:       September 18, 2012                               Total Change is:   -16,031
   -23,351      5,241        202      1,953     -2,233       -495      6,803    -10,341        274       -922     -4,087       -883        388     -3,709
 
Percent of Open Interest Represented by Each Category of Trader
      24.9        6.6        0.6       19.6       15.0        3.7       20.2       44.7        0.2       10.1        4.0        0.9       20.0       24.3
 
Number of Traders in Each Category                                    Total Traders:       177
        20         15          5         19         20         16         32         41          6         16         14          4
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Traders in Financial Futures - Futures Only 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   178,886
Positions
    18,198     58,300         53      3,065     42,549      1,065    119,230     50,185        176      1,229      3,710        865     35,005     21,983
 
Changes from:       September 18, 2012                               Total Change is:     4,428
        -5      5,730          0       -605     -1,073          0      2,031     -1,621        152        242       -355        102      2,511      1,493
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       32.6        0.0        1.7       23.8        0.6       66.7       28.1        0.1        0.7        2.1        0.5       19.6       12.3
 
Number of Traders in Each Category                                    Total Traders:        98
         6         13          .          .         10          .         32         26          .          4          5          .
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Traders in Financial Futures - Futures Only 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    87,388
Positions
    50,766     61,493     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:    -2,362
       603         37     -2,099        -52          0          0       -698       -335       -135          0          0          0         19        170
 
Percent of Open Interest Represented by Each Category of Trader
      58.1       70.4       19.7        4.6        0.0        0.0        5.0        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 - Futures Only 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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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 - Futures Only 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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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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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    60,437
Positions
    10,305     43,748        284      4,266        679         67     34,892      9,700        409      1,759        956          0      8,456      4,595
 
Changes from:       September 18, 2012                               Total Change is:   -15,419
    -4,064      1,214     -8,320       -108        432       -302      2,968     -2,422     -1,647     -1,277       -564     -1,553     -1,118     -2,259
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       72.4        0.5        7.1        1.1        0.1       57.7       16.0        0.7        2.9        1.6        0.0       14.0        7.6
 
Number of Traders in Each Category                                    Total Traders:       100
        15         17          .          7          .          .         35         14          5          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   120,873
Positions
    20,610     87,496        567      8,531      1,358        134     69,783     19,400        818      3,518      1,911          0     16,912      9,189
 
Changes from:       September 18, 2012                               Total Change is:   -30,837
    -8,128      2,428    -16,639       -215        864       -604      5,936     -4,844     -3,293     -2,553     -1,127     -3,105     -2,236     -4,517
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       72.4        0.5        7.1        1.1        0.1       57.7       16.0        0.7        2.9        1.6        0.0       14.0        7.6
 
Number of Traders in Each Category                                    Total Traders:       100
        15         17          .          7          .          .         35         14          5          4          6          0
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Traders in Financial Futures - Futures Only 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   754,465
Positions
    43,351    222,311     10,297    385,312    160,161     51,398     95,781    172,439     20,668     26,558     34,438      3,738    117,362     79,013
 
Changes from:       September 18, 2012                               Total Change is:  -221,560
    -9,611     35,837   -117,561      4,621      1,955    -13,083    -10,566    -45,860    -40,278     -1,925     -8,571     -8,819    -24,337    -25,179
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       29.5        1.4       51.1       21.2        6.8       12.7       22.9        2.7        3.5        4.6        0.5       15.6       10.5
 
Number of Traders in Each Category                                    Total Traders:       550
        38         45         19        120         50         63        102        110         65         41         44         11
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Traders in Financial Futures - Futures Only 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   188,201
Positions
    12,442     75,131      2,036     96,220     29,851      5,302      6,860     24,948      1,028      3,130     12,794        299     60,884     36,812
 
Changes from:       September 18, 2012                               Total Change is:   -70,943
   -16,224     -5,557    -19,684      2,851     -4,628     -3,691    -13,261    -10,684     -8,180      1,236     -2,768     -1,200    -12,790    -14,551
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       39.9        1.1       51.1       15.9        2.8        3.6       13.3        0.5        1.7        6.8        0.2       32.4       19.6
 
Number of Traders in Each Category                                    Total Traders:        91
         7         14          .         26          8         10         10         20          6          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,831,321
Positions
   158,608    739,965     37,240  1,465,911    672,004    210,029    482,240    775,094     60,564    123,376    114,457     10,962    282,391    211,006
 
Changes from:       September 18, 2012                               Total Change is:  -753,085
  -109,115     64,792   -347,207    -22,131      1,938    -15,980    -64,630   -253,988    -82,385    -32,826    -46,036    -21,077    -57,734    -53,142
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       26.1        1.3       51.8       23.7        7.4       17.0       27.4        2.1        4.4        4.0        0.4       10.0        7.5
 
Number of Traders in Each Category                                    Total Traders:       523
        38         40         18        105         46         56        104        107         56         40         43         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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    82,047
Positions
     3,218     60,209        327     35,712      7,609        824     31,856      6,605        650      2,261      3,335          0      7,199      2,488
 
Changes from:       September 18, 2012                               Total Change is:   -64,744
    -2,898     -5,563    -40,075     -3,304        264     -1,515     -2,012     -3,514     -6,462       -198       -628       -531     -7,747     -6,718
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       73.4        0.4       43.5        9.3        1.0       38.8        8.1        0.8        2.8        4.1        0.0        8.8        3.0
 
Number of Traders in Each Category                                    Total Traders:       224
        16         29          4         35         21         10         70         29         10         14         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   410,237
Positions
    16,091    301,043      1,636    178,560     38,047      4,118    159,281     33,025      3,251     11,305     16,677          2     35,993     12,438
 
Changes from:       September 18, 2012                               Total Change is:  -187,593
    -6,195     -8,099   -132,498    -15,021      1,318        925    -11,500     -1,136    -18,630       -991      1,475     -2,657     -1,026    -28,291
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       73.4        0.4       43.5        9.3        1.0       38.8        8.1        0.8        2.8        4.1        0.0        8.8        3.0
 
Number of Traders in Each Category                                    Total Traders:       224
        16         29          4         35         21         10         70         29         10         14         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   383,365
Positions
   110,474     42,977      5,585    152,526    199,593     16,313     74,660     92,842      1,525      2,231     14,148          0     20,051     10,382
 
Changes from:       September 18, 2012                               Total Change is:   -58,288
   -27,809     -7,004    -19,862      4,064     -1,094     -2,443      2,484     -2,805     -6,098       -379     -7,629     -1,679     -6,566     -9,674
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       11.2        1.5       39.8       52.1        4.3       19.5       24.2        0.4        0.6        3.7        0.0        5.2        2.7
 
Number of Traders in Each Category                                    Total Traders:       251
        20         14          .         59         36         25         50         51          9          5         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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   561,389
Positions
    18,674     75,367      6,473    216,416    117,104     87,681     57,468     83,546     16,453     19,968     33,213        377    137,879    141,175
 
Changes from:       September 18, 2012                               Total Change is:     2,940
     1,966    -10,035        -60     12,759     15,990       -176       -882     15,294     -9,243        418     -2,943        158     -2,000     -6,045
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       13.4        1.2       38.6       20.9       15.6       10.2       14.9        2.9        3.6        5.9        0.1       24.6       25.1
 
Number of Traders in Each Category                                    Total Traders:       145
         5         14          5         40         24         28         22         27         10          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   359,072
Positions
     4,826    132,114      2,432    241,326     17,761     38,915          0     92,947         56      8,735     16,160          0     62,782     58,687
 
Changes from:       September 18, 2012                               Total Change is:    -2,613
     4,826     -2,821         50     -3,684      1,566      2,433          0     -4,139       -720       -770      2,458          0     -4,748     -1,440
 
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       16.3
 
Number of Traders in Each Category                                    Total Traders:        66
         .         12          .         28          9         18          0          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   960,648
Positions
    55,610    124,110     12,179    192,974    150,822     65,386    386,081    466,782     19,638     85,013     29,742      7,989    135,778     84,000
 
Changes from:       September 18, 2012                               Total Change is:    11,890
    -4,029    -19,636      1,229     -1,744      8,926       -521     45,957     24,049    -14,188    -23,974      3,738          0      9,160      8,293
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       12.9        1.3       20.1       15.7        6.8       40.2       48.6        2.0        8.8        3.1        0.8       14.1        8.7
 
Number of Traders in Each Category                                    Total Traders:       210
        14         22          9         37         28         30         40         32         19         21         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 1,606,021
Positions
   199,200     97,722      9,014    410,589    778,016    187,385    373,658    114,706     46,694     76,573     80,078      6,062    296,846    286,344
 
Changes from:       September 18, 2012                               Total Change is:    12,486
   -15,033     17,136       -932     25,655      1,913       -559      3,882    -10,134     -3,119    -12,203      2,965      1,675     13,120      3,541
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        6.1        0.6       25.6       48.4       11.7       23.3        7.1        2.9        4.8        5.0        0.4       18.5       17.8
 
Number of Traders in Each Category                                    Total Traders:       255
        23         22          9         27         61         51         54         40         31         14         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 1,440,242
Positions
   227,666    162,372     14,356    344,796    599,937    120,804    358,868    234,042     19,096    102,559     57,858      1,789    250,308    229,988
 
Changes from:       September 18, 2012                               Total Change is:   143,559
    43,340     41,572     -1,194     91,219      4,835     10,584     -2,633     87,718      3,599       -253        953       -269       -834     -4,239
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       11.3        1.0       23.9       41.7        8.4       24.9       16.3        1.3        7.1        4.0        0.1       17.4       16.0
 
Number of Traders in Each Category                                    Total Traders:       183
        13         23          7         24         40         34         37         25         17          9         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   437,583
Positions
   174,610    145,011    148,024          9      2,015      2,993     31,638     41,289     45,649      2,310      7,693      5,937     26,413     38,972
 
Changes from:       September 18, 2012                               Total Change is:     7,611
     3,510      2,671      1,433          0          0          0      4,348      3,524       -122      1,565        154        237     -3,360       -286
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       33.1       33.8        0.0        0.5        0.7        7.2        9.4       10.4        0.5        1.8        1.4        6.0        8.9
 
Number of Traders in Each Category                                    Total Traders:        80
        20         22         32          .          .          .         14         15         22          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 is 8,177,263
Positions
 1,152,523  2,714,855  1,835,937    761,351    344,503    148,149  1,607,769    356,155  1,369,288    158,137    152,798    295,715    848,394    959,863
 
Changes from:       September 18, 2012                               Total Change is:   195,931
    69,094     11,185     61,332     28,295     77,856      9,034    -32,418    -42,432     28,244      4,749     -1,508     15,780     11,821     36,440
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       33.2       22.5        9.3        4.2        1.8       19.7        4.4       16.7        1.9        1.9        3.6       10.4       11.7
 
Number of Traders in Each Category                                    Total Traders:       237
        29         49         73         10          9         13         71         30         77         16         13         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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    47,992
Positions
    13,229      5,115      1,222      1,582      4,336        172     25,539     31,510        515      2,749      2,243          4      2,980      2,875
 
Changes from:       September 18, 2012                               Total Change is:     7,511
       121       -838        170        275      1,033       -170      7,378      7,189         -5        -53        -17        -21       -184        170
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       10.7        2.5        3.3        9.0        0.4       53.2       65.7        1.1        5.7        4.7        0.0        6.2        6.0
 
Number of Traders in Each Category                                    Total Traders:        96
         4          .          .          6          4          .         20         32          .         17         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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