`Traders in Financial Futures - Futures Only Positions as of November 27, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   170,497
Positions
    34,427     75,312      2,029     23,817     33,579        180     62,530     31,904      2,215      7,431      3,593        593     37,275     21,092
 
Changes from:       November 20, 2012                                Total Change is:       980
    -1,368      2,817       -173        295         66        -14         47       -688        115       -837     -1,078        275      2,640       -340
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       44.2        1.2       14.0       19.7        0.1       36.7       18.7        1.3        4.4        2.1        0.3       21.9       12.4
 
Number of Traders in Each Category                                    Total Traders:        96
         6         12          4         11          4          .         36         14         10          9          4          .
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Traders in Financial Futures - Futures Only Positions as of November 27, 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    42,767
Positions
     8,134     15,103         52      1,592      2,810        168     12,169     11,970         26      4,119          0          0     16,507     12,638
 
Changes from:       November 20, 2012                                Total Change is:    -3,443
    -3,555      4,957         52         -9          1          9     -2,284     -5,120        -90     -2,030       -567          0      4,464     -2,685
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       35.3        0.1        3.7        6.6        0.4       28.5       28.0        0.1        9.6        0.0        0.0       38.6       29.6
 
Number of Traders in Each Category                                    Total Traders:        40
         4          9          .          .          4          .          7         10          .          4          0          0
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Traders in Financial Futures - Futures Only Positions as of November 27, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   157,701
Positions
    13,980     36,318        894     10,173     33,539     10,610     82,507     38,920      1,801      2,055     17,222        970     34,711     17,427
 
Changes from:       November 20, 2012                                Total Change is:     6,979
    -2,531      9,777        194        151     -1,588        794      4,057     -2,192       -899        376      3,716       -104      4,941     -2,719
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       23.0        0.6        6.5       21.3        6.7       52.3       24.7        1.1        1.3       10.9        0.6       22.0       11.1
 
Number of Traders in Each Category                                    Total Traders:       100
         6         14          .          6         14          6         26         22          9          4          8          .
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Traders in Financial Futures - Futures Only Positions as of November 27, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   208,130
Positions
    82,163     16,667        893     55,601     10,267      1,556     53,361    100,835      1,018      1,366     16,817         38     12,134     60,039
 
Changes from:       November 20, 2012                                Total Change is:    27,151
    20,324     -1,787        847       -222      1,321        -43      7,981     25,939       -132     -1,284     -1,205          0       -320      2,211
 
Percent of Open Interest Represented by Each Category of Trader
      39.5        8.0        0.4       26.7        4.9        0.7       25.6       48.4        0.5        0.7        8.1        0.0        5.8       28.8
 
Number of Traders in Each Category                                    Total Traders:       120
        12         12          .          8          8          5         20         45          5          .         13          .
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Traders in Financial Futures - Futures Only Positions as of November 27, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   210,234
Positions
    70,090     12,178      1,698     44,738     40,923      5,441     18,908     80,275      1,621     25,188     12,709      2,005     40,545     53,384
 
Changes from:       November 20, 2012                                Total Change is:   -22,094
   -16,414      1,742        372       -998      1,699        956     -4,321    -24,081       -364     -4,000        633       -108      2,783     -2,943
 
Percent of Open Interest Represented by Each Category of Trader
      33.3        5.8        0.8       21.3       19.5        2.6        9.0       38.2        0.8       12.0        6.0        1.0       19.3       25.4
 
Number of Traders in Each Category                                    Total Traders:       174
        25         12          7         17         23         15         19         43         11         15         20          .
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Traders in Financial Futures - Futures Only Positions as of November 27, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   196,520
Positions
    28,065     54,698        114      4,480     44,175      1,073    119,338     66,816        918      3,366      3,934      1,092     38,074     23,700
 
Changes from:       November 20, 2012                                Total Change is:    16,156
    -6,759      6,302         49      1,374        554         14     17,856      7,062        123     -1,246        823       -247      4,992      1,476
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       27.8        0.1        2.3       22.5        0.5       60.7       34.0        0.5        1.7        2.0        0.6       19.4       12.1
 
Number of Traders in Each Category                                    Total Traders:       107
         8         13          .          4          9          .         36         21         11          5         10          .
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Traders in Financial Futures - Futures Only Positions as of November 27, 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    77,926
Positions
    40,646     51,630     18,859      2,288          0          0      6,037          0      4,230      2,470          0      2,861        535        346
 
Changes from:       November 20, 2012                                Total Change is:       170
    -1,193      1,699        -41         69          0          0      1,164     -1,461          0          0          0          0        171        -27
 
Percent of Open Interest Represented by Each Category of Trader
      52.2       66.3       24.2        2.9        0.0        0.0        7.7        0.0        5.4        3.2        0.0        3.7        0.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        24
         7         11         11          .          0          0          4          0          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of November 27, 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   173,160
Positions
    30,774     94,261      1,687     30,430        529          0     94,845     65,017      2,130      5,833      7,004         94      7,367      2,438
 
Changes from:       November 20, 2012                                Total Change is:     7,220
    -1,145      2,238        700      1,355         30         -8      5,509      3,534        525        518        350        -80       -154        -69
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       54.4        1.0       17.6        0.3        0.0       54.8       37.5        1.2        3.4        4.0        0.1        4.3        1.4
 
Number of Traders in Each Category                                    Total Traders:       128
         4          9          .         16          .          0         53         21          7         14          6          .
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Traders in Financial Futures - Futures Only Positions as of November 27, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    34,629
Positions
    16,734     14,491        459        334          0          0      3,547      2,173        279     11,586     15,587      1,014        676        626
 
Changes from:       November 20, 2012                                Total Change is:     1,867
       165        484        342        -63          0          0        255        974        114      1,031       -210          0         23        163
 
Percent of Open Interest Represented by Each Category of Trader
      48.3       41.8        1.3        1.0        0.0        0.0       10.2        6.3        0.8       33.5       45.0        2.9        2.0        1.8
 
Number of Traders in Each Category                                    Total Traders:        26
         6          5          5          .          0          0          6          4          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of November 27, 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    31,901
Positions
     1,307     23,759        239        965        124          0     24,173      3,268        286        280      2,297        164      4,487      1,764
 
Changes from:       November 20, 2012                                Total Change is:     2,144
         0      3,087        239        119          0          0      1,252       -683        -19        140         82        -62        475       -500
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       74.5        0.7        3.0        0.4        0.0       75.8       10.2        0.9        0.9        7.2        0.5       14.1        5.5
 
Number of Traders in Each Category                                    Total Traders:        53
         .          9          .          5          .          0         22         10          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of November 27, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    48,110
Positions
    16,238     26,662        343      4,942        509        471     12,319     10,863      2,505      3,118      1,852          0      8,175      4,907
 
Changes from:       November 20, 2012                                Total Change is:       -39
    -1,400      1,098         14        595         -7        -19        542     -2,288        -42        707      1,176          0       -435         29
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       55.4        0.7       10.3        1.1        1.0       25.6       22.6        5.2        6.5        3.8        0.0       17.0       10.2
 
Number of Traders in Each Category                                    Total Traders:        95
        17         15          .          7          .          .         22         18          7          7          8          0
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Traders in Financial Futures - Futures Only Positions as of November 27, 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    96,220
Positions
    32,476     53,323        686      9,884      1,017        941     24,638     21,725      5,010      6,235      3,704          0     16,350      9,814
 
Changes from:       November 20, 2012                                Total Change is:       -77
    -2,800      2,196         28      1,189        -13        -38      1,084     -4,576        -83      1,413      2,352          0       -870         57
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       55.4        0.7       10.3        1.1        1.0       25.6       22.6        5.2        6.5        3.8        0.0       17.0       10.2
 
Number of Traders in Each Category                                    Total Traders:        95
        17         15          .          7          .          .         22         18          7          7          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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   847,506
Positions
    61,249    211,627     33,753    359,918    160,036     60,029    111,642    188,937     41,174     37,892     36,788      7,471    134,379    107,692
 
Changes from:       November 20, 2012                                Total Change is:    -5,134
       809     -3,669     -2,307      6,459       -917       -152      1,347      3,718     -4,450       -731      1,422      1,339     -7,448       -117
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       25.0        4.0       42.5       18.9        7.1       13.2       22.3        4.9        4.5        4.3        0.9       15.9       12.7
 
Number of Traders in Each Category                                    Total Traders:       562
        42         40         23        120         53         61         99        109         67         45         52         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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   224,065
Positions
    32,036     66,245      3,936     90,152     29,203      8,170     17,636     38,357        491     10,058     12,956      1,485     60,101     63,222
 
Changes from:       November 20, 2012                                Total Change is:    -3,902
     1,104     -3,920         43      1,630       -195         28     -2,984       -793       -117     -1,185        157      1,426     -3,847       -531
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       29.6        1.8       40.2       13.0        3.6        7.9       17.1        0.2        4.5        5.8        0.7       26.8       28.2
 
Number of Traders in Each Category                                    Total Traders:       101
        13         11          4         28          8         12         14         16          6          5          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,117,207
Positions
   208,575    789,419     86,575  1,389,594    694,928    218,529    594,281    877,149     79,164    156,639    136,632     12,462    371,388    222,349
 
Changes from:       November 20, 2012                                Total Change is:    -6,158
    -9,221     -6,494     -4,003     23,588     -4,170       -342      6,327      7,230     -6,338      2,691      6,744       -853    -18,007      2,068
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       25.3        2.8       44.6       22.3        7.0       19.1       28.1        2.5        5.0        4.4        0.4       11.9        7.1
 
Number of Traders in Each Category                                    Total Traders:       532
        37         41         21        107         49         53         99        108         56         41         49         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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   120,221
Positions
    12,708     33,622         13     64,183     64,308      1,903     28,269     14,915         93        646      2,177          0     12,406      3,190
 
Changes from:       November 20, 2012                                Total Change is:     1,734
    -3,364      3,798          6      1,774     -1,274         77      3,630        630       -660        255        -24          0         16       -819
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       28.0        0.0       53.4       53.5        1.6       23.5       12.4        0.1        0.5        1.8        0.0       10.3        2.7
 
Number of Traders in Each Category                                    Total Traders:       102
         8         13          .         39         13         13         15         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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    79,925
Positions
    25,943     43,596        516     22,013     10,755        903     20,994     16,169        534      1,946      3,288         55      7,021      4,110
 
Changes from:       November 20, 2012                                Total Change is:   -28,113
    14,076     13,019    -31,570     -2,777        -61       -231      2,249        109     -8,165        179        791       -640     -1,232     -1,364
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       54.5        0.6       27.5       13.5        1.1       26.3       20.2        0.7        2.4        4.1        0.1        8.8        5.1
 
Number of Traders in Each Category                                    Total Traders:       224
        21         22          5         33         23         10         45         50         12         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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   399,627
Positions
   129,714    217,980      2,582    110,065     53,773      4,513    104,971     80,844      2,671      9,731     16,441        273     35,107     20,550
 
Changes from:       November 20, 2012                                Total Change is:      -855
      -587     -1,338        109     -4,096       -515       -945     -1,006        943     -2,765        894        725         28      7,513      2,903
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       54.5        0.6       27.5       13.5        1.1       26.3       20.2        0.7        2.4        4.1        0.1        8.8        5.1
 
Number of Traders in Each Category                                    Total Traders:       224
        21         22          5         33         23         10         45         50         12         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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   382,434
Positions
   143,927     23,139     12,955    130,962    205,257     20,042     53,453     93,692      2,479      3,252     10,930          0     15,364     13,940
 
Changes from:       November 20, 2012                                Total Change is:    -9,122
    -7,086      3,240     -1,005     -1,767     -2,774        110      1,569     -5,439     -1,937        203        299          0        791     -1,616
 
Percent of Open Interest Represented by Each Category of Trader
      37.6        6.1        3.4       34.2       53.7        5.2       14.0       24.5        0.6        0.9        2.9        0.0        4.0        3.6
 
Number of Traders in Each Category                                    Total Traders:       241
        24         11          .         47         43         23         37         56          7          7         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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    41,183
Positions
     8,869      4,435          0     11,959        440         94      7,394     12,542          0      5,084      3,589          0      7,783     20,083
 
Changes from:       November 20, 2012                                Total Change is:     3,939
    -1,918        -19          0         49        -35         -2      1,116      3,625          0      1,732          0          0      2,962        370
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       10.8        0.0       29.0        1.1        0.2       18.0       30.5        0.0       12.3        8.7        0.0       18.9       48.8
 
Number of Traders in Each Category                                    Total Traders:        47
         .          4          0         14          .          .          9         10          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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    45,479
Positions
    11,504     16,480      3,613      3,857      2,450        829     16,009      7,369        962      2,129      3,243          0      6,576     10,533
 
Changes from:       November 20, 2012                                Total Change is:     7,864
     2,839        987        760       -420       -120        215      4,070       -452        293        510      1,579          0       -403      4,602
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       36.2        7.9        8.5        5.4        1.8       35.2       16.2        2.1        4.7        7.1        0.0       14.5       23.2
 
Number of Traders in Each Category                                    Total Traders:        59
        13         11          7          5          .          .         15          7          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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    63,918
Positions
     4,021      8,277        770     40,387     35,181      6,905      7,483      9,783          0        218          0          0      4,134      3,002
 
Changes from:       November 20, 2012                                Total Change is:        17
      -283         11          0        170        118        -20         74        -45          0          0          0          0         76        -47
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       12.9        1.2       63.2       55.0       10.8       11.7       15.3        0.0        0.3        0.0        0.0        6.5        4.7
 
Number of Traders in Each Category                                    Total Traders:        66
         4          .          .         25         22          9          9          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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   130,959
Positions
    19,798     64,341      2,842     68,192     19,287      5,557     14,856     30,638        780      6,244      2,096      1,009     11,681      4,409
 
Changes from:       November 20, 2012                                Total Change is:     9,719
     5,667      6,791      1,687      1,296       -643        -31      1,075      1,699         28       -383         -4        -46        426        238
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       49.1        2.2       52.1       14.7        4.2       11.3       23.4        0.6        4.8        1.6        0.8        8.9        3.4
 
Number of Traders in Each Category                                    Total Traders:       131
        13         18          6         35         16         15         27          8          4         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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   688,751
Positions
     3,583    114,611     30,464    245,098    137,868     76,987     86,247     79,264     55,464     18,806     34,546        320    171,782    159,227
 
Changes from:       November 20, 2012                                Total Change is:    55,566
    -9,250     -7,932     24,244    -15,886      2,498      6,498       -192    -11,968     37,529     -1,048     -4,985         40     13,631      9,642
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       16.6        4.4       35.6       20.0       11.2       12.5       11.5        8.1        2.7        5.0        0.0       24.9       23.1
 
Number of Traders in Each Category                                    Total Traders:       150
         .         18          6         39         25         31         29         23         20          5          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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   389,460
Positions
         0    121,674     12,828    218,927     41,354     37,304      3,298     77,719      4,665     17,659     19,488      2,710     92,069     71,718
 
Changes from:       November 20, 2012                                Total Change is:    32,744
    -3,332        958     12,096     -4,069     -1,709        262        269        190      3,808          0          0      2,710     21,000     14,429
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       31.2        3.3       56.2       10.6        9.6        0.8       20.0        1.2        4.5        5.0        0.7       23.6       18.4
 
Number of Traders in Each Category                                    Total Traders:        63
         0         12          .         26          8         16          .          7          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 1,089,316
Positions
   112,968     96,033     50,890    263,842     99,845     50,394    224,119    544,272     83,158    116,836     34,865     21,151    165,958    108,708
 
Changes from:       November 20, 2012                                Total Change is:    -4,416
     3,803    -20,420     -1,589         68     -3,731     -2,141    -65,104    -56,221     30,017     -4,357      5,322     12,859     22,028     31,488
 
Percent of Open Interest Represented by Each Category of Trader
      10.4        8.8        4.7       24.2        9.2        4.6       20.6       50.0        7.6       10.7        3.2        1.9       15.2       10.0
 
Number of Traders in Each Category                                    Total Traders:       221
        21         19         18         42         24         30         43         33         32         25         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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    43,458
Positions
    28,946     13,787      4,005          0        514          0      5,105     20,104      3,792          0         25        360      1,250        871
 
Changes from:       November 20, 2012                                Total Change is:     3,066
     1,431       -478        864          0          0          0        133      2,371        174         -4         25        -81        549        191
 
Percent of Open Interest Represented by Each Category of Trader
      66.6       31.7        9.2        0.0        1.2        0.0       11.7       46.3        8.7        0.0        0.1        0.8        2.9        2.0
 
Number of Traders in Each Category                                    Total Traders:        44
        13          5         11          0          .          0          8         15          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 1,848,887
Positions
   128,203    137,508     49,596    381,973    708,426    175,616    534,353    118,152    130,657     96,289    119,950     42,592    309,608    366,390
 
Changes from:       November 20, 2012                                Total Change is:    -8,113
   -53,608    -10,669     -9,955    -10,785    -18,077     -3,146    -38,134    -77,877     62,458     -2,410     -6,621     30,822     16,645     24,952
 
Percent of Open Interest Represented by Each Category of Trader
       6.9        7.4        2.7       20.7       38.3        9.5       28.9        6.4        7.1        5.2        6.5        2.3       16.7       19.8
 
Number of Traders in Each Category                                    Total Traders:       257
        18         31         19         22         59         46         60         42         45          7         18          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 1,598,721
Positions
   294,236    158,185     66,146    218,383    465,508    127,336    378,692    353,632     55,960    177,002     97,668      6,307    274,659    267,979
 
Changes from:       November 20, 2012                                Total Change is:    86,126
   -12,156      1,755     41,161     14,386     -6,137     -7,504     -6,438     10,130     35,812      4,202        840      1,172     15,491      8,897
 
Percent of Open Interest Represented by Each Category of Trader
      18.4        9.9        4.1       13.7       29.1        8.0       23.7       22.1        3.5       11.1        6.1        0.4       17.2       16.8
 
Number of Traders in Each Category                                    Total Traders:       196
        14         26         16         23         37         33         38         35         26         10         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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   392,895
Positions
   171,438    152,660    106,479          9      2,015      3,551     37,471     40,276     43,154          0      7,169      6,104     24,689     31,487
 
Changes from:       November 20, 2012                                Total Change is:    11,075
     3,624     11,671        985          0       -602          0      9,282      1,667       -281        -53       -965       -404     -2,078       -996
 
Percent of Open Interest Represented by Each Category of Trader
      43.6       38.9       27.1        0.0        0.5        0.9        9.5       10.3       11.0        0.0        1.8        1.6        6.3        8.0
 
Number of Traders in Each Category                                    Total Traders:        74
        18         23         33          .          .          .         16          9         19          0          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 8,525,648
Positions
 1,231,268  2,850,213  1,878,695    900,753    113,563    129,810  1,567,022    444,813  1,575,017     92,846    228,924    277,584    872,653  1,027,029
 
Changes from:       November 20, 2012                                Total Change is:   -60,595
    72,690    -97,142     10,827      2,682    -34,947     -3,326   -189,828       -315     25,135     19,122     16,573      6,147     -4,044     16,453
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       33.4       22.0       10.6        1.3        1.5       18.4        5.2       18.5        1.1        2.7        3.3       10.2       12.0
 
Number of Traders in Each Category                                    Total Traders:       236
        29         46         72          8          8         15         55         45         81          9         19         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    12,877
Positions
    11,120        581          0        557        984          0        748     10,966          1        234        245          0        217        100
 
Changes from:       November 20, 2012                                Total Change is:       521
       492        -10          0         -3          0          0         32        508          0          0          0          0          0         23
 
Percent of Open Interest Represented by Each Category of Trader
      86.4        4.5        0.0        4.3        7.6        0.0        5.8       85.2        0.0        1.8        1.9        0.0        1.7        0.8
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          4          0          5         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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    13,198
Positions
    11,213      6,178          0        957        868         41        718      5,915         12          0         91          0        257         93
 
Changes from:       November 20, 2012                                Total Change is:      -408
       -86         42          0         -4         -3          0       -331       -503         12          0          0          0          1         44
 
Percent of Open Interest Represented by Each Category of Trader
      85.0       46.8        0.0        7.3        6.6        0.3        5.4       44.8        0.1        0.0        0.7        0.0        1.9        0.7
 
Number of Traders in Each Category                                    Total Traders:        29
         .          6          0          .          4          .          5          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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    35,530
Positions
     9,761      7,676      1,262      2,012      3,421        311     10,370     18,823        973      7,188        689          0      3,653      2,375
 
Changes from:       November 20, 2012                                Total Change is:    -3,681
       313        -25          0        -32       -102         58     -3,752     -2,597         75       -553     -1,346          0        210        256
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       21.6        3.6        5.7        9.6        0.9       29.2       53.0        2.7       20.2        1.9        0.0       10.3        6.7
 
Number of Traders in Each Category                                    Total Traders:       101
         .          .          .          8          5          .         21         27          6         27          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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   375,098
Positions
   123,871     20,010     39,810     35,817     22,199     14,181     30,126    132,397     42,708      4,144     17,624     60,685     23,756     25,484
 
Changes from:       November 20, 2012                                Total Change is:   -43,283
     9,666    -12,122    -17,087       -693        744         80    -19,797        190     -5,518     -3,942     -3,922     -5,801       -191        153
 
Percent of Open Interest Represented by Each Category of Trader
      33.0        5.3       10.6        9.5        5.9        3.8        8.0       35.3       11.4        1.1        4.7       16.2        6.3        6.8
 
Number of Traders in Each Category                                    Total Traders:       164
        27          9         23          9         13         10         28         40         40         15         14         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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     9,331
Positions
       206      4,496          0      3,657        479         83      4,115      3,332        902        240         30          0        128          9
 
Changes from:       November 20, 2012                                Total Change is:     2,178
       -57        418          0         60          3         -1      2,282      1,758          0       -109          0          0          3          0
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       48.2        0.0       39.2        5.1        0.9       44.1       35.7        9.7        2.6        0.3        0.0        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          4          0          4          .          .          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated December 5, 2012