`Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   167,010
Positions
    14,587     73,218      1,100     21,425     33,630        933     78,547     33,709      2,127      9,151      4,352        393     38,747     17,548
 
Changes from:       October 23, 2012                                 Total Change is:   -11,092
      -716     -6,608       -120       -375        -81        292    -12,595     -2,862        563      1,165       -540       -612      1,306     -1,124
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       43.8        0.7       12.8       20.1        0.6       47.0       20.2        1.3        5.5        2.6        0.2       23.2       10.5
 
Number of Traders in Each Category                                    Total Traders:        87
         6         11          4          9          4          4         29         12          7         10          6          .
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Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    37,591
Positions
     5,571     15,837          0      2,561      2,533        157      9,309      8,116        118      4,556          0          0     15,319     10,830
 
Changes from:       October 23, 2012                                 Total Change is:       822
       -27       -435       -336         -3        -11          0      1,025      1,222         82        932          0          0       -851        300
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       42.1        0.0        6.8        6.7        0.4       24.8       21.6        0.3       12.1        0.0        0.0       40.8       28.8
 
Number of Traders in Each Category                                    Total Traders:        37
         .          7          0          .          4          .          8          8          .          4          0          0
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Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   163,917
Positions
     8,901     48,638         17      9,598     33,547     11,068     96,347     30,008        771      1,190     18,466        651     35,374     20,751
 
Changes from:       October 23, 2012                                 Total Change is:     8,126
      -923     11,257          3        381       -656        462      5,475     -1,783       -836     -1,649      1,378        403      4,810     -2,102
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       29.7        0.0        5.9       20.5        6.8       58.8       18.3        0.5        0.7       11.3        0.4       21.6       12.7
 
Number of Traders in Each Category                                    Total Traders:        94
         5         13          .          6         14          5         33         13          6          .          7          .
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Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   147,135
Positions
    35,372     19,166        322     58,014      7,101        658     40,113     53,116        835        500     15,055         44     11,277     50,838
 
Changes from:       October 23, 2012                                 Total Change is:    10,000
    10,447     -7,185         10       -785        293        -11      2,415     14,589        -59       -317     -1,388       -119     -1,581      3,870
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       13.0        0.2       39.4        4.8        0.4       27.3       36.1        0.6        0.3       10.2        0.0        7.7       34.6
 
Number of Traders in Each Category                                    Total Traders:       100
        11         11          .          9          5          .         18         36          5          .          9          .
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Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   221,524
Positions
    66,884     26,524      2,401     52,596     35,615      4,479     22,100     81,918      1,601     29,829     10,410        429     41,205     58,147
 
Changes from:       October 23, 2012                                 Total Change is:     4,682
     5,321       -337        163     -1,063        438        -12        110      1,110       -221      1,073      1,634          3       -692      1,904
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       12.0        1.1       23.7       16.1        2.0       10.0       37.0        0.7       13.5        4.7        0.2       18.6       26.2
 
Number of Traders in Each Category                                    Total Traders:       179
        23         17          6         18         20         14         23         43         10         21         14          4
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Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   174,957
Positions
    43,651     46,548         93      3,294     43,460      1,061     88,207     57,737        829      4,736      2,496        558     32,528     22,175
 
Changes from:       October 23, 2012                                 Total Change is:     6,294
    -6,829      5,650       -102        601       -155       -161      8,212      2,228          3       -461        214       -852      5,883       -531
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       26.6        0.1        1.9       24.8        0.6       50.4       33.0        0.5        2.7        1.4        0.3       18.6       12.7
 
Number of Traders in Each Category                                    Total Traders:        96
         8         13          .          .         11          .         24         27          9          4          6          .
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Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    85,252
Positions
    48,272     58,559     18,161      3,824          0          0      4,226        442      4,801      2,470          0      2,861        637        428
 
Changes from:       October 23, 2012                                 Total Change is:    -2,999
    -2,504     -3,398        403       -245          0          0       -615        -33          0          0          0          0        -38         29
 
Percent of Open Interest Represented by Each Category of Trader
      56.6       68.7       21.3        4.5        0.0        0.0        5.0        0.5        5.6        2.9        0.0        3.4        0.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        22
         6         11         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   202,456
Positions
    32,103    102,709        463     30,436        297        515    123,636     85,005      1,054      5,821      9,345        102      8,326      2,966
 
Changes from:       October 23, 2012                                 Total Change is:    -5,150
     2,329       -687        463      1,503        157          0     -8,789     -4,525          0       -232       -885       -136       -288        463
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       50.7        0.2       15.0        0.1        0.3       61.1       42.0        0.5        2.9        4.6        0.1        4.1        1.5
 
Number of Traders in Each Category                                    Total Traders:       127
         6         10          .         12          .          .         61         14          8         15          5          .
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Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    28,703
Positions
    16,109      9,181        661        555          0          0      3,047        769        384      5,330     15,567      1,751        866        390
 
Changes from:       October 23, 2012                                 Total Change is:     1,007
        29         25        597        -52          0          0       -125         21        383        -65          0         61        179        -80
 
Percent of Open Interest Represented by Each Category of Trader
      56.1       32.0        2.3        1.9        0.0        0.0       10.6        2.7        1.3       18.6       54.2        6.1        3.0        1.4
 
Number of Traders in Each Category                                    Total Traders:        23
         5          5          .          .          0          0          6          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    31,020
Positions
     1,515     22,063        204        736        252          0     23,533      4,450        226        173      1,695        161      4,472      1,969
 
Changes from:       October 23, 2012                                 Total Change is:     1,884
       109      1,648         61        122          0          0      1,529       -186         95       -199        246        161          6       -141
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       71.1        0.7        2.4        0.8        0.0       75.9       14.3        0.7        0.6        5.5        0.5       14.4        6.3
 
Number of Traders in Each Category                                    Total Traders:        56
         .          9          .          4          .          0         24          9          .          .          5          .
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Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    53,837
Positions
    14,669     37,395        329      4,351        807        260     22,337      9,291      1,111      2,356        553          0      8,427      4,094
 
Changes from:       October 23, 2012                                 Total Change is:    -1,329
       967     -2,402         94        261       -100       -141     -2,686        807        402       -359        -20          0        134         32
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       69.5        0.6        8.1        1.5        0.5       41.5       17.3        2.1        4.4        1.0        0.0       15.7        7.6
 
Number of Traders in Each Category                                    Total Traders:        98
        18         14          .          6          .          .         34         13          8          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   107,674
Positions
    29,337     74,789        657      8,702      1,613        519     44,674     18,582      2,221      4,711      1,106          0     16,853      8,187
 
Changes from:       October 23, 2012                                 Total Change is:    -2,657
     1,934     -4,804        187        522       -200       -281     -5,372      1,613        804       -718        -40          0        267         64
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       69.5        0.6        8.1        1.5        0.5       41.5       17.3        2.1        4.4        1.0        0.0       15.7        7.6
 
Number of Traders in Each Category                                    Total Traders:        98
        18         14          .          6          .          .         34         13          8          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   809,024
Positions
    57,210    239,303     23,938    399,499    162,442     53,434    105,925    180,471     22,140     29,755     43,115      5,252    111,871     78,930
 
Changes from:       October 23, 2012                                 Total Change is:     3,997
      -606      1,965      2,754      3,609      1,065     -1,090      1,412     -3,109     -4,407      1,184      3,607       -254      1,397      3,467
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       29.6        3.0       49.4       20.1        6.6       13.1       22.3        2.7        3.7        5.3        0.6       13.8        9.8
 
Number of Traders in Each Category                                    Total Traders:       564
        39         45         22        121         58         59        110        106         61         42         43         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   205,849
Positions
    20,695     86,327      3,729     94,296     30,380      6,199     13,879     24,557        611      6,235     17,540        134     60,071     36,372
 
Changes from:       October 23, 2012                                 Total Change is:    -1,327
     2,139      1,246        260       -614        162         64       -605     -6,341         13          0         16          0     -2,584      3,253
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       41.9        1.8       45.8       14.8        3.0        6.7       11.9        0.3        3.0        8.5        0.1       29.2       17.7
 
Number of Traders in Each Category                                    Total Traders:        98
         9         14          .         26          9         11         15         16          5          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,015,873
Positions
   233,816    816,122     49,801  1,550,881    685,175    211,309    519,749    839,086     48,126    124,134    134,407     19,056    259,001    212,791
 
Changes from:       October 23, 2012                                 Total Change is:    26,622
    -2,428     14,892      1,174     21,289      4,690     -5,944     -4,022      2,057     -7,997      6,256     18,292     -1,610     19,904      1,068
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       27.1        1.7       51.4       22.7        7.0       17.2       27.8        1.6        4.1        4.5        0.6        8.6        7.1
 
Number of Traders in Each Category                                    Total Traders:       531
        38         41         21        107         53         52        109        104         51         39         40         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   113,941
Positions
     6,241     35,984         44     64,271     61,480      1,722     26,693      7,743      2,259        390      2,191          0     12,321      2,518
 
Changes from:       October 23, 2012                                 Total Change is:     1,231
      -989       -755          8        607        752         -9       -933        -95      1,471        -20         10          0      1,096       -151
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       31.6        0.0       56.4       54.0        1.5       23.4        6.8        2.0        0.3        1.9        0.0       10.8        2.2
 
Number of Traders in Each Category                                    Total Traders:       101
        10         11          .         41         12         12         18          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    74,253
Positions
     8,249     47,425        368     31,047      7,751      2,514     23,435      9,667        631      1,559      3,108         47      6,402      2,740
 
Changes from:       October 23, 2012                                 Total Change is:        71
     1,388        599         -9       -972         46        -37        260       -232        -63       -222          6         -3       -269       -235
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       63.9        0.5       41.8       10.4        3.4       31.6       13.0        0.9        2.1        4.2        0.1        8.6        3.7
 
Number of Traders in Each Category                                    Total Traders:       214
        18         24          4         33         24         15         53         31          9         15         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   371,266
Positions
    41,245    237,127      1,842    155,234     38,756     12,570    117,177     48,337      3,156      7,797     15,540        237     32,008     13,701
 
Changes from:       October 23, 2012                                 Total Change is:       357
     6,938      2,993        -47     -4,861        231       -186      1,302     -1,158       -315     -1,112         32        -16     -1,346     -1,177
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       63.9        0.5       41.8       10.4        3.4       31.6       13.0        0.9        2.1        4.2        0.1        8.6        3.7
 
Number of Traders in Each Category                                    Total Traders:       214
        18         24          4         33         24         15         53         31          9         15         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   370,064
Positions
   112,495     37,973      6,801    150,204    202,166     16,220     56,139     78,495      5,715      2,603     11,078          0     19,887     11,616
 
Changes from:       October 23, 2012                                 Total Change is:       596
     2,552      1,641        -13     -2,230        449       -253     -2,107     -1,758      1,197         77        598          0      1,373     -1,265
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       10.3        1.8       40.6       54.6        4.4       15.2       21.2        1.5        0.7        3.0        0.0        5.4        3.1
 
Number of Traders in Each Category                                    Total Traders:       237
        19         13          5         50         39         22         44         49         11          7         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    30,071
Positions
     7,538      5,057          1      9,562          0         71      5,473      6,546          0      1,901      3,576          0      5,525     14,820
 
Changes from:       October 23, 2012                                 Total Change is:     4,436
       548        956          0        619       -217         13      3,266      2,126          0          0          0          0        -10      1,558
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       16.8        0.0       31.8        0.0        0.2       18.2       21.8        0.0        6.3       11.9        0.0       18.4       49.3
 
Number of Traders in Each Category                                    Total Traders:        39
         6          7          .         12          0          .          5          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    33,463
Positions
     8,307     14,083        969      5,398      2,360        822      9,147      5,629        189      2,575      1,051          0      6,056      8,360
 
Changes from:       October 23, 2012                                 Total Change is:     2,018
       290      1,106       -710       -507       -125          0      3,195     -1,362        -44        -83        603          0       -123      2,550
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       42.1        2.9       16.1        7.1        2.5       27.3       16.8        0.6        7.7        3.1        0.0       18.1       25.0
 
Number of Traders in Each Category                                    Total Traders:        58
        15         12          4          5          .          .         12          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    64,539
Positions
     1,820      9,456        759     42,560     33,359      6,500      8,300     12,140        106        221          0          0      4,273      2,219
 
Changes from:       October 23, 2012                                 Total Change is:       850
      -109       -702         26      2,005         -7        -29       -830      2,031        -57          0          0          0       -156       -412
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       14.7        1.2       65.9       51.7       10.1       12.9       18.8        0.2        0.3        0.0        0.0        6.6        3.4
 
Number of Traders in Each Category                                    Total Traders:        73
         6          .          .         24         24          9          8          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   113,902
Positions
    14,399     55,495        756     60,280     20,382      5,364     14,098     23,933        697      5,903      2,093        989     11,416      4,193
 
Changes from:       October 23, 2012                                 Total Change is:       223
      -284     -1,040         64      1,402       -919        386       -385     -1,670         54       -763      1,893        724       -975        731
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       48.7        0.7       52.9       17.9        4.7       12.4       21.0        0.6        5.2        1.8        0.9       10.0        3.7
 
Number of Traders in Each Category                                    Total Traders:       123
        14         15          4         31         15         12         25          9          5         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   549,851
Positions
    12,413     69,375      3,820    239,226    141,933     79,831     42,407     68,304      9,794     18,205     36,078        380    143,775    140,336
 
Changes from:       October 23, 2012                                 Total Change is:     6,349
    -2,315      9,089        172      4,642     12,799     -6,068      1,471    -18,990         -3     -1,989       -465        378     10,061      9,437
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       12.6        0.7       43.5       25.8       14.5        7.7       12.4        1.8        3.3        6.6        0.1       26.1       25.5
 
Number of Traders in Each Category                                    Total Traders:       155
         7         16          6         39         28         28         18         31         13          5         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   354,041
Positions
         0    127,204         87    222,395     27,445     45,205          0     76,764        260     15,290     22,543      1,909     68,895     52,624
 
Changes from:       October 23, 2012                                 Total Change is:   -13,961
         0     -7,345         83    -14,316        296        -82          0     -7,117        127        -98      2,994         14        311     -2,931
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.9        0.0       62.8        7.8       12.8        0.0       21.7        0.1        4.3        6.4        0.5       19.5       14.9
 
Number of Traders in Each Category                                    Total Traders:        62
         0         11          .         28          9         18          0          7          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   952,256
Positions
   108,661     82,729     50,273    194,010    148,177     66,293    270,187    442,087     22,401    114,315     33,018      9,300    116,816     97,978
 
Changes from:       October 23, 2012                                 Total Change is:   -28,891
     6,273    -17,261      8,796      2,233      2,961      5,166    -37,015     -5,120      2,873     18,529      4,071     -1,676    -34,070    -28,701
 
Percent of Open Interest Represented by Each Category of Trader
      11.4        8.7        5.3       20.4       15.6        7.0       28.4       46.4        2.4       12.0        3.5        1.0       12.3       10.3
 
Number of Traders in Each Category                                    Total Traders:       216
        20         19         10         41         26         30         38         38         25         20         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,702,252
Positions
   180,606    104,281     10,713    434,518    775,141    167,737    471,097    144,262     49,228    116,982    127,982      7,939    263,432    314,969
 
Changes from:       October 23, 2012                                 Total Change is:     8,119
   -49,705       -376       -805     58,085    -37,872         33     -3,666      2,952      7,100      9,383     14,160      2,033    -14,339     20,894
 
Percent of Open Interest Represented by Each Category of Trader
      10.6        6.1        0.6       25.5       45.5        9.9       27.7        8.5        2.9        6.9        7.5        0.5       15.5       18.5
 
Number of Traders in Each Category                                    Total Traders:       270
        26         25          9         27         60         49         49         48         36         15         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,337,485
Positions
   238,317     96,603     14,388    223,677    587,180    109,281    351,636    185,866     21,738    143,894     65,069      7,566    226,988    249,794
 
Changes from:       October 23, 2012                                 Total Change is:   -21,040
    14,047    -10,810      1,515    -24,125    -14,806     -1,937    -12,026      9,977     -6,858     -2,924      4,588      1,722      9,546     -4,431
 
Percent of Open Interest Represented by Each Category of Trader
      17.8        7.2        1.1       16.7       43.9        8.2       26.3       13.9        1.6       10.8        4.9        0.6       17.0       18.7
 
Number of Traders in Each Category                                    Total Traders:       193
        17         17          7         29         39         35         32         38         17          9         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   418,586
Positions
   180,269    169,463    118,646          9      2,015      2,929     43,563     34,402     42,255      3,176      8,663      7,111     20,628     33,102
 
Changes from:       October 23, 2012                                 Total Change is:    30,811
     6,594     32,926        266          0          0        130     22,831        508        801      2,491        903         30     -2,332     -4,753
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       40.5       28.3        0.0        0.5        0.7       10.4        8.2       10.1        0.8        2.1        1.7        4.9        7.9
 
Number of Traders in Each Category                                    Total Traders:        76
        18         22         31          .          .          .         17          9         20          .          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    41,910
Positions
    25,776     17,970      6,258        500        250          0      5,352     13,180      3,063         16          0        297        648        892
 
Changes from:       October 23, 2012                                 Total Change is:      -186
      -673     -1,326      1,063          0          0          0       -270        401      1,138         16         -1         33     -1,493     -1,494
 
Percent of Open Interest Represented by Each Category of Trader
      61.5       42.9       14.9        1.2        0.6        0.0       12.8       31.4        7.3        0.0        0.0        0.7        1.5        2.1
 
Number of Traders in Each Category                                    Total Traders:        42
        10          7         12          .          .          0          7         13         11          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,345,592
Positions
 1,432,327  2,740,832  1,818,329    837,619    375,371    141,953  1,481,851    436,756  1,383,811     84,174    179,387    276,703    888,825    992,450
 
Changes from:       October 23, 2012                                 Total Change is:   -53,226
    20,129     22,595    -16,188      2,853    -59,069     20,297    -13,873      1,010    -26,771    -29,620      5,097        286    -10,339       -483
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       32.8       21.8       10.0        4.5        1.7       17.8        5.2       16.6        1.0        2.1        3.3       10.7       11.9
 
Number of Traders in Each Category                                    Total Traders:       232
        29         49         72         10          5         13         51         47         81         13         13         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    12,000
Positions
     9,102        273          0        543        853          0      1,920     10,614          1        254        215          0        180         44
 
Changes from:       October 23, 2012                                 Total Change is:       370
       176        150          0          0          0          0        190        237          0          0          0          0          4        -17
 
Percent of Open Interest Represented by Each Category of Trader
      75.9        2.3        0.0        4.5        7.1        0.0       16.0       88.5        0.0        2.1        1.8        0.0        1.5        0.4
 
Number of Traders in Each Category                                    Total Traders:        27
         4          .          0          .          4          0          5          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,969
Positions
    11,336      7,239          0        853        866         42      1,450      5,676          0          0         91          0        288         55
 
Changes from:       October 23, 2012                                 Total Change is:       275
        38         31          0          0          0          0        230        274          0          0        -54          0          7         24
 
Percent of Open Interest Represented by Each Category of Trader
      81.2       51.8        0.0        6.1        6.2        0.3       10.4       40.6        0.0        0.0        0.7        0.0        2.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          0          .          4          .          5          9          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    41,026
Positions
    10,337      5,735      1,262      1,747      5,295        202     14,813     23,656      1,042      7,708        745         66      3,849      3,023
 
Changes from:       October 23, 2012                                 Total Change is:    -2,767
      -603         68          0        434       -374         14     -3,838     -1,296        384        998     -1,438         66       -222       -191
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       14.0        3.1        4.3       12.9        0.5       36.1       57.7        2.5       18.8        1.8        0.2        9.4        7.4
 
Number of Traders in Each Category                                    Total Traders:       108
         .          .          .          7          5          .         23         34          7         27          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   361,488
Positions
   117,323     25,420     46,324     31,800     13,371     11,331     29,393    130,142     43,524      4,689     12,346     58,977     18,127     20,053
 
Changes from:       October 23, 2012                                 Total Change is:   -15,313
    -7,326      2,354     -2,736     -2,769       -713        857     -1,126    -15,329      3,918        -47      1,501      1,506     -7,590     -6,671
 
Percent of Open Interest Represented by Each Category of Trader
      32.5        7.0       12.8        8.8        3.7        3.1        8.1       36.0       12.0        1.3        3.4       16.3        5.0        5.5
 
Number of Traders in Each Category                                    Total Traders:       161
        20         13         25          8         14         10         28         40         43         15         15         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,756
Positions
       328      3,430          0      3,041        517        138      2,007      1,744        893        192         30          0        157          4
 
Changes from:       October 23, 2012                                 Total Change is:    -1,693
       -51       -797          0          0          5        -21     -1,631       -879          0          0          0          0         10         -1
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       50.8        0.0       45.0        7.7        2.0       29.7       25.8       13.2        2.8        0.4        0.0        2.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          4          .          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated November 2, 2012