`Traders in Financial Futures - Futures Only Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   196,895
Positions
    12,047     96,875      1,231     23,147     32,996        885    102,899     40,119      1,188      9,217      5,309      1,063     45,218     17,229
 
Changes from:       September 25, 2012                               Total Change is:   -13,171
        37     -1,997       -174        292       -119       -300     -8,962     -8,821         88       -232       -880       -219     -3,701       -749
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       49.2        0.6       11.8       16.8        0.4       52.3       20.4        0.6        4.7        2.7        0.5       23.0        8.8
 
Number of Traders in Each Category                                    Total Traders:        99
         4         13          .         10          4          .         34         15          4         12          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    37,313
Positions
     4,963     13,330          0      2,156      2,502        166     10,973     11,514          0      3,198          0          0     15,857      9,801
 
Changes from:       September 25, 2012                               Total Change is:       -15
       115        617          0         58        119        -10       -926       -814          0         -7          0          0        755         73
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       35.7        0.0        5.8        6.7        0.4       29.4       30.9        0.0        8.6        0.0        0.0       42.5       26.3
 
Number of Traders in Each Category                                    Total Traders:        33
         .          6          0          .          4          .          7          9          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   177,746
Positions
     3,941     60,640         30      9,970     31,027     12,381    106,481     36,609        113      1,240     19,398          0     43,590     17,548
 
Changes from:       September 25, 2012                               Total Change is:     5,643
      -112      3,043         -6       -942       -283       -280      7,254      3,462        -11       -358     -1,123          0         98        841
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       34.1        0.0        5.6       17.5        7.0       59.9       20.6        0.1        0.7       10.9        0.0       24.5        9.9
 
Number of Traders in Each Category                                    Total Traders:       105
         .         14          .          7         13          5         39         21          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   141,693
Positions
     4,135     56,501         73     59,847      7,006        678     49,486     26,474        104        720     17,393        382     26,268     33,082
 
Changes from:       September 25, 2012                               Total Change is:     4,001
      -344      8,110         -2     -1,530       -378        -37      4,972       -842         15        219       -934       -250        958     -1,681
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       39.9        0.1       42.2        4.9        0.5       34.9       18.7        0.1        0.5       12.3        0.3       18.5       23.3
 
Number of Traders in Each Category                                    Total Traders:        93
         .         16          .          9          6          .         25         24          .          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   217,516
Positions
    52,847     16,982      1,462     46,411     34,001      7,407     38,032     92,646      1,097     24,079      8,375      3,049     43,132     52,497
 
Changes from:       September 25, 2012                               Total Change is:      -847
    -1,433      2,577        150      3,641      1,169       -670     -6,004     -4,873        691      2,128       -420      1,188       -538       -659
 
Percent of Open Interest Represented by Each Category of Trader
      24.3        7.8        0.7       21.3       15.6        3.4       17.5       42.6        0.5       11.1        3.9        1.4       19.8       24.1
 
Number of Traders in Each Category                                    Total Traders:       184
        21         16          5         21         19         15         32         43          9         19         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   162,699
Positions
    26,886     42,578         75      3,167     42,525      1,236     98,108     52,005        541      1,076      3,582        127     31,483     20,030
 
Changes from:       September 25, 2012                               Total Change is:   -16,187
     8,688    -15,722         22        102        -24        171    -21,122      1,820        365       -153       -128       -738     -3,522     -1,953
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       26.2        0.0        1.9       26.1        0.8       60.3       32.0        0.3        0.7        2.2        0.1       19.4       12.3
 
Number of Traders in Each Category                                    Total Traders:        95
         8         11          .          .          9          .         34         22          4          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    87,588
Positions
    51,163     61,160     18,008      3,425          0          0      4,366        288      4,799      2,470          0      2,861        496        472
 
Changes from:       September 25, 2012                               Total Change is:       200
       397       -333        785       -635          0          0         32         -5       -279          0          0          0       -100         32
 
Percent of Open Interest Represented by Each Category of Trader
      58.4       69.8       20.6        3.9        0.0        0.0        5.0        0.3        5.5        2.8        0.0        3.3        0.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        23
         7         11         10          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   209,964
Positions
    33,009    103,682          0     26,114        140      1,542    131,784     90,933        617      7,237      9,952        566      9,095      2,532
 
Changes from:       September 25, 2012                               Total Change is:   -10,071
      -908     -1,417          0        -74       -130       -124    -10,304     -8,566        114        723       -341        283        219        110
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       49.4        0.0       12.4        0.1        0.7       62.8       43.3        0.3        3.4        4.7        0.3        4.3        1.2
 
Number of Traders in Each Category                                    Total Traders:       140
         5         10          0         11          .          .         74         10          4         21          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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    34,171
Positions
     1,492     24,940        216        245          0          0     26,487      5,037        226        314      1,844          0      5,191      1,908
 
Changes from:       September 25, 2012                               Total Change is:     1,384
      -121      1,380        -49         12          0          0      2,189        -17         96       -276        151       -363       -104        186
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       73.0        0.6        0.7        0.0        0.0       77.5       14.7        0.7        0.9        5.4        0.0       15.2        5.6
 
Number of Traders in Each Category                                    Total Traders:        55
         .          9          .          .          0          0         25         11          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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    62,042
Positions
    11,697     45,004        162      3,979        844        323     34,685     10,093        713      2,705        839          0      7,779      4,065
 
Changes from:       September 25, 2012                               Total Change is:     1,605
     1,392      1,256       -122       -287        165        256       -207        393        304        946       -117          0       -678       -530
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       72.5        0.3        6.4        1.4        0.5       55.9       16.3        1.1        4.4        1.4        0.0       12.5        6.6
 
Number of Traders in Each Category                                    Total Traders:       108
        15         17          .          7          .          .         42         14          8          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   124,083
Positions
    23,393     90,007        323      7,958      1,688        646     69,370     20,185      1,426      5,410      1,678          0     15,557      8,130
 
Changes from:       September 25, 2012                               Total Change is:     3,210
     2,783      2,511       -244       -573        330        512       -413        785        608      1,892       -233          0     -1,355     -1,059
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       72.5        0.3        6.4        1.4        0.5       55.9       16.3        1.1        4.4        1.4        0.0       12.5        6.6
 
Number of Traders in Each Category                                    Total Traders:       108
        15         17          .          7          .          .         42         14          8          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   777,618
Positions
    48,554    218,832     15,193    391,461    164,155     53,796    103,191    186,699     21,771     27,287     34,687      4,223    112,142     78,262
 
Changes from:       September 25, 2012                               Total Change is:    23,153
     5,203     -3,480      4,896      6,150      3,994      2,398      7,410     14,259      1,103        729        248        484     -5,220       -751
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       28.1        2.0       50.3       21.1        6.9       13.3       24.0        2.8        3.5        4.5        0.5       14.4       10.1
 
Number of Traders in Each Category                                    Total Traders:       545
        40         43         20        120         52         64         98        111         59         38         43         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   192,396
Positions
    15,320     76,212      2,322     94,418     28,898      5,358      8,884     30,511      1,055      4,920     12,111        411     59,708     35,518
 
Changes from:       September 25, 2012                               Total Change is:     4,195
     2,878      1,081        286     -1,802       -953         56      2,024      5,563         27      1,790       -683        112     -1,176     -1,294
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       39.6        1.2       49.1       15.0        2.8        4.6       15.9        0.5        2.6        6.3        0.2       31.0       18.5
 
Number of Traders in Each Category                                    Total Traders:        95
         8         14          .         26          7          9         13         20          6          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,926,111
Positions
   181,467    728,398     49,056  1,503,906    694,976    223,502    524,238    833,643     50,877    118,654    119,696     12,241    262,170    213,722
 
Changes from:       September 25, 2012                               Total Change is:    94,790
    22,859    -11,567     11,816     37,995     22,972     13,473     41,998     58,549     -9,687     -4,722      5,239      1,279    -20,221      2,716
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       24.9        1.7       51.4       23.8        7.6       17.9       28.5        1.7        4.1        4.1        0.4        9.0        7.3
 
Number of Traders in Each Category                                    Total Traders:       516
        40         38         19        105         49         57        101        106         47         36         41         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   118,643
Positions
     5,647     41,210         26     63,233     60,104      1,798     32,503      9,584      1,652        692      1,974          0     13,092      2,295
 
Changes from:       September 25, 2012                               Total Change is:     2,004
     1,048     -1,178        -21       -279      1,040        393       -389        514      1,430        102        -10          0       -280       -164
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       34.7        0.0       53.3       50.7        1.5       27.4        8.1        1.4        0.6        1.7        0.0       11.0        1.9
 
Number of Traders in Each Category                                    Total Traders:       106
         9         12          .         40         12         12         21          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    82,519
Positions
     3,412     56,917        428     34,412      7,762      2,539     31,255      7,755      1,204      2,685      3,126          0      6,583      2,786
 
Changes from:       September 25, 2012                               Total Change is:       471
       194     -3,292        101     -1,300        153      1,715       -601      1,150        554        424       -209         -0       -616        299
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       69.0        0.5       41.7        9.4        3.1       37.9        9.4        1.5        3.3        3.8        0.0        8.0        3.4
 
Number of Traders in Each Category                                    Total Traders:       225
        14         26          4         38         23         13         72         25         11         18          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   412,593
Positions
    17,059    284,583      2,141    172,059     38,812     12,695    156,275     38,776      6,022     13,426     15,631          1     32,915     13,932
 
Changes from:       September 25, 2012                               Total Change is:     2,356
       968    -16,460        505     -6,501        765      8,577     -3,006      5,751      2,771      2,121     -1,046         -1     -3,078      1,494
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       69.0        0.5       41.7        9.4        3.1       37.9        9.4        1.5        3.3        3.8        0.0        8.0        3.4
 
Number of Traders in Each Category                                    Total Traders:       225
        14         26          4         38         23         13         72         25         11         18          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   380,623
Positions
   106,869     42,283      5,611    149,883    199,632     17,126     76,161     89,603      2,145      2,406     13,893          0     20,422     10,330
 
Changes from:       September 25, 2012                               Total Change is:    -2,742
    -3,605       -694         26     -2,643         39        813      1,501     -3,239        620        175       -255          0        371        -52
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       11.1        1.5       39.4       52.4        4.5       20.0       23.5        0.6        0.6        3.7        0.0        5.4        2.7
 
Number of Traders in Each Category                                    Total Traders:       252
        20         15          .         55         38         23         50         53         10          6         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    20,484
Positions
     1,033      3,087          1      7,848        230        176      3,266      2,642        127      1,901      3,576          0      6,132     10,645
 
Changes from:       September 25, 2012                               Total Change is:      -289
       208          0          0       -307        230       -134        520     -1,642        127        463        427          0     -1,166        703
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       15.1        0.0       38.3        1.1        0.9       15.9       12.9        0.6        9.3       17.5        0.0       29.9       52.0
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          .         10          .          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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    32,548
Positions
     8,800     12,664        415      6,735      2,335      1,110      5,244      7,221        189      4,072        330          0      5,983      8,284
 
Changes from:       September 25, 2012                               Total Change is:     3,586
     2,154      3,169     -1,231        439         10        215       -617      3,173        -79      2,212        -81          0        493     -1,590
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       38.9        1.3       20.7        7.2        3.4       16.1       22.2        0.6       12.5        1.0        0.0       18.4       25.5
 
Number of Traders in Each Category                                    Total Traders:        53
        13         13          .          7          .          .          7          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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    61,041
Positions
     2,217     10,753        542     36,825     30,382      6,344      9,596      9,588        203        223          0          0      5,091      3,229
 
Changes from:       September 25, 2012                               Total Change is:       907
       863         10         -1     -2,978        427      1,074      1,318     -1,578         40          0          0          0        591        935
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       17.6        0.9       60.3       49.8       10.4       15.7       15.7        0.3        0.4        0.0        0.0        8.3        5.3
 
Number of Traders in Each Category                                    Total Traders:        68
         .          .          .         24         23          9         11          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   115,210
Positions
    18,239     57,350        606     59,524     21,925      4,095     14,481     26,237        619      5,184          0        441     12,021      3,937
 
Changes from:       September 25, 2012                               Total Change is:      -923
     3,197       -641        243         56      1,484        -62     -2,244     -2,135          2        108          0        -28     -2,195        214
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       49.8        0.5       51.7       19.0        3.6       12.6       22.8        0.5        4.5        0.0        0.4       10.4        3.4
 
Number of Traders in Each Category                                    Total Traders:       113
        13         15          5         26         17         12         25          6          .         11          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   574,605
Positions
     6,623     85,351      3,590    243,690    120,181     84,213     64,090     98,776     10,105     19,692     36,519        860    141,742    135,010
 
Changes from:       September 25, 2012                               Total Change is:    13,216
   -12,051      9,984     -2,883     27,274      3,077     -3,468      6,622     15,230     -6,348       -276      3,306        483      3,863     -6,165
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       14.9        0.6       42.4       20.9       14.7       11.2       17.2        1.8        3.4        6.4        0.1       24.7       23.5
 
Number of Traders in Each Category                                    Total Traders:       155
         4         18          5         40         26         31         17         36          9          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   370,325
Positions
     1,960    130,733          1    244,756     25,956     41,652          0     93,051         60     17,508     21,749          0     64,388     57,123
 
Changes from:       September 25, 2012                               Total Change is:    11,253
    -2,866     -1,381     -2,431      3,430      8,195      2,737          0        104          4      8,773      5,589          0      1,606     -1,564
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       35.3        0.0       66.1        7.0       11.2        0.0       25.1        0.0        4.7        5.9        0.0       17.4       15.4
 
Number of Traders in Each Category                                    Total Traders:        67
         .         11          .         29         10         20          0          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   921,816
Positions
    56,347    125,060      7,395    205,009    121,845     66,227    334,613    463,885     22,150     85,100     28,589      7,989    136,986     78,676
 
Changes from:       September 25, 2012                               Total Change is:   -38,832
       737        950     -4,784     12,035    -28,977        841    -51,468     -2,897      2,512         87     -1,153          0      1,208     -5,324
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       13.6        0.8       22.2       13.2        7.2       36.3       50.3        2.4        9.2        3.1        0.9       14.9        8.5
 
Number of Traders in Each Category                                    Total Traders:       218
        18         19          6         37         27         32         48         33         18         21         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 1,694,919
Positions
   155,883    120,192     13,732    402,837    772,489    194,610    494,869    141,427     41,468     82,497    120,186      4,061    304,962    286,754
 
Changes from:       September 25, 2012                               Total Change is:    88,898
   -43,317     22,470      4,718     -7,752     -5,527      7,225    121,211     26,721     -5,226      5,924     40,108     -2,001      8,116        410
 
Percent of Open Interest Represented by Each Category of Trader
       9.2        7.1        0.8       23.8       45.6       11.5       29.2        8.3        2.4        4.9        7.1        0.2       18.0       16.9
 
Number of Traders in Each Category                                    Total Traders:       266
        22         29          9         29         58         52         55         46         28         12         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 1,445,346
Positions
   163,372    157,385      3,281    382,188    584,904    112,993    391,150    287,194     16,305    132,857     58,789      1,063    242,137    223,432
 
Changes from:       September 25, 2012                               Total Change is:     5,104
   -64,294     -4,987    -11,075     37,392    -15,033     -7,811     32,282     53,152     -2,791     30,298        931       -726     -8,171     -6,556
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       10.9        0.2       26.4       40.5        7.8       27.1       19.9        1.1        9.2        4.1        0.1       16.8       15.5
 
Number of Traders in Each Category                                    Total Traders:       194
        15         26          5         28         38         32         37         28         15         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   369,890
Positions
   156,783    115,744    122,290          9      2,015      2,993     14,136     31,801     45,766        685      7,342      4,838     22,390     37,101
 
Changes from:       September 25, 2012                               Total Change is:   -67,693
   -17,827    -29,267    -25,734          0          0          0    -17,502     -9,488        117     -1,625       -351     -1,099     -4,023     -1,871
 
Percent of Open Interest Represented by Each Category of Trader
      42.4       31.3       33.1        0.0        0.5        0.8        3.8        8.6       12.4        0.2        2.0        1.3        6.1       10.0
 
Number of Traders in Each Category                                    Total Traders:        72
        17         23         30          .          .          .         10         12         19          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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    35,129
Positions
    21,163     11,934      7,202          0        500          0      3,828     12,560      2,394          0         56        262        280        221
 
Changes from:       September 25, 2012                               Total Change is:    -5,502
      -942     -2,284     -2,330          0          0          0     -2,073       -784        -63        -40         43       -119         65         35
 
Percent of Open Interest Represented by Each Category of Trader
      60.2       34.0       20.5        0.0        1.4        0.0       10.9       35.8        6.8        0.0        0.2        0.7        0.8        0.6
 
Number of Traders in Each Category                                    Total Traders:        35
        12          4          9          0          .          0          8          8          8          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 8,041,081
Positions
 1,153,034  2,819,740  1,802,550    790,661    256,019    144,206  1,563,002    377,008  1,247,615    128,027    160,530    314,237    897,749    919,176
 
Changes from:       September 25, 2012                               Total Change is:  -136,182
       511    104,885    -33,387     29,310    -88,484     -3,943    -44,767     20,853   -121,673    -30,110      7,732     18,522     49,355    -40,687
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       35.1       22.4        9.8        3.2        1.8       19.4        4.7       15.5        1.6        2.0        3.9       11.2       11.4
 
Number of Traders in Each Category                                    Total Traders:       235
        28         49         72          9          9         13         63         35         77         13         15         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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    11,681
Positions
     8,816        182          0        562        816          4        851     10,414          5      1,278        215          0        165         45
 
Changes from:       September 25, 2012                               Total Change is:       896
       881         23          0        -10         36         -2         32        842          0          0          0          0         -5         -3
 
Percent of Open Interest Represented by Each Category of Trader
      75.5        1.6        0.0        4.8        7.0        0.0        7.3       89.2        0.0       10.9        1.8        0.0        1.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         4          .          0          .          4          .          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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    13,560
Positions
    10,981      7,373          0        856        794         42      1,396      5,220          0          0         91          0        285         40
 
Changes from:       September 25, 2012                               Total Change is:        14
        29        -26          0       -154         39          0        116         18          0          0          0          0         23        -17
 
Percent of Open Interest Represented by Each Category of Trader
      81.0       54.4        0.0        6.3        5.9        0.3       10.3       38.5        0.0        0.0        0.7        0.0        2.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          0          .          4          .          5         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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    45,193
Positions
    12,892      4,922      1,615      1,487      4,619        182     21,491     29,000        661      4,089      1,717          0      2,776      2,477
 
Changes from:       September 25, 2012                               Total Change is:    -2,799
      -337       -193        393        -95        283         10     -4,048     -2,510        146      1,340       -526         -4       -204       -398
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       10.9        3.6        3.3       10.2        0.4       47.6       64.2        1.5        9.0        3.8        0.0        6.1        5.5
 
Number of Traders in Each Category                                    Total Traders:        99
         4          .          .          7          4          .         19         38          5         16          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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   390,364
Positions
   143,057     28,062     41,593     38,104     12,724     10,422     24,936    148,378     40,712      3,663     20,124     63,452     24,425     24,897
 
Changes from:       September 25, 2012                               Total Change is:    -3,238
      -232         58      1,040       -934        543      1,298     -4,582     -7,275        101       -601     -2,061      3,463     -2,791       -405
 
Percent of Open Interest Represented by Each Category of Trader
      36.6        7.2       10.7        9.8        3.3        2.7        6.4       38.0       10.4        0.9        5.2       16.3        6.3        6.4
 
Number of Traders in Each Category                                    Total Traders:       157
        23         11         25          9         11         11         22         46         48         13         12         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,269
Positions
       288      4,095          0      3,163        411        155      3,613      2,683        893         32         30          0        125          2
 
Changes from:       September 25, 2012                               Total Change is:       -49
      -146       -245          0         -6          4         24        150        168          0          0          0          0        -71          0
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       49.5        0.0       38.3        5.0        1.9       43.7       32.4       10.8        0.4        0.4        0.0        1.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          4          0          4          .          .          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,296
Positions
     1,127      7,829          0      6,356          0          0        764      1,289          0          0          0          0      1,049        178
 
Changes from:       September 25, 2012                               Total Change is:    -1,179
        66        864       -864        -42          0          0        -41     -1,094          0          0          0          0       -298        -85
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       84.2        0.0       68.4        0.0        0.0        8.2       13.9        0.0        0.0        0.0        0.0       11.3        1.9
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0         11          0          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated October 5, 2012