`Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   203,182
Positions
    13,363     90,909      5,188     23,191     33,262        851     96,332     38,370      8,855      8,006      4,341      1,684     45,714     19,723
 
Changes from:       October 9, 2012                                  Total Change is:    -1,033
     1,227     -1,414        180       -127         84        -43        442      1,701      1,746     -1,853       -485     -1,580     -1,024     -1,222
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       44.7        2.6       11.4       16.4        0.4       47.4       18.9        4.4        3.9        2.1        0.8       22.5        9.7
 
Number of Traders in Each Category                                    Total Traders:       102
         5         13          6         10          4          4         37         15         16         12          5          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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    37,536
Positions
     5,001     13,440         33      2,569      2,503        157      8,217      9,707         55      3,323          0          0     18,181     11,641
 
Changes from:       October 9, 2012                                  Total Change is:     1,270
      -733      1,986        -83          9          6         -9     -1,387        561         52        118          0          0      3,303     -1,243
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       35.8        0.1        6.8        6.7        0.4       21.9       25.9        0.1        8.9        0.0        0.0       48.4       31.0
 
Number of Traders in Each Category                                    Total Traders:        33
         .          6          .          .          4          .          6          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   173,661
Positions
     7,603     50,323      2,313     10,077     33,550     10,486     92,604     30,739      5,493      1,191     19,878      1,430     42,464     19,450
 
Changes from:       October 9, 2012                                  Total Change is:     3,409
     1,588       -137        327       -593      1,568     -1,436       -460      1,486        487       -805        596        607      3,694        -89
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       29.0        1.3        5.8       19.3        6.0       53.3       17.7        3.2        0.7       11.4        0.8       24.5       11.2
 
Number of Traders in Each Category                                    Total Traders:       100
         4         13          6          6         15          6         31         19         11          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   143,965
Positions
     9,984     40,715      2,812     59,701      7,088        868     41,632     28,130      6,377        846     17,335      1,422     20,321     39,216
 
Changes from:       October 9, 2012                                  Total Change is:     6,474
     3,988     -1,436        348       -290        198        165      2,237      3,422      2,040        331        460       -645     -1,699      1,923
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       28.3        2.0       41.5        4.9        0.6       28.9       19.5        4.4        0.6       12.0        1.0       14.1       27.2
 
Number of Traders in Each Category                                    Total Traders:       102
         7         14          5          9          6          4         26         28         19          .          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   262,421
Positions
    60,187     20,973     11,955     50,109     39,263      6,787     28,023     83,422     23,711     31,060      8,824      3,491     47,099     63,996
 
Changes from:       October 9, 2012                                  Total Change is:    -5,447
    -8,520      2,858        587      2,271        798       -177      1,369    -15,991        613     -1,519         44     -1,105      1,036      6,928
 
Percent of Open Interest Represented by Each Category of Trader
      22.9        8.0        4.6       19.1       15.0        2.6       10.7       31.8        9.0       11.8        3.4        1.3       17.9       24.4
 
Number of Traders in Each Category                                    Total Traders:       188
        22         13         16         18         20         16         32         44         34         16         23         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   175,795
Positions
    50,061     34,560      4,440      2,790     43,300      1,324     78,200     56,541      5,299      3,145      2,720      1,468     29,066     26,141
 
Changes from:       October 9, 2012                                  Total Change is:    -1,475
       395        113       -121        -41       -349         52     -1,223        279       -534      1,607        425       -529     -1,081       -811
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       19.7        2.5        1.6       24.6        0.8       44.5       32.2        3.0        1.8        1.5        0.8       16.5       14.9
 
Number of Traders in Each Category                                    Total Traders:       103
        12          9          6          .         11          5         29         26         17          5          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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    87,523
Positions
    51,204     60,953     18,107      2,763          0          0      4,718        401      4,801      2,470          0      2,861        599        400
 
Changes from:       October 9, 2012                                  Total Change is:      -481
      -316       -439         -2       -439          0          0        179          2          0          0          0          0         97        -42
 
Percent of Open Interest Represented by Each Category of Trader
      58.5       69.6       20.7        3.2        0.0        0.0        5.4        0.5        5.5        2.8        0.0        3.3        0.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        23
         7         11         10          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   208,782
Positions
    29,829    103,478          0     28,031        695      1,542    133,325     89,987        570      6,422     10,273        265      8,798      1,972
 
Changes from:       October 9, 2012                                  Total Change is:      -475
       405        915          0         24        178          0        503       -975        203       -686        695       -451       -473     -1,040
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       49.6        0.0       13.4        0.3        0.7       63.9       43.1        0.3        3.1        4.9        0.1        4.2        0.9
 
Number of Traders in Each Category                                    Total Traders:       147
         8          9          0         11          4          .         74         13          6         20          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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    27,658
Positions
    16,070      8,957         64        589          0          0      3,181        773          1      5,387     15,567      1,690        676        606
 
Changes from:       October 9, 2012                                  Total Change is:     6,863
        49      6,810          0       -138          0          0         73        -71          0      5,247     -1,690      1,690        -58        124
 
Percent of Open Interest Represented by Each Category of Trader
      58.1       32.4        0.2        2.1        0.0        0.0       11.5        2.8        0.0       19.5       56.3        6.1        2.4        2.2
 
Number of Traders in Each Category                                    Total Traders:        23
         5          5          .          .          0          0          6          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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    29,487
Positions
     1,369     20,725        206        612        252          0     21,773      4,947        137        607      1,605         29      4,754      1,586
 
Changes from:       October 9, 2012                                  Total Change is:    -1,011
      -201       -439         42        315        252          0       -545       -494          0        140          2        -87       -675       -287
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       70.3        0.7        2.1        0.9        0.0       73.8       16.8        0.5        2.1        5.4        0.1       16.1        5.4
 
Number of Traders in Each Category                                    Total Traders:        56
         .          9          .          .          .          0         26         10          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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    61,702
Positions
    13,180     41,337        165      4,008        770        307     31,912     11,032        456      2,937      1,473        411      8,326      5,751
 
Changes from:       October 9, 2012                                  Total Change is:     2,697
     1,193       -399        -54         72        -30         81        571      2,440       -179        366        525        -32        681        347
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       67.0        0.3        6.5        1.2        0.5       51.7       17.9        0.7        4.8        2.4        0.7       13.5        9.3
 
Number of Traders in Each Category                                    Total Traders:       105
        14         19          6          7          .          .         36         13         10          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   123,404
Positions
    26,359     82,674        331      8,015      1,540        613     63,825     22,065        913      5,874      2,946        821     16,652     11,501
 
Changes from:       October 9, 2012                                  Total Change is:     5,395
     2,385       -799       -108        144        -60        161      1,142      4,879       -358        733      1,050        -65      1,361        694
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       67.0        0.3        6.5        1.2        0.5       51.7       17.9        0.7        4.8        2.4        0.7       13.5        9.3
 
Number of Traders in Each Category                                    Total Traders:       105
        14         19          6          7          .          .         36         13         10          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   928,560
Positions
    51,941    241,391     21,379    389,060    154,350     56,508    101,958    171,909    131,789     29,242     36,549     23,705    122,979     90,980
 
Changes from:       October 9, 2012                                  Total Change is:    11,497
    -2,439      8,935      1,156      1,378     -3,448        186      6,446     -6,223      1,445      1,573      2,732        791        960      5,921
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       26.0        2.3       41.9       16.6        6.1       11.0       18.5       14.2        3.1        3.9        2.6       13.2        9.8
 
Number of Traders in Each Category                                    Total Traders:       616
        41         46         35        122         57         64        119        120        121         51         59         56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   268,035
Positions
    16,181     85,104      5,742     94,145     27,728      8,118     11,952     24,005     51,495      5,981     15,209      8,013     66,407     42,621
 
Changes from:       October 9, 2012                                  Total Change is:     2,005
      -453      4,088        623      1,001       -409       -347      1,537     -5,125       -569      1,107        799       -382       -512      3,328
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       31.8        2.1       35.1       10.3        3.0        4.5        9.0       19.2        2.2        5.7        3.0       24.8       15.9
 
Number of Traders in Each Category                                    Total Traders:       119
         9         14          6         26          8         11         21         25         40          7          8         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 3,302,628
Positions
   196,809    799,442     60,179  1,497,572    656,110    218,948    487,072    776,564    364,426    123,606    114,005     71,159    282,858    241,796
 
Changes from:       October 9, 2012                                  Total Change is:    47,459
   -12,266     21,897      5,007      6,563    -10,514     -2,014      9,950    -20,083     24,665      1,953      9,291      6,242      7,361     12,968
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       24.2        1.8       45.3       19.9        6.6       14.7       23.5       11.0        3.7        3.5        2.2        8.6        7.3
 
Number of Traders in Each Category                                    Total Traders:       570
        40         42         32        108         53         57        116        112        107         46         53         49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   113,710
Positions
     4,738     39,358         38     64,636     59,819      1,782     28,985      7,839        227        390      1,956          0     12,914      2,691
 
Changes from:       October 9, 2012                                  Total Change is:       204
      -812       -321          0        726      1,281         -6       -414       -683        -36          0        -12          0        746        -19
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       34.6        0.0       56.8       52.6        1.6       25.5        6.9        0.2        0.3        1.7        0.0       11.4        2.4
 
Number of Traders in Each Category                                    Total Traders:        98
         7         12          .         40         12         12         18          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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    80,232
Positions
     5,312     51,111        961     32,722      7,372      2,755     27,468      8,368      2,255      1,830      3,637        836      6,094      2,938
 
Changes from:       October 9, 2012                                  Total Change is:    -1,940
     1,522       -221        199       -674       -132        116     -1,707     -2,091       -336       -812        511         57       -305        -43
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       63.7        1.2       40.8        9.2        3.4       34.2       10.4        2.8        2.3        4.5        1.0        7.6        3.7
 
Number of Traders in Each Category                                    Total Traders:       239
        20         26          8         37         24         15         72         26         16         16         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   401,162
Positions
    26,560    255,557      4,804    163,609     36,858     13,776    137,342     41,840     11,275      9,149     18,186      4,178     30,468     14,688
 
Changes from:       October 9, 2012                                  Total Change is:    -9,702
     7,608     -1,105        993     -3,371       -660        581     -8,534    -10,457     -1,678     -4,060      2,553        285     -1,527       -214
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       63.7        1.2       40.8        9.2        3.4       34.2       10.4        2.8        2.3        4.5        1.0        7.6        3.7
 
Number of Traders in Each Category                                    Total Traders:       239
        20         26          8         37         24         15         72         26         16         16         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   376,501
Positions
   100,856     43,374      7,153    153,679    196,520     16,458     69,931     83,444      4,979      2,464     13,334        496     20,484     10,743
 
Changes from:       October 9, 2012                                  Total Change is:      -142
    -2,137        679        492      1,434       -881       -100       -913      1,452        528     -1,099        -22        118      1,534     -2,409
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       11.5        1.9       40.8       52.2        4.4       18.6       22.2        1.3        0.7        3.5        0.1        5.4        2.9
 
Number of Traders in Each Category                                    Total Traders:       247
        19         13          .         54         36         21         50         53         16          6         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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    25,197
Positions
     2,841      3,077          1      8,653        646        106      5,785      3,267          0      1,901      3,576          0      5,910     14,524
 
Changes from:       October 9, 2012                                  Total Change is:     4,412
     1,807       -237          0         22        215          0      2,589      1,043          0          0          0          0         -6      3,391
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       12.2        0.0       34.3        2.6        0.4       23.0       13.0        0.0        7.5       14.2        0.0       23.5       57.6
 
Number of Traders in Each Category                                    Total Traders:        36
         4          .          .         11          .          .          7          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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    41,551
Positions
     9,116     13,070      2,226      6,925      2,687        804      6,754      8,691        463      5,124        630          0     10,139     12,980
 
Changes from:       October 9, 2012                                  Total Change is:     7,010
    -1,084        353        556         78        302         19      2,425      1,875         66        451        268          0      4,499      3,571
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       31.5        5.4       16.7        6.5        1.9       16.3       20.9        1.1       12.3        1.5        0.0       24.4       31.2
 
Number of Traders in Each Category                                    Total Traders:        58
        12         11          4          6          .          .         11         11          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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    61,810
Positions
     1,770      9,148        738     40,441     31,225      6,657      7,432     10,785        163        221          0          0      4,388      3,094
 
Changes from:       October 9, 2012                                  Total Change is:       614
      -118         10         74        448        549        257        -22       -412          0          0          0          0        -25        136
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       14.8        1.2       65.4       50.5       10.8       12.0       17.4        0.3        0.4        0.0        0.0        7.1        5.0
 
Number of Traders in Each Category                                    Total Traders:        69
         .          .          .         25         23          9          8          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   114,852
Positions
    16,864     55,656        546     59,175     20,218      5,295     13,995     27,237        662      5,937        200        253     12,125      4,785
 
Changes from:       October 9, 2012                                  Total Change is:      -390
      -773       -889        -14        -88     -1,717        815       -622        809         43        793        200        -89       -455        452
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       48.5        0.5       51.5       17.6        4.6       12.2       23.7        0.6        5.2        0.2        0.2       10.6        4.2
 
Number of Traders in Each Category                                    Total Traders:       121
        13         15          5         29         16         12         24         11          5         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   696,698
Positions
     8,640     80,469     29,547    249,483    133,097     92,496     58,388     90,607     73,197     25,771     35,148      8,068    151,107    154,069
 
Changes from:       October 9, 2012                                  Total Change is:    -7,985
     1,391     -6,596     -2,712     -3,727     11,202      2,580    -11,785    -18,582      2,383      3,308     -1,414      1,052       -475      4,102
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       11.6        4.2       35.8       19.1       13.3        8.4       13.0       10.5        3.7        5.0        1.2       21.7       22.1
 
Number of Traders in Each Category                                    Total Traders:       175
         5         22         21         40         30         41         27         34         45         10          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   371,376
Positions
         0    126,348          3    230,643     28,999     48,733          0     88,359      1,584     15,844     19,750      1,699     72,870     55,901
 
Changes from:       October 9, 2012                                  Total Change is:       672
    -2,055      1,883       -255        734     -1,432      1,164          0       -242      1,503     -1,664     -1,517      1,699       -455     -2,131
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       34.0        0.0       62.1        7.8       13.1        0.0       23.8        0.4        4.3        5.3        0.5       19.6       15.1
 
Number of Traders in Each Category                                    Total Traders:        61
         0         10          .         26         10         18          0          9          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,047,391
Positions
    83,942    103,672     49,087    188,455    125,465     61,781    347,628    488,737     92,940     69,905     29,172     16,168    137,486     80,371
 
Changes from:       October 9, 2012                                  Total Change is:    26,226
    19,955     -7,678      3,018    -19,482      2,520      2,156     21,134     24,850        698        822      2,559        197     -2,270     -2,093
 
Percent of Open Interest Represented by Each Category of Trader
       8.0        9.9        4.7       18.0       12.0        5.9       33.2       46.7        8.9        6.7        2.8        1.5       13.1        7.7
 
Number of Traders in Each Category                                    Total Traders:       228
        21         21         14         39         27         31         45         44         35         17         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 2,064,012
Positions
   194,956    117,551    161,284    379,445    780,446    187,415    502,563    135,718    215,029     85,008    119,032     29,020    309,292    318,518
 
Changes from:       October 9, 2012                                  Total Change is:    35,998
    26,728      6,818     12,015    -18,950     -2,941     -6,361     19,119        -74     10,971     13,967      4,504     -1,424    -20,066     12,491
 
Percent of Open Interest Represented by Each Category of Trader
       9.4        5.7        7.8       18.4       37.8        9.1       24.3        6.6       10.4        4.1        5.8        1.4       15.0       15.4
 
Number of Traders in Each Category                                    Total Traders:       280
        27         27         46         26         63         57         55         49         73         13         20         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 1,616,158
Positions
   141,106    132,125     59,877    405,116    575,733    106,892    367,960    275,812    137,594    137,180     63,067     18,199    242,235    246,859
 
Changes from:       October 9, 2012                                  Total Change is:    31,963
   -10,718    -15,543     21,017       -591     -7,307     -7,628      4,632      1,745     25,488      5,146      4,341      5,188    -10,571      4,661
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        8.2        3.7       25.1       35.6        6.6       22.8       17.1        8.5        8.5        3.9        1.1       15.0       15.3
 
Number of Traders in Each Category                                    Total Traders:       203
        15         22         20         31         36         35         44         30         38         10         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   395,730
Positions
   167,150    131,151    120,699          9      2,015      2,799     14,964     32,725     50,529      1,135      8,056      8,797     29,649     38,958
 
Changes from:       October 9, 2012                                  Total Change is:     5,135
     6,108      5,559       -104          0          0       -193      1,330      1,319     -1,575        -47        900       -227       -157       -544
 
Percent of Open Interest Represented by Each Category of Trader
      42.2       33.1       30.5        0.0        0.5        0.7        3.8        8.3       12.8        0.3        2.0        2.2        7.5        9.8
 
Number of Traders in Each Category                                    Total Traders:        75
        20         20         31          .          .          .         11         13         21          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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    42,550
Positions
    24,361     14,734      8,751        500        500          0      4,264     14,709      1,902          0          1        543      2,229      1,410
 
Changes from:       October 9, 2012                                  Total Change is:     3,446
     1,133      2,127        669        500          0          0       -881       -663       -220          0         -3        328      1,917      1,208
 
Percent of Open Interest Represented by Each Category of Trader
      57.3       34.6       20.6        1.2        1.2        0.0       10.0       34.6        4.5        0.0        0.0        1.3        5.2        3.3
 
Number of Traders in Each Category                                    Total Traders:        40
        12          6         10          .          .          0          6         12          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,787,093
Positions
 1,285,611  2,848,620  2,625,986    832,427    360,807    157,847  1,462,655    315,531  3,607,585    172,997    152,107    686,963    955,021  1,031,646
 
Changes from:       October 9, 2012                                  Total Change is:    34,746
   118,635    -79,598    -22,954     10,093     63,751     11,832     57,040     69,745     -1,997    -80,276      2,782    -50,928     -6,700     42,112
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       24.2       22.3        7.1        3.1        1.3       12.4        2.7       30.6        1.5        1.3        5.8        8.1        8.8
 
Number of Traders in Each Category                                    Total Traders:       255
        32         46         75         10         10         16         66         48         94         14         18         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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    11,506
Positions
     8,747         94          0        548        853          0      1,777     10,283          1        254        215          0        179         60
 
Changes from:       October 9, 2012                                  Total Change is:      -500
      -426       -113          0         -3          0          0        923       -398          0     -1,010          0          0         16         11
 
Percent of Open Interest Represented by Each Category of Trader
      76.0        0.8        0.0        4.8        7.4        0.0       15.4       89.4        0.0        2.2        1.9        0.0        1.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        28
         4          .          0          .          4          0          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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    13,631
Positions
    11,203      7,327          0        856        868         42      1,258      5,221          0          0        136          0        272         37
 
Changes from:       October 9, 2012                                  Total Change is:      -330
       228        171          0          0          0          0       -576       -545          0          0         45          0         18         -1
 
Percent of Open Interest Represented by Each Category of Trader
      82.2       53.8        0.0        6.3        6.4        0.3        9.2       38.3        0.0        0.0        1.0        0.0        2.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          0          .          4          .          4         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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    46,554
Positions
    11,228      5,140      1,362      1,247      5,068        232     21,773     29,190      1,120      5,847      1,508          0      3,745      2,934
 
Changes from:       October 9, 2012                                  Total Change is:     3,360
      -408         18        103       -135        149         20      2,262      3,266       -136      1,342       -361          0        312        301
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       11.0        2.9        2.7       10.9        0.5       46.8       62.7        2.4       12.6        3.2        0.0        8.0        6.3
 
Number of Traders in Each Category                                    Total Traders:       104
         .          .          .          6          4          .         19         38          7         23          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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   424,977
Positions
   133,058     27,391     52,331     34,131     15,482     10,920     40,388    150,302     47,259      3,469     18,086     76,829     26,592     26,377
 
Changes from:       October 9, 2012                                  Total Change is:    20,888
    -1,837       -861      5,785     -4,472       -429        241     12,743      8,331        468       -284        213      6,309      1,935        831
 
Percent of Open Interest Represented by Each Category of Trader
      31.3        6.4       12.3        8.0        3.6        2.6        9.5       35.4       11.1        0.8        4.3       18.1        6.3        6.2
 
Number of Traders in Each Category                                    Total Traders:       170
        23         11         25          7         12         10         30         45         56         13         15         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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     8,419
Positions
       396      4,221          0      3,024        513        149      3,638      2,612        893        192         30          0        127          1
 
Changes from:       October 9, 2012                                  Total Change is:       -64
       120        -37          0       -166        -18        -20          0         11          0          0          0          0          2          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       50.1        0.0       35.9        6.1        1.8       43.2       31.0       10.6        2.3        0.4        0.0        1.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          4          .          .          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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     9,597
Positions
     1,078      7,448          0      6,974          0          0        597      1,934          0          0          0          0        948        215
 
Changes from:       October 9, 2012                                  Total Change is:       301
       -49       -381          0        618          0          0       -167        645          0          0          0          0       -101         37
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       77.6        0.0       72.7        0.0        0.0        6.2       20.2        0.0        0.0        0.0        0.0        9.9        2.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0         10          0          0          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated June 29, 2007