`Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   204,215
Positions
    12,136     92,322      5,008     23,318     33,178        894     95,889     36,669      7,109      9,859      4,826      3,264     46,738     20,945
 
Changes from:       October 2, 2012                                  Total Change is:    -6,958
     1,441     -5,054     -2,226        139         10       -205     -7,142     -2,016         88        706        105        711       -471      1,628
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       45.2        2.5       11.4       16.2        0.4       47.0       18.0        3.5        4.8        2.4        1.6       22.9       10.3
 
Number of Traders in Each Category                                    Total Traders:       103
         .         14          6         10          4          4         35         14         15         14          8         11
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    36,266
Positions
     5,734     11,454        116      2,560      2,497        166      9,604      9,146          3      3,205          0          0     14,878     12,884
 
Changes from:       October 2, 2012                                  Total Change is:    -2,548
       771     -1,825       -100        404         -5          0     -1,369     -2,208       -561         40          0        -33     -1,701      2,182
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       31.6        0.3        7.1        6.9        0.5       26.5       25.2        0.0        8.8        0.0        0.0       41.0       35.5
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          .          .          4          .          6          6          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   170,252
Positions
     6,014     50,460      1,986     10,670     31,982     11,922     93,065     29,253      5,006      1,996     19,282        824     38,771     19,539
 
Changes from:       October 2, 2012                                  Total Change is:   -18,803
     2,073    -10,390       -363        767        817       -734    -13,307     -5,624     -1,805        828       -399       -443     -5,820        138
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       29.6        1.2        6.3       18.8        7.0       54.7       17.2        2.9        1.2       11.3        0.5       22.8       11.5
 
Number of Traders in Each Category                                    Total Traders:       102
         4         13          6          7         15          6         35         17         13          .          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   137,490
Positions
     5,996     42,151      2,465     59,991      6,890        704     39,395     24,708      4,337        516     16,875      2,067     22,020     37,293
 
Changes from:       October 2, 2012                                  Total Change is:   -16,129
     1,844    -13,641       -830        108       -347       -124    -10,260     -1,080     -1,010       -217       -525        588     -6,228        840
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       30.7        1.8       43.6        5.0        0.5       28.7       18.0        3.2        0.4       12.3        1.5       16.0       27.1
 
Number of Traders in Each Category                                    Total Traders:        93
         5         13          5          8          6          .         22         27         16          .          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   267,868
Positions
    68,707     18,115     11,368     47,838     38,465      6,964     26,655     99,413     23,098     32,579      8,781      4,596     46,063     57,068
 
Changes from:       October 2, 2012                                  Total Change is:    -5,535
    14,544      4,121     -3,722      1,501       -156     -1,207     -9,131     10,409    -10,012      5,857       -442     -2,180     -1,186     -2,347
 
Percent of Open Interest Represented by Each Category of Trader
      25.6        6.8        4.2       17.9       14.4        2.6       10.0       37.1        8.6       12.2        3.3        1.7       17.2       21.3
 
Number of Traders in Each Category                                    Total Traders:       189
        22         15         16         17         21         16         27         46         32         21         20         18
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   177,270
Positions
    49,666     34,447      4,561      2,832     43,649      1,272     79,424     56,262      5,833      1,538      2,295      1,997     30,147     26,952
 
Changes from:       October 2, 2012                                  Total Change is:    -4,268
    22,797     -7,295     -1,215       -744        714        -73    -18,417      2,731     -2,696         35       -262       -602     -3,352      4,429
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       19.4        2.6        1.6       24.6        0.7       44.8       31.7        3.3        0.9        1.3        1.1       17.0       15.2
 
Number of Traders in Each Category                                    Total Traders:       102
        12          9          6          .         11          4         29         26         17          6          6          6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    88,004
Positions
    51,520     61,392     18,109      3,202          0          0      4,539        399      4,801      2,470          0      2,861        502        442
 
Changes from:       October 2, 2012                                  Total Change is:       125
        66        -59        101       -223          0          0        173        111          2          0          0          0          6        -30
 
Percent of Open Interest Represented by Each Category of Trader
      58.5       69.8       20.6        3.6        0.0        0.0        5.2        0.5        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          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   209,257
Positions
    29,424    102,563          0     28,007        517      1,542    132,822     90,962        367      7,108      9,578        716      9,271      3,012
 
Changes from:       October 2, 2012                                  Total Change is:      -707
    -3,585     -1,119          0      1,893        377          0      1,038         29       -250       -129       -374        150        176        480
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       49.0        0.0       13.4        0.2        0.7       63.5       43.5        0.2        3.4        4.6        0.3        4.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       144
         7          8          0         11          .          .         76         12          .         21          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,795
Positions
    16,021      2,147         64        727          0          0      3,108        844          1        140     17,257          0        734        482
 
Changes from:       October 2, 2012                                  Total Change is:     1,707
       131        351         25        107          0          0      1,348       -393          1          0      1,690          0         95         33
 
Percent of Open Interest Represented by Each Category of Trader
      77.0       10.3        0.3        3.5        0.0        0.0       14.9        4.1        0.0        0.7       83.0        0.0        3.5        2.3
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          .          .          0          0          6          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    30,498
Positions
     1,570     21,164        164        297          0          0     22,318      5,441        137        467      1,603        116      5,429      1,873
 
Changes from:       October 2, 2012                                  Total Change is:    -3,673
        78     -3,776        -52         52          0          0     -4,169        404        -89        153       -241        116        238        -35
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       69.4        0.5        1.0        0.0        0.0       73.2       17.8        0.4        1.5        5.3        0.4       17.8        6.1
 
Number of Traders in Each Category                                    Total Traders:        53
         .          9          .          .          0          0         22         11          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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    59,004
Positions
    11,987     41,736        219      3,936        800        226     31,342      8,593        635      2,571        948        443      7,645      5,404
 
Changes from:       October 2, 2012                                  Total Change is:    -4,173
       291     -3,260         46        -44        -44        -97     -3,400     -2,146       -342       -332        450        -27       -270      1,247
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       70.7        0.4        6.7        1.4        0.4       53.1       14.6        1.1        4.4        1.6        0.8       13.0        9.2
 
Number of Traders in Each Category                                    Total Traders:       103
        14         17          5          7          .          .         34         16         12          7          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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   118,009
Positions
    23,974     83,472        439      7,871      1,600        452     62,683     17,186      1,271      5,142      1,896        886     15,291     10,807
 
Changes from:       October 2, 2012                                  Total Change is:    -8,347
       581     -6,521         93        -87        -88       -194     -6,799     -4,293       -684       -663        899        -53       -540      2,494
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       70.7        0.4        6.7        1.4        0.4       53.1       14.6        1.1        4.4        1.6        0.8       13.0        9.2
 
Number of Traders in Each Category                                    Total Traders:       103
        14         17          5          7          .          .         34         16         12          7          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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   917,063
Positions
    54,380    232,456     20,223    387,682    157,798     56,322     95,512    178,132    130,344     27,669     33,817     22,914    122,018     85,059
 
Changes from:       October 2, 2012                                  Total Change is:     9,671
     5,015     13,544        505     -2,916     -5,059       -634     -1,899     -1,376      6,705        386     -2,574      3,389       -879     -4,828
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       25.3        2.2       42.3       17.2        6.1       10.4       19.4       14.2        3.0        3.7        2.5       13.3        9.3
 
Number of Traders in Each Category                                    Total Traders:       605
        43         43         35        121         59         66        112        125        114         55         46         50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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   266,030
Positions
    16,635     81,016      5,119     93,144     28,137      8,466     10,415     29,130     52,064      4,873     14,410      8,395     66,919     39,293
 
Changes from:       October 2, 2012                                  Total Change is:     8,005
       759      4,804        441       -380        978        121      1,072     -2,827      5,002         55      1,392        597        338     -2,503
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       30.5        1.9       35.0       10.6        3.2        3.9       10.9       19.6        1.8        5.4        3.2       25.2       14.8
 
Number of Traders in Each Category                                    Total Traders:       117
         9         14          5         26          8         10         22         24         38          7          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 3,255,168
Positions
   209,075    777,544     55,172  1,491,010    666,625    220,962    477,122    796,647    339,761    121,653    104,713     64,917    275,498    228,827
 
Changes from:       October 2, 2012                                  Total Change is:     8,332
    26,171     48,591     -4,574    -13,049    -30,553     -3,406    -23,144     -1,038     16,809      2,227    -19,259     13,386     -6,088    -11,624
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       23.9        1.7       45.8       20.5        6.8       14.7       24.5       10.4        3.7        3.2        2.0        8.5        7.0
 
Number of Traders in Each Category                                    Total Traders:       564
        42         40         33        106         56         59        109        118        100         51         42         46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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   113,506
Positions
     5,550     39,679         38     63,910     58,538      1,788     29,399      8,522        263        390      1,968          0     12,168      2,710
 
Changes from:       October 2, 2012                                  Total Change is:    -5,138
       -97     -1,531         12        677     -1,566        -10     -3,104     -1,063     -1,389       -302         -6          0       -925        415
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       35.0        0.0       56.3       51.6        1.6       25.9        7.5        0.2        0.3        1.7        0.0       10.7        2.4
 
Number of Traders in Each Category                                    Total Traders:       101
         8         12          .         40         12         12         19          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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    82,173
Positions
     3,790     51,332        762     33,396      7,504      2,639     29,175     10,459      2,591      2,642      3,127        779      6,399      2,980
 
Changes from:       October 2, 2012                                  Total Change is:    -2,331
       379     -5,556         81     -1,016       -259        100     -1,714      2,865        137        -44        204         76       -329         22
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       62.5        0.9       40.6        9.1        3.2       35.5       12.7        3.2        3.2        3.8        0.9        7.8        3.6
 
Number of Traders in Each Category                                    Total Traders:       252
        15         27          8         38         24         13         70         39         14         21         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   410,863
Positions
    18,952    256,662      3,811    166,980     37,518     13,195    145,876     52,297     12,953     13,209     15,633      3,894     31,995     14,901
 
Changes from:       October 2, 2012                                  Total Change is:   -11,654
     1,893    -27,782        405     -5,079     -1,294        500     -8,572     14,326        683       -219      1,018        381     -1,645        109
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       62.5        0.9       40.6        9.1        3.2       35.5       12.7        3.2        3.2        3.8        0.9        7.8        3.6
 
Number of Traders in Each Category                                    Total Traders:       252
        15         27          8         38         24         13         70         39         14         21         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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   376,643
Positions
   102,993     42,695      6,661    152,245    197,401     16,558     70,844     81,991      4,451      3,563     13,356        378     18,950     13,151
 
Changes from:       October 2, 2012                                  Total Change is:    -5,533
    -3,876        419      1,041      2,362     -2,231       -568     -5,666     -7,759      1,833      1,157       -597         -9     -1,807      2,339
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       11.3        1.8       40.4       52.4        4.4       18.8       21.8        1.2        0.9        3.5        0.1        5.0        3.5
 
Number of Traders in Each Category                                    Total Traders:       262
        20         13          4         55         38         21         55         55         15         10         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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    20,785
Positions
     1,034      3,314          1      8,631        431        106      3,196      2,224          0      1,901      3,576          0      5,916     11,133
 
Changes from:       October 2, 2012                                  Total Change is:       301
         1        227          0        783        201        -70        -70       -418       -127          0          0          0       -216        488
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       15.9        0.0       41.5        2.1        0.5       15.4       10.7        0.0        9.1       17.2        0.0       28.5       53.6
 
Number of Traders in Each Category                                    Total Traders:        32
         .          4          .         12          .          .          6          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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    34,541
Positions
    10,200     12,717      1,670      6,847      2,385        785      4,329      6,816        397      4,673        362          0      5,640      9,409
 
Changes from:       October 2, 2012                                  Total Change is:     1,993
     1,400         53      1,255        112         50       -325       -915       -405        208        601         32          0       -343      1,125
 
Percent of Open Interest Represented by Each Category of Trader
      29.5       36.8        4.8       19.8        6.9        2.3       12.5       19.7        1.1       13.5        1.0        0.0       16.3       27.2
 
Number of Traders in Each Category                                    Total Traders:        53
        12         13          4          6          .          .          8          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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    61,196
Positions
     1,888      9,138        664     39,993     30,676      6,400      7,454     11,197        163        221          0          0      4,413      2,958
 
Changes from:       October 2, 2012                                  Total Change is:       155
      -329     -1,615        122      3,168        294         56     -2,142      1,609        -40         -2          0          0       -678       -271
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       14.9        1.1       65.4       50.1       10.5       12.2       18.3        0.3        0.4        0.0        0.0        7.2        4.8
 
Number of Traders in Each Category                                    Total Traders:        70
         .          .          .         25         24          9          8          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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   115,242
Positions
    17,637     56,545        560     59,263     21,935      4,480     14,617     26,428        619      5,144          0        342     12,580      4,333
 
Changes from:       October 2, 2012                                  Total Change is:        32
      -602       -805        -46       -261         10        385        136        191          0        -40          0        -99        559        396
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       49.1        0.5       51.4       19.0        3.9       12.7       22.9        0.5        4.5        0.0        0.3       10.9        3.8
 
Number of Traders in Each Category                                    Total Traders:       112
        13         14          5         27         16         12         25          7          .         10          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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   704,683
Positions
     7,249     87,065     32,259    253,209    121,895     89,917     70,172    109,188     70,814     22,463     36,562      7,016    151,582    149,967
 
Changes from:       October 2, 2012                                  Total Change is:    18,677
      -637      1,212      9,716      4,083      1,315       -728      8,635     13,761        345      2,447       -292        -53     -5,131     -6,598
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       12.4        4.6       35.9       17.3       12.8       10.0       15.5       10.0        3.2        5.2        1.0       21.5       21.3
 
Number of Traders in Each Category                                    Total Traders:       174
         4         24         21         39         30         39         29         33         46          7          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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   370,705
Positions
     2,055    124,465        258    229,909     30,431     47,569          0     88,601         81     17,508     21,267          0     73,325     58,033
 
Changes from:       October 2, 2012                                  Total Change is:       306
        95     -6,268        257    -14,847      4,475      5,917          0     -4,450         21          0       -482          0      8,863        836
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       33.6        0.1       62.0        8.2       12.8        0.0       23.9        0.0        4.7        5.7        0.0       19.8       15.7
 
Number of Traders in Each Category                                    Total Traders:        64
         .         10          .         26         11         19          0          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 1,021,165
Positions
    63,987    111,349     46,069    207,937    122,945     59,625    326,494    463,887     92,242     69,083     26,613     15,971    139,756     82,464
 
Changes from:       October 2, 2012                                  Total Change is:     1,287
    13,015        687      3,808      2,009        534     -6,602     -3,063      1,220      2,708    -12,153     -4,102        392      1,173      2,642
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       10.9        4.5       20.4       12.0        5.8       32.0       45.4        9.0        6.8        2.6        1.6       13.7        8.1
 
Number of Traders in Each Category                                    Total Traders:       218
        18         22         11         39         27         31         44         37         34         18         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 2,028,014
Positions
   168,229    110,733    149,269    398,395    783,387    193,776    483,444    135,792    204,057     71,041    114,528     30,444    329,358    306,027
 
Changes from:       October 2, 2012                                  Total Change is:   -12,568
    43,211    -15,598     -2,184     -6,111     30,469    -29,772     -3,845     15,053     -5,852    -11,458       -938      2,403      1,040     -6,149
 
Percent of Open Interest Represented by Each Category of Trader
       8.3        5.5        7.4       19.6       38.6        9.6       23.8        6.7       10.1        3.5        5.6        1.5       16.2       15.1
 
Number of Traders in Each Category                                    Total Traders:       276
        25         31         47         24         64         56         60         41         71         13         18         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 1,584,195
Positions
   151,823    147,668     38,860    405,707    583,041    114,520    363,328    274,067    112,106    132,034     58,725     13,011    252,805    242,198
 
Changes from:       October 2, 2012                                  Total Change is:   -11,257
     4,412    -17,640     -3,086      8,726        584     -4,007    -24,875     -2,826      3,450        586     -1,085      3,318        217     10,034
 
Percent of Open Interest Represented by Each Category of Trader
       9.6        9.3        2.5       25.6       36.8        7.2       22.9       17.3        7.1        8.3        3.7        0.8       16.0       15.3
 
Number of Traders in Each Category                                    Total Traders:       199
        15         26         18         30         37         35         39         29         33         10         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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   390,596
Positions
   161,042    125,592    120,804          9      2,015      2,992     13,633     31,407     52,103      1,182      7,157      9,024     29,806     39,502
 
Changes from:       October 2, 2012                                  Total Change is:     3,848
     3,339     10,097     -4,277          0          0         -1      1,602        -31     -5,079       -132       -208      1,005      7,391      2,342
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       32.2       30.9        0.0        0.5        0.8        3.5        8.0       13.3        0.3        1.8        2.3        7.6       10.1
 
Number of Traders in Each Category                                    Total Traders:        73
        17         23         30          .          .          .         10         13         21          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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    39,104
Positions
    23,228     12,607      8,082          0        500          0      5,145     15,372      2,122          0          4        215        312        202
 
Changes from:       October 2, 2012                                  Total Change is:     3,975
     2,065        673        880          0          0          0      1,317      2,812       -272          0        -52        -47         32        -19
 
Percent of Open Interest Represented by Each Category of Trader
      59.4       32.2       20.7        0.0        1.3        0.0       13.2       39.3        5.4        0.0        0.0        0.5        0.8        0.5
 
Number of Traders in Each Category                                    Total Traders:        39
        13          4          9          0          .          0          9         11          8          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 is11,752,347
Positions
 1,166,976  2,928,218  2,648,940    822,335    297,055    146,015  1,405,614    245,786  3,609,582    253,273    149,325    737,890    961,721    989,534
 
Changes from:       October 2, 2012                                  Total Change is:   152,866
    -4,433    -21,861     44,213     30,595     42,629    -14,946    -47,619    -17,495     90,678     25,894       -314     -2,079     30,563     32,040
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       24.9       22.5        7.0        2.5        1.2       12.0        2.1       30.7        2.2        1.3        6.3        8.2        8.4
 
Number of Traders in Each Category                                    Total Traders:       256
        28         52         77         12          8         16         66         44         93         15         18         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    12,006
Positions
     9,173        207          0        551        853          0        854     10,681          1      1,264        215          0        163         49
 
Changes from:       October 2, 2012                                  Total Change is:       325
       357         25          0        -11         37         -4          3        267         -4        -14          0          0         -2          4
 
Percent of Open Interest Represented by Each Category of Trader
      76.4        1.7        0.0        4.6        7.1        0.0        7.1       89.0        0.0       10.5        1.8        0.0        1.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         4          .          0          .          4          0          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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    13,961
Positions
    10,975      7,156          0        856        868         42      1,834      5,766          0          0         91          0        254         38
 
Changes from:       October 2, 2012                                  Total Change is:       401
        -6       -217          0          0         74          0        438        546          0          0          0          0        -31         -2
 
Percent of Open Interest Represented by Each Category of Trader
      78.6       51.3        0.0        6.1        6.2        0.3       13.1       41.3        0.0        0.0        0.7        0.0        1.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        29
         4          6          0          .          4          .          5          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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    43,194
Positions
    11,636      5,122      1,259      1,382      4,919        212     19,512     25,924      1,256      4,505      1,869          0      3,433      2,634
 
Changes from:       October 2, 2012                                  Total Change is:    -2,841
    -1,019        200       -623       -105        300         30     -2,119     -3,067         48        356        152          0        591        119
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       11.9        2.9        3.2       11.4        0.5       45.2       60.0        2.9       10.4        4.3        0.0        7.9        6.1
 
Number of Traders in Each Category                                    Total Traders:        97
         .          .          .          6          5          .         19         38          9         15          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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   404,089
Positions
   134,895     28,252     46,546     38,603     15,911     10,679     27,645    141,971     46,791      3,753     17,873     70,520     24,657     25,546
 
Changes from:       October 2, 2012                                  Total Change is:    13,725
    -8,162        190      4,953        499      3,187        257      2,709     -6,407      6,079         90     -2,251      7,068        232        649
 
Percent of Open Interest Represented by Each Category of Trader
      33.4        7.0       11.5        9.6        3.9        2.6        6.8       35.1       11.6        0.9        4.4       17.5        6.1        6.3
 
Number of Traders in Each Category                                    Total Traders:       163
        23         10         25          7         12         12         27         44         49         13         15         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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     8,483
Positions
       276      4,258          0      3,190        531        169      3,638      2,601        893        192         30          0        125          1
 
Changes from:       October 2, 2012                                  Total Change is:       214
       -12        163          0         27        120         14         25        -82          0        160          0          0          0         -1
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       50.2        0.0       37.6        6.3        2.0       42.9       30.7       10.5        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
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated October 12, 2012