`Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   194,597
Positions
    14,838     83,240      5,722     22,259     33,711        764     91,275     34,862      8,963      8,081      4,169      2,768     39,926     20,397
 
Changes from:       October 16, 2012                                 Total Change is:    -8,585
     1,475     -7,669        535       -933        449        -87     -5,057     -3,508        109         75       -172      1,084     -5,787        675
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       42.8        2.9       11.4       17.3        0.4       46.9       17.9        4.6        4.2        2.1        1.4       20.5       10.5
 
Number of Traders in Each Category                                    Total Traders:        99
         5         12          6          9          4          4         36         15         17         12          6          9
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Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    37,850
Positions
     5,598     16,200        489      2,564      2,544        157      8,284      6,931         76      3,624          0          0     17,058     11,453
 
Changes from:       October 16, 2012                                 Total Change is:       314
       597      2,760        456         -5         41          0         67     -2,776         21        301          0          0     -1,123       -188
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       42.8        1.3        6.8        6.7        0.4       21.9       18.3        0.2        9.6        0.0        0.0       45.1       30.3
 
Number of Traders in Each Category                                    Total Traders:        41
         .          8          .          .          4          .          9         10          .          4          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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   166,547
Positions
     9,472     37,304      2,144      9,968     34,480     10,705     89,996     32,145      6,270      3,580     17,407      1,602     32,810     24,490
 
Changes from:       October 16, 2012                                 Total Change is:    -7,114
     1,869    -13,019       -168       -109        930        219     -2,609      1,406        777      2,389     -2,471        172     -9,654      5,040
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       22.4        1.3        6.0       20.7        6.4       54.0       19.3        3.8        2.1       10.5        1.0       19.7       14.7
 
Number of Traders in Each Category                                    Total Traders:        99
         4         12          5          6         15          6         34         17         14          4          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   154,087
Positions
    24,925     26,185      3,647     58,799      6,329      1,205     37,874     39,477      8,524      1,312     16,155      1,748     16,053     50,816
 
Changes from:       October 16, 2012                                 Total Change is:    10,122
    14,941    -14,530        834       -902       -759        336     -3,758     11,347      2,146        466     -1,180        326     -4,268     11,601
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       17.0        2.4       38.2        4.1        0.8       24.6       25.6        5.5        0.9       10.5        1.1       10.4       33.0
 
Number of Traders in Each Category                                    Total Traders:       107
         9         13          5          9          5          .         20         37         19          4         10          5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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   260,177
Positions
    62,209     23,393     11,863     53,665     38,956      4,980     23,284     81,198     23,794     30,133      9,513      4,152     46,097     62,327
 
Changes from:       October 16, 2012                                 Total Change is:    -2,244
     2,022      2,421        -91      3,556       -307     -1,807     -4,739     -2,224         83       -927        689        661     -1,001     -1,669
 
Percent of Open Interest Represented by Each Category of Trader
      23.9        9.0        4.6       20.6       15.0        1.9        8.9       31.2        9.1       11.6        3.7        1.6       17.7       24.0
 
Number of Traders in Each Category                                    Total Traders:       197
        22         16         16         19         19         15         26         53         34         20         22         19
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Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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   183,979
Positions
    50,147     39,680      5,564      2,900     43,688      1,458     80,424     56,739      6,345      6,165      2,080      2,479     28,496     25,945
 
Changes from:       October 16, 2012                                 Total Change is:     8,184
        86      5,120      1,124        110        388        134      2,223        198      1,046      3,020       -640      1,011       -570       -197
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       21.6        3.0        1.6       23.7        0.8       43.7       30.8        3.4        3.4        1.1        1.3       15.5       14.1
 
Number of Traders in Each Category                                    Total Traders:       102
        11         10          7          .         12          5         26         26         18          7          7          6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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    88,251
Positions
    50,776     61,957     17,758      4,069          0          0      4,841        475      4,801      2,470          0      2,861        675        399
 
Changes from:       October 16, 2012                                 Total Change is:       728
      -428      1,004       -349      1,306          0          0        123         74          0          0          0          0         76         -1
 
Percent of Open Interest Represented by Each Category of Trader
      57.5       70.2       20.1        4.6        0.0        0.0        5.5        0.5        5.4        2.8        0.0        3.2        0.8        0.5
 
Number of Traders in Each Category                                    Total Traders:        23
         6         12         10          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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   207,606
Positions
    29,774    103,396          0     28,933        140        515    132,425     89,530      1,054      6,053     10,230        238      8,614      2,503
 
Changes from:       October 16, 2012                                 Total Change is:    -1,176
       -55        -82          0        902       -555     -1,027       -900       -457        484       -369        -43        -27       -184        531
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       49.8        0.0       13.9        0.1        0.2       63.8       43.1        0.5        2.9        4.9        0.1        4.1        1.2
 
Number of Traders in Each Category                                    Total Traders:       129
         9          9          0         11          .          .         63         13          8         14          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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    27,696
Positions
    16,080      9,156         64        607          0          0      3,172        748          1      5,395     15,567      1,690        687        470
 
Changes from:       October 16, 2012                                 Total Change is:        38
        10        199          0         18          0          0         -9        -25          0          8          0          0         11       -136
 
Percent of Open Interest Represented by Each Category of Trader
      58.1       33.1        0.2        2.2        0.0        0.0       11.5        2.7        0.0       19.5       56.2        6.1        2.5        1.7
 
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 23, 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    29,139
Positions
     1,406     20,415        143        614        252          0     22,004      4,636        131        372      1,449          0      4,469      2,113
 
Changes from:       October 16, 2012                                 Total Change is:      -348
        37       -310        -63          2          0          0        231       -311         -6       -235       -156        -29       -285        527
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       70.1        0.5        2.1        0.9        0.0       75.5       15.9        0.4        1.3        5.0        0.0       15.3        7.3
 
Number of Traders in Each Category                                    Total Traders:        53
         .          8          .          .          .          0         24          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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    56,284
Positions
    13,712     39,795        238      4,090        907        400     24,940      8,992      1,045      2,864        299        445      8,550      4,164
 
Changes from:       October 16, 2012                                 Total Change is:    -5,418
       532     -1,542         73         83        137         94     -6,972     -2,041        588        -73     -1,175         34        224     -1,586
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       70.7        0.4        7.3        1.6        0.7       44.3       16.0        1.9        5.1        0.5        0.8       15.2        7.4
 
Number of Traders in Each Category                                    Total Traders:        99
        17         15          5          7          .          .         32         13         11         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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   112,568
Positions
    27,423     79,590        477      8,180      1,813        800     49,881     17,983      2,089      5,728        597        889     17,100      8,329
 
Changes from:       October 16, 2012                                 Total Change is:   -10,836
     1,064     -3,084        146        165        273        187    -13,944     -4,082      1,177       -146     -2,349         68        447     -3,172
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       70.7        0.4        7.3        1.6        0.7       44.3       16.0        1.9        5.1        0.5        0.8       15.2        7.4
 
Number of Traders in Each Category                                    Total Traders:        99
        17         15          5          7          .          .         32         13         11         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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   941,091
Positions
    57,753    237,057     27,503    395,468    161,200     56,877     98,856    180,529    129,937     30,315     40,224     21,058    123,324     86,706
 
Changes from:       October 16, 2012                                 Total Change is:    12,531
     5,811     -4,334      6,124      6,409      6,850        370     -3,102      8,620     -1,852      1,074      3,675     -2,647        345     -4,274
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       25.2        2.9       42.0       17.1        6.0       10.5       19.2       13.8        3.2        4.3        2.2       13.1        9.2
 
Number of Traders in Each Category                                    Total Traders:       606
        43         41         35        122         59         63        123        114        112         60         44         48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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   272,596
Positions
    18,796     85,081      6,228     94,153     29,795      8,241     13,218     30,633     48,254      6,326     17,938      7,403     69,978     39,024
 
Changes from:       October 16, 2012                                 Total Change is:     4,562
     2,615        -23        486          8      2,067        122      1,266      6,628     -3,240        345      2,729       -610      3,571     -3,598
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       31.2        2.3       34.5       10.9        3.0        4.8       11.2       17.7        2.3        6.6        2.7       25.7       14.3
 
Number of Traders in Each Category                                    Total Traders:       118
        10         13          7         26          9         12         23         22         37         10          5         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 3,342,474
Positions
   234,931    800,025     66,229  1,531,266    681,714    218,494    495,785    817,077    340,816    119,948    111,431     68,274    266,732    238,415
 
Changes from:       October 16, 2012                                 Total Change is:    39,846
    38,122        583      6,050     33,694     25,604       -454      8,714     40,512    -23,610     -3,658     -2,574     -2,885    -16,127     -3,381
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       23.9        2.0       45.8       20.4        6.5       14.8       24.4       10.2        3.6        3.3        2.0        8.0        7.1
 
Number of Traders in Each Category                                    Total Traders:       559
        42         39         33        108         54         56        117        107         99         51         41         39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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   112,710
Positions
     7,230     36,739         36     63,664     60,728      1,731     27,626      7,838        788        410      2,181          0     11,225      2,669
 
Changes from:       October 16, 2012                                 Total Change is:    -1,000
     2,492     -2,619         -2       -972        909        -51     -1,359         -1        561         20        225          0     -1,689        -22
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       32.6        0.0       56.5       53.9        1.5       24.5        7.0        0.7        0.4        1.9        0.0       10.0        2.4
 
Number of Traders in Each Category                                    Total Traders:        99
         9         11          .         40         12         12         18          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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    76,133
Positions
     6,820     46,765        689     32,019      7,705      2,551     22,926      9,908      1,736      1,794      2,951        709      6,888      3,119
 
Changes from:       October 16, 2012                                 Total Change is:    -4,100
     1,508     -4,347       -272       -703        333       -204     -4,542      1,539       -519        -35       -686       -127        795        182
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       61.4        0.9       42.1       10.1        3.4       30.1       13.0        2.3        2.4        3.9        0.9        9.0        4.1
 
Number of Traders in Each Category                                    Total Traders:       221
        16         28          7         33         24         14         55         35         15         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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   380,664
Positions
    34,100    233,824      3,443    160,095     38,525     12,756    114,632     49,538      8,680      8,972     14,756      3,543     34,442     15,597
 
Changes from:       October 16, 2012                                 Total Change is:   -20,498
     7,540    -21,733     -1,360     -3,514      1,667     -1,020    -22,711      7,697     -2,595       -177     -3,429       -635      3,974        909
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       61.4        0.9       42.1       10.1        3.4       30.1       13.0        2.3        2.4        3.9        0.9        9.0        4.1
 
Number of Traders in Each Category                                    Total Traders:       221
        16         28          7         33         24         14         55         35         15         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   370,883
Positions
   109,943     36,327      6,820    152,434    201,717     16,473     58,368     80,415      5,000      2,526     10,535        382     18,937     13,214
 
Changes from:       October 16, 2012                                 Total Change is:    -5,618
     9,087     -7,047       -333     -1,245      5,197         15    -11,563     -3,029         21         62     -2,799       -114     -1,547      2,472
 
Percent of Open Interest Represented by Each Category of Trader
      29.6        9.8        1.8       41.1       54.4        4.4       15.7       21.7        1.3        0.7        2.8        0.1        5.1        3.6
 
Number of Traders in Each Category                                    Total Traders:       238
        18         12          6         54         38         21         42         53         12          6         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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    25,635
Positions
     6,990      4,101          1      8,943        217         58      2,207      4,420          0      1,901      3,576          0      5,535     13,262
 
Changes from:       October 16, 2012                                 Total Change is:       438
     4,149      1,024          0        290       -429        -48     -3,578      1,153          0          0          0          0       -375     -1,262
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       16.0        0.0       34.9        0.8        0.2        8.6       17.2        0.0        7.4       13.9        0.0       21.6       51.7
 
Number of Traders in Each Category                                    Total Traders:        36
         5          5          .         11          .          .          4          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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    31,445
Positions
     8,017     12,977      1,679      5,905      2,485        822      5,952      6,991        233      2,658        448          0      6,179      5,810
 
Changes from:       October 16, 2012                                 Total Change is:   -10,106
    -1,099        -93       -547     -1,020       -202         18       -802     -1,700       -230     -2,466       -182          0     -3,960     -7,170
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       41.3        5.3       18.8        7.9        2.6       18.9       22.2        0.7        8.5        1.4        0.0       19.7       18.5
 
Number of Traders in Each Category                                    Total Traders:        56
        13         12          6          5          .          .         12          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    63,689
Positions
     1,929     10,158        733     40,555     33,366      6,529      9,130     10,109        163        221          0          0      4,429      2,631
 
Changes from:       October 16, 2012                                 Total Change is:     1,879
       159      1,010         -5        114      2,141       -128      1,698       -676          0          0          0          0         41       -463
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       15.9        1.2       63.7       52.4       10.3       14.3       15.9        0.3        0.3        0.0        0.0        7.0        4.1
 
Number of Traders in Each Category                                    Total Traders:        70
         .          .          .         24         24          9         10          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   113,679
Positions
    14,683     56,535        692     58,878     21,301      4,978     14,483     25,603        643      6,666        200        265     12,391      3,462
 
Changes from:       October 16, 2012                                 Total Change is:    -1,173
    -2,181        879        146       -297      1,083       -317        488     -1,634        -19        729          0         12        266     -1,323
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       49.7        0.6       51.8       18.7        4.4       12.7       22.5        0.6        5.9        0.2        0.2       10.9        3.0
 
Number of Traders in Each Category                                    Total Traders:       122
        14         15          4         30         16         12         25          8          .         13          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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   663,906
Positions
    12,436     61,446     31,218    237,515    127,293     94,968     37,022     84,352     72,095     20,992     33,914      8,931    148,729    149,688
 
Changes from:       October 16, 2012                                 Total Change is:   -32,792
     3,795    -19,023      1,671    -11,968     -5,803      2,472    -21,366     -6,255     -1,102     -4,779     -1,234        863     -2,378     -4,381
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        9.3        4.7       35.8       19.2       14.3        5.6       12.7       10.9        3.2        5.1        1.3       22.4       22.5
 
Number of Traders in Each Category                                    Total Traders:       167
         8         18         22         41         28         38         26         30         47          8          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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   368,362
Positions
         0    134,549          4    236,711     27,149     45,287          0     83,903        135     15,388     19,549      1,895     68,942     55,892
 
Changes from:       October 16, 2012                                 Total Change is:    -3,014
         0      8,201          1      6,068     -1,850     -3,446          0     -4,456     -1,449       -456       -201        196     -3,927         -9
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.5        0.0       64.3        7.4       12.3        0.0       22.8        0.0        4.2        5.3        0.5       18.7       15.2
 
Number of Traders in Each Category                                    Total Traders:        60
         0         10          .         27          9         18          0          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 1,083,495
Positions
    93,942     91,012     70,443    192,961    145,774     61,127    299,555    434,869    102,789     90,827     29,409     19,552    152,299    128,519
 
Changes from:       October 16, 2012                                 Total Change is:    36,104
    10,000    -12,660     21,356      4,506     20,309       -654    -48,073    -53,867      9,849     20,922        237      3,385     14,813     48,149
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        8.4        6.5       17.8       13.5        5.6       27.6       40.1        9.5        8.4        2.7        1.8       14.1       11.9
 
Number of Traders in Each Category                                    Total Traders:       225
        22         21         16         39         27         30         41         39         35         21         15         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 2,098,222
Positions
   233,812    120,936    170,620    379,506    809,481    184,319    473,742    135,166    210,797    112,652    116,009     31,078    301,695    319,815
 
Changes from:       October 16, 2012                                 Total Change is:    34,210
    38,856      3,385      9,337         61     29,035     -3,096    -28,821       -552     -4,231     27,643     -3,023      2,058     -7,597      1,297
 
Percent of Open Interest Represented by Each Category of Trader
      11.1        5.8        8.1       18.1       38.6        8.8       22.6        6.4       10.0        5.4        5.5        1.5       14.4       15.2
 
Number of Traders in Each Category                                    Total Traders:       283
        26         30         46         27         63         54         52         49         73         15         21         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 1,574,311
Positions
   195,375    108,290     77,906    270,936    602,312    118,123    367,411    171,774    145,120    147,614     63,553     19,744    232,082    267,489
 
Changes from:       October 16, 2012                                 Total Change is:   -41,847
    54,269    -23,835     18,029   -134,180     26,579     11,231       -549   -104,039      7,526     10,433        486      1,545    -10,153     20,630
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        6.9        4.9       17.2       38.3        7.5       23.3       10.9        9.2        9.4        4.0        1.3       14.7       17.0
 
Number of Traders in Each Category                                    Total Traders:       198
        16         20         24         29         38         37         33         37         43         11         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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   404,048
Positions
   174,378    136,399    120,932          9      2,015      2,799     18,528     33,381     52,420      1,378      7,714     10,319     23,286     38,071
 
Changes from:       October 16, 2012                                 Total Change is:     8,318
     7,228      5,248        232          0          0          0      3,564        655      1,891        244       -343      1,522     -6,363       -888
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       33.8       29.9        0.0        0.5        0.7        4.6        8.3       13.0        0.3        1.9        2.6        5.8        9.4
 
Number of Traders in Each Category                                    Total Traders:        74
        20         20         31          .          .          .         11         14         21          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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    42,096
Positions
    26,449     19,296      5,195        500        250          0      5,622     12,779      1,925          0          1        264      2,141      2,386
 
Changes from:       October 16, 2012                                 Total Change is:      -454
     2,088      4,562     -3,556          0       -250          0      1,358     -1,930         23          0          0       -279        -88        976
 
Percent of Open Interest Represented by Each Category of Trader
      62.8       45.8       12.3        1.2        0.6        0.0       13.4       30.4        4.6        0.0        0.0        0.6        5.1        5.7
 
Number of Traders in Each Category                                    Total Traders:        40
         9          8         12          .          .          0          8         11         10          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 is11,990,454
Positions
 1,397,590  2,807,701  2,728,609    833,630    455,562    166,790  1,413,360    277,009  3,723,239    152,066    154,541    641,744    933,426  1,035,259
 
Changes from:       October 16, 2012                                 Total Change is:   203,361
   111,979    -40,919    102,623      1,203     94,755      8,943    -49,295    -38,523    115,654    -20,931      2,434    -45,219    -21,595      3,613
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       23.4       22.8        7.0        3.8        1.4       11.8        2.3       31.1        1.3        1.3        5.4        7.8        8.6
 
Number of Traders in Each Category                                    Total Traders:       252
        29         50         77          8         11         15         65         46         95         13         17         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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    11,630
Positions
     8,926        123          0        543        853          0      1,730     10,377          1        254        215          0        176         61
 
Changes from:       October 16, 2012                                 Total Change is:       124
       179         29          0         -5          0          0        -47         94          0          0          0          0         -3          1
 
Percent of Open Interest Represented by Each Category of Trader
      76.7        1.1        0.0        4.7        7.3        0.0       14.9       89.2        0.0        2.2        1.8        0.0        1.5        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 23, 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    13,694
Positions
    11,298      7,208          0        853        866         42      1,220      5,402          0          0        145          0        281         31
 
Changes from:       October 16, 2012                                 Total Change is:        63
        95       -119          0         -3         -2          0        -38        181          0          0          9          0          9         -6
 
Percent of Open Interest Represented by Each Category of Trader
      82.5       52.6        0.0        6.2        6.3        0.3        8.9       39.4        0.0        0.0        1.1        0.0        2.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        28
         4          5          0          .          4          .          4          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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    44,759
Positions
    10,940      5,949      1,288      1,475      5,669        188     18,567     24,844      1,384      6,779      2,183          0      4,138      3,254
 
Changes from:       October 16, 2012                                 Total Change is:    -1,795
      -288        809        -75        228        601        -44     -3,206     -4,345        264        932        675          0        393        320
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       13.3        2.9        3.3       12.7        0.4       41.5       55.5        3.1       15.1        4.9        0.0        9.2        7.3
 
Number of Traders in Each Category                                    Total Traders:       111
         .          4          .          7          5          .         25         35          8         25          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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   376,801
Positions
   124,649     23,066     49,060     34,569     14,084     10,474     30,519    145,471     39,606      4,736     10,845     57,471     25,717     26,724
 
Changes from:       October 16, 2012                                 Total Change is:   -48,176
    -8,409     -4,325     -3,271        438     -1,398       -446     -9,869     -4,831     -7,653      1,267     -7,241    -19,358       -875        347
 
Percent of Open Interest Represented by Each Category of Trader
      33.1        6.1       13.0        9.2        3.7        2.8        8.1       38.6       10.5        1.3        2.9       15.3        6.8        7.1
 
Number of Traders in Each Category                                    Total Traders:       158
        20         12         24          7         12         10         29         40         44         15         14         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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     8,449
Positions
       379      4,227          0      3,041        512        159      3,638      2,623        893        192         30          0        147          5
 
Changes from:       October 16, 2012                                 Total Change is:        30
       -17          6          0         17         -1         10          0         11          0          0          0          0         20          4
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       50.0        0.0       36.0        6.1        1.9       43.1       31.0       10.6        2.3        0.4        0.0        1.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          4          .          .          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated October 26, 2012