`Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   188,681
Positions
     5,986     62,382      6,941     22,997     32,846      2,004     77,922     29,495     15,065      9,056     10,608      2,281     46,430     27,060
 
Changes from:       August 28, 2012                                  Total Change is:     8,429
      -230      7,650        228      1,463       -270        267      2,852     -4,785      3,317        329       -775        557       -354      2,239
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       33.1        3.7       12.2       17.4        1.1       41.3       15.6        8.0        4.8        5.6        1.2       24.6       14.3
 
Number of Traders in Each Category                                    Total Traders:        96
         .         12          7          9          4          5         31         17         15         11          9         12
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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    57,337
Positions
    20,480     14,772        588      2,031      1,633        173     17,218     20,675        795      1,571      2,609          0     14,481     16,091
 
Changes from:       August 28, 2012                                  Total Change is:       606
       508        366        467        -22         -7        -10     -2,642        285        484          0          0          0      1,821       -979
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       25.8        1.0        3.5        2.8        0.3       30.0       36.1        1.4        2.7        4.6        0.0       25.3       28.1
 
Number of Traders in Each Category                                    Total Traders:        36
         4          7          .          .          .          .          5         10          4          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   142,125
Positions
     8,361     15,036      6,425     10,362     32,406     13,418     52,842     34,755      7,119      7,361      3,851        453     35,784     28,662
 
Changes from:       August 28, 2012                                  Total Change is:    17,661
    -1,578      1,845      3,403        228        618        358      6,192      6,819      2,973         41       -417       -347      6,391      2,409
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       10.6        4.5        7.3       22.8        9.4       37.2       24.5        5.0        5.2        2.7        0.3       25.2       20.2
 
Number of Traders in Each Category                                    Total Traders:        93
         7          8          8          8         14          6         30         16         12          4          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   163,686
Positions
    10,574     60,328      6,009     62,070      8,393        963     51,855     28,922      4,534        502     18,760        999     26,181     34,778
 
Changes from:       August 28, 2012                                  Total Change is:     3,005
    -1,131      5,465      2,208       -717        155        -73      1,345       -887       -817          2       -105         14      2,174     -2,956
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       36.9        3.7       37.9        5.1        0.6       31.7       17.7        2.8        0.3       11.5        0.6       16.0       21.2
 
Number of Traders in Each Category                                    Total Traders:       100
         5         16          7          9          9          6         25         26         19          .          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   369,054
Positions
    89,480     43,155     14,594     31,247     43,845     10,384     75,943    130,312     35,872     61,531     14,756      6,457     43,547     69,680
 
Changes from:       August 28, 2012                                  Total Change is:     4,541
      -625      1,336      2,307       -490      1,894         18         41       -457      1,797        582        243        288        623     -2,885
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       11.7        4.0        8.5       11.9        2.8       20.6       35.3        9.7       16.7        4.0        1.7       11.8       18.9
 
Number of Traders in Each Category                                    Total Traders:       210
        23         15         16         16         26         20         32         57         35         14         27         20
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   212,259
Positions
    28,563     66,839     10,651      3,464     45,430      2,306    121,359     44,901     10,435      2,810      4,207      1,838     30,833     25,652
 
Changes from:       August 28, 2012                                  Total Change is:     5,147
     6,344    -12,073      5,119        -74        280        283    -10,396      4,870      3,480      1,511         13         70     -1,190      3,105
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       31.5        5.0        1.6       21.4        1.1       57.2       21.2        4.9        1.3        2.0        0.9       14.5       12.1
 
Number of Traders in Each Category                                    Total Traders:       118
         8          9          7          .         11          5         44         28         20          6          9          6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    94,687
Positions
    52,168     62,482     21,526      3,693          0          0      4,483      1,320      6,103      2,900          0      2,861        953        395
 
Changes from:       August 28, 2012                                  Total Change is:       121
       268        325        145         40          0          0     -1,184       -465        119          0          0          0        733         -3
 
Percent of Open Interest Represented by Each Category of Trader
      55.1       66.0       22.7        3.9        0.0        0.0        4.7        1.4        6.4        3.1        0.0        3.0        1.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        26
         5         15         14          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   222,655
Positions
    62,635     88,228      4,699     24,080        972      1,554    101,646     86,970     18,761      2,858     18,678        285      6,137      2,508
 
Changes from:       August 28, 2012                                  Total Change is:     1,126
      -735     -1,818         15        604        -88         -2     -3,059       -106      3,691        698       -413        178       -264       -331
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       39.6        2.1       10.8        0.4        0.7       45.7       39.1        8.4        1.3        8.4        0.1        2.8        1.1
 
Number of Traders in Each Category                                    Total Traders:       112
         5         11          .          8          .          .         50         17         11         11          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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    25,393
Positions
     6,056     18,352        352        244          0          0     14,802      3,668        128        460        706        172      3,179      2,015
 
Changes from:       August 28, 2012                                  Total Change is:    -5,981
       696     -5,562        -61        -86       -100          0     -6,130       -498          2        182         -5        -24       -560        267
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       72.3        1.4        1.0        0.0        0.0       58.3       14.4        0.5        1.8        2.8        0.7       12.5        7.9
 
Number of Traders in Each Category                                    Total Traders:        52
         8          5          .          .          0          0         21         10          .          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    57,565
Positions
    14,163     38,123        117      3,531        883        523     25,878     10,720      1,340      3,213        490        133      8,668      5,237
 
Changes from:       August 28, 2012                                  Total Change is:    -2,630
       424     -3,558         26       -187         -9         94     -2,848        405        208        352        192          3       -701         10
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       66.2        0.2        6.1        1.5        0.9       45.0       18.6        2.3        5.6        0.9        0.2       15.1        9.1
 
Number of Traders in Each Category                                    Total Traders:        91
        16         13          4          6          .          .         33         15         12          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   115,130
Positions
    28,326     76,246        233      7,062      1,766      1,046     51,756     21,441      2,679      6,427        980        265     17,335     10,473
 
Changes from:       August 28, 2012                                  Total Change is:    -5,259
       848     -7,115         52       -373        -18        188     -5,696        811        415        704        383          6     -1,403         19
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       66.2        0.2        6.1        1.5        0.9       45.0       18.6        2.3        5.6        0.9        0.2       15.1        9.1
 
Number of Traders in Each Category                                    Total Traders:        91
        16         13          4          6          .          .         33         15         12          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   999,767
Positions
    64,528    134,612     66,042    363,046    168,594     65,067     85,973    224,849    145,331     27,607     42,088     25,148    157,024    128,035
 
Changes from:       August 28, 2012                                  Total Change is:    12,197
     9,624     -8,490      7,078     -9,010      1,462      3,852     -6,063      2,992      9,353        -68     -2,188       -623     -1,946     -1,239
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       13.5        6.6       36.3       16.9        6.5        8.6       22.5       14.5        2.8        4.2        2.5       15.7       12.8
 
Number of Traders in Each Category                                    Total Traders:       606
        37         55         50        119         62         68        101        132        109         47         51         37
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   313,924
Positions
    41,641     61,853      7,089     96,783     34,729     11,370     10,939     42,597     53,239          6     13,078     13,972     78,885     75,997
 
Changes from:       August 28, 2012                                  Total Change is:     3,030
     2,348     -6,182      1,139     -2,010      2,944        514        210      7,165       -869        -22       -762       -221      1,941       -699
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       19.7        2.3       30.8       11.1        3.6        3.5       13.6       17.0        0.0        4.2        4.5       25.1       24.2
 
Number of Traders in Each Category                                    Total Traders:       112
        13         12          8         24         10         13         14         26         33          4          8          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 3,429,212
Positions
   326,435    575,792     82,766  1,389,248    727,258    210,553    489,183  1,025,270    346,452    154,538    161,588     39,345    390,693    260,188
 
Changes from:       August 28, 2012                                  Total Change is:    45,839
    47,248       -677     18,830    -25,149      2,441      6,837     11,243     21,744      8,500        -69     -6,971     -2,167    -19,434     -2,698
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       16.8        2.4       40.5       21.2        6.1       14.3       29.9       10.1        4.5        4.7        1.1       11.4        7.6
 
Number of Traders in Each Category                                    Total Traders:       571
        39         51         39        104         58         60        101        126        102         44         47         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   121,422
Positions
    16,606     33,101      1,002     58,552     61,691      2,681     29,412     14,143      1,188        685      2,801          0     11,296      4,815
 
Changes from:       August 28, 2012                                  Total Change is:     1,376
         9     -1,199      1,002        747       -144        108        524        836        278     -1,556        -15          0        264        510
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       27.3        0.8       48.2       50.8        2.2       24.2       11.6        1.0        0.6        2.3        0.0        9.3        4.0
 
Number of Traders in Each Category                                    Total Traders:       103
         9          9          .         37         12         12         21         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   116,004
Positions
     5,765     70,054      9,979     38,845      8,562        857     39,619      8,828      4,304      1,875      4,098        801     13,958      8,520
 
Changes from:       August 28, 2012                                  Total Change is:     3,535
       559      1,356      1,774       -361        199        -21        566       -742        277         -5        225         74        672        394
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       60.4        8.6       33.5        7.4        0.7       34.2        7.6        3.7        1.6        3.5        0.7       12.0        7.3
 
Number of Traders in Each Category                                    Total Traders:       243
        13         35         12         34         22          9         80         33         25         16         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    21,646
Positions
    10,937     16,896          0        300          0          0      3,074      2,681          0          0        923          0      7,335      1,146
 
Changes from:       August 28, 2012                                  Total Change is:     3,143
     2,210      2,457          0          0          0          0        357        492          0          0          0          0        576        194
 
Percent of Open Interest Represented by Each Category of Trader
      50.5       78.1        0.0        1.4        0.0        0.0       14.2       12.4        0.0        0.0        4.3        0.0       33.9        5.3
 
Number of Traders in Each Category                                    Total Traders:        23
         5         10          0          .          0          0          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   471,787
Positions
    21,677    313,325      2,361    192,723     42,811      4,285    197,700     45,711      6,546      9,373     15,874      4,007     33,115     36,866
 
Changes from:       August 28, 2012                                  Total Change is:     1,961
        55      2,804        559     -1,803        997       -104      1,333     -5,883      1,099        -23      1,123        368        479        998
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       66.4        0.5       40.8        9.1        0.9       41.9        9.7        1.4        2.0        3.4        0.8        7.0        7.8
 
Number of Traders in Each Category                                    Total Traders:       242
        13         34          8         34         22          9         78         35         21         16         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   444,105
Positions
   165,096     41,327     14,847    136,473    222,843     24,902     74,954     94,889      3,527      2,501     21,329        257     21,548     20,184
 
Changes from:       August 28, 2012                                  Total Change is:     6,857
       399        644          3       -285      2,070        232      4,295      2,840      1,152        419        797         18        623       -899
 
Percent of Open Interest Represented by Each Category of Trader
      37.2        9.3        3.3       30.7       50.2        5.6       16.9       21.4        0.8        0.6        4.8        0.1        4.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       252
        19         15          5         54         40         26         53         47         15          6         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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    31,572
Positions
     8,068          0          0     10,069          0        621      2,876      8,810        140      1,594      6,339          0      8,204     15,662
 
Changes from:       August 28, 2012                                  Total Change is:       443
       -75       -267          0        287       -408         38       -831         10        140         85          0          0        799        930
 
Percent of Open Interest Represented by Each Category of Trader
      25.6        0.0        0.0       31.9        0.0        2.0        9.1       27.9        0.4        5.0       20.1        0.0       26.0       49.6
 
Number of Traders in Each Category                                    Total Traders:        30
         5          0          0         13          0          .          4          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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    56,865
Positions
    25,431      9,909      1,992      6,396      2,430        666     10,710      4,775      1,438      4,413      3,656          0      5,819     31,999
 
Changes from:       August 28, 2012                                  Total Change is:     7,574
     4,083      2,224       -461        291         90       -166      1,257      1,895        209      1,535        132          0        826      3,651
 
Percent of Open Interest Represented by Each Category of Trader
      44.7       17.4        3.5       11.2        4.3        1.2       18.8        8.4        2.5        7.8        6.4        0.0       10.2       56.3
 
Number of Traders in Each Category                                    Total Traders:        59
        17         10          5          7          .          .         10          8          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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    66,808
Positions
     5,149     15,707        727     40,516     28,560      7,056      7,904     12,508        163        202          0          0      5,091      2,087
 
Changes from:       August 28, 2012                                  Total Change is:      -151
     1,445       -245          0     -3,605      3,257       -396      1,884     -2,414        -15          0          0          0        536       -338
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       23.5        1.1       60.6       42.7       10.6       11.8       18.7        0.2        0.3        0.0        0.0        7.6        3.1
 
Number of Traders in Each Category                                    Total Traders:        72
         5          6          .         25         22          9          9          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   119,497
Positions
    13,351     56,775        701     64,493     13,572      4,961     14,208     31,037      2,494      4,990        795        261     14,038      8,901
 
Changes from:       August 28, 2012                                  Total Change is:    -1,403
     4,452     -5,767     -1,057     -3,521     -1,546        286     -4,346        499      1,407        703          0        261        412      4,514
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       47.5        0.6       54.0       11.4        4.2       11.9       26.0        2.1        4.2        0.7        0.2       11.7        7.4
 
Number of Traders in Each Category                                    Total Traders:       104
        12         12          4         25         16         11         18         11          6          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   695,300
Positions
     8,557    108,623     43,019    227,024    120,612     67,727     69,151     65,683     87,933     22,210     39,574      3,285    166,395    158,846
 
Changes from:       August 28, 2012                                  Total Change is:    -7,098
    -5,374      7,174     -8,554    -10,251       -478     -4,386     19,323    -15,259     23,502     -2,326      5,722    -11,304     -7,728     -3,514
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       15.6        6.2       32.7       17.3        9.7        9.9        9.4       12.6        3.2        5.7        0.5       23.9       22.8
 
Number of Traders in Each Category                                    Total Traders:       141
         5         14         13         37         22         32         24         26         35          6          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   383,649
Positions
         0    133,806     13,228    252,199     12,170     33,485          0    103,260      8,050      9,505     20,858          0     67,182     58,793
 
Changes from:       August 28, 2012                                  Total Change is:    -1,361
         0      2,242      2,572     12,208     -4,128     -3,363         -4      9,933        211      1,166      4,266     -4,551     -9,600     -8,543
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       34.9        3.4       65.7        3.2        8.7        0.0       26.9        2.1        2.5        5.4        0.0       17.5       15.3
 
Number of Traders in Each Category                                    Total Traders:        67
         0         12          5         30          7         20          0         12          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 1,118,317
Positions
    68,862    137,107     65,337    202,581     93,357     63,470    304,475    507,810    138,820    125,259     23,777     14,201    135,313     74,438
 
Changes from:       August 28, 2012                                  Total Change is:    56,184
    -3,101     -5,292       -454      2,604     -7,841      3,082     13,830     55,954     36,021      8,571     -1,509     -3,414       -955    -20,364
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       12.3        5.8       18.1        8.3        5.7       27.2       45.4       12.4       11.2        2.1        1.3       12.1        6.7
 
Number of Traders in Each Category                                    Total Traders:       215
        15         25         17         42         23         31         43         33         32         20         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,908,213
Positions
   116,190    122,046    136,932    385,223    662,101    222,623    358,171    126,208    229,646    104,682     79,550     27,244    327,503    301,863
 
Changes from:       August 28, 2012                                  Total Change is:    35,727
   -22,877     26,876    -10,852    -31,032     13,638     23,282     76,269     -1,874     21,018      1,275        -47     -2,546    -18,810    -33,770
 
Percent of Open Interest Represented by Each Category of Trader
       6.1        6.4        7.2       20.2       34.7       11.7       18.8        6.6       12.0        5.5        4.2        1.4       17.2       15.8
 
Number of Traders in Each Category                                    Total Traders:       248
        20         29         41         17         63         48         53         39         65         12         15         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 1,369,987
Positions
   188,662    133,703     45,489    274,526    528,706     89,316    312,730    163,050     86,571    105,874     59,736      9,718    257,101    253,698
 
Changes from:       August 28, 2012                                  Total Change is:    -7,530
   -24,494      4,005    -11,497     22,702    -21,888    -16,989    -10,882     39,171     12,317     26,154     -6,356     -4,727       -115     -1,566
 
Percent of Open Interest Represented by Each Category of Trader
      13.8        9.8        3.3       20.0       38.6        6.5       22.8       11.9        6.3        7.7        4.4        0.7       18.8       18.5
 
Number of Traders in Each Category                                    Total Traders:       187
        11         24         18         26         39         33         32         31         35         10         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   437,878
Positions
   177,628    139,791    134,852        119      2,015      3,199     19,031     38,371     66,336      1,082      7,636     11,176     24,455     34,502
 
Changes from:       August 28, 2012                                  Total Change is:   -74,558
   -37,283    -58,108     -5,847        119        600       -719    -15,617      1,149     -5,959     -3,463     -3,349       -521     -5,269     -1,805
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       31.9       30.8        0.0        0.5        0.7        4.3        8.8       15.1        0.2        1.7        2.6        5.6        7.9
 
Number of Traders in Each Category                                    Total Traders:        84
        24         22         35          .          .          .         12         17         25          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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    25,762
Positions
    15,565      7,837      4,166          0      1,713          0      4,036     10,208      1,342         62          0        262        329        234
 
Changes from:       August 28, 2012                                  Total Change is:       485
     3,084        473     -2,857          0          0          0        269      2,949        -87         62          0        -90        104         97
 
Percent of Open Interest Represented by Each Category of Trader
      60.4       30.4       16.2        0.0        6.6        0.0       15.7       39.6        5.2        0.2        0.0        1.0        1.3        0.9
 
Number of Traders in Each Category                                    Total Traders:        30
         9          4          8          0          .          0          8          6          5          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 is12,650,645
Positions
 1,174,443  2,891,808  3,023,563    576,500    104,733    237,186  1,541,863    295,491  4,118,339    220,263    163,305    848,286    910,201    967,933
 
Changes from:       August 28, 2012                                  Total Change is:   631,940
  -166,081    106,475    177,030     53,567       -886     12,151    158,785     25,303    276,508     58,595      1,085     60,388        996    -26,112
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       22.9       23.9        4.6        0.8        1.9       12.2        2.3       32.6        1.7        1.3        6.7        7.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       267
        27         57         82         10         13         19         64         55         96         18         15         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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    11,736
Positions
     8,687        346          0        571        777          6        878     10,293         33      1,315        215          0        246         66
 
Changes from:       August 28, 2012                                  Total Change is:     1,117
     1,108        127          0          8          0          0          8        964         26        -23          0          0        -10          0
 
Percent of Open Interest Represented by Each Category of Trader
      74.0        2.9        0.0        4.9        6.6        0.1        7.5       87.7        0.3       11.2        1.8        0.0        2.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          5         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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    14,645
Positions
    11,661      8,035          0      1,014        695         38      1,415      5,429        323          0        101          0        194         24
 
Changes from:       August 28, 2012                                  Total Change is:       121
      -113        125          0         96          0          0        -35       -210        222          0        101          0        -49       -117
 
Percent of Open Interest Represented by Each Category of Trader
      79.6       54.9        0.0        6.9        4.7        0.3        9.7       37.1        2.2        0.0        0.7        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        30
         4          6          0          .          4          .          .         11          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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    65,796
Positions
    13,963     36,677      1,594      1,749        209        123     35,782     20,579      1,842      5,560      1,604        142      5,041      3,026
 
Changes from:       August 28, 2012                                  Total Change is:       158
       142       -528         53       -518         89        -74        402     -1,249        166       -696        513        123        560      1,065
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       55.7        2.4        2.7        0.3        0.2       54.4       31.3        2.8        8.5        2.4        0.2        7.7        4.6
 
Number of Traders in Each Category                                    Total Traders:       101
         4          .          .          7          .          .         35         21          5         19         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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   367,377
Positions
   140,237     27,766     40,126     42,529     11,377      8,354     20,619    141,433     45,446      4,444     27,429     39,266     26,356     26,180
 
Changes from:       August 28, 2012                                  Total Change is:     7,442
      -971       -726      2,396     -2,057       -132        -57       -712        824      2,565        589     -1,260      2,951      2,738        881
 
Percent of Open Interest Represented by Each Category of Trader
      38.2        7.6       10.9       11.6        3.1        2.3        5.6       38.5       12.4        1.2        7.5       10.7        7.2        7.1
 
Number of Traders in Each Category                                    Total Traders:       157
        19         13         25          6         12          9         17         51         47          8         19         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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     8,614
Positions
     3,006        963          0      2,737        410         71      1,772      6,252        883          0         30          0        145          5
 
Changes from:       August 28, 2012                                  Total Change is:       182
       132         61          0         50         44          0          0         77          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       11.2        0.0       31.8        4.8        0.8       20.6       72.6       10.3        0.0        0.3        0.0        1.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated September 4, 2012