`Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   184,183
Positions
    22,641     73,242      6,790     21,406     33,604        828     73,677     30,789     10,240      8,060      4,804      2,649     37,892     21,237
 
Changes from:       October 30, 2012                                 Total Change is:    -1,574
     8,370     -4,278        991       -801        -26       -178     -4,668     -1,052       -508     -1,306        942        336     -3,810      2,199
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       39.8        3.7       11.6       18.2        0.4       40.0       16.7        5.6        4.4        2.6        1.4       20.6       11.5
 
Number of Traders in Each Category                                    Total Traders:        90
         7         10          6          8          4          4         31         12         18         11          7          9
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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    41,474
Positions
     7,036     11,110         41      2,529      2,535        161     14,033     11,562        220      5,027          0          0     12,427     15,845
 
Changes from:       October 30, 2012                                 Total Change is:     2,700
     1,465     -4,710        -20        -32          2          4      4,724      3,410         63        471          0          0     -3,974      3,952
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       26.8        0.1        6.1        6.1        0.4       33.8       27.9        0.5       12.1        0.0        0.0       30.0       38.2
 
Number of Traders in Each Category                                    Total Traders:        41
         4          7          .          .          4          .          8         11          .          4          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   176,257
Positions
     8,834     43,686      3,064      9,978     33,440     11,010     95,221     33,446      7,501      2,238     17,888      2,476     35,934     23,746
 
Changes from:       October 30, 2012                                 Total Change is:     1,550
       275     -4,236        148        118       -214       -189       -519      4,375      1,363      1,063     -1,213        456     -1,165      1,059
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       24.8        1.7        5.7       19.0        6.2       54.0       19.0        4.3        1.3       10.1        1.4       20.4       13.5
 
Number of Traders in Each Category                                    Total Traders:        99
         4         14          6          6         15          6         29         20         14          4          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   182,472
Positions
    47,451     18,796      4,700     55,916      6,755      1,717     45,232     63,854     10,624      1,643     14,935      1,908     13,279     59,181
 
Changes from:       October 30, 2012                                 Total Change is:    17,978
    12,202        234        436     -2,098          3        609      4,230      9,892      2,255      1,014        184         43       -712      4,322
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       10.3        2.6       30.6        3.7        0.9       24.8       35.0        5.8        0.9        8.2        1.0        7.3       32.4
 
Number of Traders in Each Category                                    Total Traders:       113
        10         13          6          8          5          4         19         44         19          6          8          6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   275,317
Positions
    73,197     16,933     10,925     51,354     42,381      5,476     27,702     90,832     27,309     32,021     13,036      5,205     42,127     63,219
 
Changes from:       October 30, 2012                                 Total Change is:    10,529
     4,238     -7,184        -45     -1,239      2,508        546      4,662      9,192      3,378      1,200      1,938        896     -3,108       -701
 
Percent of Open Interest Represented by Each Category of Trader
      26.6        6.2        4.0       18.7       15.4        2.0       10.1       33.0        9.9       11.6        4.7        1.9       15.3       23.0
 
Number of Traders in Each Category                                    Total Traders:       211
        26         12         15         18         25         19         27         53         36         24         26         21
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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   191,585
Positions
    34,511     51,944      5,132      3,506     43,465      1,369     95,443     54,390      6,761      4,887      2,361      1,657     38,318     24,506
 
Changes from:       October 30, 2012                                 Total Change is:     2,702
    -8,684      6,718       -191        490       -103       -183      7,329     -2,615        -34       -288         87         10      4,253       -988
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       27.1        2.7        1.8       22.7        0.7       49.8       28.4        3.5        2.6        1.2        0.9       20.0       12.8
 
Number of Traders in Each Category                                    Total Traders:       112
         9         13          7          4         11          5         37         23         17          5         10          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    84,904
Positions
    49,243     58,434     18,161      3,756          0          0      3,058        173      4,930      2,470          0      2,861        425        345
 
Changes from:       October 30, 2012                                 Total Change is:      -348
       971       -125          0        -68          0          0     -1,168       -269        129          0          0          0       -212        -83
 
Percent of Open Interest Represented by Each Category of Trader
      58.0       68.8       21.4        4.4        0.0        0.0        3.6        0.2        5.8        2.9        0.0        3.4        0.5        0.4
 
Number of Traders in Each Category                                    Total Traders:        23
         6         11         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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   189,659
Positions
    31,451     97,078        657     23,366        624      3,115    114,902     74,697        973      5,648      9,331        300      9,247      2,884
 
Changes from:       October 30, 2012                                 Total Change is:   -12,797
      -652     -5,631        194     -7,070        327      2,600     -8,734    -10,308        -81       -173        -14        198        921        -82
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       51.2        0.3       12.3        0.3        1.6       60.6       39.4        0.5        3.0        4.9        0.2        4.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       131
         5         10          .         12          .          .         66         14          7         14          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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    32,590
Positions
    16,036     14,222        210        498          0          0      3,392      1,240          0     10,527     15,567      1,039        888        312
 
Changes from:       October 30, 2012                                 Total Change is:     3,887
       -73      5,041       -451        -57          0          0        345        471       -384      5,197          0       -712         22        -78
 
Percent of Open Interest Represented by Each Category of Trader
      49.2       43.6        0.6        1.5        0.0        0.0       10.4        3.8        0.0       32.3       47.8        3.2        2.7        1.0
 
Number of Traders in Each Category                                    Total Traders:        24
         5          6          .          .          0          0          6          .          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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    35,326
Positions
     1,542     25,174        229        835        252          0     27,051      5,566        224        289      1,942          0      5,156      1,939
 
Changes from:       October 30, 2012                                 Total Change is:     4,303
        27      3,111         25         99          0          0      3,518      1,116         -2        116        247       -161        681        -33
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       71.3        0.6        2.4        0.7        0.0       76.6       15.8        0.6        0.8        5.5        0.0       14.6        5.5
 
Number of Traders in Each Category                                    Total Traders:        59
         .          9          .          4          .          0         26         10          .          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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    52,350
Positions
    14,105     35,616        337      4,603        563        476     19,501      7,332      2,905      2,259        299        380      7,786      4,445
 
Changes from:       October 30, 2012                                 Total Change is:    -2,651
      -578     -1,779          8        252       -244        216     -2,642     -2,366      1,315       -261          0        -54       -907        253
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       68.0        0.6        8.8        1.1        0.9       37.3       14.0        5.5        4.3        0.6        0.7       14.9        8.5
 
Number of Traders in Each Category                                    Total Traders:        92
        18         15          .          5          4          .         27         15         14          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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   104,701
Positions
    28,209     71,232        674      9,206      1,125        951     39,002     14,663      5,810      4,518        597        759     15,572      8,890
 
Changes from:       October 30, 2012                                 Total Change is:    -5,302
    -1,155     -3,557         16        504       -488        432     -5,284     -4,733      2,629       -522          0       -108     -1,814        506
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       68.0        0.6        8.8        1.1        0.9       37.3       14.0        5.5        4.3        0.6        0.7       14.9        8.5
 
Number of Traders in Each Category                                    Total Traders:        92
        18         15          .          5          4          .         27         15         14          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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   947,767
Positions
    57,764    235,104     32,798    380,635    156,038     59,852    104,164    170,766    133,384     36,450     43,543     20,368    122,351     95,913
 
Changes from:       October 30, 2012                                 Total Change is:       454
       107     -3,950      2,605    -18,451     -6,294      4,150      3,384     -5,580      5,974      5,356       -739     -1,344     -1,327      5,632
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       24.8        3.5       40.2       16.5        6.3       11.0       18.0       14.1        3.8        4.6        2.1       12.9       10.1
 
Number of Traders in Each Category                                    Total Traders:       597
        41         43         39        125         57         70        112        108        114         52         58         51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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   271,778
Positions
    23,389     81,482      6,748     92,190     29,773      9,466     12,623     26,194     45,393      9,863     18,015      7,531     64,574     47,175
 
Changes from:       October 30, 2012                                 Total Change is:      -843
     2,086     -4,845        273     -1,369       -196      1,264       -883      1,368     -2,516      3,645        123     -1,082     -2,260      4,769
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       30.0        2.5       33.9       11.0        3.5        4.6        9.6       16.7        3.6        6.6        2.8       23.8       17.4
 
Number of Traders in Each Category                                    Total Traders:       117
        11         13          7         27          9         11         20         22         37          7          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 3,379,945
Positions
   216,351    812,589     85,770  1,468,314    657,409    225,846    508,246    773,403    389,410    132,937    127,642     64,182    288,888    243,695
 
Changes from:       October 30, 2012                                 Total Change is:     6,485
   -16,859     -2,494     18,631    -84,190    -29,266     13,210     23,222    -32,852     40,563      8,554     -4,311     -1,308      4,662      4,312
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       24.0        2.5       43.4       19.5        6.7       15.0       22.9       11.5        3.9        3.8        1.9        8.5        7.2
 
Number of Traders in Each Category                                    Total Traders:       552
        41         39         37        111         52         63        109        101        102         46         53         44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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   116,271
Positions
     7,059     34,949         17     63,825     61,671      1,751     29,263     11,422      1,228        690      2,181          0     12,438      3,052
 
Changes from:       October 30, 2012                                 Total Change is:     2,329
       818     -1,035        -27       -446        191         29      2,570      3,679     -1,031        300        -10          0        117        533
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       30.1        0.0       54.9       53.0        1.5       25.2        9.8        1.1        0.6        1.9        0.0       10.7        2.6
 
Number of Traders in Each Category                                    Total Traders:       103
         9         12          .         40         13         12         18          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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    74,253
Positions
    10,209     45,438        817     30,893      9,804        957     21,804      8,732      1,615      1,354      3,031        798      5,806      3,059
 
Changes from:       October 30, 2012                                 Total Change is:    -1,891
     2,004     -1,925        131       -154      2,053     -1,557     -1,387       -941        -11       -212         92         73       -778        194
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       61.2        1.1       41.6       13.2        1.3       29.4       11.8        2.2        1.8        4.1        1.1        7.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       210
        18         22          5         32         23          9         50         36         17         15         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   371,265
Positions
    51,043    227,192      4,086    154,464     49,022      4,786    109,020     43,660      8,077      6,771     15,157      3,989     29,029     15,295
 
Changes from:       October 30, 2012                                 Total Change is:    -9,454
    10,018     -9,625        653       -770     10,266     -7,784     -6,934     -4,707        -56     -1,058        461        366     -3,890        971
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       61.2        1.1       41.6       13.2        1.3       29.4       11.8        2.2        1.8        4.1        1.1        7.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       210
        18         22          5         32         23          9         50         36         17         15         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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   368,068
Positions
   103,664     34,953      8,590    147,975    198,191     19,831     60,219     80,557      3,207      2,479     10,639        462     21,641     11,639
 
Changes from:       October 30, 2012                                 Total Change is:    -3,399
    -8,831     -3,015      1,783     -2,229     -3,975      3,611      3,958      1,885     -2,966       -124       -475         66      1,334       -313
 
Percent of Open Interest Represented by Each Category of Trader
      28.2        9.5        2.3       40.2       53.8        5.4       16.4       21.9        0.9        0.7        2.9        0.1        5.9        3.2
 
Number of Traders in Each Category                                    Total Traders:       236
        19         12          6         49         40         23         45         50         12          6         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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    31,730
Positions
     7,409      4,949          1     10,682        270          0      5,652      6,906          0      1,901      3,576          0      6,085     16,028
 
Changes from:       October 30, 2012                                 Total Change is:     1,659
      -129       -108          0      1,120        270        -71        179        360          0          0          0          0        560      1,208
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       15.6        0.0       33.7        0.9        0.0       17.8       21.8        0.0        6.0       11.3        0.0       19.2       50.5
 
Number of Traders in Each Category                                    Total Traders:        41
         6          6          .         13          .          0          6          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    32,596
Positions
     8,634     13,823      2,148      5,704      2,450        873      8,514      4,754        183      1,045      1,144          0      5,495      7,221
 
Changes from:       October 30, 2012                                 Total Change is:      -867
       327       -260      1,179        306         90         51       -633       -875         -6     -1,530         93          0       -561     -1,139
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       42.4        6.6       17.5        7.5        2.7       26.1       14.6        0.6        3.2        3.5        0.0       16.9       22.2
 
Number of Traders in Each Category                                    Total Traders:        55
        14         11          6          6          .          .         12          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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    63,451
Positions
     2,170      9,448        670     41,061     33,146      6,838      7,548     10,723        106        218          0          0      4,840      2,520
 
Changes from:       October 30, 2012                                 Total Change is:    -1,088
       350         -8        -89     -1,499       -213        338       -752     -1,417          0         -3          0          0        567        301
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       14.9        1.1       64.7       52.2       10.8       11.9       16.9        0.2        0.3        0.0        0.0        7.6        4.0
 
Number of Traders in Each Category                                    Total Traders:        69
         5          .          .         25         22          9          8          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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   116,743
Positions
    12,368     55,051      3,157     61,673     19,782      5,459     15,273     25,744        350      5,768      2,075      1,064     11,631      4,061
 
Changes from:       October 30, 2012                                 Total Change is:     2,841
    -2,031       -444      2,401      1,393       -600         95      1,175      1,811       -347       -135        -18         75        215       -132
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       47.2        2.7       52.8       16.9        4.7       13.1       22.1        0.3        4.9        1.8        0.9       10.0        3.5
 
Number of Traders in Each Category                                    Total Traders:       128
        15         16          5         34         13         13         27          9          5         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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   652,562
Positions
    15,426     75,816     30,806    255,844    140,643     75,287     43,313     79,661     53,245     22,045     33,963      7,276    149,319    155,865
 
Changes from:       October 30, 2012                                 Total Change is:    18,020
     3,656      3,867      8,202     11,293       -977     -8,917      3,672     12,546      2,803      1,573       -662      1,103     -5,365         56
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       11.6        4.7       39.2       21.6       11.5        6.6       12.2        8.2        3.4        5.2        1.1       22.9       23.9
 
Number of Traders in Each Category                                    Total Traders:       168
        10         18         22         39         28         39         25         30         41         10          8         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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   346,406
Positions
         0    128,868        640    216,010     25,155     39,984          0     74,687      1,955     18,194     22,345          0     69,623     52,772
 
Changes from:       October 30, 2012                                 Total Change is:    -7,740
         0      1,664        553     -6,385     -2,290     -5,221          0     -2,088      1,693      2,904       -198     -1,909        624         56
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.2        0.2       62.4        7.3       11.5        0.0       21.6        0.6        5.3        6.5        0.0       20.1       15.2
 
Number of Traders in Each Category                                    Total Traders:        61
         0         12          4         27          8         18          0          7          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 1,081,345
Positions
    85,731     86,196     68,000    202,107    124,820     65,999    280,283    475,429    118,081    121,285     30,771     16,201    123,658     95,847
 
Changes from:       October 30, 2012                                 Total Change is:    25,336
   -17,949     10,345    -10,618      7,007    -23,898       -294     15,740     40,191     17,721      8,401     -4,111       -338      5,665     -3,662
 
Percent of Open Interest Represented by Each Category of Trader
       7.9        8.0        6.3       18.7       11.5        6.1       25.9       44.0       10.9       11.2        2.8        1.5       11.4        8.9
 
Number of Traders in Each Category                                    Total Traders:       221
        16         20         16         45         24         31         40         42         39         20         14          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 2,117,251
Positions
   149,246    131,311    165,833    425,219    717,227    188,986    479,509    138,024    253,814    120,796    126,764     47,369    286,478    347,922
 
Changes from:       October 30, 2012                                 Total Change is:    49,449
    -9,491      2,060     20,976     -9,548    -53,815      6,037     -5,439     13,590     46,112     -4,534     -1,507      6,706     -1,373      9,290
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        6.2        7.8       20.1       33.9        8.9       22.6        6.5       12.0        5.7        6.0        2.2       13.5       16.4
 
Number of Traders in Each Category                                    Total Traders:       288
        23         31         46         27         59         53         61         47         72         15         25         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 1,566,439
Positions
   236,724    124,003     84,654    213,876    523,327    132,591    345,995    195,811    140,335    167,558     73,892     15,618    229,088    276,207
 
Changes from:       October 30, 2012                                 Total Change is:    41,560
    28,132     24,535      8,082    -33,092    -64,671     17,103     -7,560     19,946     20,609     19,525      3,692     -1,246     -9,992     13,510
 
Percent of Open Interest Represented by Each Category of Trader
      15.1        7.9        5.4       13.7       33.4        8.5       22.1       12.5        9.0       10.7        4.7        1.0       14.6       17.6
 
Number of Traders in Each Category                                    Total Traders:       206
        14         28         24         28         38         37         32         41         42         10         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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   373,011
Positions
   158,053    125,410    104,820          9      2,015      3,410     25,416     35,401     49,268        563      8,544     10,044     21,429     34,100
 
Changes from:       October 30, 2012                                 Total Change is:   -61,321
   -22,657    -44,023    -16,214          0          0        481    -16,016      2,149     -4,266     -3,227       -211       -214        792        975
 
Percent of Open Interest Represented by Each Category of Trader
      42.4       33.6       28.1        0.0        0.5        0.9        6.8        9.5       13.2        0.2        2.3        2.7        5.7        9.1
 
Number of Traders in Each Category                                    Total Traders:        73
        18         20         30          .          .          .         13         10         21          .          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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    37,550
Positions
    24,697     15,164      3,446        500        464          0      4,309     13,542      3,077          0         21        387      1,134      1,449
 
Changes from:       October 30, 2012                                 Total Change is:    -4,360
    -1,079     -2,806     -2,812          0        214          0     -1,043        362         14        -16         21         90        486        557
 
Percent of Open Interest Represented by Each Category of Trader
      65.8       40.4        9.2        1.3        1.2        0.0       11.5       36.1        8.2        0.0        0.1        1.0        3.0        3.9
 
Number of Traders in Each Category                                    Total Traders:        43
        11          7         11          .          .          0          7         13          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 is12,258,861
Positions
 1,299,180  2,909,209  2,785,416    860,392    285,503    192,983  1,522,072    282,470  3,892,620     91,414    214,271    651,222    963,561  1,045,165
 
Changes from:       October 30, 2012                                 Total Change is:   207,876
   -93,082     84,218     41,997     24,951   -108,721      1,787    104,371        424    128,334    -31,265     61,817    -10,123     40,905      8,143
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       23.7       22.7        7.0        2.3        1.6       12.4        2.3       31.8        0.7        1.7        5.3        7.9        8.5
 
Number of Traders in Each Category                                    Total Traders:       256
        31         51         80          8         11         16         63         48         95         12         19         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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    11,529
Positions
     9,524        563          0        563        885          0        968      9,800          1        254        240          0        219         40
 
Changes from:       October 30, 2012                                 Total Change is:      -471
       422        290          0         20         32          0       -952       -814          0          0         25          0         39         -4
 
Percent of Open Interest Represented by Each Category of Trader
      82.6        4.9        0.0        4.9        7.7        0.0        8.4       85.0        0.0        2.2        2.1        0.0        1.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        32
         4          4          0          .          4          0          6          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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    14,020
Positions
    11,492      6,804          0        961        867         42      1,286      6,128          0          0        125          0        239         54
 
Changes from:       October 30, 2012                                 Total Change is:        51
       156       -435          0        108          1          0       -164        452          0          0         34          0        -49         -1
 
Percent of Open Interest Represented by Each Category of Trader
      82.0       48.5        0.0        6.9        6.2        0.3        9.2       43.7        0.0        0.0        0.9        0.0        1.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          0          .          4          .          4         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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    37,968
Positions
    10,194      6,178      1,334      2,046      4,248        186      9,414     20,868      1,940     10,675        526          4      2,176      2,684
 
Changes from:       October 30, 2012                                 Total Change is:    -4,062
      -143        120         40        139     -1,047        -16     -5,521     -2,843        344      2,922       -219        -63     -1,763       -378
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       16.3        3.5        5.4       11.2        0.5       24.8       55.0        5.1       28.1        1.4        0.0        5.7        7.1
 
Number of Traders in Each Category                                    Total Traders:        99
         .          .          .          8          4          .         26         24          7         27          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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   384,223
Positions
   124,336     32,065     44,152     35,598     18,730     10,116     28,378    130,573     49,845      4,011     10,460     60,828     26,959     27,454
 
Changes from:       October 30, 2012                                 Total Change is:    22,735
     7,013      6,645     -2,172      3,798      5,359     -1,215     -1,015        431      6,321       -678     -1,886      1,851      8,832      7,401
 
Percent of Open Interest Represented by Each Category of Trader
      32.4        8.3       11.5        9.3        4.9        2.6        7.4       34.0       13.0        1.0        2.7       15.8        7.0        7.1
 
Number of Traders in Each Category                                    Total Traders:       156
        21         12         23          7         14          8         29         39         44         14         13         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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     7,150
Positions
       454      3,880          0      3,542        453        101      1,842      1,775        893        192         30          0        126         18
 
Changes from:       October 30, 2012                                 Total Change is:       394
       126        450          0        501        -64        -37       -165         31          0          0          0          0        -31         14
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       54.3        0.0       49.5        6.3        1.4       25.8       24.8       12.5        2.7        0.4        0.0        1.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        20
         4          .          0          4          .          .          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated November 9, 2012