`Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   310,876
Positions
     8,429     78,778     74,090     22,110     33,458      2,080    117,485     56,770     25,532      9,440     14,163      2,097     49,611     23,907
 
Changes from:       September 11, 2012                               Total Change is:    43,505
     3,444      3,111     36,082         11        269       -561     12,213      9,325     -5,311         60      2,188       -923     -1,509       -676
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       25.3       23.8        7.1       10.8        0.7       37.8       18.3        8.2        3.0        4.6        0.7       16.0        7.7
 
Number of Traders in Each Category                                    Total Traders:       110
         4         14         14          9          5          5         39         18         19         12          9          9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    39,654
Positions
     6,309      9,606        106      2,098      1,657        176     11,958     15,304          0      3,490          0         42     15,475     12,763
 
Changes from:       September 11, 2012                               Total Change is:   -19,177
   -14,149     -6,817       -821         -9         55          3     -5,770     -5,164     -2,060      2,399     -3,204         42      1,187     -1,211
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       24.2        0.3        5.3        4.2        0.4       30.2       38.6        0.0        8.8        0.0        0.1       39.0       32.2
 
Number of Traders in Each Category                                    Total Traders:        30
         .          5          .          .          .          .          4          9          0          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   161,898
Positions
     3,914     33,847      2,914     10,822     31,296     12,752     79,371     33,567      6,088      2,233     19,308      2,339     41,465     19,787
 
Changes from:       September 11, 2012                               Total Change is:   -26,831
    -3,315      2,007    -15,113        579     -2,100        856      9,188     -7,616     -5,489     -4,417     12,954     -9,669        548     -2,662
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       20.9        1.8        6.7       19.3        7.9       49.0       20.7        3.8        1.4       11.9        1.4       25.6       12.2
 
Number of Traders in Each Category                                    Total Traders:       105
         .         12          5          8         15          8         34         22         14          4          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   140,530
Positions
     1,585     42,689      3,286     63,173      6,893      1,397     38,973     28,313      5,733        813     15,658        922     24,648     35,639
 
Changes from:       September 11, 2012                               Total Change is:   -44,694
    -6,096    -22,312    -10,258     -1,300        496         60    -18,682     -2,426     -2,135        310     -3,882        277     -6,870     -4,514
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       30.4        2.3       45.0        4.9        1.0       27.7       20.1        4.1        0.6       11.1        0.7       17.5       25.4
 
Number of Traders in Each Category                                    Total Traders:        92
         .         16          5          9          6          5         25         24         17          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   286,380
Positions
    81,025      7,459     11,147     40,598     39,942      9,158     38,517    106,201     27,835     24,529     13,817      6,270     47,301     64,551
 
Changes from:       September 11, 2012                               Total Change is:   -87,541
    -8,376    -49,678     -8,220      6,592        434       -621    -33,549    -16,648    -10,175    -35,052      1,374      1,532        329     -5,539
 
Percent of Open Interest Represented by Each Category of Trader
      28.3        2.6        3.9       14.2       13.9        3.2       13.4       37.1        9.7        8.6        4.8        2.2       16.5       22.5
 
Number of Traders in Each Category                                    Total Traders:       196
        20         12         13         19         24         18         32         50         32         16         23         17
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   189,394
Positions
    18,381     52,878      3,889      3,496     43,979      1,486    116,887     50,460      7,852      1,249      3,394      2,506     33,647     22,948
 
Changes from:       September 11, 2012                               Total Change is:   -42,524
    -2,908    -11,959    -36,893        219       -697       -476         -3     17,148     -7,273        654     -1,360      1,279      2,878     -2,292
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       27.9        2.1        1.8       23.2        0.8       61.7       26.6        4.1        0.7        1.8        1.3       17.8       12.1
 
Number of Traders in Each Category                                    Total Traders:       106
         6         11          6          .         11          4         36         27         19          5          7          7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    90,222
Positions
    50,635     61,928     19,322      4,112          0          0      5,032        628      5,213      2,470          0      2,861        577        270
 
Changes from:       September 11, 2012                               Total Change is:    -7,128
    -1,079       -671     -4,598        -41          0          0       -791     -1,213       -527       -430          0          0        338       -119
 
Percent of Open Interest Represented by Each Category of Trader
      56.1       68.6       21.4        4.6        0.0        0.0        5.6        0.7        5.8        2.7        0.0        3.2        0.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        25
         6         13         12          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   214,921
Positions
    34,938     82,484          0     25,396        396      1,560    137,535    117,394        587      5,274      9,995        357      9,274      2,148
 
Changes from:       September 11, 2012                               Total Change is:   -94,323
    -8,547     -9,592    -22,662        148       -749          5     12,642     24,999    -77,605       -147     -8,804         26      1,817         59
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       38.4        0.0       11.8        0.2        0.7       64.0       54.6        0.3        2.5        4.7        0.2        4.3        1.0
 
Number of Traders in Each Category                                    Total Traders:       126
         7          8          0          8          .          .         67         14          .         14          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    16,541
Positions
    13,726      1,793         28        323          0          0      1,686      1,215          0        140     13,057          0        638        448
 
Changes from:       September 11, 2012                               Total Change is:       429
       525        358        -50        123         -8       -334        153       -386          0          0        830          0         12         19
 
Percent of Open Interest Represented by Each Category of Trader
      83.0       10.8        0.2        2.0        0.0        0.0       10.2        7.3        0.0        0.8       78.9        0.0        3.9        2.7
 
Number of Traders in Each Category                                    Total Traders:        21
         5          5          .          .          0          0          6          .          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    29,331
Positions
     1,390     20,340          0        414          0          0     21,576      5,395        129        647      1,315        442      4,733      1,710
 
Changes from:       September 11, 2012                               Total Change is:     2,179
    -3,169      4,088     -3,425        192          0          0      8,804      1,493       -906        350        985        267         66       -323
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       69.3        0.0        1.4        0.0        0.0       73.6       18.4        0.4        2.2        4.5        1.5       16.1        5.8
 
Number of Traders in Each Category                                    Total Traders:        50
         .          9          0          .          0          0         18         13          .          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    77,763
Positions
    14,369     42,478      8,681      4,373        247        369     31,900     12,594      2,953      3,645      1,539      1,778      9,696      7,124
 
Changes from:       September 11, 2012                               Total Change is:    13,269
      -116      2,593      6,171        807       -556        -93      3,443        742      1,397         -3        435      1,602         61        978
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       54.6       11.2        5.6        0.3        0.5       41.0       16.2        3.8        4.7        2.0        2.3       12.5        9.2
 
Number of Traders in Each Category                                    Total Traders:       105
        16         19         14          8          .          .         34         14         13          4          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   155,525
Positions
    28,738     84,957     17,361      8,746        494        738     63,799     25,188      5,907      7,289      3,077      3,555     19,391     14,248
 
Changes from:       September 11, 2012                               Total Change is:    26,538
      -232      5,187     12,342      1,614     -1,112       -186      6,887      1,484      2,793         -6        870      3,203        123      1,956
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       54.6       11.2        5.6        0.3        0.5       41.0       16.2        3.8        4.7        2.0        2.3       12.5        9.2
 
Number of Traders in Each Category                                    Total Traders:       105
        16         19         14          8          .          .         34         14         13          4          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 1,164,981
Positions
    53,523    185,299    136,428    379,315    156,143     68,635    106,011    210,405    204,959     28,416     49,020     31,275    156,418    122,816
 
Changes from:       September 11, 2012                               Total Change is:   135,077
    -2,207     41,092     65,194     17,401     -6,413        784      7,256    -12,382     46,875        282      2,812      2,903     -3,410     -5,787
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       15.9       11.7       32.6       13.4        5.9        9.1       18.1       17.6        2.4        4.2        2.7       13.4       10.5
 
Number of Traders in Each Category                                    Total Traders:       609
        32         55         57        117         57         73        110        127        125         57         53         49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   356,841
Positions
    28,952     80,585     26,236     92,350     32,555     12,205     22,233     35,475     80,157      1,798     18,116      9,391     83,520     62,121
 
Changes from:       September 11, 2012                               Total Change is:    42,026
    -2,571     19,730     21,299     -3,167     -1,945     -1,176      8,290        233     19,872        288      2,354     -4,320      3,511    -14,020
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       22.6        7.4       25.9        9.1        3.4        6.2        9.9       22.5        0.5        5.1        2.6       23.4       17.4
 
Number of Traders in Each Category                                    Total Traders:       118
        12         13         15         25          9         14         18         25         38          6          9         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 4,040,698
Positions
   270,205    670,917    403,614  1,486,254    669,371    230,717    539,729    995,487    503,176    156,160    177,587     86,351    364,493    303,477
 
Changes from:       September 11, 2012                               Total Change is:   465,253
   -52,855     52,133    274,149    100,171    -25,007     12,469     19,487    -38,417    110,359     -1,101      1,221     37,182    -34,608     41,165
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       16.6       10.0       36.8       16.6        5.7       13.4       24.6       12.5        3.9        4.4        2.1        9.0        7.5
 
Number of Traders in Each Category                                    Total Traders:       572
        35         51         50        102         53         64        111        120        116         52         48         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   148,077
Positions
    15,468     41,977     23,368     61,899     57,190      1,583     31,185     15,660        562        390      2,770          0     13,621      4,966
 
Changes from:       September 11, 2012                               Total Change is:    23,928
      -648      4,349     21,261      1,818     -2,428     -1,257        849        445        321          0        -15          0      1,584      1,252
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       28.3       15.8       41.8       38.6        1.1       21.1       10.6        0.4        0.3        1.9        0.0        9.2        3.4
 
Number of Traders in Each Category                                    Total Traders:       105
         8         10          7         40         12         11         22         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   149,282
Positions
     6,115     65,738     40,665     39,016      7,346      2,339     34,075     10,842      7,939      2,464      3,238      1,590     15,078      9,585
 
Changes from:       September 11, 2012                               Total Change is:    31,280
       374     -4,420     27,997        460       -970      1,636     -3,503      1,982      3,684        502       -187        610       -480        949
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       44.0       27.2       26.1        4.9        1.6       22.8        7.3        5.3        1.7        2.2        1.1       10.1        6.4
 
Number of Traders in Each Category                                    Total Traders:       249
        14         34         27         37         20         13         81         35         31         17          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    27,238
Positions
    14,635     16,919        600        300          0      1,700      2,115      5,690        333          0        923          0      7,555      1,073
 
Changes from:       September 11, 2012                               Total Change is:     4,481
     2,592       -103        500          0          0      1,700       -454      2,026        333          0          0          0       -190         25
 
Percent of Open Interest Represented by Each Category of Trader
      53.7       62.1        2.2        1.1        0.0        6.2        7.8       20.9        1.2        0.0        3.4        0.0       27.7        3.9
 
Number of Traders in Each Category                                    Total Traders:        23
         4         10          .          .          0          .          4          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   610,216
Positions
    22,280    308,975    135,445    193,581     36,729      3,193    171,777     37,735     26,055     12,321     11,574      7,952     37,611     42,558
 
Changes from:       September 11, 2012                               Total Change is:   133,999
       601     -9,897    125,797      2,301     -4,850       -320    -15,330       -307     16,838      2,510       -933      3,052     -1,449      4,620
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       50.6       22.2       31.7        6.0        0.5       28.2        6.2        4.3        2.0        1.9        1.3        6.2        7.0
 
Number of Traders in Each Category                                    Total Traders:       249
        15         33         24         37         20         12         82         35         28         17          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   444,635
Positions
   138,283     49,949     25,482    148,462    200,687     18,756     73,270     95,761      8,606      2,556     22,200      2,204     27,017     20,991
 
Changes from:       September 11, 2012                               Total Change is:     6,580
   -14,956      7,212      7,980      8,499    -13,912     -5,304     -2,017      2,060      5,214         64       -634      1,914      5,186      2,050
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       11.2        5.7       33.4       45.1        4.2       16.5       21.5        1.9        0.6        5.0        0.5        6.1        4.7
 
Number of Traders in Each Category                                    Total Traders:       263
        19         16         13         57         37         25         55         54         24          6         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    21,611
Positions
       826      2,750          1      9,582        131        229      3,025      4,295          0      1,782      3,149          0      6,166     11,056
 
Changes from:       September 11, 2012                               Total Change is:   -14,093
    -6,794      2,400     -2,728        -36       -389       -172     -1,456     -2,809       -320        344     -3,218         -4     -2,927     -6,853
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       12.7        0.0       44.3        0.6        1.1       14.0       19.9        0.0        8.2       14.6        0.0       28.5       51.2
 
Number of Traders in Each Category                                    Total Traders:        27
         .          .          .         10          .          .          6          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    28,140
Positions
     5,091     10,056      2,118      6,434      2,275        886      6,551      3,908        126      1,334          0          0      5,600      8,771
 
Changes from:       September 11, 2012                               Total Change is:   -45,173
   -24,585      1,448     -3,432       -893        -98       -246     -5,470     -1,079     -4,413     -2,686     -4,084     -2,055     -1,393    -31,214
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       35.7        7.5       22.9        8.1        3.1       23.3       13.9        0.4        4.7        0.0        0.0       19.9       31.2
 
Number of Traders in Each Category                                    Total Traders:        45
        10         11          5          7          .          .          8          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    70,098
Positions
     5,596     14,815      3,712     38,293     29,240      6,172      9,623     11,560        726          0          0          0      5,976      3,873
 
Changes from:       September 11, 2012                               Total Change is:     1,734
     1,104       -301        715     -1,266      1,767       -842      2,513       -732       -961          0          0          0        471      2,088
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       21.1        5.3       54.6       41.7        8.8       13.7       16.5        1.0        0.0        0.0        0.0        8.5        5.5
 
Number of Traders in Each Category                                    Total Traders:        70
         6          5          4         23         22          9         10          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   141,381
Positions
    16,884     60,325     14,915     58,496     19,177      4,451     16,129     26,325      1,597      5,999          0        248     22,662     14,343
 
Changes from:       September 11, 2012                               Total Change is:     7,661
     4,782      4,249      4,786     -2,837      5,148       -425      1,576     -5,697     -3,551       -205          0          5      3,530      3,146
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       42.7       10.5       41.4       13.6        3.1       11.4       18.6        1.1        4.2        0.0        0.2       16.0       10.1
 
Number of Traders in Each Category                                    Total Traders:       109
        12         14         11         24         17         11         26          7          4          9          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   678,750
Positions
    15,846     84,192     26,260    208,794     99,809     93,164     50,479     71,000     96,230     22,103     34,085      6,005    159,868    168,004
 
Changes from:       September 11, 2012                               Total Change is:    18,078
     9,301    -22,523        120     -5,244    -10,782     10,573    -16,030     -6,870     25,721       -774      1,726      3,163     -8,752     16,949
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       12.4        3.9       30.8       14.7       13.7        7.4       10.5       14.2        3.3        5.0        0.9       23.6       24.8
 
Number of Traders in Each Category                                    Total Traders:       153
         6         14         14         39         24         39         26         31         42          6          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   361,877
Positions
         0    134,935      2,382    245,010     16,195     36,482          0     97,098        794      9,505     13,702          0     67,704     60,289
 
Changes from:       September 11, 2012                               Total Change is:   -17,054
         0     -4,565     -5,561     -4,681      5,128       -182          0     -3,914     -6,502          0     -3,158          0       -128      1,700
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.3        0.7       67.7        4.5       10.1        0.0       26.8        0.2        2.6        3.8        0.0       18.7       16.7
 
Number of Traders in Each Category                                    Total Traders:        64
         0         13          .         28          8         19          0          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 1,043,803
Positions
    52,232    127,516     53,147    195,903    142,307     66,053    328,650    440,123     98,085    109,600     27,394     12,423    127,710     76,756
 
Changes from:       September 11, 2012                               Total Change is:   -43,795
   -25,473     15,033    -14,326         85     34,949      7,658     30,620    -65,203    -22,479    -24,390      3,451       -283      4,792     -2,597
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       12.2        5.1       18.8       13.6        6.3       31.5       42.2        9.4       10.5        2.6        1.2       12.2        7.4
 
Number of Traders in Each Category                                    Total Traders:       213
        14         22         13         40         28         31         43         31         34         21         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 2,019,648
Positions
   222,180     92,497    153,673    391,790    765,753    206,876    349,599    118,070    267,982     91,895     79,456     26,160    309,494    309,181
 
Changes from:       September 11, 2012                               Total Change is:    74,588
    64,252    -18,876     21,531     18,946     40,096    -11,000    -34,737      6,052     25,400       -211      3,905      1,988    -11,582      5,490
 
Percent of Open Interest Represented by Each Category of Trader
      11.0        4.6        7.6       19.4       37.9       10.2       17.3        5.8       13.3        4.6        3.9        1.3       15.3       15.3
 
Number of Traders in Each Category                                    Total Traders:       267
        32         22         46         26         57         53         50         51         72         12         17         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 1,410,330
Positions
   174,783    129,346     48,443    275,711    596,065    111,422    360,523    146,247     66,849    100,356     59,582     11,559    260,686    240,818
 
Changes from:       September 11, 2012                               Total Change is:    42,265
   -23,021     -5,016      7,684     68,632     33,826      8,200     -9,243      7,884    -15,132    -13,599        378      1,103     17,643      3,339
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        9.2        3.4       19.5       42.3        7.9       25.6       10.4        4.7        7.1        4.2        0.8       18.5       17.1
 
Number of Traders in Each Category                                    Total Traders:       185
        16         20         19         25         39         37         41         21         33          8         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   453,132
Positions
   171,609    141,595    150,653          9      2,015      2,993     24,947     38,034     61,041      1,702      7,237     10,204     29,975     39,360
 
Changes from:       September 11, 2012                               Total Change is:     4,281
    -4,382     -1,032      9,282       -110          0       -190      2,977     -1,437     -4,676         20       -185       -415      1,776      2,934
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       31.2       33.2        0.0        0.4        0.7        5.5        8.4       13.5        0.4        1.6        2.3        6.6        8.7
 
Number of Traders in Each Category                                    Total Traders:        80
        23         21         33          .          .          .         13         14         23          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    37,020
Positions
    17,796     10,668     10,629          0        500          0      5,402     12,167      1,743         94          0        340      1,016        973
 
Changes from:       September 11, 2012                               Total Change is:     7,301
      -167      2,166      5,630          0     -1,198          0        453       -652        480          6          0         55        844        820
 
Percent of Open Interest Represented by Each Category of Trader
      48.1       28.8       28.7        0.0        1.4        0.0       14.6       32.9        4.7        0.3        0.0        0.9        2.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        34
        10          5         10          0          .          0          8          8          6          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,025,794
Positions
 1,107,589  2,821,421  2,491,360    733,072    263,057    158,616  1,556,093    275,984  3,332,378    198,607    142,501    580,833    867,245    959,644
 
Changes from:       September 11, 2012                               Total Change is:-1,862,160
     7,655    -96,958   -652,894    131,490    112,114    -76,973      2,891     -7,501   -905,116   -110,173    -16,488   -195,789    -63,251    -22,555
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       25.6       22.6        6.6        2.4        1.4       14.1        2.5       30.2        1.8        1.3        5.3        7.9        8.7
 
Number of Traders in Each Category                                    Total Traders:       252
        27         52         78         11          9         16         63         45         92         18         14         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    10,426
Positions
     7,709        212          0        560        798          6        697      9,084          5      1,278        255          0        171         66
 
Changes from:       September 11, 2012                               Total Change is:    -2,500
    -1,310        -36          0         -7         14          0       -127     -1,513       -990        -20         40          0        -46        -15
 
Percent of Open Interest Represented by Each Category of Trader
      73.9        2.0        0.0        5.4        7.7        0.1        6.7       87.1        0.0       12.3        2.4        0.0        1.6        0.6
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,415
Positions
    10,921      7,321          0      1,014        680         42      1,260      5,223          0          0        101          0        178         48
 
Changes from:       September 11, 2012                               Total Change is:    -2,607
      -819     -1,156          0          0         -7          0        -28        283     -1,736          0          0          0        -24          9
 
Percent of Open Interest Represented by Each Category of Trader
      81.4       54.6        0.0        7.6        5.1        0.3        9.4       38.9        0.0        0.0        0.8        0.0        1.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        26
         4          6          0          .          4          .          .          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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    41,179
Positions
    13,108      6,097      1,086      1,307      3,303        342     18,216     24,321        993      2,884      2,260         43      3,201      2,735
 
Changes from:       September 11, 2012                               Total Change is:   -31,577
      -415    -30,505     -1,324       -149      2,513        215    -26,223     -2,530       -139     -2,799        542        -26       -715       -322
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       14.8        2.6        3.2        8.0        0.8       44.2       59.1        2.4        7.0        5.5        0.1        7.8        6.6
 
Number of Traders in Each Category                                    Total Traders:       102
         5          .          .          7          .          .         24         31          6         18         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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   431,265
Positions
   139,067     22,895     54,765     33,258     13,006      9,442     31,626    152,016     50,504      5,702     23,234     75,353     31,548     30,050
 
Changes from:       September 11, 2012                               Total Change is:    24,307
    -5,512     -6,280     12,470     -8,611       -150        714      6,529      2,648      2,517       -128     -2,933     16,584       -256     -1,263
 
Percent of Open Interest Represented by Each Category of Trader
      32.2        5.3       12.7        7.7        3.0        2.2        7.3       35.2       11.7        1.3        5.4       17.5        7.3        7.0
 
Number of Traders in Each Category                                    Total Traders:       163
        21         11         26          6         11          9         22         52         56         13         16         21
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    14,185
Positions
     3,139      3,138      3,205      3,124        416        305      3,308      6,192        893         32         30          0        179          6
 
Changes from:       September 11, 2012                               Total Change is:     5,028
        63        783      3,205        363         -7        175      1,150        862         10          0          0          0         62          0
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       22.1       22.6       22.0        2.9        2.2       23.3       43.7        6.3        0.2        0.2        0.0        1.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          .          4          .          .          4          4          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,475
Positions
     1,061      6,965        864      6,398          0          0        805      2,383          0          0          0          0      1,347        263
 
Changes from:       September 11, 2012                               Total Change is:       825
         3          0        864       -128          0          0       -158        208          0          0          0          0        244       -247
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       66.5        8.2       61.1        0.0        0.0        7.7       22.7        0.0        0.0        0.0        0.0       12.9        2.5
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          .         11          0          0          .          4          0          0          0          0
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Updated September 21, 2012