`Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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   183,078
Positions
    31,908     75,961      5,696     22,563     33,482        358     65,077     30,093      9,134      7,995      4,919      1,505     38,842     21,930
 
Changes from:       November 6, 2012                                 Total Change is:    -1,105
     9,267      2,719     -1,094      1,156       -122       -470     -8,600       -696     -1,106        -65        115     -1,144        950        693
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       41.5        3.1       12.3       18.3        0.2       35.5       16.4        5.0        4.4        2.7        0.8       21.2       12.0
 
Number of Traders in Each Category                                    Total Traders:        94
         6         12          6          9          4          4         33         13         18         11          6          7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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    47,885
Positions
    11,647     10,146         24      1,631      2,588        161     16,897     17,498        175      6,127        519          0     11,223     16,773
 
Changes from:       November 6, 2012                                 Total Change is:     6,411
     4,611       -964        -17       -898         53          0      2,864      5,936        -45      1,100        519          0     -1,204        928
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       21.2        0.1        3.4        5.4        0.3       35.3       36.5        0.4       12.8        1.1        0.0       23.4       35.0
 
Number of Traders in Each Category                                    Total Traders:        42
         6          6          .          .          4          .          8         11          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2012               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   157,990
Positions
    10,638     32,827      2,357     10,081     34,083     10,987     80,346     33,957      6,048      2,031     13,987        584     34,919     23,160
 
Changes from:       November 6, 2012                                 Total Change is:   -18,267
     1,804    -10,860       -707        103        643        -23    -14,875        511     -1,453       -207     -3,901     -1,893     -1,015       -586
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       20.8        1.5        6.4       21.6        7.0       50.9       21.5        3.8        1.3        8.9        0.4       22.1       14.7
 
Number of Traders in Each Category                                    Total Traders:        92
         7         12          6          6         14          5         27         17         12          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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   169,129
Positions
    44,563     25,304      3,146     55,485      8,181      1,687     41,736     51,791      6,134      1,070     16,952      1,725     13,583     54,210
 
Changes from:       November 6, 2012                                 Total Change is:   -13,343
    -2,889      6,507     -1,555       -431      1,426        -30     -3,496    -12,063     -4,490       -573      2,017       -183        304     -4,972
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       15.0        1.9       32.8        4.8        1.0       24.7       30.6        3.6        0.6       10.0        1.0        8.0       32.1
 
Number of Traders in Each Category                                    Total Traders:       115
        11         13          7          8          7          6         22         39         20          .         12          6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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   271,189
Positions
    78,234      8,753      9,518     47,648     40,678      5,719     27,464    103,309     22,654     31,334     13,268      4,297     44,321     62,994
 
Changes from:       November 6, 2012                                 Total Change is:    -4,128
     5,037     -8,180     -1,407     -3,706     -1,704        242       -238     12,476     -4,655       -686        232       -908      2,194       -224
 
Percent of Open Interest Represented by Each Category of Trader
      28.8        3.2        3.5       17.6       15.0        2.1       10.1       38.1        8.4       11.6        4.9        1.6       16.3       23.2
 
Number of Traders in Each Category                                    Total Traders:       189
        28         12         15         19         24         21         22         43         26         18         23         15
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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   194,101
Positions
    35,248     50,818      4,126      3,140     43,318      1,225    101,982     56,805      5,265      5,504      3,454      1,592     36,019     27,497
 
Changes from:       November 6, 2012                                 Total Change is:     2,516
       737     -1,126     -1,006       -366       -147       -144      6,539      2,416     -1,496        617      1,093        -65     -2,299      2,991
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       26.2        2.1        1.6       22.3        0.6       52.5       29.3        2.7        2.8        1.8        0.8       18.6       14.2
 
Number of Traders in Each Category                                    Total Traders:       105
        10         12          7          .         10          4         28         25         15          8          9          6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2012               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    86,500
Positions
    50,574     57,713     18,333      3,117          0          0      4,039      2,317      4,874      2,470          0      2,861        232        402
 
Changes from:       November 6, 2012                                 Total Change is:     1,596
     1,331       -721        172       -639          0          0        981      2,144        -56          0          0          0       -193         57
 
Percent of Open Interest Represented by Each Category of Trader
      58.5       66.7       21.2        3.6        0.0        0.0        4.7        2.7        5.6        2.9        0.0        3.3        0.3        0.5
 
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 13, 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   170,011
Positions
    32,524     93,732        751     26,935        297          2     94,526     65,574      1,131      6,103      5,610        418      7,621      2,496
 
Changes from:       November 6, 2012                                 Total Change is:   -19,648
     1,073     -3,346         94      3,569       -327     -3,113    -20,376     -9,123        158        455     -3,721        118     -1,626       -388
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       55.1        0.4       15.8        0.2        0.0       55.6       38.6        0.7        3.6        3.3        0.2        4.5        1.5
 
Number of Traders in Each Category                                    Total Traders:       123
         6         10          .         10          .          .         59         16          7         13          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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    32,424
Positions
    16,421     14,224         10        399          0          0      3,292      1,197         39     10,572     15,567      1,014        677        373
 
Changes from:       November 6, 2012                                 Total Change is:      -166
       385          2       -200        -99          0          0       -100        -43         39         45          0        -25       -211         61
 
Percent of Open Interest Represented by Each Category of Trader
      50.6       43.9        0.0        1.2        0.0        0.0       10.2        3.7        0.1       32.6       48.0        3.1        2.1        1.2
 
Number of Traders in Each Category                                    Total Traders:        23
         5          6          .          .          0          0          5          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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    33,253
Positions
     1,489     23,594          0        573        252          0     26,271      5,013        231        299      2,137         70      4,320      1,956
 
Changes from:       November 6, 2012                                 Total Change is:    -2,073
       -53     -1,580       -229       -262          0          0       -780       -553          7         10        195         70       -836         17
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       71.0        0.0        1.7        0.8        0.0       79.0       15.1        0.7        0.9        6.4        0.2       13.0        5.9
 
Number of Traders in Each Category                                    Total Traders:        55
         .          8          0          4          .          0         23         11          .          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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    52,274
Positions
    13,750     31,568        307      4,117      1,105        332     16,931      9,948      4,072      2,257        428        479     10,028      4,035
 
Changes from:       November 6, 2012                                 Total Change is:       -76
      -354     -4,049        -30       -486        543       -144     -2,570      2,617      1,167         -2        129        100      2,242       -410
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       60.4        0.6        7.9        2.1        0.6       32.4       19.0        7.8        4.3        0.8        0.9       19.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       101
        18         16          4          5          .          .         30         18         12          7          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   104,548
Positions
    27,501     63,135        615      8,234      2,210        663     33,862     19,897      8,144      4,514        856        958     20,057      8,070
 
Changes from:       November 6, 2012                                 Total Change is:      -153
      -708     -8,097        -59       -972      1,085       -288     -5,141      5,234      2,335         -3        259        199      4,485       -820
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       60.4        0.6        7.9        2.1        0.6       32.4       19.0        7.8        4.3        0.8        0.9       19.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       101
        18         16          4          5          .          .         30         18         12          7          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   996,734
Positions
    55,498    220,342     38,974    355,713    168,237     62,131    107,226    165,227    179,058     38,129     36,708     23,813    136,192    102,243
 
Changes from:       November 6, 2012                                 Total Change is:    48,967
    -2,266    -14,762      6,176    -24,922     12,199      2,279      3,062     -5,539     45,674      1,679     -6,835      3,446     13,840      6,329
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       22.1        3.9       35.7       16.9        6.2       10.8       16.6       18.0        3.8        3.7        2.4       13.7       10.3
 
Number of Traders in Each Category                                    Total Traders:       598
        40         43         38        121         60         68        109        107        115         67         51         54
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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   290,551
Positions
    26,615     72,877      7,497     89,172     29,926      9,777     14,083     37,278     55,075     10,099     14,111      9,124     69,109     54,885
 
Changes from:       November 6, 2012                                 Total Change is:    18,773
     3,225     -8,605        749     -3,018        153        311      1,460     11,084      9,682        237     -3,905      1,593      4,535      7,711
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       25.1        2.6       30.7       10.3        3.4        4.8       12.8       19.0        3.5        4.9        3.1       23.8       18.9
 
Number of Traders in Each Category                                    Total Traders:       121
        12         13          7         27          8         11         19         27         41          9          6         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 3,530,917
Positions
   209,017    801,929     92,780  1,361,457    720,304    233,023    590,274    764,305    495,353    148,862    121,700     64,736    335,416    236,788
 
Changes from:       November 6, 2012                                 Total Change is:   150,972
    -7,334    -10,660      7,010   -106,857     62,895      7,177     82,028     -9,098    105,943     15,924     -5,942        554     46,528     -6,907
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       22.7        2.6       38.6       20.4        6.6       16.7       21.6       14.0        4.2        3.4        1.8        9.5        6.7
 
Number of Traders in Each Category                                    Total Traders:       560
        41         39         34        106         57         60        112         97        105         60         48         48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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   115,917
Positions
    11,536     30,007         11     63,027     65,438      1,800     26,310     12,922         76        380      2,191          0     12,777      3,472
 
Changes from:       November 6, 2012                                 Total Change is:      -354
     4,477     -4,942         -6       -798      3,767         49     -2,953      1,500     -1,152       -310         10          0        339        420
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       25.9        0.0       54.4       56.5        1.6       22.7       11.1        0.1        0.3        1.9        0.0       11.0        3.0
 
Number of Traders in Each Category                                    Total Traders:       102
        10         11          .         40         14         12         17          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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    75,015
Positions
    15,477     42,920        762     25,797     10,857      1,177     21,716      9,630      1,833      1,654      3,559        961      5,637      3,315
 
Changes from:       November 6, 2012                                 Total Change is:       762
     5,269     -2,518        -56     -5,096      1,053        220        -88        898        217        300        528        163       -169        256
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       57.2        1.0       34.4       14.5        1.6       28.9       12.8        2.4        2.2        4.7        1.3        7.5        4.4
 
Number of Traders in Each Category                                    Total Traders:       220
        20         25          5         30         24         12         52         36         17         20         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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   375,073
Positions
    77,387    214,600      3,809    128,983     54,286      5,886    108,581     48,151      9,164      8,272     17,795      4,805     28,186     16,576
 
Changes from:       November 6, 2012                                 Total Change is:     3,808
    26,344    -12,592       -278    -25,481      5,264      1,100       -439      4,492      1,087      1,502      2,638        816       -843      1,281
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       57.2        1.0       34.4       14.5        1.6       28.9       12.8        2.4        2.2        4.7        1.3        7.5        4.4
 
Number of Traders in Each Category                                    Total Traders:       220
        20         25          5         30         24         12         52         36         17         20         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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   375,880
Positions
   124,072     26,471     11,236    134,361    204,304     19,957     61,961     86,384      3,176      2,177     10,622        405     18,536     13,325
 
Changes from:       November 6, 2012                                 Total Change is:     7,811
    20,408     -8,482      2,646    -13,614      6,113        126      1,742      5,827        -31       -302        -17        -57     -3,106      1,686
 
Percent of Open Interest Represented by Each Category of Trader
      33.0        7.0        3.0       35.7       54.4        5.3       16.5       23.0        0.8        0.6        2.8        0.1        4.9        3.5
 
Number of Traders in Each Category                                    Total Traders:       236
        21         11          5         49         39         25         44         51         13          5         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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    31,646
Positions
     6,968      4,952         16     10,741        546         61      6,154      6,665          0      1,901      3,583          0      5,805     15,823
 
Changes from:       November 6, 2012                                 Total Change is:       -84
      -441          3         15         59        276         61        502       -241          0          0          7          0       -280       -205
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       15.6        0.1       33.9        1.7        0.2       19.4       21.1        0.0        6.0       11.3        0.0       18.3       50.0
 
Number of Traders in Each Category                                    Total Traders:        40
         5          6          .         14          .          .          6          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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    35,896
Positions
    10,898     12,700      1,703      5,581      3,002        912      7,006      6,804        565      3,381        915          0      5,850      9,295
 
Changes from:       November 6, 2012                                 Total Change is:     3,300
     2,264     -1,123       -445       -123        552         39     -1,508      2,050        382      2,336       -229          0        355      2,074
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       35.4        4.7       15.5        8.4        2.5       19.5       19.0        1.6        9.4        2.5        0.0       16.3       25.9
 
Number of Traders in Each Category                                    Total Traders:        50
        14         10          5          5          .          .          6          8          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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    65,224
Positions
     2,749      9,132        770     40,599     36,157      6,873      9,135      9,631        106        218          0          0      4,774      2,555
 
Changes from:       November 6, 2012                                 Total Change is:     1,773
       579       -316        100       -462      3,011         35      1,587     -1,092          0          0          0          0        -66         35
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       14.0        1.2       62.2       55.4       10.5       14.0       14.8        0.2        0.3        0.0        0.0        7.3        3.9
 
Number of Traders in Each Category                                    Total Traders:        73
         5          .          .         25         24         10         13          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   119,236
Positions
    14,958     55,722        958     61,486     20,832      5,623     15,468     27,886        816      6,392      2,071      1,064     12,471      4,264
 
Changes from:       November 6, 2012                                 Total Change is:     2,493
     2,590        671     -2,199       -187      1,050        164        195      2,142        466        624         -4          0        840        203
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       46.7        0.8       51.6       17.5        4.7       13.0       23.4        0.7        5.4        1.7        0.9       10.5        3.6
 
Number of Traders in Each Category                                    Total Traders:       127
        15         16          4         33         14         14         27          7          4         13          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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   735,574
Positions
     5,554    110,662     37,784    283,197    135,935     78,499     63,601     86,538     70,449     22,703     35,907     12,521    161,266    167,278
 
Changes from:       November 6, 2012                                 Total Change is:    83,013
    -9,872     34,846      6,978     27,353     -4,708      3,212     20,288      6,877     17,204        657      1,945      5,245     11,947     11,413
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       15.0        5.1       38.5       18.5       10.7        8.6       11.8        9.6        3.1        4.9        1.7       21.9       22.7
 
Number of Traders in Each Category                                    Total Traders:       174
         .         22         18         43         27         41         26         36         42          8          9          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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   358,123
Positions
     6,779    124,615        194    220,849     42,393     37,770      3,017     77,939        991     18,159     19,407          0     70,364     54,814
 
Changes from:       November 6, 2012                                 Total Change is:    11,717
     6,779     -4,253       -446      4,839     17,238     -2,214      3,017      3,252       -964        -35     -2,938          0        741      2,042
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       34.8        0.1       61.7       11.8       10.5        0.8       21.8        0.3        5.1        5.4        0.0       19.6       15.3
 
Number of Traders in Each Category                                    Total Traders:        64
         .         11          .         28          9         16          .          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 1,166,575
Positions
    98,448    128,025     84,236    250,489    108,863     64,439    266,961    528,082    120,311    131,967     31,138     16,858    132,866     84,624
 
Changes from:       November 6, 2012                                 Total Change is:    85,230
    12,718     41,829     16,236     48,382    -15,958     -1,560    -13,322     52,653      2,230     10,682        367        657      9,208    -11,224
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       11.0        7.2       21.5        9.3        5.5       22.9       45.3       10.3       11.3        2.7        1.4       11.4        7.3
 
Number of Traders in Each Category                                    Total Traders:       223
        15         22         15         45         24         31         37         45         40         21         14         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 2,162,772
Positions
   129,668    168,979    181,412    397,089    683,148    200,011    529,558    129,379    251,915     85,477    116,768     69,602    318,041    361,559
 
Changes from:       November 6, 2012                                 Total Change is:    45,521
   -19,578     37,668     15,579    -28,129    -34,080     11,025     50,050     -8,645     -1,900    -35,320     -9,996     22,233     31,563     13,637
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        7.8        8.4       18.4       31.6        9.2       24.5        6.0       11.6        4.0        5.4        3.2       14.7       16.7
 
Number of Traders in Each Category                                    Total Traders:       291
        23         35         49         27         59         51         68         42         72         16         21         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 1,702,434
Positions
   225,855    187,134     95,649    234,316    488,856    130,400    371,969    242,491    192,009    181,444     78,787     24,115    246,677    262,993
 
Changes from:       November 6, 2012                                 Total Change is:   135,995
   -10,869     63,131     10,995     20,440    -34,472     -2,191     25,974     46,680     51,674     13,886      4,895      8,497     17,590    -13,215
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       11.0        5.6       13.8       28.7        7.7       21.8       14.2       11.3       10.7        4.6        1.4       14.5       15.4
 
Number of Traders in Each Category                                    Total Traders:       212
        14         34         25         28         37         36         43         32         46         11         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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   385,399
Positions
   165,574    135,257    104,744          9      2,015      3,548     25,343     36,577     51,899        973      8,205      9,761     23,548     33,392
 
Changes from:       November 6, 2012                                 Total Change is:    12,387
     7,521      9,847        -76          0          0        138        -73      1,176      2,630        411       -338       -283      2,119       -708
 
Percent of Open Interest Represented by Each Category of Trader
      43.0       35.1       27.2        0.0        0.5        0.9        6.6        9.5       13.5        0.3        2.1        2.5        6.1        8.7
 
Number of Traders in Each Category                                    Total Traders:        74
        19         20         31          .          .          .         12         13         21          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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    40,079
Positions
    25,278     15,170      4,728        500        514          0      5,465     15,552      3,342          0         22        386        380        365
 
Changes from:       November 6, 2012                                 Total Change is:     2,529
       581          6      1,282          0         50          0      1,156      2,010        265          0          1         -1       -754     -1,084
 
Percent of Open Interest Represented by Each Category of Trader
      63.1       37.9       11.8        1.2        1.3        0.0       13.6       38.8        8.3        0.0        0.1        1.0        0.9        0.9
 
Number of Traders in Each Category                                    Total Traders:        45
        12          6         12          .          .          0         11         11         10          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 is12,474,893
Positions
 1,189,855  3,023,913  2,770,446    867,796    218,725    167,890  1,545,662    250,058  4,082,262    148,110    152,030    767,072    935,800  1,042,498
 
Changes from:       November 6, 2012                                 Total Change is:   216,033
  -109,325    114,705    -14,970      7,404    -66,779    -25,094     23,591    -32,412    189,641     56,696    -62,241    115,850    -27,761     -2,668
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       24.2       22.2        7.0        1.8        1.3       12.4        2.0       32.7        1.2        1.2        6.1        7.5        8.4
 
Number of Traders in Each Category                                    Total Traders:       258
        30         52         81         10         11         18         62         53         94         12         18         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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    11,747
Positions
     9,898        568          0        561        885          0        802     10,015          1        254        215          0        231         63
 
Changes from:       November 6, 2012                                 Total Change is:       218
       374          5          0         -2          0          0       -166        215          0          0        -25          0         12         23
 
Percent of Open Interest Represented by Each Category of Trader
      84.3        4.8        0.0        4.8        7.5        0.0        6.8       85.3        0.0        2.2        1.8        0.0        2.0        0.5
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          0          .          4          0          5         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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    14,047
Positions
    11,472      6,483          0        961        869         42      1,274      6,523          0          0         91          0        298         39
 
Changes from:       November 6, 2012                                 Total Change is:        27
       -20       -321          0          0          2          0        -12        395          0          0        -34          0         59        -15
 
Percent of Open Interest Represented by Each Category of Trader
      81.7       46.2        0.0        6.8        6.2        0.3        9.1       46.4        0.0        0.0        0.6        0.0        2.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          0          .          4          .          5         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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    39,519
Positions
     9,857      7,872      1,321      2,105      3,675        223     12,483     21,342      1,935      7,896        658          5      3,695      2,488
 
Changes from:       November 6, 2012                                 Total Change is:     1,551
      -337      1,694        -13         59       -573         37      3,069        474         -5     -2,779        132          1      1,519       -196
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       19.9        3.3        5.3        9.3        0.6       31.6       54.0        4.9       20.0        1.7        0.0        9.3        6.3
 
Number of Traders in Each Category                                    Total Traders:        99
         4          .          .          7          5          .         28         24          9         23          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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   382,416
Positions
   116,615     31,962     45,029     36,170     19,464     10,567     32,133    125,292     52,191      3,542     12,609     59,644     26,525     25,658
 
Changes from:       November 6, 2012                                 Total Change is:    -1,807
    -7,721       -103        877        572        734        451      3,755     -5,281      2,346       -469      2,149     -1,184       -434     -1,796
 
Percent of Open Interest Represented by Each Category of Trader
      30.5        8.4       11.8        9.5        5.1        2.8        8.4       32.8       13.6        0.9        3.3       15.6        6.9        6.7
 
Number of Traders in Each Category                                    Total Traders:       167
        21         10         23         10         13          9         33         44         44         16         13         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,106
Positions
       656      3,880          0      3,542        440         60      2,670      2,794        893        160         30          0        125          9
 
Changes from:       November 6, 2012                                 Total Change is:       956
       202          0          0          0        -13        -41        828      1,019          0        -32          0          0         -1         -9
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       47.9        0.0       43.7        5.4        0.7       32.9       34.5       11.0        2.0        0.4        0.0        1.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         4          .          0          4          .          .          4          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated November 16, 2012