Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   117,403
Positions
     7,941     45,239      8,127     18,282      7,410        355     22,136     20,990      7,229     12,378      2,025        172     40,783     25,856
 
Changes from:       September 6, 2011                                Total Change is:     8,213
      -888     -6,267      4,946      1,174        466         33      3,585      6,372       -172        136      1,471          6       -607      1,358
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       38.5        6.9       15.6        6.3        0.3       18.9       17.9        6.2       10.5        1.7        0.1       34.7       22.0
 
Number of Traders in Each Category                                    Total Traders:        86
         7         16         10          5          5          .         13         20          8         17          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    43,828
Positions
     8,274     25,156      3,075      1,344        977        129     16,443      3,964        672          0          0          0     13,891      9,855
 
Changes from:       September 6, 2011                                Total Change is:    -1,957
     1,556     -2,693      1,878        395          6          0     -2,397        -92        558          0          0          0     -3,947     -1,614
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       57.4        7.0        3.1        2.2        0.3       37.5        9.0        1.5        0.0        0.0        0.0       31.7       22.5
 
Number of Traders in Each Category                                    Total Traders:        42
         8         10          7          .          .          .         13          7          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   142,120
Positions
    67,023      3,420      6,143      7,030     34,107      1,287     32,136     57,893      3,043      1,563      5,196          0     23,895     31,031
 
Changes from:       September 6, 2011                                Total Change is:    31,748
    25,440        -76      1,647     -1,895       -256        404      3,645     17,725      2,270       -433      1,189          0        670      8,845
 
Percent of Open Interest Represented by Each Category of Trader
      47.2        2.4        4.3        4.9       24.0        0.9       22.6       40.7        2.1        1.1        3.7        0.0       16.8       21.8
 
Number of Traders in Each Category                                    Total Traders:       101
        16          7          7          .         14          5         19         33         12          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   151,535
Positions
     9,802     70,984     20,469     36,846      9,245      1,142     51,903     13,528      2,644      1,000      2,400          0     27,729     31,123
 
Changes from:       September 6, 2011                                Total Change is:    28,123
     2,532      3,779     19,167      1,273        141        -20      3,525      3,811      1,891       -695        148          0        450       -794
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       46.8       13.5       24.3        6.1        0.8       34.3        8.9        1.7        0.7        1.6        0.0       18.3       20.5
 
Number of Traders in Each Category                                    Total Traders:        95
         9         13          8         12          7          4         31         18          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   264,500
Positions
    75,972     37,329     38,985     32,327     32,396      1,748     63,377     73,866      3,165      6,381      9,908        413     42,132     66,690
 
Changes from:       September 6, 2011                                Total Change is:    54,985
    23,602      2,547     26,461       -425      2,093       -282      9,565     12,371     -1,231        281        755         15     -3,001     12,256
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       14.1       14.7       12.2       12.2        0.7       24.0       27.9        1.2        2.4        3.7        0.2       15.9       25.2
 
Number of Traders in Each Category                                    Total Traders:       168
        21         16         14         15         22         10         23         53         21          7         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   125,386
Positions
    10,866     67,803     12,134      3,324      8,197        332     69,550     14,117        590        982        106          0     27,608     22,107
 
Changes from:       September 6, 2011                                Total Change is:    -6,212
     3,235    -15,182     11,450        -45       -223          8    -13,197      1,010     -6,904         18       -416          0       -777      4,045
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       54.1        9.7        2.7        6.5        0.3       55.5       11.3        0.5        0.8        0.1        0.0       22.0       17.6
 
Number of Traders in Each Category                                    Total Traders:        69
         7         14          5          .          5          .         22         15          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   104,711
Positions
    48,495     53,045     35,023          0          0          0     17,097     12,366      1,244        976          0          0      1,876      3,033
 
Changes from:       September 6, 2011                                Total Change is:     3,567
     4,074     -1,482      2,374          0          0          0     -3,636        516         20       -106          0          0        841      2,139
 
Percent of Open Interest Represented by Each Category of Trader
      46.3       50.7       33.4        0.0        0.0        0.0       16.3       11.8        1.2        0.9        0.0        0.0        1.8        2.9
 
Number of Traders in Each Category                                    Total Traders:        27
        11          9         13          0          0          0          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   119,075
Positions
    49,410     64,918      6,538     21,082      2,215          0     29,319     27,171      4,489        911      4,368          0      7,326      9,376
 
Changes from:       September 6, 2011                                Total Change is:     7,945
     3,005      4,289      2,796      2,585        692          0     -3,507     -3,480      3,171       -331        283       -240        466        434
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       54.5        5.5       17.7        1.9        0.0       24.6       22.8        3.8        0.8        3.7        0.0        6.2        7.9
 
Number of Traders in Each Category                                    Total Traders:        95
        12         10          5          5          .          0         17         33         10          4          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    36,761
Positions
    31,873     18,115         66      1,100          0          0      2,598      2,453          3        322     15,138          0        799        986
 
Changes from:       September 6, 2011                                Total Change is:     2,805
     1,438        675          0         10          0          0      1,282      1,572        -13          0          0          0         88        571
 
Percent of Open Interest Represented by Each Category of Trader
      86.7       49.3        0.2        3.0        0.0        0.0        7.1        6.7        0.0        0.9       41.2        0.0        2.2        2.7
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          .          .          0          0          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    34,664
Positions
     4,371     23,443      6,699        436          0          0     17,508      2,059        163        681        165          0      4,806      2,135
 
Changes from:       September 6, 2011                                Total Change is:     6,725
       196       -279      6,696        -73          0          0        -12        -76        149       -417        165          0        186         70
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       67.6       19.3        1.3        0.0        0.0       50.5        5.9        0.5        2.0        0.5        0.0       13.9        6.2
 
Number of Traders in Each Category                                    Total Traders:        39
         5          9          .          .          0          0         13          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    62,157
Positions
    19,973     25,293     11,142      3,149      3,593        407      8,230      6,665      5,816      4,028         24        637      8,777      8,581
 
Changes from:       September 6, 2011                                Total Change is:    10,555
       709        805      5,144       -122       -310        281         83      1,189      2,005       -217       -176        637      2,035        981
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       40.7       17.9        5.1        5.8        0.7       13.2       10.7        9.4        6.5        0.0        1.0       14.1       13.8
 
Number of Traders in Each Category                                    Total Traders:        88
        20         13         13          6          8          4         17         15         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    15,829
Positions
     8,951      9,400        868        691        273          0        750      2,482        341        731          0        592      2,905      1,873
 
Changes from:       September 6, 2011                                Total Change is:     1,627
         0         -2        817          0          5          0        -14         22        307       -282          0        592        207       -114
 
Percent of Open Interest Represented by Each Category of Trader
      56.5       59.4        5.5        4.4        1.7        0.0        4.7       15.7        2.2        4.6        0.0        3.7       18.4       11.8
 
Number of Traders in Each Category                                    Total Traders:        21
         8          5          .          .          .          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    92,656
Positions
    33,455     43,197      9,137      4,915      6,640        813     21,422     14,829      4,487      6,594         48         89     11,744     13,416
 
Changes from:       September 6, 2011                                Total Change is:    17,855
     1,197      1,393      8,874       -243       -630        562        713      2,853      2,876        131       -352         89      3,656      2,190
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       46.6        9.9        5.3        7.2        0.9       23.1       16.0        4.8        7.1        0.1        0.1       12.7       14.5
 
Number of Traders in Each Category                                    Total Traders:        85
        17         15         12          5          7          4         18         17         12          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,322,673
Positions
   169,890    129,615    181,349    401,617    234,039     67,371    121,024    248,472    178,267     22,884     95,092     15,759    164,512    172,709
 
Changes from:       September 6, 2011                                Total Change is:   129,652
     3,001     -3,476     68,620     -5,279      5,304        993     20,220      3,391     36,943      1,063     -5,289     -1,059      5,151     24,224
 
Percent of Open Interest Represented by Each Category of Trader
      12.8        9.8       13.7       30.4       17.7        5.1        9.1       18.8       13.5        1.7        7.2        1.2       12.4       13.1
 
Number of Traders in Each Category                                    Total Traders:       620
        35         59         51        110         74         72         75        163        100         40         60         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   504,766
Positions
   120,525     74,651     58,691    117,528     38,419     12,780     74,148    151,067     22,320      9,756     40,171      7,483     81,535     99,184
 
Changes from:       September 6, 2011                                Total Change is:    64,288
   -11,876     -2,521     28,088      3,375     -2,165        336     23,621     15,817     18,890       -358     -4,709     -1,470      3,682     12,022
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       14.8       11.6       23.3        7.6        2.5       14.7       29.9        4.4        1.9        8.0        1.5       16.2       19.6
 
Number of Traders in Each Category                                    Total Traders:       138
        16         13         15         31         13         14         22         26         27          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 4,089,537
Positions
   571,870    599,866    288,245  1,437,067    994,722    256,330    887,102  1,139,748    127,015     89,151    298,113     17,872    414,885    367,626
 
Changes from:       September 6, 2011                                Total Change is:   326,821
    76,080     -3,080    200,966    -43,302     37,316      3,314     42,868     -2,253     30,390      6,016     -3,987      3,144      7,345     61,011
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       14.7        7.0       35.1       24.3        6.3       21.7       27.9        3.1        2.2        7.3        0.4       10.1        9.0
 
Number of Traders in Each Category                                    Total Traders:       586
        36         54         42         95         70         65         74        161         74         37         58         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   124,938
Positions
    16,981     24,209      9,954     61,257     54,866      5,128     18,193     12,048      1,089      1,514      4,391      1,576      9,246     11,677
 
Changes from:       September 6, 2011                                Total Change is:    14,718
       767     -2,782      9,819     -1,670        583        886       -476         49        991          0         38      1,576      2,825      3,558
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       19.4        8.0       49.0       43.9        4.1       14.6        9.6        0.9        1.2        3.5        1.3        7.4        9.3
 
Number of Traders in Each Category                                    Total Traders:        87
        10         10         10         30         15         10          9          8          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   127,549
Positions
    25,933     22,361     31,326     20,210     24,043      2,114     14,573     11,626     19,370        812      3,833        638     12,572     12,237
 
Changes from:       September 6, 2011                                Total Change is:    21,546
       257     -2,224      9,635      3,369      6,050      1,124        765        174      5,346        112        469         -6        944        976
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       17.5       24.6       15.8       18.8        1.7       11.4        9.1       15.2        0.6        3.0        0.5        9.9        9.6
 
Number of Traders in Each Category                                    Total Traders:       215
        23         33         24         29         24         15         42         44         28          4         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    32,789
Positions
    16,325     14,982      2,033        334          0          0     10,492      7,376         55        343        507          0      3,207      7,836
 
Changes from:       September 6, 2011                                Total Change is:     5,333
       527      1,005      2,033          0          0          0      2,258      1,595         19          0          0          0        496        681
 
Percent of Open Interest Represented by Each Category of Trader
      49.8       45.7        6.2        1.0        0.0        0.0       32.0       22.5        0.2        1.0        1.5        0.0        9.8       23.9
 
Number of Traders in Each Category                                    Total Traders:        25
         9          5          4          .          0          0          4          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   473,798
Positions
   155,590    144,443     38,917     99,381    120,214     10,569     97,794     98,641     19,188      4,059     18,343      1,477     46,823     22,006
 
Changes from:       September 6, 2011                                Total Change is:    81,064
     6,697     -8,095     29,962     16,843     30,252      5,618      6,532      6,891     12,642        560      2,347        -30      2,240      1,477
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       30.5        8.2       21.0       25.4        2.2       20.6       20.8        4.0        0.9        3.9        0.3        9.9        4.6
 
Number of Traders in Each Category                                    Total Traders:       213
        22         33         24         29         24         15         42         44         24          4         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   508,605
Positions
   265,827     24,260     29,762     98,325    222,953     37,571     46,106    127,303      7,579      2,111     20,811        678     20,646     37,688
 
Changes from:       September 6, 2011                                Total Change is:    51,704
    18,629     -1,630     10,918     -6,323     25,030      3,691     15,006     -5,522      4,118        169        586        508      4,988     14,005
 
Percent of Open Interest Represented by Each Category of Trader
      52.3        4.8        5.9       19.3       43.8        7.4        9.1       25.0        1.5        0.4        4.1        0.1        4.1        7.4
 
Number of Traders in Each Category                                    Total Traders:       253
        22         15         15         46         56         30         23         71         19          4         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    27,120
Positions
     7,751      1,610          0      4,010      1,827        232      7,434      7,259          1        516      4,352          0      7,176     11,839
 
Changes from:       September 6, 2011                                Total Change is:   -15,030
     2,694     -3,957     -2,830     -1,550      1,105         30     -2,553     -1,673     -3,023         50        516          0     -7,848     -5,198
 
Percent of Open Interest Represented by Each Category of Trader
      28.6        5.9        0.0       14.8        6.7        0.9       27.4       26.8        0.0        1.9       16.0        0.0       26.5       43.7
 
Number of Traders in Each Category                                    Total Traders:        39
         9          .          0          7          4          .          8          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    36,141
Positions
     9,119     14,482        301      6,560      6,771        499      6,941      6,447          0      1,528          0          0     11,193      7,641
 
Changes from:       September 6, 2011                                Total Change is:   -42,532
    -6,414    -34,364     -2,339          3         92        160     -2,417      2,428     -1,630       -790          0          0    -29,105     -6,879
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       40.1        0.8       18.2       18.7        1.4       19.2       17.8        0.0        4.2        0.0        0.0       31.0       21.1
 
Number of Traders in Each Category                                    Total Traders:        53
        15         12          .          6          .          .          4         10          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    47,440
Positions
       431      4,217      4,172     25,997     24,512      4,832      3,738      5,017      2,563      1,430          0          0      4,277      2,127
 
Changes from:       September 6, 2011                                Total Change is:     5,489
      -661       -442      2,867      1,502       -677        130     -1,892         49      2,559        290          0          0        694      1,003
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        8.9        8.8       54.8       51.7       10.2        7.9       10.6        5.4        3.0        0.0        0.0        9.0        4.5
 
Number of Traders in Each Category                                    Total Traders:        53
         .          .          .         16         19         11          7          4          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    65,111
Positions
     9,022     18,145      4,776     24,410     12,950      1,482      6,937     14,866      3,141      1,857        150      1,093     12,393      8,508
 
Changes from:       September 6, 2011                                Total Change is:     9,869
    -1,364     -1,818      2,951        719      3,622        217       -747     -1,037      2,576        -42         -8        436      5,123      2,930
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       27.9        7.3       37.5       19.9        2.3       10.7       22.8        4.8        2.9        0.2        1.7       19.0       13.1
 
Number of Traders in Each Category                                    Total Traders:        72
         9         11          6         19          7          8         15          5          6          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   643,314
Positions
    17,429    134,092      8,001    331,354    131,855     62,974     42,900    104,170     18,328     10,322     53,888          0    152,006    130,006
 
Changes from:       September 6, 2011                                Total Change is:       734
    -2,127     24,515     -3,066      8,322         74      4,511       -238     -5,293     -2,685      2,662     -8,629          0     -6,645     -8,693
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       20.8        1.2       51.5       20.5        9.8        6.7       16.2        2.8        1.6        8.4        0.0       23.6       20.2
 
Number of Traders in Each Category                                    Total Traders:       161
         8         23          8         42         23         32         28         26         11          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   396,468
Positions
     2,487    178,605      1,734    291,883     16,992     22,246      2,033    121,376      7,141      2,875      4,300          0     66,069     44,074
 
Changes from:       September 6, 2011                                Total Change is:   -15,843
       -13    -17,247       -981     -4,425        594        924        -80      7,548    -12,137       -570       -399          0      1,439      5,855
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       45.0        0.4       73.6        4.3        5.6        0.5       30.6        1.8        0.7        1.1        0.0       16.7       11.1
 
Number of Traders in Each Category                                    Total Traders:        74
         .         12          6         36          5         15          .         16          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   751,824
Positions
    84,527     66,291      6,504    120,079    226,383     94,932    207,561    149,086     42,321     86,063     46,217      1,816    108,021    118,274
 
Changes from:       September 6, 2011                                Total Change is:   -18,462
    -2,381     -7,678     -3,432     -9,657       -370      4,910     -6,845     -5,240     -6,244     16,984        364         80    -11,877       -852
 
Percent of Open Interest Represented by Each Category of Trader
      11.2        8.8        0.9       16.0       30.1       12.6       27.6       19.8        5.6       11.4        6.1        0.2       14.4       15.7
 
Number of Traders in Each Category                                    Total Traders:       222
        13         28          9         29         52         39         32         37         20          9         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,649,923
Positions
    73,752    219,679     19,764    767,567    536,120    221,354    171,595    205,897     28,370     46,233     90,644     16,762    304,526    311,333
 
Changes from:       September 6, 2011                                Total Change is:  -116,293
     3,909        153     -3,773    -52,606    -14,163     -9,396    -43,739    -70,921     -5,413     -6,681      2,294     -5,315      6,721     -9,759
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       13.3        1.2       46.5       32.5       13.4       10.4       12.5        1.7        2.8        5.5        1.0       18.5       18.9
 
Number of Traders in Each Category                                    Total Traders:       223
        23         24         17         31         56         45         35         37         27          6         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,336,571
Positions
   101,624    177,183     25,473    404,432    565,624    105,971    269,315     98,278     47,734    154,616     46,267     18,926    208,480    251,115
 
Changes from:       September 6, 2011                                Total Change is:   -14,805
    10,031     -1,312     -1,601     22,458     19,067     -3,710    -19,946     -2,335    -10,271    -14,859    -25,744     12,334     -9,241     -1,233
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       13.3        1.9       30.3       42.3        7.9       20.1        7.4        3.6       11.6        3.5        1.4       15.6       18.8
 
Number of Traders in Each Category                                    Total Traders:       186
         8         35         14         22         47         33         35         24         20          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   708,104
Positions
   263,915    237,727    190,441      4,090      3,308      3,382     87,443    112,049    104,544      8,514      5,076      8,959     36,816     42,618
 
Changes from:       September 6, 2011                                Total Change is:    -3,318
     2,115    -35,283     -2,255         99       -996     -3,695     -1,337     40,336     -1,640      1,453          0        447      1,495       -232
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       33.6       26.9        0.6        0.5        0.5       12.3       15.8       14.8        1.2        0.7        1.3        5.2        6.0
 
Number of Traders in Each Category                                    Total Traders:       130
        25         35         51          .          4          .         21         24         30          .          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is 9,600,667
Positions
 1,025,497  3,275,604  1,853,113  3,209,374     57,221    146,248    830,301  1,090,483  1,497,693     57,297    552,616    187,562    793,582    940,127
 
Changes from:       September 6, 2011                                Total Change is:  -101,326
   -22,216   -134,947     29,610    -45,468     -2,776    -13,748    -35,039     43,195    -16,763     -3,287    -42,751      8,651     -3,066     28,203
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       34.1       19.3       33.4        0.6        1.5        8.6       11.4       15.6        0.6        5.8        2.0        8.3        9.8
 
Number of Traders in Each Category                                    Total Traders:       271
        33         58         83         13         13         16         49         62         89         11         15         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    10,719
Positions
     3,105      4,065          5        816        790         12      2,908      5,322          0      3,601        460          0        272         65
 
Changes from:       September 6, 2011                                Total Change is:    -1,024
      -747       -629          5       -390         -2          0        650       -113       -490          0        220          0        -52        -15
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       37.9        0.0        7.6        7.4        0.1       27.1       49.7        0.0       33.6        4.3        0.0        2.5        0.6
 
Number of Traders in Each Category                                    Total Traders:        32
         .          5          .          .          4          .          6          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    21,103
Positions
    17,762     10,407         94      1,284      1,583         16      1,624      3,500          0         80      5,435          0        243         68
 
Changes from:       September 6, 2011                                Total Change is:    -1,366
       592       -498         94          0       -189          5     -1,830       -540       -207          0        -48          0        -20         17
 
Percent of Open Interest Represented by Each Category of Trader
      84.2       49.3        0.4        6.1        7.5        0.1        7.7       16.6        0.0        0.4       25.8        0.0        1.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        30
         5          6          .          .          5          .          4          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    62,802
Positions
    18,958     24,166      2,417      1,485        655        736     27,169     29,369      1,767      2,381        742        258      7,631      2,692
 
Changes from:       September 6, 2011                                Total Change is:    12,236
     3,610      9,294      2,416        -62         91        -60      6,224      2,576     -1,565         15       -534        252      1,406       -234
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       38.5        3.8        2.4        1.0        1.2       43.3       46.8        2.8        3.8        1.2        0.4       12.2        4.3
 
Number of Traders in Each Category                                    Total Traders:       111
         7          6          .          .          .          .         52         18          9         17          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   165,892
Positions
    44,469     43,491     38,527      4,367        743      6,854     17,531     23,062     21,023      4,652      2,654     12,997     15,472     16,541
 
Changes from:       September 6, 2011                                Total Change is:      -306
     4,739     -9,872      3,460       -374        -23        104     -4,512      2,621      3,245     -5,242        405        973     -2,699     -1,219
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       26.2       23.2        2.6        0.4        4.1       10.6       13.9       12.7        2.8        1.6        7.8        9.3       10.0
 
Number of Traders in Each Category                                    Total Traders:       107
        14          9         20          6          .         10         16         25         30          5         10         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    11,874
Positions
     3,050      4,764          0      2,107        409          0      4,424      1,477        625        150      3,488      1,111        407          0
 
Changes from:       September 6, 2011                                Total Change is:      -107
        35         60          0        -35        -75          0        -30       -167          0          0        127         70       -147       -122
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       40.1        0.0       17.7        3.4        0.0       37.3       12.4        5.3        1.3       29.4        9.4        3.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          4          .          0          5          5          .          .          .          .
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Updated September 16, 2011