Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   211,173
Positions
    10,695     97,376      7,234     23,179     33,168      1,099    103,031     38,685      7,021      9,152      4,721      2,553     47,208     19,316
 
Changes from:       September 25, 2012                               Total Change is:   -12,647
      -481     -1,636        712        492       -362       -499     -8,800     -8,701       -251       -209       -948       -292     -3,320       -672
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       46.1        3.4       11.0       15.7        0.5       48.8       18.3        3.3        4.3        2.2        1.2       22.4        9.1
 
Number of Traders in Each Category                                    Total Traders:       104
         .         14          6         10          5          5         39         11         15         14          8         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    38,814
Positions
     4,963     13,278        215      2,156      2,502        166     10,973     11,354        564      3,165          0         33     16,579     10,702
 
Changes from:       September 25, 2012                               Total Change is:        33
       115        648         19         58        119        -10       -926       -922        336         15          0        -22        448       -134
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       34.2        0.6        5.6        6.4        0.4       28.3       29.3        1.5        8.2        0.0        0.1       42.7       27.6
 
Number of Traders in Each Category                                    Total Traders:        33
         .          6          .          .          4          .          7          9          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   189,055
Positions
     3,941     60,849      2,348      9,903     31,165     12,656    106,371     34,877      6,811      1,168     19,681      1,266     44,590     19,401
 
Changes from:       September 25, 2012                               Total Change is:     5,883
         0      3,656       -476       -774       -192       -377      6,688      3,585        568          0     -1,427        -57        311        603
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       32.2        1.2        5.2       16.5        6.7       56.3       18.4        3.6        0.6       10.4        0.7       23.6       10.3
 
Number of Traders in Each Category                                    Total Traders:       108
         .         14          6          8         14          6         38         23         12          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   153,620
Positions
     4,152     55,793      3,295     59,883      7,237        828     49,656     25,788      5,347        732     17,400      1,479     28,248     36,454
 
Changes from:       September 25, 2012                               Total Change is:     3,979
      -334      8,254         55     -1,257       -297       -355      3,839     -1,097        674        228     -1,343        -61      1,190     -1,851
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       36.3        2.1       39.0        4.7        0.5       32.3       16.8        3.5        0.5       11.3        1.0       18.4       23.7
 
Number of Traders in Each Category                                    Total Traders:        96
         4         15          5          9          6          4         26         25         16          4          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   273,402
Positions
    54,164     13,994     15,090     46,337     38,620      8,170     35,786     89,004     33,109     26,722      9,222      6,776     47,248     59,416
 
Changes from:       September 25, 2012                               Total Change is:     1,732
    -2,950      1,480      2,840      3,778       -592       -620     -7,031     -4,643      2,190      2,813       -190      1,494       -781       -226
 
Percent of Open Interest Represented by Each Category of Trader
      19.8        5.1        5.5       16.9       14.1        3.0       13.1       32.6       12.1        9.8        3.4        2.5       17.3       21.7
 
Number of Traders in Each Category                                    Total Traders:       204
        22         15         14         20         23         19         32         50         33         18         24         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   181,538
Positions
    26,869     41,742      5,776      3,576     42,935      1,346     97,841     53,531      8,530      1,503      2,557      2,598     33,499     22,523
 
Changes from:       September 25, 2012                               Total Change is:   -12,861
     8,362    -16,385      1,197        593       -160       -207    -20,924      4,095        896        -29       -506        -36     -2,712     -1,755
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       23.0        3.2        2.0       23.7        0.7       53.9       29.5        4.7        0.8        1.4        1.4       18.5       12.4
 
Number of Traders in Each Category                                    Total Traders:       103
         8         11          7          4         10          5         36         21         18          6          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    87,879
Positions
    51,454     61,451     18,008      3,425          0          0      4,366        288      4,799      2,470          0      2,861        496        472
 
Changes from:       September 25, 2012                               Total Change is:        30
       227       -503        785       -635          0          0         32         -5       -279          0          0          0       -100         32
 
Percent of Open Interest Represented by Each Category of Trader
      58.6       69.9       20.5        3.9        0.0        0.0        5.0        0.3        5.5        2.8        0.0        3.3        0.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        23
         7         11         10          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   209,964
Positions
    33,009    103,682          0     26,114        140      1,542    131,784     90,933        617      7,237      9,952        566      9,095      2,532
 
Changes from:       September 25, 2012                               Total Change is:   -10,071
      -908     -1,417          0        -74       -130       -124    -10,304     -8,566        114        723       -341        283        219        110
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       49.4        0.0       12.4        0.1        0.7       62.8       43.3        0.3        3.4        4.7        0.3        4.3        1.2
 
Number of Traders in Each Category                                    Total Traders:       140
         5         10          0         11          .          .         74         10          4         21          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    34,171
Positions
     1,492     24,940        216        245          0          0     26,487      5,037        226        314      1,844          0      5,191      1,908
 
Changes from:       September 25, 2012                               Total Change is:     1,384
      -121      1,380        -49         12          0          0      2,189        -17         96       -276        151       -363       -104        186
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       73.0        0.6        0.7        0.0        0.0       77.5       14.7        0.7        0.9        5.4        0.0       15.2        5.6
 
Number of Traders in Each Category                                    Total Traders:        55
         .          9          .          .          0          0         25         11          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    63,178
Positions
    11,697     44,996        173      3,979        844        323     34,741     10,739        977      2,902        499        470      7,916      4,157
 
Changes from:       September 25, 2012                               Total Change is:     2,009
     1,392      1,254       -120       -287        165        256       -144        677        391        981       -270        169       -628       -513
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       71.2        0.3        6.3        1.3        0.5       55.0       17.0        1.5        4.6        0.8        0.7       12.5        6.6
 
Number of Traders in Each Category                                    Total Traders:       108
        15         17          4          7          .          .         42         14         15          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   126,355
Positions
    23,393     89,993        346      7,958      1,688        646     69,482     21,478      1,954      5,805        997        939     15,831      8,313
 
Changes from:       September 25, 2012                               Total Change is:     4,018
     2,783      2,508       -240       -573        330        512       -288      1,355        781      1,961       -539        338     -1,257     -1,027
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       71.2        0.3        6.3        1.3        0.5       55.0       17.0        1.5        4.6        0.8        0.7       12.5        6.6
 
Number of Traders in Each Category                                    Total Traders:       108
        15         17          4          7          .          .         42         14         15          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   907,392
Positions
    49,366    218,912     19,718    390,598    162,857     56,956     97,411    179,508    123,639     27,283     36,392     19,525    122,898     89,887
 
Changes from:       September 25, 2012                               Total Change is:    24,240
     3,807     -3,623      5,168      6,145      3,978      2,481      5,231     12,767      4,804        161     -2,298      1,461     -5,019       -498
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       24.1        2.2       43.0       17.9        6.3       10.7       19.8       13.6        3.0        4.0        2.2       13.5        9.9
 
Number of Traders in Each Category                                    Total Traders:       586
        40         45         32        119         56         68        102        121        105         46         56         44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   258,025
Positions
    15,876     76,212      4,678     93,524     27,159      8,344      9,344     31,957     47,062      4,818     13,018      7,798     66,581     41,796
 
Changes from:       September 25, 2012                               Total Change is:     5,467
     2,474      1,081        214     -1,800     -1,047        133      2,205      5,254      1,033      1,721       -659        626     -1,139     -1,168
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       29.5        1.8       36.2       10.5        3.2        3.6       12.4       18.2        1.9        5.0        3.0       25.8       16.2
 
Number of Traders in Each Category                                    Total Traders:       114
         9         14          5         26          7         10         16         27         35          6          8          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 3,246,836
Positions
   182,904    728,953     59,746  1,504,058    697,178    224,368    500,266    797,685    322,952    119,426    123,972     51,531    281,586    240,452
 
Changes from:       September 25, 2012                               Total Change is:    93,865
    18,054    -12,129     13,378     37,963     23,364     13,502     35,203     57,637     -1,218     -6,862     -7,261      3,241    -19,396      3,351
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       22.5        1.8       46.3       21.5        6.9       15.4       24.6        9.9        3.7        3.8        1.6        8.7        7.4
 
Number of Traders in Each Category                                    Total Traders:       543
        40         40         30        104         53         61        103        111         93         42         50         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   118,644
Positions
     5,647     41,210         26     63,233     60,104      1,798     32,503      9,585      1,652        692      1,974          0     13,093      2,295
 
Changes from:       September 25, 2012                               Total Change is:     2,005
     1,048     -1,178        -21       -279      1,040        393       -389        515      1,430        102        -10          0       -279       -164
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       34.7        0.0       53.3       50.7        1.5       27.4        8.1        1.4        0.6        1.7        0.0       11.0        1.9
 
Number of Traders in Each Category                                    Total Traders:       106
         9         12          .         40         12         12         21          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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    84,504
Positions
     3,412     56,889        681     34,412      7,762      2,539     30,890      7,594      2,454      2,686      2,923        703      6,728      2,958
 
Changes from:       September 25, 2012                               Total Change is:       647
       194     -3,282        123     -1,300        153      1,715       -952        820        980        424       -244         48       -585        334
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       67.3        0.8       40.7        9.2        3.0       36.6        9.0        2.9        3.2        3.5        0.8        8.0        3.5
 
Number of Traders in Each Category                                    Total Traders:       229
        14         26          6         38         23         13         71         26         16         21         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   422,518
Positions
    17,059    284,444      3,405    172,059     38,812     12,695    154,448     37,971     12,270     13,428     14,615      3,513     33,640     14,792
 
Changes from:       September 25, 2012                               Total Change is:     3,233
       968    -16,408        615     -6,501        765      8,577     -4,758      4,098      4,898      2,119     -1,221        241     -2,926      1,668
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       67.3        0.8       40.7        9.2        3.0       36.6        9.0        2.9        3.2        3.5        0.8        8.0        3.5
 
Number of Traders in Each Category                                    Total Traders:       229
        14         26          6         38         23         13         71         26         16         21         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   382,175
Positions
   106,869     42,276      5,620    149,883    199,632     17,126     76,510     89,751      2,618      2,406     13,954        387     20,757     10,812
 
Changes from:       September 25, 2012                               Total Change is:    -2,739
    -3,605       -694         26     -2,643         39        813      1,496     -3,222        610        175       -264         12        376        -59
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       11.1        1.5       39.2       52.2        4.5       20.0       23.5        0.7        0.6        3.7        0.1        5.4        2.8
 
Number of Traders in Each Category                                    Total Traders:       252
        20         15          4         55         38         23         50         53         15          6         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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    20,484
Positions
     1,033      3,087          1      7,848        230        176      3,266      2,642        127      1,901      3,576          0      6,132     10,645
 
Changes from:       September 25, 2012                               Total Change is:      -289
       208          0          0       -307        230       -134        520     -1,642        127        463        427          0     -1,166        703
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       15.1        0.0       38.3        1.1        0.9       15.9       12.9        0.6        9.3       17.5        0.0       29.9       52.0
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          .         10          .          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    32,548
Positions
     8,800     12,664        415      6,735      2,335      1,110      5,244      7,221        189      4,072        330          0      5,983      8,284
 
Changes from:       September 25, 2012                               Total Change is:     3,586
     2,154      3,169     -1,231        439         10        215       -617      3,173        -79      2,212        -81          0        493     -1,590
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       38.9        1.3       20.7        7.2        3.4       16.1       22.2        0.6       12.5        1.0        0.0       18.4       25.5
 
Number of Traders in Each Category                                    Total Traders:        53
        13         13          .          7          .          .          7          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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    61,041
Positions
     2,217     10,753        542     36,825     30,382      6,344      9,596      9,588        203        223          0          0      5,091      3,229
 
Changes from:       September 25, 2012                               Total Change is:       907
       863         10         -1     -2,978        427      1,074      1,318     -1,578         40          0          0          0        591        935
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       17.6        0.9       60.3       49.8       10.4       15.7       15.7        0.3        0.4        0.0        0.0        8.3        5.3
 
Number of Traders in Each Category                                    Total Traders:        68
         .          .          .         24         23          9         11          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   115,210
Positions
    18,239     57,350        606     59,524     21,925      4,095     14,481     26,237        619      5,184          0        441     12,021      3,937
 
Changes from:       September 25, 2012                               Total Change is:      -923
     3,197       -641        243         56      1,484        -62     -2,244     -2,135          2        108          0        -28     -2,195        214
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       49.8        0.5       51.7       19.0        3.6       12.6       22.8        0.5        4.5        0.0        0.4       10.4        3.4
 
Number of Traders in Each Category                                    Total Traders:       113
        13         15          5         26         17         12         25          6          .         11          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   686,006
Positions
     7,886     85,853     22,544    249,126    120,580     90,645     61,537     95,428     70,469     20,016     36,854      7,069    156,713    156,565
 
Changes from:       September 25, 2012                               Total Change is:    33,022
   -11,850     10,977        298     28,555      3,880     -2,436      6,831     11,547      3,096     -1,437      3,521      3,286      6,680     -1,147
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       12.5        3.3       36.3       17.6       13.2        9.0       13.9       10.3        2.9        5.4        1.0       22.8       22.8
 
Number of Traders in Each Category                                    Total Traders:       159
         4         18         17         40         26         38         24         32         44          5         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   370,398
Positions
     1,960    130,733          1    244,756     25,956     41,652          0     93,051         60     17,508     21,749          0     64,461     57,196
 
Changes from:       September 25, 2012                               Total Change is:    11,283
    -2,866     -1,381     -2,431      3,430      8,195      2,737          0        104          4      8,773      5,589          0      1,636     -1,534
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       35.3        0.0       66.1        7.0       11.2        0.0       25.1        0.0        4.7        5.9        0.0       17.4       15.4
 
Number of Traders in Each Category                                    Total Traders:        67
         .         11          .         29         10         20          0          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 1,019,878
Positions
    50,973    110,663     42,261    205,928    122,411     66,227    329,557    462,667     89,534     81,237     30,715     15,578    138,583     79,822
 
Changes from:       September 25, 2012                               Total Change is:   -28,718
     3,403      1,724     -2,347     12,174    -28,684        841    -46,604      4,964        845      1,453       -248       -262      1,779     -5,551
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       10.9        4.1       20.2       12.0        6.5       32.3       45.4        8.8        8.0        3.0        1.5       13.6        7.8
 
Number of Traders in Each Category                                    Total Traders:       221
        16         21         11         38         27         32         43         40         31         21         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 2,040,582
Positions
   125,018    126,331    151,453    404,506    752,918    223,549    487,289    120,739    209,909     82,499    115,466     28,041    328,318    312,176
 
Changes from:       September 25, 2012                               Total Change is:   122,781
   -53,225     26,196     14,549     -9,067     -9,054     11,290    120,795      9,258     20,113      3,085     39,541      4,125     11,117      6,764
 
Percent of Open Interest Represented by Each Category of Trader
       6.1        6.2        7.4       19.8       36.9       11.0       23.9        5.9       10.3        4.0        5.7        1.4       16.1       15.3
 
Number of Traders in Each Category                                    Total Traders:       270
        18         33         41         30         57         57         63         40         72         12         17         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 1,595,452
Positions
   147,411    165,308     41,946    396,981    582,457    118,527    388,203    276,892    108,655    131,448     59,811      9,693    252,588    232,164
 
Changes from:       September 25, 2012                               Total Change is:    26,701
   -74,292     -9,449        933     33,539    -16,580     -6,696     31,090     46,258     17,592     31,100        308       -134     -6,432     -5,531
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       10.4        2.6       24.9       36.5        7.4       24.3       17.4        6.8        8.2        3.7        0.6       15.8       14.6
 
Number of Traders in Each Category                                    Total Traders:       198
        14         27         18         29         38         34         37         30         33         11         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   386,748
Positions
   157,703    115,494    125,080          9      2,015      2,993     12,032     31,438     57,183      1,314      7,365      8,019     22,415     37,160
 
Changes from:       September 25, 2012                               Total Change is:   -73,609
   -17,677    -29,143    -26,603          0          0          0    -16,684     -9,205     -4,263     -1,889        -94     -2,385     -4,108     -1,915
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       29.9       32.3        0.0        0.5        0.8        3.1        8.1       14.8        0.3        1.9        2.1        5.8        9.6
 
Number of Traders in Each Category                                    Total Traders:        76
        19         22         31          .          .          .          7         17         23          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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    35,129
Positions
    21,163     11,934      7,202          0        500          0      3,828     12,560      2,394          0         56        262        280        221
 
Changes from:       September 25, 2012                               Total Change is:    -5,502
      -942     -2,284     -2,330          0          0          0     -2,073       -784        -63        -40         43       -119         65         35
 
Percent of Open Interest Represented by Each Category of Trader
      60.2       34.0       20.5        0.0        1.4        0.0       10.9       35.8        6.8        0.0        0.2        0.7        0.8        0.6
 
Number of Traders in Each Category                                    Total Traders:        35
        12          4          9          0          .          0          8          8          8          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,599,481
Positions
 1,171,409  2,950,079  2,604,727    791,740    254,426    160,961  1,453,233    263,281  3,518,904    227,380    149,639    739,969    931,158    957,495
 
Changes from:       September 25, 2012                               Total Change is:   138,237
    -7,545    113,275     13,428     29,828    -87,010     -5,745    -56,390      1,350     46,842    -26,411      4,303     89,741     54,489    -37,946
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       25.4       22.5        6.8        2.2        1.4       12.5        2.3       30.3        2.0        1.3        6.4        8.0        8.3
 
Number of Traders in Each Category                                    Total Traders:       255
        29         50         77         11          9         17         69         41         90         15         18         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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    11,681
Positions
     8,816        182          0        562        816          4        851     10,414          5      1,278        215          0        165         45
 
Changes from:       September 25, 2012                               Total Change is:       896
       881         23          0        -10         36         -2         32        842          0          0          0          0         -5         -3
 
Percent of Open Interest Represented by Each Category of Trader
      75.5        1.6        0.0        4.8        7.0        0.0        7.3       89.2        0.0       10.9        1.8        0.0        1.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         4          .          0          .          4          .          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2012                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,560
Positions
    10,981      7,373          0        856        794         42      1,396      5,220          0          0         91          0        285         40
 
Changes from:       September 25, 2012                               Total Change is:        14
        29        -26          0       -154         39          0        116         18          0          0          0          0         23        -17
 
Percent of Open Interest Represented by Each Category of Trader
      81.0       54.4        0.0        6.3        5.9        0.3       10.3       38.5        0.0        0.0        0.7        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 October 2, 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    46,035
Positions
    12,655      4,922      1,882      1,487      4,619        182     21,631     28,991      1,207      4,148      1,717          0      2,842      2,515
 
Changes from:       September 25, 2012                               Total Change is:    -2,749
      -378       -193        433        -95        283         10     -3,987     -2,508        156      1,324       -526         -4       -208       -400
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       10.7        4.1        3.2       10.0        0.4       47.0       63.0        2.6        9.0        3.7        0.0        6.2        5.5
 
Number of Traders in Each Category                                    Total Traders:        99
         4          .          .          7          4          .         19         38          7         16          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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   390,364
Positions
   143,057     28,062     41,593     38,104     12,724     10,422     24,936    148,378     40,712      3,663     20,124     63,452     24,425     24,897
 
Changes from:       September 25, 2012                               Total Change is:    -3,238
      -232         58      1,040       -934        543      1,298     -4,582     -7,275        101       -601     -2,061      3,463     -2,791       -405
 
Percent of Open Interest Represented by Each Category of Trader
      36.6        7.2       10.7        9.8        3.3        2.7        6.4       38.0       10.4        0.9        5.2       16.3        6.3        6.4
 
Number of Traders in Each Category                                    Total Traders:       157
        23         11         25          9         11         11         22         46         48         13         12         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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     8,269
Positions
       288      4,095          0      3,163        411        155      3,613      2,683        893         32         30          0        125          2
 
Changes from:       September 25, 2012                               Total Change is:       -49
      -146       -245          0         -6          4         24        150        168          0          0          0          0        -71          0
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       49.5        0.0       38.3        5.0        1.9       43.7       32.4       10.8        0.4        0.4        0.0        1.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          4          0          4          .          .          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,296
Positions
     1,127      7,829          0      6,356          0          0        764      1,289          0          0          0          0      1,049        178
 
Changes from:       September 25, 2012                               Total Change is:    -1,179
        66        864       -864        -42          0          0        -41     -1,094          0          0          0          0       -298        -85
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       84.2        0.0       68.4        0.0        0.0        8.2       13.9        0.0        0.0        0.0        0.0       11.3        1.9
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0         11          0          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated October 5, 2012