Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   296,999
Positions
     9,922     80,013     68,247     22,500     33,125      1,516    117,438     58,425     19,208      9,421     14,575        600     48,147     21,290
 
Changes from:       September 11, 2012                               Total Change is:    42,401
     3,477      3,160     35,541        -34        135       -564     12,207      9,723     -6,271         61      2,287       -880     -1,136       -730
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       26.9       23.0        7.6       11.2        0.5       39.5       19.7        6.5        3.2        4.9        0.2       16.2        7.2
 
Number of Traders in Each Category                                    Total Traders:       107
         4         14         10          9          5          .         37         19          8         11          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    38,449
Positions
     6,384      9,606          0      2,098      1,657        176     11,958     15,304          0      3,532          0          0     14,301     11,706
 
Changes from:       September 11, 2012                               Total Change is:   -19,582
   -14,110     -6,802       -881         -9         55          3     -5,770     -5,085     -2,004      2,441     -3,204          0        748     -1,664
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       25.0        0.0        5.5        4.3        0.5       31.1       39.8        0.0        9.2        0.0        0.0       37.2       30.4
 
Number of Traders in Each Category                                    Total Traders:        30
         .          5          0          .          .          .          4          9          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   151,305
Positions
     4,026     34,513          6     11,076     31,212     12,421     78,710     35,272        607      2,684     18,439      1,061     40,714     17,774
 
Changes from:       September 11, 2012                               Total Change is:   -30,377
    -3,291      2,418    -16,078        745     -2,193        670      9,031     -7,352     -7,537     -3,966     13,417    -10,595        644     -3,127
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       22.8        0.0        7.3       20.6        8.2       52.0       23.3        0.4        1.8       12.2        0.7       26.9       11.7
 
Number of Traders in Each Category                                    Total Traders:       102
         4         11          .          8         14          6         33         21          4          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   128,862
Positions
     1,585     43,445         62     62,979      6,742        849     39,179     28,571        985        501     15,439         45     22,677     32,724
 
Changes from:       September 11, 2012                               Total Change is:   -47,756
    -6,003    -22,019    -11,123     -1,607        406       -227    -18,166     -3,222     -3,215          0     -3,562        -46     -7,369     -4,748
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       33.7        0.0       48.9        5.2        0.7       30.4       22.2        0.8        0.4       12.0        0.0       17.6       25.4
 
Number of Traders in Each Category                                    Total Traders:        89
         .         16          .          9          6          4         24         23          4          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   234,394
Positions
    77,631      9,164      1,110     40,817     35,065      8,572     37,233    107,860        132     22,873     12,882      2,744     43,282     56,865
 
Changes from:       September 11, 2012                               Total Change is:   -98,243
    -9,876    -50,601     -9,894      6,824     -1,819       -522    -35,009    -18,600    -15,231    -35,266      3,535        583        148     -5,694
 
Percent of Open Interest Represented by Each Category of Trader
      33.1        3.9        0.5       17.4       15.0        3.7       15.9       46.0        0.1        9.8        5.5        1.2       18.5       24.3
 
Number of Traders in Each Category                                    Total Traders:       178
        20         12          6         20         19         15         28         49          6         18         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   174,458
Positions
    18,203     52,570         53      3,670     43,622      1,065    117,199     51,806         24        987      4,065        763     32,494     20,490
 
Changes from:       September 11, 2012                               Total Change is:   -44,452
    -3,344    -12,533    -36,931        193       -707       -546        172     16,832     -8,074        497       -580        763      2,818     -2,676
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       30.1        0.0        2.1       25.0        0.6       67.2       29.7        0.0        0.6        2.3        0.4       18.6       11.7
 
Number of Traders in Each Category                                    Total Traders:        99
         6         11          .          .          9          .         34         27          4          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    89,750
Positions
    50,163     61,456     19,322      4,112          0          0      5,032        628      5,213      2,470          0      2,861        577        270
 
Changes from:       September 11, 2012                               Total Change is:    -6,800
      -751       -343     -4,598        -41          0          0       -791     -1,213       -527       -430          0          0        338       -119
 
Percent of Open Interest Represented by Each Category of Trader
      55.9       68.5       21.5        4.6        0.0        0.0        5.6        0.7        5.8        2.8        0.0        3.2        0.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        25
         6         13         12          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   214,921
Positions
    34,938     82,484          0     25,396        396      1,560    137,535    117,394        587      5,274      9,995        357      9,274      2,148
 
Changes from:       September 11, 2012                               Total Change is:   -94,323
    -8,547     -9,592    -22,662        148       -749          5     12,642     24,999    -77,605       -147     -8,804         26      1,817         59
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       38.4        0.0       11.8        0.2        0.7       64.0       54.6        0.3        2.5        4.7        0.2        4.3        1.0
 
Number of Traders in Each Category                                    Total Traders:       126
         7          8          0          8          .          .         67         14          .         14          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    16,541
Positions
    13,726      1,793         28        323          0          0      1,686      1,215          0        140     13,057          0        638        448
 
Changes from:       September 11, 2012                               Total Change is:       429
       525        358        -50        123         -8       -334        153       -386          0          0        830          0         12         19
 
Percent of Open Interest Represented by Each Category of Trader
      83.0       10.8        0.2        2.0        0.0        0.0       10.2        7.3        0.0        0.8       78.9        0.0        3.9        2.7
 
Number of Traders in Each Category                                    Total Traders:        21
         5          5          .          .          0          0          6          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    29,331
Positions
     1,390     20,340          0        414          0          0     21,576      5,395        129        647      1,315        442      4,733      1,710
 
Changes from:       September 11, 2012                               Total Change is:     2,179
    -3,169      4,088     -3,425        192          0          0      8,804      1,493       -906        350        985        267         66       -323
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       69.3        0.0        1.4        0.0        0.0       73.6       18.4        0.4        2.2        4.5        1.5       16.1        5.8
 
Number of Traders in Each Category                                    Total Traders:        50
         .          9          0          .          0          0         18         13          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    75,855
Positions
    14,369     42,534      8,603      4,373        247        369     31,924     12,122      2,056      3,036      1,519      1,553      9,574      6,853
 
Changes from:       September 11, 2012                               Total Change is:    12,881
      -116      2,647      6,108        807       -556        -93      3,444        764      1,158       -119        416      1,553        140        887
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       56.1       11.3        5.8        0.3        0.5       42.1       16.0        2.7        4.0        2.0        2.0       12.6        9.0
 
Number of Traders in Each Category                                    Total Traders:       105
        16         19         12          8          .          .         34         14         11          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   151,710
Positions
    28,738     85,068     17,206      8,746        494        738     63,847     24,244      4,111      6,071      3,038      3,105     19,148     13,706
 
Changes from:       September 11, 2012                               Total Change is:    25,762
      -232      5,293     12,215      1,614     -1,112       -186      6,888      1,527      2,315       -237        831      3,105        280      1,774
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       56.1       11.3        5.8        0.3        0.5       42.1       16.0        2.7        4.0        2.0        2.0       12.6        9.0
 
Number of Traders in Each Category                                    Total Traders:       105
        16         19         12          8          .          .         34         14         11          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   976,025
Positions
    52,962    186,474    127,858    380,691    158,206     64,481    106,346    218,300     60,947     28,483     43,010     12,558    141,699    104,193
 
Changes from:       September 11, 2012                               Total Change is:   104,567
    -2,293     40,843     63,571     17,649     -5,557         61      8,419    -11,024     19,344         25      1,714        786     -2,994     -5,171
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       19.1       13.1       39.0       16.2        6.6       10.9       22.4        6.2        2.9        4.4        1.3       14.5       10.7
 
Number of Traders in Each Category                                    Total Traders:       572
        32         54         50        118         52         68        109        116         90         43         46         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   259,144
Positions
    28,666     80,688     21,720     93,369     34,479      8,993     20,121     35,632      9,208      1,894     15,562      1,499     73,674     51,363
 
Changes from:       September 11, 2012                               Total Change is:    26,406
    -2,108     19,772     19,730     -3,171     -1,416     -1,537      6,849       -710      6,313        284      1,369     -4,221      4,267    -12,894
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       31.1        8.4       36.0       13.3        3.5        7.8       13.7        3.6        0.7        6.0        0.6       28.4       19.8
 
Number of Traders in Each Category                                    Total Traders:       103
        11         14         12         25          9         13         15         21         20          .          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,584,406
Positions
   267,723    675,173    384,447  1,488,042    670,066    226,009    546,870  1,029,082    142,949    156,202    160,493     32,039    340,125    264,148
 
Changes from:       September 11, 2012                               Total Change is:   390,804
   -53,295     52,988    271,572    101,430    -23,375     10,658     20,218    -39,200     52,786     -1,447      1,574     25,185    -36,303     38,616
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       18.8       10.7       41.5       18.7        6.3       15.3       28.7        4.0        4.4        4.5        0.9        9.5        7.4
 
Number of Traders in Each Category                                    Total Traders:       547
        35         50         41        103         48         59        108        116         80         41         45         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   148,076
Positions
    15,468     41,977     23,368     61,899     57,190      1,583     31,185     15,660        562        390      2,770          0     13,621      4,966
 
Changes from:       September 11, 2012                               Total Change is:    23,928
      -648      4,349     21,261      1,818     -2,428     -1,257        849        445        321          0        -15          0      1,584      1,252
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       28.3       15.8       41.8       38.6        1.1       21.1       10.6        0.4        0.3        1.9        0.0        9.2        3.4
 
Number of Traders in Each Category                                    Total Traders:       105
         8         10          7         40         12         11         22         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   146,791
Positions
     6,117     65,772     40,402     39,016      7,346      2,339     33,868     10,119      7,113      2,459      3,963        532     14,946      9,206
 
Changes from:       September 11, 2012                               Total Change is:    31,065
       374     -4,428     28,016        460       -970      1,636     -3,576      1,849      3,696        508         27        397       -447        841
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       44.8       27.5       26.6        5.0        1.6       23.1        6.9        4.8        1.7        2.7        0.4       10.2        6.3
 
Number of Traders in Each Category                                    Total Traders:       247
        14         34         25         37         20         13         81         35         24         15          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    27,225
Positions
    14,635     16,919        600        300          0      1,700      2,115      5,690        333          0        923          0      7,542      1,060
 
Changes from:       September 11, 2012                               Total Change is:     4,478
     2,592       -103        500          0          0      1,700       -454      2,026        333          0          0          0       -193         22
 
Percent of Open Interest Represented by Each Category of Trader
      53.8       62.1        2.2        1.1        0.0        6.2        7.8       20.9        1.2        0.0        3.4        0.0       27.7        3.9
 
Number of Traders in Each Category                                    Total Traders:        23
         4         10          .          .          0          .          4          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   597,830
Positions
    22,286    309,142    134,134    193,581     36,729      3,193    170,781     34,161     21,881     12,296     15,202      2,659     37,019     40,729
 
Changes from:       September 11, 2012                               Total Change is:   132,933
       602     -9,933    125,892      2,301     -4,850       -320    -15,683       -956     16,884      2,541        136      1,984     -1,268      4,096
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       51.7       22.4       32.4        6.1        0.5       28.6        5.7        3.7        2.1        2.5        0.4        6.2        6.8
 
Number of Traders in Each Category                                    Total Traders:       247
        15         33         22         37         20         12         82         35         20         15          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   441,653
Positions
   138,283     49,981     25,447    148,462    200,687     18,756     72,176     95,647      7,623      2,610     21,777      1,679     26,617     20,056
 
Changes from:       September 11, 2012                               Total Change is:     6,047
   -14,956      7,222      7,970      8,499    -13,912     -5,304     -2,270      1,976      5,097        118       -665      1,679      5,214      1,984
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       11.3        5.8       33.6       45.4        4.2       16.3       21.7        1.7        0.6        4.9        0.4        6.0        4.5
 
Number of Traders in Each Category                                    Total Traders:       263
        19         16         12         57         37         25         55         54         20          7         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    21,611
Positions
       826      2,750          1      9,582        131        229      3,025      4,295          0      1,782      3,149          0      6,166     11,056
 
Changes from:       September 11, 2012                               Total Change is:   -14,093
    -6,794      2,400     -2,728        -36       -389       -172     -1,456     -2,809       -320        344     -3,218         -4     -2,927     -6,853
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       12.7        0.0       44.3        0.6        1.1       14.0       19.9        0.0        8.2       14.6        0.0       28.5       51.2
 
Number of Traders in Each Category                                    Total Traders:        27
         .          .          .         10          .          .          6          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    28,140
Positions
     5,091     10,056      2,118      6,434      2,275        886      6,551      3,908        126      1,334          0          0      5,600      8,771
 
Changes from:       September 11, 2012                               Total Change is:   -45,173
   -24,585      1,448     -3,432       -893        -98       -246     -5,470     -1,079     -4,413     -2,686     -4,084     -2,055     -1,393    -31,214
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       35.7        7.5       22.9        8.1        3.1       23.3       13.9        0.4        4.7        0.0        0.0       19.9       31.2
 
Number of Traders in Each Category                                    Total Traders:        45
        10         11          5          7          .          .          8          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    70,098
Positions
     5,596     14,815      3,712     38,293     29,240      6,172      9,623     11,560        726          0          0          0      5,976      3,873
 
Changes from:       September 11, 2012                               Total Change is:     1,734
     1,104       -301        715     -1,266      1,767       -842      2,513       -732       -961          0          0          0        471      2,088
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       21.1        5.3       54.6       41.7        8.8       13.7       16.5        1.0        0.0        0.0        0.0        8.5        5.5
 
Number of Traders in Each Category                                    Total Traders:        70
         6          5          4         23         22          9         10          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   141,381
Positions
    16,884     60,325     14,915     58,496     19,177      4,451     16,129     26,325      1,597      5,999          0        248     22,662     14,343
 
Changes from:       September 11, 2012                               Total Change is:     7,661
     4,782      4,249      4,786     -2,837      5,148       -425      1,576     -5,697     -3,551       -205          0          5      3,530      3,146
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       42.7       10.5       41.4       13.6        3.1       11.4       18.6        1.1        4.2        0.0        0.2       16.0       10.1
 
Number of Traders in Each Category                                    Total Traders:       109
        12         14         11         24         17         11         26          7          4          9          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   558,449
Positions
    16,708     85,402      6,533    203,657    101,114     87,857     58,350     68,252     25,696     19,550     36,156        219    139,879    147,220
 
Changes from:       September 11, 2012                               Total Change is:   -14,766
    11,178    -21,113     -3,295     -8,471     -7,296      8,361    -11,669    -10,536        794     -1,093      2,196        219    -10,790     15,904
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       15.3        1.2       36.5       18.1       15.7       10.4       12.2        4.6        3.5        6.5        0.0       25.0       26.4
 
Number of Traders in Each Category                                    Total Traders:       149
         7         13          5         39         24         31         31         22         13          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   361,685
Positions
         0    134,935      2,382    245,010     16,195     36,482          0     97,086        776      9,505     13,702          0     67,530     60,127
 
Changes from:       September 11, 2012                               Total Change is:   -17,162
         0     -4,565     -5,561     -4,681      5,128       -182          0     -3,923     -6,512          0     -3,158          0       -226      1,611
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.3        0.7       67.7        4.5       10.1        0.0       26.8        0.2        2.6        3.8        0.0       18.7       16.6
 
Number of Traders in Each Category                                    Total Traders:        64
         0         13          .         28          8         19          0          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   948,758
Positions
    59,639    143,746     10,950    194,718    141,896     65,907    340,124    442,733     33,826    108,987     26,004      7,989    126,618     75,707
 
Changes from:       September 11, 2012                               Total Change is:   -37,142
   -23,227     13,018    -14,113        455     35,343      7,847     24,147    -66,750    -13,075    -23,814      3,776          0      4,638     -3,188
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       15.2        1.2       20.5       15.0        6.9       35.8       46.7        3.6       11.5        2.7        0.8       13.3        8.0
 
Number of Traders in Each Category                                    Total Traders:       207
        14         21          6         39         28         30         40         31         20         21         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,593,535
Positions
   214,233     80,586      9,946    384,934    776,103    187,944    369,776    124,840     49,813     88,776     77,113      4,387    283,726    282,803
 
Changes from:       September 11, 2012                               Total Change is:    22,705
    44,928    -18,816      4,233     12,969     43,715    -14,472    -25,384     -6,061      9,208      2,652         93        965    -12,394      3,840
 
Percent of Open Interest Represented by Each Category of Trader
      13.4        5.1        0.6       24.2       48.7       11.8       23.2        7.8        3.1        5.6        4.8        0.3       17.8       17.7
 
Number of Traders in Each Category                                    Total Traders:       260
        32         20         12         26         57         48         63         35         28         14         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,296,683
Positions
   184,326    120,800     15,550    253,577    595,102    110,220    361,501    146,324     15,497    102,812     56,905      2,058    251,142    234,227
 
Changes from:       September 11, 2012                               Total Change is:    40,025
   -21,294     -8,105      4,839     63,045     32,965      9,017    -14,002      3,375     -5,639    -13,950       -186      1,190     16,819      2,569
 
Percent of Open Interest Represented by Each Category of Trader
      14.2        9.3        1.2       19.6       45.9        8.5       27.9       11.3        1.2        7.9        4.4        0.2       19.4       18.1
 
Number of Traders in Each Category                                    Total Traders:       180
        17         18          5         24         39         36         40         20         17         11         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   429,972
Positions
   171,100    142,340    146,591          9      2,015      2,993     27,290     37,765     45,771        745      7,539      5,700     29,773     39,258
 
Changes from:       September 11, 2012                               Total Change is:     4,994
    -4,543     -1,653     10,116       -110          0       -190      2,885       -911     -4,696         30       -282       -320      1,822      2,930
 
Percent of Open Interest Represented by Each Category of Trader
      39.8       33.1       34.1        0.0        0.5        0.7        6.3        8.8       10.6        0.2        1.8        1.3        6.9        9.1
 
Number of Traders in Each Category                                    Total Traders:        77
        21         22         32          .          .          .         14         12         21          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    37,020
Positions
    17,796     10,668     10,629          0        500          0      5,402     12,167      1,743         94          0        340      1,016        973
 
Changes from:       September 11, 2012                               Total Change is:     7,301
      -167      2,166      5,630          0     -1,198          0        453       -652        480          6          0         55        844        820
 
Percent of Open Interest Represented by Each Category of Trader
      48.1       28.8       28.7        0.0        1.4        0.0       14.6       32.9        4.7        0.3        0.0        0.9        2.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        34
        10          5         10          0          .          0          8          8          6          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,981,332
Positions
 1,083,429  2,703,670  1,774,605    733,056    266,647    139,115  1,640,187    398,587  1,341,044    153,388    154,306    279,935    836,573    923,423
 
Changes from:       September 11, 2012                               Total Change is:  -414,591
    12,285    -41,094   -323,023     83,968    115,562     -2,545     -3,874     -9,132    -91,758     -3,439    -17,315    -42,819    -43,386     -2,467
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       33.9       22.2        9.2        3.3        1.7       20.6        5.0       16.8        1.9        1.9        3.5       10.5       11.6
 
Number of Traders in Each Category                                    Total Traders:       237
        27         51         73         10          8         12         60         38         82         17         11         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,426
Positions
     7,709        212          0        560        798          6        697      9,084          5      1,278        255          0        171         66
 
Changes from:       September 11, 2012                               Total Change is:    -2,500
    -1,310        -36          0         -7         14          0       -127     -1,513       -990        -20         40          0        -46        -15
 
Percent of Open Interest Represented by Each Category of Trader
      73.9        2.0        0.0        5.4        7.7        0.1        6.7       87.1        0.0       12.3        2.4        0.0        1.6        0.6
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,415
Positions
    10,921      7,321          0      1,014        680         42      1,260      5,223          0          0        101          0        178         48
 
Changes from:       September 11, 2012                               Total Change is:    -2,607
      -819     -1,156          0          0         -7          0        -28        283     -1,736          0          0          0        -24          9
 
Percent of Open Interest Represented by Each Category of Trader
      81.4       54.6        0.0        7.6        5.1        0.3        9.4       38.9        0.0        0.0        0.8        0.0        1.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        26
         4          6          0          .          4          .          .          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    40,481
Positions
    13,108      5,953      1,052      1,307      3,303        342     18,161     24,321        520      2,802      2,260         25      3,164      2,705
 
Changes from:       September 11, 2012                               Total Change is:   -31,694
      -487    -30,649     -1,251       -149      2,513        215    -26,298     -2,530       -173     -2,798        542        -28       -725       -333
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       14.7        2.6        3.2        8.2        0.8       44.9       60.1        1.3        6.9        5.6        0.1        7.8        6.7
 
Number of Traders in Each Category                                    Total Traders:       100
         5          .          .          7          .          .         23         31          4         16         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   431,265
Positions
   139,067     22,895     54,765     33,258     13,006      9,442     31,626    152,016     50,504      5,702     23,234     75,353     31,548     30,050
 
Changes from:       September 11, 2012                               Total Change is:    24,307
    -5,512     -6,280     12,470     -8,611       -150        714      6,529      2,648      2,517       -128     -2,933     16,584       -256     -1,263
 
Percent of Open Interest Represented by Each Category of Trader
      32.2        5.3       12.7        7.7        3.0        2.2        7.3       35.2       11.7        1.3        5.4       17.5        7.3        7.0
 
Number of Traders in Each Category                                    Total Traders:       163
        21         11         26          6         11          9         22         52         56         13         16         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    14,185
Positions
     3,139      3,138      3,205      3,124        416        305      3,308      6,192        893         32         30          0        179          6
 
Changes from:       September 11, 2012                               Total Change is:     5,028
        63        783      3,205        363         -7        175      1,150        862         10          0          0          0         62          0
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       22.1       22.6       22.0        2.9        2.2       23.3       43.7        6.3        0.2        0.2        0.0        1.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          .          4          .          .          4          4          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 18, 2012              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,475
Positions
     1,061      6,965        864      6,398          0          0        805      2,383          0          0          0          0      1,347        263
 
Changes from:       September 11, 2012                               Total Change is:       825
         3          0        864       -128          0          0       -158        208          0          0          0          0        244       -247
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       66.5        8.2       61.1        0.0        0.0        7.7       22.7        0.0        0.0        0.0        0.0       12.9        2.5
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          .         11          0          0          .          4          0          0          0          0
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Updated September 21, 2012