Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   122,945
Positions
    40,399      9,619        737     21,245     32,709        283     17,820     46,973      5,067     12,443      1,577          0     24,951     25,980
 
Changes from:       October 4, 2011                                  Total Change is:    19,212
    24,260     -8,000         79     -1,790     19,574        -43      5,245      9,987        199         49        516        -25     -8,762     -3,075
 
Percent of Open Interest Represented by Each Category of Trader
      32.9        7.8        0.6       17.3       26.6        0.2       14.5       38.2        4.1       10.1        1.3        0.0       20.3       21.1
 
Number of Traders in Each Category                                    Total Traders:        85
        12          8          5          6          6          .         11         24          5         14          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    24,317
Positions
     4,487      6,656        139      1,384      1,385        129      8,783      4,197         34          0          0          0      9,361     11,777
 
Changes from:       October 4, 2011                                  Total Change is:      -647
      -668       -454        139         63        454          0        -40       -793       -149        -50          0          0         58        156
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       27.4        0.6        5.7        5.7        0.5       36.1       17.3        0.1        0.0        0.0        0.0       38.5       48.4
 
Number of Traders in Each Category                                    Total Traders:        35
         6          7          .          .          .          .          7         11          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   184,709
Positions
   126,154      2,018        207     10,362     61,231      1,971     29,796     81,278      2,191      1,666      3,219          0     12,362     32,594
 
Changes from:       October 4, 2011                                  Total Change is:     9,209
     9,266        342        181       -700     14,515         19     -1,273     -6,103       -816      1,666        -69          0        866      1,140
 
Percent of Open Interest Represented by Each Category of Trader
      68.3        1.1        0.1        5.6       33.1        1.1       16.1       44.0        1.2        0.9        1.7        0.0        6.7       17.6
 
Number of Traders in Each Category                                    Total Traders:        96
        15          6          .          6         15          4         16         32          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   153,849
Positions
     2,015     96,442         72     60,759      9,141      1,172     61,251     15,127        288      1,786      2,104          0     26,506     29,503
 
Changes from:       October 4, 2011                                  Total Change is:    19,125
        -8     20,065          3     18,326       -967          3      1,354      1,565         -7          0         12          0       -546     -1,549
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       62.7        0.0       39.5        5.9        0.8       39.8        9.8        0.2        1.2        1.4        0.0       17.2       19.2
 
Number of Traders in Each Category                                    Total Traders:        95
         .         14          .         11          7          4         28         24          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   223,167
Positions
    97,660     25,444        348     26,634     37,618      5,496     50,685     81,502        866      5,691      9,346        361     35,426     62,186
 
Changes from:       October 4, 2011                                  Total Change is:     2,328
     1,110      9,373        274     -2,443     -3,741      2,354     -2,325     -8,129        -96        582       -834          0      2,872      3,127
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       11.4        0.2       11.9       16.9        2.5       22.7       36.5        0.4        2.6        4.2        0.2       15.9       27.9
 
Number of Traders in Each Category                                    Total Traders:       170
        27         13          .         14         26         11         14         57         11          6         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   118,182
Positions
    56,661     27,661        666      3,514     39,009        729     36,836     25,129         26      6,452        432          0     13,298     24,530
 
Changes from:       October 4, 2011                                  Total Change is:    18,166
    18,782     -3,094          2        -50     20,217          1        821      1,988         21         80       -505          0     -1,491       -464
 
Percent of Open Interest Represented by Each Category of Trader
      47.9       23.4        0.6        3.0       33.0        0.6       31.2       21.3        0.0        5.5        0.4        0.0       11.3       20.8
 
Number of Traders in Each Category                                    Total Traders:        71
        12          8          .          .          7          .         13         24          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    83,465
Positions
    49,877     43,038     26,230          0          0          0      4,880     11,962      1,170          0          0          0      1,308      1,065
 
Changes from:       October 4, 2011                                  Total Change is:    -1,080
      -647       -546        600          0          0          0       -322       -731          0       -424          0          0       -287       -403
 
Percent of Open Interest Represented by Each Category of Trader
      59.8       51.6       31.4        0.0        0.0        0.0        5.8       14.3        1.4        0.0        0.0        0.0        1.6        1.3
 
Number of Traders in Each Category                                    Total Traders:        23
         8          9         13          0          0          0          .          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    88,822
Positions
    49,584     41,567          0     22,315      2,547        536     12,641     34,889        265      1,103      2,948          0      2,378      6,070
 
Changes from:       October 4, 2011                                  Total Change is:      -596
     2,468        962          0      5,298       -753     -1,399     -6,445      1,016         27       -172       -365          0       -373        -84
 
Percent of Open Interest Represented by Each Category of Trader
      55.8       46.8        0.0       25.1        2.9        0.6       14.2       39.3        0.3        1.2        3.3        0.0        2.7        6.8
 
Number of Traders in Each Category                                    Total Traders:        83
         6         12          0          5          5          .         15         29          4          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    25,059
Positions
    12,091     16,387         53        191        238          0     10,987      5,755        102        347        342          0      1,288      2,182
 
Changes from:       October 4, 2011                                  Total Change is:    -1,152
       -53      1,845         27         -2         25          0       -918     -2,395          0          0       -168          0       -206       -486
 
Percent of Open Interest Represented by Each Category of Trader
      48.3       65.4        0.2        0.8        0.9        0.0       43.8       23.0        0.4        1.4        1.4        0.0        5.1        8.7
 
Number of Traders in Each Category                                    Total Traders:        36
         6          7          .          .          .          0          7         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    39,332
Positions
    17,501     20,603         82      2,533      2,980        432     12,482      7,436         40      2,236      1,567          0      4,028      6,194
 
Changes from:       October 4, 2011                                  Total Change is:   -11,010
    -4,270     -5,085     -2,556       -400     -1,224        -55      4,950      1,274     -4,017     -1,789      1,407     -1,279     -1,596        524
 
Percent of Open Interest Represented by Each Category of Trader
      44.5       52.4        0.2        6.4        7.6        1.1       31.7       18.9        0.1        5.7        4.0        0.0       10.2       15.7
 
Number of Traders in Each Category                                    Total Traders:        74
        21         11          .          .          6          .         16         12          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    78,663
Positions
    35,002     41,206        163      5,066      5,960        863     24,963     14,871         79      4,471      3,134          0      8,056     12,387
 
Changes from:       October 4, 2011                                  Total Change is:     2,704
     2,281      2,350       -465        330     -1,864       -109      5,304      1,662     -1,831     -2,920        270        -14        128      2,705
 
Percent of Open Interest Represented by Each Category of Trader
      44.5       52.4        0.2        6.4        7.6        1.1       31.7       18.9        0.1        5.7        4.0        0.0       10.2       15.7
 
Number of Traders in Each Category                                    Total Traders:        74
        21         11          .          .          6          .         16         12          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   886,848
Positions
   116,354    125,158     44,816    375,404    238,383     66,457     76,210    174,697     46,117     17,062     42,065      6,681    137,747    142,474
 
Changes from:       October 4, 2011                                  Total Change is:   -38,715
   -14,193      6,978      3,838      3,225    -30,046     -4,894     -7,286     -3,440     -5,783     -2,928     -3,101     -1,377     -9,316       -890
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       14.1        5.1       42.3       26.9        7.5        8.6       19.7        5.2        1.9        4.7        0.8       15.5       16.1
 
Number of Traders in Each Category                                    Total Traders:       567
        31         57         27        106         73         67         68        149         71         26         54         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   284,462
Positions
    42,270     61,957      7,423    111,760     46,501     11,646     36,109     58,446      1,493      6,742     15,429        589     66,430     80,978
 
Changes from:       October 4, 2011                                  Total Change is:   -12,393
    -7,751       -536        487     -1,058     -1,395         46      2,992     -7,270        433     -2,422       -511         -7     -5,113     -3,640
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       21.8        2.6       39.3       16.3        4.1       12.7       20.5        0.5        2.4        5.4        0.2       23.4       28.5
 
Number of Traders in Each Category                                    Total Traders:       133
        12         15          4         27         15         13         22         29         11          5          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,011,932
Positions
   519,924    465,508     37,460  1,333,026    974,217    259,248    387,311    768,062     36,317     77,920    159,498      4,141    356,585    307,481
 
Changes from:       October 4, 2011                                  Total Change is:  -131,611
   -16,337     53,445        879     18,793   -145,874    -22,077    -64,242      6,298    -18,230     -4,407    -14,828     -4,975    -21,015     13,751
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       15.5        1.2       44.3       32.3        8.6       12.9       25.5        1.2        2.6        5.3        0.1       11.8       10.2
 
Number of Traders in Each Category                                    Total Traders:       536
        31         53         16         94         69         60         66        144         47         26         51          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   111,256
Positions
    25,691     15,816          0     54,507     60,811      9,988     11,575     13,235         46      1,433      6,368          0      8,016      4,992
 
Changes from:       October 4, 2011                                  Total Change is:    -6,324
    -5,429      1,695        -66      2,777     -5,001     -2,419       -718       -373       -376       -101       -416          0          8        632
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       14.2        0.0       49.0       54.7        9.0       10.4       11.9        0.0        1.3        5.7        0.0        7.2        4.5
 
Number of Traders in Each Category                                    Total Traders:        84
         8          9          0         28         15          9          9         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    75,078
Positions
    23,441     26,541      2,115     18,926     17,637      1,478     13,856     10,080      3,144      1,195      3,786         62     10,861     10,236
 
Changes from:       October 4, 2011                                  Total Change is:    -4,861
    -1,409      3,303       -679        271     -3,891          4     -1,157     -1,477     -1,722        170         84         17       -356       -500
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       35.4        2.8       25.2       23.5        2.0       18.5       13.4        4.2        1.6        5.0        0.1       14.5       13.6
 
Number of Traders in Each Category                                    Total Traders:       205
        23         28          8         28         23         12         34         51         15          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    15,277
Positions
     5,986     10,540         20        269        300          0      1,695      2,213          0          0      1,082          0      7,307      1,122
 
Changes from:       October 4, 2011                                  Total Change is:       -89
       181        338          0          0          0          0       -492       -247          0          0          0          0        222       -180
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       69.0        0.1        1.8        2.0        0.0       11.1       14.5        0.0        0.0        7.1        0.0       47.8        7.3
 
Number of Traders in Each Category                                    Total Traders:        22
         7          8          .          .          .          0          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   299,005
Positions
    96,322     89,049      1,427     93,287     86,683      7,388     74,820     53,350      1,706      5,976     13,522        311     17,768     45,569
 
Changes from:       October 4, 2011                                  Total Change is:   -23,861
   -11,336     11,439        -10      1,356    -19,454         19     -6,608     -9,436     -5,323        848        422         83     -2,890     -1,601
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       29.8        0.5       31.2       29.0        2.5       25.0       17.8        0.6        2.0        4.5        0.1        5.9       15.2
 
Number of Traders in Each Category                                    Total Traders:       204
        23         27          5         28         23         12         35         50         12          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   471,353
Positions
   261,102     30,931     18,915    100,888    214,448     35,648     36,467    119,482      1,566      1,399     27,101          0     15,368     23,262
 
Changes from:       October 4, 2011                                  Total Change is:   -21,714
   -13,797     -1,109        572       -616     -8,792     -1,919     -4,269     -6,271     -2,536       -485     -2,104          0      1,336        445
 
Percent of Open Interest Represented by Each Category of Trader
      55.4        6.6        4.0       21.4       45.5        7.6        7.7       25.3        0.3        0.3        5.7        0.0        3.3        4.9
 
Number of Traders in Each Category                                    Total Traders:       235
        23         10          .         46         51         26         20         68         10          .         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    25,452
Positions
     8,620      1,909         70      3,744      2,456         96      5,334      4,781          5        216      5,203          0      7,367     10,932
 
Changes from:       October 4, 2011                                  Total Change is:       -35
       439        609          0         22        139          0       -218       -205          0       -251       -230          0        -27       -348
 
Percent of Open Interest Represented by Each Category of Trader
      33.9        7.5        0.3       14.7        9.6        0.4       21.0       18.8        0.0        0.8       20.4        0.0       28.9       43.0
 
Number of Traders in Each Category                                    Total Traders:        41
        11          .          .          7          4          .          9          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    33,009
Positions
    11,484     12,643        813      6,964      3,059        452      3,760      7,062      1,573        602        785          0      7,361      6,622
 
Changes from:       October 4, 2011                                  Total Change is:    -3,906
       952     -1,995        145        387     -3,308        113        300        240       -357       -355        785          0     -5,091        471
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       38.3        2.5       21.1        9.3        1.4       11.4       21.4        4.8        1.8        2.4        0.0       22.3       20.1
 
Number of Traders in Each Category                                    Total Traders:        54
        14         14          .          6          .          .          4         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    41,305
Positions
       456      1,997      1,238     28,876     23,828      5,146      2,489      7,254          4        284          0          0      2,812      1,838
 
Changes from:       October 4, 2011                                  Total Change is:    -3,198
      -917        425       -390        458     -4,890        155     -1,677      1,492         -1          0          0          0       -826         11
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        4.8        3.0       69.9       57.7       12.5        6.0       17.6        0.0        0.7        0.0        0.0        6.8        4.4
 
Number of Traders in Each Category                                    Total Traders:        54
         .          .          .         18         19          8          5          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    64,761
Positions
    14,701     24,530        110     29,785     11,091      1,840      9,338      4,381      1,013      1,973      2,428        403      5,598     18,965
 
Changes from:       October 4, 2011                                  Total Change is:     1,477
     3,078     -1,624     -3,652        314       -540        244      1,419     -3,426        384        -32        513         32       -310      9,546
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       37.9        0.2       46.0       17.1        2.8       14.4        6.8        1.6        3.0        3.7        0.6        8.6       29.3
 
Number of Traders in Each Category                                    Total Traders:        69
        11         10          .         16          7          4         13          4          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   615,802
Positions
    16,056    127,042      1,236    331,170    104,589     77,727     38,803    120,870      5,341     16,320     53,375          0    129,149    125,622
 
Changes from:       October 4, 2011                                  Total Change is:   -11,044
       707    -11,406       -520    -14,307    -12,167      1,971     -3,897     18,805      1,168      8,070        522          0     -4,236     -9,417
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       20.6        0.2       53.8       17.0       12.6        6.3       19.6        0.9        2.7        8.7        0.0       21.0       20.4
 
Number of Traders in Each Category                                    Total Traders:       168
        10         24          4         44         19         30         29         30         12          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   374,115
Positions
     9,865    173,656        291    260,889     15,436     31,079      4,648    100,260        732      2,875      6,052          0     63,736     46,609
 
Changes from:       October 4, 2011                                  Total Change is:    -2,867
     1,328      4,188       -164     -2,632     -1,786      1,242      2,645     -3,478     -2,866          0        884          0     -2,420       -887
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       46.4        0.1       69.7        4.1        8.3        1.2       26.8        0.2        0.8        1.6        0.0       17.0       12.5
 
Number of Traders in Each Category                                    Total Traders:        76
         4         13          4         37          5         16          .         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   698,321
Positions
    80,378     52,039      3,751    131,122    217,450     85,539    225,376    157,703     15,529     59,028     51,662      1,847     95,751    112,801
 
Changes from:       October 4, 2011                                  Total Change is:   -36,936
     1,861     -9,197      2,990    -11,560     -7,738       -388    -15,625     11,622    -14,846      9,354     -2,240          0     -8,722    -17,139
 
Percent of Open Interest Represented by Each Category of Trader
      11.5        7.5        0.5       18.8       31.1       12.2       32.3       22.6        2.2        8.5        7.4        0.3       13.7       16.2
 
Number of Traders in Each Category                                    Total Traders:       219
        20         20          7         33         45         40         32         36         19          9         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,535,194
Positions
   140,340    122,509     21,123    601,129    599,282    205,144    220,585    150,304     20,713     49,952     97,607      2,848    273,360    315,664
 
Changes from:       October 4, 2011                                  Total Change is:    38,813
    47,233    -15,808     -1,915    -45,451     54,110    -14,479     66,681    -18,081      3,895        346     13,383     -1,420    -16,077     19,128
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        8.0        1.4       39.2       39.0       13.4       14.4        9.8        1.3        3.3        6.4        0.2       17.8       20.6
 
Number of Traders in Each Category                                    Total Traders:       237
        26         27          9         28         59         49         32         45         22          7         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,182,907
Positions
    98,525    125,185      8,585    380,108    520,794    124,465    223,888     96,369     12,744    147,887     56,778      5,380    181,325    232,607
 
Changes from:       October 4, 2011                                  Total Change is:   -46,034
       835    -10,714       -723    -24,913    -22,074      9,891     29,818      5,455    -22,350    -22,253      1,072     -8,070     -8,269      1,479
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       10.6        0.7       32.1       44.0       10.5       18.9        8.1        1.1       12.5        4.8        0.5       15.3       19.7
 
Number of Traders in Each Category                                    Total Traders:       177
        11         25          8         23         44         38         30         27         13          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   617,999
Positions
   251,097    246,165    177,599      3,807      5,694      3,524     56,287     49,799     80,664      9,468      5,502      7,946     27,607     41,106
 
Changes from:       October 4, 2011                                  Total Change is:    -5,050
       362      1,120        589        400        330          0      2,047     -1,557     -4,427         51        424       -854     -3,218       -675
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       39.8       28.7        0.6        0.9        0.6        9.1        8.1       13.1        1.5        0.9        1.3        4.5        6.7
 
Number of Traders in Each Category                                    Total Traders:       119
        28         28         51          .          4          .         19         22         24          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,199,656
Positions
   864,670  2,801,266  1,793,620  2,612,750     36,282    140,401    672,424    728,987  1,237,925     70,982    439,481    159,426    647,458    862,268
 
Changes from:       October 4, 2011                                  Total Change is:  -128,449
    88,909   -117,693     22,062   -150,376       -984     18,295    -35,836    -29,824     -7,165       -513     -5,771      5,691    -69,516    -13,060
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       34.2       21.9       31.9        0.4        1.7        8.2        8.9       15.1        0.9        5.4        1.9        7.9       10.5
 
Number of Traders in Each Category                                    Total Traders:       251
        35         51         80         16          6         21         43         56         80          9         14         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,057
Positions
     4,690      3,052          0      1,476        786         12      1,791      5,637        263      1,551        240          0        274         67
 
Changes from:       October 4, 2011                                  Total Change is:      -913
        21       -262          0        742        -32          0         89       -849        223     -1,949          0          0        -39          7
 
Percent of Open Interest Represented by Each Category of Trader
      46.6       30.3        0.0       14.7        7.8        0.1       17.8       56.1        2.6       15.4        2.4        0.0        2.7        0.7
 
Number of Traders in Each Category                                    Total Traders:        31
         .          5          0          .          4          .          7          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,538
Positions
    10,775      7,247          0      1,458      1,897         46        887      3,763          0         40        435          0        332        150
 
Changes from:       October 4, 2011                                  Total Change is:      -896
      -911       -828          0          4       -225         -2         52        134          0        -40          0          0          1         25
 
Percent of Open Interest Represented by Each Category of Trader
      79.6       53.5        0.0       10.8       14.0        0.3        6.6       27.8        0.0        0.3        3.2        0.0        2.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        27
         5          4          0          .          4          .          4          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    69,667
Positions
    21,848     60,404        500      4,154        181        692     30,714      4,994        794      3,247        656          0      7,718      1,446
 
Changes from:       October 4, 2011                                  Total Change is:    -2,854
       708      2,802          0          5        -63        242       -313     -5,332       -245       -167        -66         -2     -3,082       -190
 
Percent of Open Interest Represented by Each Category of Trader
      31.4       86.7        0.7        6.0        0.3        1.0       44.1        7.2        1.1        4.7        0.9        0.0       11.1        2.1
 
Number of Traders in Each Category                                    Total Traders:       103
         5          8          .          7          .          .         43         11          5         25          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   154,210
Positions
    37,641     40,923     39,593      4,140      1,084      5,298     18,879     18,722     21,224      1,102      2,366     11,405     14,928     13,595
 
Changes from:       October 4, 2011                                  Total Change is:     7,315
    10,136      6,334     -1,446       -367       -722       -236        931      6,436        597     -1,507        840       -971        178     -3,517
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       26.5       25.7        2.7        0.7        3.4       12.2       12.1       13.8        0.7        1.5        7.4        9.7        8.8
 
Number of Traders in Each Category                                    Total Traders:        96
        10         11         16          8          4          9         18         20         27          6          6         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    13,119
Positions
     2,107        450          0      1,738        993          0      8,237      2,458         71        253      8,755        389        324          3
 
Changes from:       October 4, 2011                                  Total Change is:     1,687
       249          0          0        -11         -6          0      1,532        426       -170        103      1,433         84       -100        -80
 
Percent of Open Interest Represented by Each Category of Trader
      16.1        3.4        0.0       13.2        7.6        0.0       62.8       18.7        0.5        1.9       66.7        3.0        2.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        26
         4          .          0          4          .          0          5          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated October 14, 2011