Traders in Financial Futures - Futures Only Positions as of September 11, 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   254,598
Positions
     6,445     76,853     32,706     22,534     32,990      2,080    105,231     48,702     25,479      9,360     12,288      1,480     49,283     22,020
 
Changes from:       September 4, 2012                                Total Change is:    83,320
      -507     14,469     32,266       -956        144        756     27,835     16,547     18,074        106      1,952        870      4,876     -1,758
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       30.2       12.8        8.9       13.0        0.8       41.3       19.1       10.0        3.7        4.8        0.6       19.4        8.6
 
Number of Traders in Each Category                                    Total Traders:       105
         4         16         13          8          5          4         37         18         10         10          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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    58,031
Positions
    20,494     16,408        881      2,107      1,602        173     17,728     20,389      2,004      1,091      3,204          0     13,553     13,370
 
Changes from:       September 4, 2012                                Total Change is:     2,082
        -1      1,698        376         76        -31          0        471       -256      1,504       -480        595          0        136     -1,804
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       28.3        1.5        3.6        2.8        0.3       30.5       35.1        3.5        1.9        5.5        0.0       23.4       23.0
 
Number of Traders in Each Category                                    Total Traders:        42
         4          9          .          .          .          .         10         10          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   181,682
Positions
     7,317     32,095     16,084     10,331     33,405     11,751     69,679     42,624      8,144      6,650      5,022     11,656     40,070     20,901
 
Changes from:       September 4, 2012                                Total Change is:    47,927
    -1,287     16,372     11,655       -587        999       -873     17,102      6,110      5,171       -719      1,804     11,653      5,812     -4,964
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       17.7        8.9        5.7       18.4        6.5       38.4       23.5        4.5        3.7        2.8        6.4       22.1       11.5
 
Number of Traders in Each Category                                    Total Traders:       106
         8          8          6          7         15          7         38         18         12          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   176,618
Positions
     7,588     65,464     11,185     64,586      6,336      1,076     57,345     31,793      4,200        501     19,001         91     30,046     37,472
 
Changes from:       September 4, 2012                                Total Change is:    24,166
    -3,080      3,863      8,733      2,445     -1,947        371      5,855      2,036      3,987          0        365         46      5,809      6,712
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       37.1        6.3       36.6        3.6        0.6       32.5       18.0        2.4        0.3       10.8        0.1       17.0       21.2
 
Number of Traders in Each Category                                    Total Traders:       100
         5         17          9          9          4          5         29         25         11          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   332,637
Positions
    87,507     59,765     11,004     33,993     36,884      9,094     72,242    126,460     15,363     58,139      9,347      2,161     43,134     62,559
 
Changes from:       September 4, 2012                                Total Change is:    18,274
        69     13,922      8,120      2,718     -5,229       -633     -5,467     -8,145     12,690     -2,508     -2,679       -920      4,205      1,148
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       18.0        3.3       10.2       11.1        2.7       21.7       38.0        4.6       17.5        2.8        0.6       13.0       18.8
 
Number of Traders in Each Category                                    Total Traders:       186
        21         15         12         17         22         15         32         49         23         15         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   218,910
Positions
    21,547     65,103     36,984      3,477     44,329      1,611    117,027     34,974      8,098        490      4,645          0     29,676     23,166
 
Changes from:       September 4, 2012                                Total Change is:    29,669
    -6,929     -3,557     33,423       -179        137        311     -4,054     -9,111      7,778     -1,619        253        -98      1,036        533
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       29.7       16.9        1.6       20.2        0.7       53.5       16.0        3.7        0.2        2.1        0.0       13.6       10.6
 
Number of Traders in Each Category                                    Total Traders:        96
         7         10         11          .          9          .         36         22         13          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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    96,550
Positions
    50,914     61,799     23,920      4,153          0          0      5,823      1,841      5,740      2,900          0      2,861        239        389
 
Changes from:       September 4, 2012                                Total Change is:     3,117
         0        571      2,394        460          0          0      1,340        521       -363          0          0          0       -714         -6
 
Percent of Open Interest Represented by Each Category of Trader
      52.7       64.0       24.8        4.3        0.0        0.0        6.0        1.9        5.9        3.0        0.0        3.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        26
         5         15         15          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   309,244
Positions
    43,485     92,076     22,662     25,248      1,145      1,555    124,893     92,395     78,192      5,421     18,799        331      7,457      2,089
 
Changes from:       September 4, 2012                                Total Change is:    86,589
   -19,150      3,848     17,963      1,168        173          1     23,247      5,425     59,431      2,563        121         46      1,320       -419
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       29.8        7.3        8.2        0.4        0.5       40.4       29.9       25.3        1.8        6.1        0.1        2.4        0.7
 
Number of Traders in Each Category                                    Total Traders:       136
         6         13          7          8          .          .         67         13         16         15          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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    16,112
Positions
    13,201      1,435         78        200          8        334      1,533      1,601          0        140     12,227          0        626        429
 
Changes from:       September 4, 2012                                Total Change is:    -1,966
      -679     -1,279       -764          0       -172        133       -202        581       -170          0          0          0       -284       -295
 
Percent of Open Interest Represented by Each Category of Trader
      81.9        8.9        0.5        1.2        0.0        2.1        9.5        9.9        0.0        0.9       75.9        0.0        3.9        2.7
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          .          .          .          .          5          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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    27,152
Positions
     4,559     16,252      3,425        222          0          0     12,772      3,902      1,035        297        330        175      4,667      2,033
 
Changes from:       September 4, 2012                                Total Change is:     1,759
    -1,497     -2,100      3,073        -22          0          0     -2,030        234        907       -163       -376          3      1,488         18
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       59.9       12.6        0.8        0.0        0.0       47.0       14.4        3.8        1.1        1.2        0.6       17.2        7.5
 
Number of Traders in Each Category                                    Total Traders:        49
         8          5          6          .          0          0         20          8          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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    62,974
Positions
    14,485     39,888      2,496      3,566        803        462     28,480     11,359        898      3,154      1,104          0      9,434      5,966
 
Changes from:       September 4, 2012                                Total Change is:     6,751
       360      1,765      2,388         35        -80        -61      2,515      1,147        120        424        614          0        971        860
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       63.3        4.0        5.7        1.3        0.7       45.2       18.0        1.4        5.0        1.8        0.0       15.0        9.5
 
Number of Traders in Each Category                                    Total Traders:        99
        15         17          .          5          .          .         36         14          5          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   125,948
Positions
    28,970     79,775      4,991      7,132      1,606        924     56,959     22,717      1,796      6,308      2,207          0     18,868     11,932
 
Changes from:       September 4, 2012                                Total Change is:    13,502
       719      3,529      4,776         70       -160       -122      5,029      2,293        240        848      1,227          0      1,942      1,719
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       63.3        4.0        5.7        1.3        0.7       45.2       18.0        1.4        5.0        1.8        0.0       15.0        9.5
 
Number of Traders in Each Category                                    Total Traders:        99
        15         17          .          5          .          .         36         14          5          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   871,458
Positions
    55,255    145,631     64,287    363,043    163,763     64,420     97,927    229,323     41,603     28,459     41,296     11,772    144,693    109,363
 
Changes from:       September 4, 2012                                Total Change is:     9,834
    -8,845      9,899      4,359       -797     -5,257      2,018     11,532     -1,340     -1,604      1,030      2,881      2,065         77     -3,187
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       16.7        7.4       41.7       18.8        7.4       11.2       26.3        4.8        3.3        4.7        1.4       16.6       12.5
 
Number of Traders in Each Category                                    Total Traders:       558
        35         52         37        115         56         64         93        120         76         39         47         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   232,738
Positions
    30,774     60,916      1,990     96,540     35,895     10,530     13,272     36,342      2,895      1,610     14,193      5,720     69,407     64,257
 
Changes from:       September 4, 2012                                Total Change is:    -8,931
   -10,036       -937     -2,567     -1,051        234      1,505      2,278     -6,870        593      1,504      1,951        122     -1,279     -2,962
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       26.2        0.9       41.5       15.4        4.5        5.7       15.6        1.2        0.7        6.1        2.5       29.8       27.6
 
Number of Traders in Each Category                                    Total Traders:       100
        11         12          .         24         10         13         15         20         11          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 3,193,602
Positions
   321,018    622,185    112,875  1,386,612    693,441    215,351    526,652  1,068,282     90,163    157,649    158,919      6,854    376,428    225,532
 
Changes from:       September 4, 2012                                Total Change is:    93,827
    -4,063     44,161     44,647     -2,564    -31,287      6,397     29,045     10,425      6,243      4,646     11,670      2,695      6,781     -1,124
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       19.5        3.5       43.4       21.7        6.7       16.5       33.5        2.8        4.9        5.0        0.2       11.8        7.1
 
Number of Traders in Each Category                                    Total Traders:       535
        37         48         30        101         52         56         93        120         64         39         45         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   124,148
Positions
    16,116     37,628      2,107     60,081     59,618      2,840     30,336     15,215        241        390      2,785          0     12,037      3,714
 
Changes from:       September 4, 2012                                Total Change is:     2,727
      -490      4,527      1,105      1,529     -2,073        159        924      1,073       -947       -295        -16          0        742     -1,101
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       30.3        1.7       48.4       48.0        2.3       24.4       12.3        0.2        0.3        2.2        0.0        9.7        3.0
 
Number of Traders in Each Category                                    Total Traders:       104
         9          8          .         41         12         13         21          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   115,726
Positions
     5,742     70,199     12,386     38,556      8,316        703     37,444      8,270      3,417      1,951      3,936        135     15,392      8,365
 
Changes from:       September 4, 2012                                Total Change is:     1,951
       -77         87      2,701       -289       -246       -154     -1,992         29        -76         93       -619        135      1,610         94
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       60.7       10.7       33.3        7.2        0.6       32.4        7.1        3.0        1.7        3.4        0.1       13.3        7.2
 
Number of Traders in Each Category                                    Total Traders:       237
        13         33         13         34         22         10         77         33         10         16          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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    22,747
Positions
    12,043     17,022        100        300          0          0      2,569      3,664          0          0        923          0      7,735      1,038
 
Changes from:       September 4, 2012                                Total Change is:     1,112
     1,106        126        100          0          0          0       -505        983          0          0          0          0        411        -97
 
Percent of Open Interest Represented by Each Category of Trader
      52.9       74.8        0.4        1.3        0.0        0.0       11.3       16.1        0.0        0.0        4.1        0.0       34.0        4.6
 
Number of Traders in Each Category                                    Total Traders:        22
         5         10          .          .          0          0          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   464,897
Positions
    21,684    319,075      8,242    191,280     41,579      3,513    186,464     35,117      4,997      9,755     15,066        675     38,287     36,633
 
Changes from:       September 4, 2012                                Total Change is:     4,195
       100      5,820      6,993     -1,443     -1,232       -772    -10,347     -7,678      2,528        464     -3,093        675      5,997        954
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       68.6        1.8       41.1        8.9        0.8       40.1        7.6        1.1        2.1        3.2        0.1        8.2        7.9
 
Number of Traders in Each Category                                    Total Traders:       236
        14         31          8         34         22         10         78         32          7         16          9          .
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Traders in Financial Futures - Futures Only Positions as of September 11, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   435,606
Positions
   153,239     42,759     17,477    139,963    214,599     24,060     74,446     93,671      2,526      2,492     22,442          0     21,403     18,072
 
Changes from:       September 4, 2012                                Total Change is:    -6,211
   -11,857      1,416      2,649      3,490     -8,244       -842        327     -1,074       -267         -9      1,547          0        298     -1,396
 
Percent of Open Interest Represented by Each Category of Trader
      35.2        9.8        4.0       32.1       49.3        5.5       17.1       21.5        0.6        0.6        5.2        0.0        4.9        4.1
 
Number of Traders in Each Category                                    Total Traders:       254
        20         14          5         56         38         27         52         51         12          6         17          0
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Traders in Financial Futures - Futures Only Positions as of September 11, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    35,704
Positions
     7,620        350      2,729      9,618        520        401      4,481      7,104        320      1,438      6,367          4      9,093     17,909
 
Changes from:       September 4, 2012                                Total Change is:     4,132
      -448        350      2,729       -451        520       -220      1,605     -1,706        180       -156         28          4        889      2,247
 
Percent of Open Interest Represented by Each Category of Trader
      21.3        1.0        7.6       26.9        1.5        1.1       12.6       19.9        0.9        4.0       17.8        0.0       25.5       50.2
 
Number of Traders in Each Category                                    Total Traders:        33
         4          .          .         11          .          .          8          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 2012              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    73,313
Positions
    29,676      8,608      5,550      7,327      2,373      1,132     12,021      4,987      4,539      4,020      4,084      2,055      6,993     39,985
 
Changes from:       September 4, 2012                                Total Change is:    16,448
     4,245     -1,301      3,558        931        -57        466      1,311        212      3,101       -393        428      2,055      1,174      7,986
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       11.7        7.6       10.0        3.2        1.5       16.4        6.8        6.2        5.5        5.6        2.8        9.5       54.5
 
Number of Traders in Each Category                                    Total Traders:        62
        18         10          8          6          .          .         13          7          5          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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    68,364
Positions
     4,492     15,116      2,997     39,559     27,473      7,014      7,110     12,292      1,687          0          0          0      5,505      1,785
 
Changes from:       September 4, 2012                                Total Change is:     1,556
      -657       -591      2,270       -957     -1,087        -42       -794       -216      1,524       -202          0          0        414       -302
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       22.1        4.4       57.9       40.2       10.3       10.4       18.0        2.5        0.0        0.0        0.0        8.1        2.6
 
Number of Traders in Each Category                                    Total Traders:        72
         5          6          4         25         23          9          9          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   133,720
Positions
    12,102     56,076     10,129     61,333     14,029      4,876     14,553     32,022      5,148      6,204          0        243     19,132     11,197
 
Changes from:       September 4, 2012                                Total Change is:    14,223
    -1,249       -699      9,428     -3,160        457        -85        345        985      2,654      1,214       -795        -18      5,094      2,296
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       41.9        7.6       45.9       10.5        3.6       10.9       23.9        3.8        4.6        0.0        0.2       14.3        8.4
 
Number of Traders in Each Category                                    Total Traders:       106
        12         12          6         25         15         11         21         11          7         10          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   573,215
Positions
     5,530    106,515      9,828    212,128    108,410     79,496     70,019     78,788     24,902     20,643     33,960          0    150,669    131,316
 
Changes from:       September 4, 2012                                Total Change is:   -41,290
    -2,395       -614    -19,634    -12,910     -7,607     13,588       -370      7,237    -18,938        685     -6,619         -5     -1,311     -8,698
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       18.6        1.7       37.0       18.9       13.9       12.2       13.7        4.3        3.6        5.9        0.0       26.3       22.9
 
Number of Traders in Each Category                                    Total Traders:       141
         .         18          6         38         24         28         23         24         11          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   378,847
Positions
         0    139,500      7,943    249,691     11,067     36,664          0    101,009      7,288      9,505     16,860          0     67,756     58,516
 
Changes from:       September 4, 2012                                Total Change is:    -4,766
         0      5,694     -5,285     -2,508     -1,103      3,179          0     -2,253       -755          0     -3,998          0        603       -245
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.8        2.1       65.9        2.9        9.7        0.0       26.7        1.9        2.5        4.5        0.0       17.9       15.4
 
Number of Traders in Each Category                                    Total Traders:        67
         0         13          5         30          7         20          0         11          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   985,900
Positions
    82,866    130,728     25,063    194,263    106,553     58,060    315,977    509,483     46,901    132,801     22,228      7,989    121,980     78,895
 
Changes from:       September 4, 2012                                Total Change is:   -27,022
     8,069    -27,063      8,355     -6,115     14,014     -5,216      2,864      7,197    -29,523      6,634       -275          0    -12,090      5,489
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       13.3        2.5       19.7       10.8        5.9       32.0       51.7        4.8       13.5        2.3        0.8       12.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       209
        21         20         12         40         26         31         38         30         22         21         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 1,570,830
Positions
   169,305     99,402      5,713    371,965    732,388    202,416    395,160    130,901     40,605     86,124     77,020      3,422    296,120    278,963
 
Changes from:       September 4, 2012                                Total Change is:   -14,461
    36,474    -11,975    -22,874    -11,965     61,581     -3,578     18,975    -18,364     -9,610    -14,609     -7,499       -105     -7,169     -2,037
 
Percent of Open Interest Represented by Each Category of Trader
      10.8        6.3        0.4       23.7       46.6       12.9       25.2        8.3        2.6        5.5        4.9        0.2       18.9       17.8
 
Number of Traders in Each Category                                    Total Traders:       252
        25         26         15         21         59         45         56         41         33         13         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 1,256,658
Positions
   205,620    128,905     10,711    190,532    562,137    101,203    375,503    142,949     21,136    116,762     57,091        868    234,323    231,658
 
Changes from:       September 4, 2012                                Total Change is:    -7,490
    13,907      1,174     -6,665    -74,126     33,460     14,558     59,223    -24,914    -10,355     10,495        442       -566    -13,961    -14,624
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       10.3        0.9       15.2       44.7        8.1       29.9       11.4        1.7        9.3        4.5        0.1       18.6       18.4
 
Number of Traders in Each Category                                    Total Traders:       189
        19         18          9         24         40         34         44         20         18         12         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   424,978
Positions
   175,643    143,993    136,475        119      2,015      3,183     24,405     38,676     50,467        715      7,821      6,020     27,951     36,328
 
Changes from:       September 4, 2012                                Total Change is:    11,701
    -1,464      2,381      7,028          0          0        -16      2,736      1,811       -530        715       -303       -585      3,817      1,915
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       33.9       32.1        0.0        0.5        0.7        5.7        9.1       11.9        0.2        1.8        1.4        6.6        8.5
 
Number of Traders in Each Category                                    Total Traders:        81
        22         22         33          .          .          .         14         14         22          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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    29,719
Positions
    17,963      8,502      4,999          0      1,698          0      4,949     12,819      1,263         88          0        285        172        153
 
Changes from:       September 4, 2012                                Total Change is:     3,957
     2,398        665        833          0        -15          0        913      2,611        -79         26          0         23       -157        -81
 
Percent of Open Interest Represented by Each Category of Trader
      60.4       28.6       16.8        0.0        5.7        0.0       16.7       43.1        4.2        0.3        0.0        1.0        0.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        33
         9          4          8          0          .          0         10          7          5          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 8,395,923
Positions
 1,071,144  2,744,764  2,097,628    649,088    151,085    141,660  1,644,061    407,719  1,432,802    156,827    171,621    322,754    879,959    925,890
 
Changes from:       September 4, 2012                                Total Change is:   187,363
  -101,805     12,231    124,174     22,876     47,539       -140     35,063    -40,414     56,986     37,936    -18,951    -10,261     22,534     16,199
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       32.7       25.0        7.7        1.8        1.7       19.6        4.9       17.1        1.9        2.0        3.8       10.5       11.0
 
Number of Traders in Each Category                                    Total Traders:       251
        27         56         76         10         12         13         61         42         81         14         14         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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    12,926
Positions
     9,019        248          0        567        784          6        824     10,597        995      1,298        215          0        217         81
 
Changes from:       September 4, 2012                                Total Change is:     1,190
       332        -98          0         -4          7          0        -54        304        962        -17          0          0        -29         15
 
Percent of Open Interest Represented by Each Category of Trader
      69.8        1.9        0.0        4.4        6.1        0.0        6.4       82.0        7.7       10.0        1.7        0.0        1.7        0.6
 
Number of Traders in Each Category                                    Total Traders:        27
         .          .          0          .          4          .          4         10          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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    16,022
Positions
    11,740      8,477          0      1,014        687         42      1,288      4,940      1,736          0        101          0        202         39
 
Changes from:       September 4, 2012                                Total Change is:     1,377
        79        442          0          0         -8          4       -127       -489      1,413          0          0          0          8         15
 
Percent of Open Interest Represented by Each Category of Trader
      73.3       52.9        0.0        6.3        4.3        0.3        8.0       30.8       10.8        0.0        0.6        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        30
         5          6          0          .          4          .          .         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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    72,175
Positions
    13,595     36,602      2,303      1,456        790        127     44,459     26,851        693      5,600      1,718         53      3,889      3,038
 
Changes from:       September 4, 2012                                Total Change is:     7,167
      -404        -75        827       -293        581          4      8,670      6,272       -542         61        114        -54     -1,102         40
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       50.7        3.2        2.0        1.1        0.2       61.6       37.2        1.0        7.8        2.4        0.1        5.4        4.2
 
Number of Traders in Each Category                                    Total Traders:        99
         5          .          4          6          .          .         26         31          4         18          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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   406,958
Positions
   144,579     29,175     42,295     41,869     13,156      8,728     25,097    149,368     47,987      5,830     26,167     58,769     31,804     31,313
 
Changes from:       September 4, 2012                                Total Change is:    39,581
     4,342      1,409      2,169       -660      1,779        374      4,478      7,935      2,541      1,386     -1,262     19,503      5,448      5,133
 
Percent of Open Interest Represented by Each Category of Trader
      35.5        7.2       10.4       10.3        3.2        2.1        6.2       36.7       11.8        1.4        6.4       14.4        7.8        7.7
 
Number of Traders in Each Category                                    Total Traders:       160
        18         13         24          6         13         10         18         53         51         11         17         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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     9,157
Positions
     3,076      2,355          0      2,761        423        130      2,158      5,330        883         32         30          0        117          6
 
Changes from:       September 4, 2012                                Total Change is:       543
        70      1,392          0         24         13         59        386       -922          0         32          0          0        -28          1
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       25.7        0.0       30.2        4.6        1.4       23.6       58.2        9.6        0.3        0.3        0.0        1.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          4          4          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 11, 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     9,650
Positions
     1,058      6,965          0      6,526          0          0        963      2,175          0          0          0          0      1,103        510
 
Changes from:       September 4, 2012                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       72.2        0.0       67.6        0.0        0.0       10.0       22.5        0.0        0.0        0.0        0.0       11.4        5.3
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0         11          0          0          .          4          0          0          0          0
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Updated September 14, 2012