Traders in Financial Futures - Options and Futures Combined 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   267,371
Positions
     4,985     75,667     38,008     22,099     33,189      2,641    105,273     47,445     30,844      9,380     11,975      3,020     51,120     24,583
 
Changes from:       September 4, 2012                                Total Change is:    78,690
    -1,001     13,285     31,067       -898        343        637     27,351     17,951     15,779        325      1,367        738      4,690     -2,477
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       28.3       14.2        8.3       12.4        1.0       39.4       17.7       11.5        3.5        4.5        1.1       19.1        9.2
 
Number of Traders in Each Category                                    Total Traders:       108
         4         16         13          8          5          5         39         17         17         11          8         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    58,831
Positions
    20,458     16,423        927      2,107      1,602        173     17,728     20,468      2,060      1,091      3,204          0     14,287     13,974
 
Changes from:       September 4, 2012                                Total Change is:     1,494
       -22      1,651        339         76        -31          0        510       -207      1,264       -480        595          0       -194     -2,117
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       27.9        1.6        3.6        2.7        0.3       30.1       34.8        3.5        1.9        5.4        0.0       24.3       23.8
 
Number of Traders in Each Category                                    Total Traders:        42
         4          9          .          .          .          .         10         10          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   188,730
Positions
     7,229     31,840     18,026     10,243     33,396     11,895     70,184     41,184     11,577      6,650      6,354     12,008     40,917     22,449
 
Changes from:       September 4, 2012                                Total Change is:    46,604
    -1,132     16,804     11,601       -119        990     -1,523     17,341      6,428      4,458       -711      2,503     11,556      5,134     -6,213
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       16.9        9.6        5.4       17.7        6.3       37.2       21.8        6.1        3.5        3.4        6.4       21.7       11.9
 
Number of Traders in Each Category                                    Total Traders:       106
         8          8         10          7         15          8         37         19         18          5          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   185,224
Positions
     7,681     65,000     13,544     64,473      6,398      1,337     57,655     30,740      7,868        504     19,540        644     31,518     40,153
 
Changes from:       September 4, 2012                                Total Change is:    21,537
    -2,892      4,672      7,535      2,404     -1,995        374      5,800      1,818      3,334          2        779       -355      5,337      5,375
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       35.1        7.3       34.8        3.5        0.7       31.1       16.6        4.2        0.3       10.5        0.3       17.0       21.7
 
Number of Traders in Each Category                                    Total Traders:       103
         5         17         11          9          5          7         31         24         18          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   373,921
Positions
    89,401     57,137     19,368     34,005     39,508      9,779     72,066    122,848     38,010     59,582     12,443      4,738     46,972     70,090
 
Changes from:       September 4, 2012                                Total Change is:     4,867
       -79     13,982      4,774      2,758     -4,337       -604     -3,877     -7,464      2,138     -1,949     -2,313     -1,718      3,425        410
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       15.3        5.2        9.1       10.6        2.6       19.3       32.9       10.2       15.9        3.3        1.3       12.6       18.7
 
Number of Traders in Each Category                                    Total Traders:       203
        23         13         19         17         24         17         36         49         39         15         24         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   231,918
Positions
    21,289     64,838     40,783      3,277     44,676      1,963    116,890     33,312     15,125        595      4,754      1,227     30,769     25,241
 
Changes from:       September 4, 2012                                Total Change is:    19,658
    -7,274     -2,001     30,131       -187       -754       -344     -4,469    -11,590      4,691     -2,216        547       -611        -63       -411
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       28.0       17.6        1.4       19.3        0.8       50.4       14.4        6.5        0.3        2.0        0.5       13.3       10.9
 
Number of Traders in Each Category                                    Total Traders:       102
         7         10         12          .         11          5         35         24         25          .          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    97,350
Positions
    51,714     62,599     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:     2,663
      -454        117      2,394        460          0          0      1,340        521       -363          0          0          0       -714         -6
 
Percent of Open Interest Represented by Each Category of Trader
      53.1       64.3       24.6        4.3        0.0        0.0        6.0        1.9        5.9        3.0        0.0        2.9        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        26
         5         15         15          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    64,494
Positions
    14,485     39,885      2,510      3,566        803        462     28,456     11,852      1,557      3,648      1,104        176      9,634      6,146
 
Changes from:       September 4, 2012                                Total Change is:     6,929
       322      1,762      2,393         35        -80        -61      2,578      1,131        217        434        614         44        967        910
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       61.8        3.9        5.5        1.2        0.7       44.1       18.4        2.4        5.7        1.7        0.3       14.9        9.5
 
Number of Traders in Each Category                                    Total Traders:        99
        15         17          5          5          .          .         35         15         11          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   128,987
Positions
    28,970     79,770      5,019      7,132      1,606        924     56,913     23,703      3,114      7,295      2,207        352     19,268     12,292
 
Changes from:       September 4, 2012                                Total Change is:    13,858
       644      3,524      4,786         70       -160       -122      5,157      2,262        434        868      1,227         87      1,933      1,819
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       61.8        3.9        5.5        1.2        0.7       44.1       18.4        2.4        5.7        1.7        0.3       14.9        9.5
 
Number of Traders in Each Category                                    Total Traders:        99
        15         17          5          5          .          .         35         15         11          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,029,904
Positions
    55,730    144,207     71,235    361,914    162,557     67,851     98,755    222,787    158,084     28,134     46,208     28,372    159,828    128,603
 
Changes from:       September 4, 2012                                Total Change is:    30,137
    -8,798      9,595      5,193     -1,132     -6,038      2,784     12,782     -2,062     12,753        528      4,120      3,224      2,805        569
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       14.0        6.9       35.1       15.8        6.6        9.6       21.6       15.3        2.7        4.5        2.8       15.5       12.5
 
Number of Traders in Each Category                                    Total Traders:       597
        36         53         52        115         60         69         95        131        114         49         57         44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   314,815
Positions
    31,523     60,855      4,937     95,517     34,501     13,382     13,943     35,242     60,285      1,509     15,762     13,711     80,008     76,141
 
Changes from:       September 4, 2012                                Total Change is:       890
   -10,118       -998     -2,153     -1,266       -228      2,011      3,004     -7,355      7,047      1,503      2,684       -261      1,123        144
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       19.3        1.6       30.3       11.0        4.3        4.4       11.2       19.1        0.5        5.0        4.4       25.4       24.2
 
Number of Traders in Each Category                                    Total Traders:       112
        12         11          5         24         10         14         16         24         34          5          9         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,575,446
Positions
   323,059    618,785    129,465  1,386,083    694,379    218,247    520,242  1,033,905    392,817    157,261    176,366     49,170    399,101    262,312
 
Changes from:       September 4, 2012                                Total Change is:   146,234
    -3,376     42,992     46,698     -3,165    -32,879      7,694     31,060      8,635     46,366      2,723     14,778      9,825      8,408      2,125
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       17.3        3.6       38.8       19.4        6.1       14.6       28.9       11.0        4.4        4.9        1.4       11.2        7.3
 
Number of Traders in Each Category                                    Total Traders:       564
        38         49         46        101         56         61         97        125        109         47         51         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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   118,001
Positions
     5,741     70,159     12,667     38,556      8,316        703     37,578      8,860      4,256      1,962      3,424        980     15,558      8,636
 
Changes from:       September 4, 2012                                Total Change is:     1,997
       -24        105      2,688       -289       -246       -154     -2,041         32        -48         88       -673        179      1,599        117
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       59.5       10.7       32.7        7.0        0.6       31.8        7.5        3.6        1.7        2.9        0.8       13.2        7.3
 
Number of Traders in Each Category                                    Total Traders:       239
        13         33         15         34         22         10         78         32         20         18          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    22,758
Positions
    12,043     17,022        100        300          0          0      2,569      3,664          0          0        923          0      7,746      1,049
 
Changes from:       September 4, 2012                                Total Change is:     1,111
     1,106        126        100          0          0          0       -505        983          0          0          0          0        410        -98
 
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 - Options and Futures Combined 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   476,217
Positions
    21,680    318,872      9,649    191,280     41,579      3,513    187,107     38,042      9,217      9,811     12,507      4,900     39,060     37,938
 
Changes from:       September 4, 2012                                Total Change is:     4,430
         3      5,547      7,288     -1,443     -1,232       -772    -10,593     -7,669      2,672        438     -3,367        893      5,945      1,071
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       67.0        2.0       40.2        8.7        0.7       39.3        8.0        1.9        2.1        2.6        1.0        8.2        8.0
 
Number of Traders in Each Category                                    Total Traders:       238
        14         31         11         34         22         10         79         31         17         18          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   438,055
Positions
   153,239     42,737     17,502    139,963    214,599     24,060     75,286     93,701      3,392      2,492     22,834        290     21,831     18,941
 
Changes from:       September 4, 2012                                Total Change is:    -6,050
   -11,857      1,410      2,655      3,490     -8,244       -842        333     -1,189       -135         -9      1,505         33        283     -1,243
 
Percent of Open Interest Represented by Each Category of Trader
      35.0        9.8        4.0       32.0       49.0        5.5       17.2       21.4        0.8        0.6        5.2        0.1        5.0        4.3
 
Number of Traders in Each Category                                    Total Traders:       254
        20         14          6         56         38         27         52         51         17          6         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   660,672
Positions
     6,546    106,715     26,140    214,038    110,592     82,591     66,509     77,870     70,509     22,877     32,359      2,841    168,620    151,055
 
Changes from:       September 4, 2012                                Total Change is:   -34,629
    -2,011     -1,907    -16,879    -12,985    -10,020     14,864     -2,642     12,188    -17,424        667     -7,215       -444      2,226     -7,791
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       16.2        4.0       32.4       16.7       12.5       10.1       11.8       10.7        3.5        4.9        0.4       25.5       22.9
 
Number of Traders in Each Category                                    Total Traders:       147
         6         16         16         38         24         32         24         27         33          7          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   378,932
Positions
         0    139,500      7,943    249,691     11,067     36,664          0    101,012      7,296      9,505     16,860          0     67,832     58,589
 
Changes from:       September 4, 2012                                Total Change is:    -4,718
         0      5,694     -5,285     -2,508     -1,103      3,179          0     -2,248       -754          0     -3,998          0        650       -203
 
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        4.4        0.0       17.9       15.5
 
Number of Traders in Each Category                                    Total Traders:        67
         0         13          5         30          7         20          0         11          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,087,598
Positions
    77,705    112,482     67,473    195,818    107,358     58,395    298,030    505,326    120,563    133,990     23,942     12,706    122,918     79,352
 
Changes from:       September 4, 2012                                Total Change is:   -30,720
     8,843    -24,625      2,136     -6,762     14,001     -5,075     -6,445     -2,484    -18,257      8,731        165     -1,495    -12,395      4,914
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       10.3        6.2       18.0        9.9        5.4       27.4       46.5       11.1       12.3        2.2        1.2       11.3        7.3
 
Number of Traders in Each Category                                    Total Traders:       214
        20         21         18         40         26         32         38         34         37         21         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,945,060
Positions
   157,928    111,373    132,142    372,844    725,658    217,876    384,336    112,018    242,581     92,107     75,551     24,171    321,076    303,690
 
Changes from:       September 4, 2012                                Total Change is:    36,847
    41,738    -10,673     -4,790    -12,379     63,556     -4,747     26,165    -14,189     12,935    -12,575     -3,999     -3,073     -6,427      1,827
 
Percent of Open Interest Represented by Each Category of Trader
       8.1        5.7        6.8       19.2       37.3       11.2       19.8        5.8       12.5        4.7        3.9        1.2       16.5       15.6
 
Number of Traders in Each Category                                    Total Traders:       260
        23         29         43         21         59         49         59         43         73         10         16         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,368,065
Positions
   197,804    134,361     40,759    207,078    562,240    103,222    369,766    138,363     81,981    113,955     59,204     10,456    243,043    237,479
 
Changes from:       September 4, 2012                                Total Change is:    -1,922
     9,143        658     -4,731    -67,448     33,533     13,906     57,036    -24,686     -4,590      8,082       -532        738    -14,058    -16,218
 
Percent of Open Interest Represented by Each Category of Trader
      14.5        9.8        3.0       15.1       41.1        7.5       27.0       10.1        6.0        8.3        4.3        0.8       17.8       17.4
 
Number of Traders in Each Category                                    Total Traders:       195
        17         21         20         25         40         35         44         23         33         10         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   448,851
Positions
   175,991    142,627    141,372        119      2,015      3,183     21,970     39,471     65,717      1,682      7,422     10,619     28,199     36,426
 
Changes from:       September 4, 2012                                Total Change is:    10,973
    -1,637      2,836      6,520          0          0        -16      2,939      1,100       -620        600       -214       -557      3,744      1,924
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       31.8       31.5        0.0        0.4        0.7        4.9        8.8       14.6        0.4        1.7        2.4        6.3        8.1
 
Number of Traders in Each Category                                    Total Traders:        84
        25         20         34          .          .          .         12         17         25          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 is12,887,954
Positions
 1,099,934  2,918,379  3,144,255    601,582    150,942    235,589  1,553,202    283,485  4,237,494    308,780    158,990    776,621    930,496    982,199
 
Changes from:       September 4, 2012                                Total Change is:   237,309
   -74,509     26,571    120,692     25,082     46,209     -1,597     11,339    -12,006    119,154     88,518     -4,315    -71,665     20,295     14,266
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       22.6       24.4        4.7        1.2        1.8       12.1        2.2       32.9        2.4        1.2        6.0        7.2        7.6
 
Number of Traders in Each Category                                    Total Traders:       264
        27         56         81         10         14         20         61         51         96         18         14         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    72,756
Positions
    13,523     36,602      2,410      1,456        790        127     44,439     26,851      1,132      5,684      1,718         69      3,916      3,057
 
Changes from:       September 4, 2012                                Total Change is:     6,960
      -440        -75        816       -293        581          4      8,657      6,272       -710        124        114        -72     -1,125         31
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       50.3        3.3        2.0        1.1        0.2       61.1       36.9        1.6        7.8        2.4        0.1        5.4        4.2
 
Number of Traders in Each Category                                    Total Traders:       101
         5          .          4          6          .          .         27         31          7         19          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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