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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,556
COMMITMENTS
       0      158        5    2,916    2,844    2,921    3,007      635      549

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        520)
       0        9        0      479      509      479      518       41        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.1     82.0     80.0     82.1     84.6     17.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       11       12       13       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,408
COMMITMENTS
   7,992    9,740      955   20,246   16,983   29,193   27,678    4,215    5,730

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,319)
     505      416      -47      846      508    1,304      877       15      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     29.2      2.9     60.6     50.8     87.4     82.8     12.6     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      17       18       10       30       27       54       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      249,711
COMMITMENTS
  80,551   34,274   42,312   96,087  133,478  218,950  210,064   30,761   39,647

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    -11,507)
  -6,777     -243    2,158   -6,170  -10,709  -10,789   -8,794     -718   -2,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     13.7     16.9     38.5     53.5     87.7     84.1     12.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
     106       57      113       53       83      221      220
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      311,194
COMMITMENTS
 105,396   56,801   37,431  141,955  162,425  284,782  256,657   26,412   54,537

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -7,845)
  -5,305    2,795   -1,225       52   -8,133   -6,478   -6,563   -1,367   -1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     18.3     12.0     45.6     52.2     91.5     82.5      8.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     110       82      105       88      150      249      301
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,183
COMMITMENTS
   3,830    5,055    1,155    3,481    2,145    8,466    8,355    2,717    2,828

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -1,183)
    -134      152     -812     -141     -263   -1,087     -923      -96     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     45.2     10.3     31.1     19.2     75.7     74.7     24.3     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      28       29       14       24       22       58       63
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,048
COMMITMENTS
  12,605    4,252    4,289    7,324    5,981   24,218   14,522    5,830   15,526

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -1,104)
     -71       39     -370     -548     -699     -989   -1,030     -115      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     14.2     14.3     24.4     19.9     80.6     48.3     19.4     51.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      40       28       37       31       34       91       91
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      128,111
COMMITMENTS
   6,572      127    3,559  115,126  121,593  125,257  125,279    2,854    2,832

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     19,867)
    -911        0   -1,494   21,763   20,221   19,358   18,727      509    1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.1      2.8     89.9     94.9     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       17       15       19       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      173,429
COMMITMENTS
  35,787   49,172    5,497  105,069   95,658  146,353  150,327   27,076   23,102

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     23,103)
   4,765   -2,021    4,494   13,697   20,964   22,956   23,437      147     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     28.4      3.2     60.6     55.2     84.4     86.7     15.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      19       16        3       23       33       45       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,102
COMMITMENTS
   5,005   15,486    4,011   40,110   15,865   49,126   35,362    6,976   20,740

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     13,554)
     647      -30    3,915   10,114    6,721   14,676   10,606   -1,122    2,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     27.6      7.1     71.5     28.3     87.6     63.0     12.4     37.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       17        4       15       14       23       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      125,833
COMMITMENTS
  17,609   40,503    2,516  102,879   77,569  123,004  120,588    2,829    5,245

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -4,398)
    -610    1,422    1,371   -5,395   -6,347   -4,634   -3,554      236     -844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     32.2      2.0     81.8     61.6     97.8     95.8      2.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      24       32       11       22       25       51       66
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      218,203
COMMITMENTS
  23,782   63,291    3,438  179,246  121,639  206,466  188,368   11,737   29,835

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      8,689)
  -2,529   -6,580    2,895    8,779   12,358    9,145    8,673     -456       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     29.0      1.6     82.1     55.7     94.6     86.3      5.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      17       32       13       29       30       51       71
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      204,818
COMMITMENTS
  52,249   16,649    6,682  127,716  154,671  186,647  178,002   18,171   26,816

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     26,193)
  -4,568   -1,897    6,528   24,891   19,591   26,851   24,222     -658    1,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      8.1      3.3     62.4     75.5     91.1     86.9      8.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      22       23        7       24       26       50       52
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      327,740
COMMITMENTS
  35,507  151,964   15,081  244,941  101,015  295,529  268,060   32,211   59,680

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     44,431)
     986   21,629   11,745   28,960    8,777   41,691   42,151    2,740    2,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     46.4      4.6     74.7     30.8     90.2     81.8      9.8     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      28       75       21       48       48       88      132
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,686
COMMITMENTS
  11,148    5,765      551   15,164   19,901   26,863   26,217    1,823    2,469

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,089)
     403   -1,123      550     -212    1,404      741      831      348      258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     20.1      1.9     52.9     69.4     93.6     91.4      6.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8       17        4        9       12       19       31
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,677,126
COMMITMENTS
 511,628  1078745  1589997  5777259  5002237  7878884  7670979  798,242  1006147

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    181,647)
  90,465   28,349   59,519  -34,275   94,019  115,709  181,887   65,938     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     12.4     18.3     66.6     57.6     90.8     88.4      9.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      37       58       81      131      138      220      236
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,023,384
COMMITMENTS
  71,350  106,964   39,502  772,724  751,025  883,576  897,491  139,809  125,894

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     96,391)
  12,872    4,383    6,430   70,699   79,757   90,002   90,571    6,390    5,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     10.5      3.9     75.5     73.4     86.3     87.7     13.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      554)
      92      111       67      250      262      374      408
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      342,167
COMMITMENTS
  34,596   17,876    2,496  221,959  258,858  259,051  279,230   83,116   62,937

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     18,587)
   3,015   -2,150      951   18,934   12,636   22,900   11,437   -4,313    7,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      5.2      0.7     64.9     75.7     75.7     81.6     24.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      13       18       14       67       62       89       85
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,406,086
COMMITMENTS
 259,751  521,421  109,048  2753824  2460834  3122623  3091303  283,463  314,783

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    389,022)
  24,511    7,890   52,172  258,825  335,606  335,508  395,668   53,514   -6,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     15.3      3.2     80.9     72.2     91.7     90.8      8.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      526)
      87      109       60      229      239      346      378
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      132,247
COMMITMENTS
   7,936    5,422      244  115,068  121,560  123,248  127,226    8,999    5,021

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     15,097)
    -458        2      212   17,871   14,881   17,625   15,095   -2,528        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      4.1      0.2     87.0     91.9     93.2     96.2      6.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
       8        7        2       58       48       67       56
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      114,413
COMMITMENTS
  12,959    3,932    4,026   78,108   88,209   95,094   96,168   19,319   18,245

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     20,204)
   3,510     -779    2,882   13,184   15,797   19,577   17,901      628    2,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      3.4      3.5     68.3     77.1     83.1     84.1     16.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      50       28       17       88       97      145      136
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       31,870
COMMITMENTS
   2,946      538        0   13,950   30,126   16,896   30,664   14,974    1,206

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,982)
   1,965        0      -50     -869    1,880    1,046    1,830      936      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      1.7      0.0     43.8     94.5     53.0     96.2     47.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       12       15       13       16
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      412,713
COMMITMENTS
  64,402   31,306    5,797  320,790  290,417  390,989  327,520   21,724   85,193

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     91,111)
  17,154    5,535    5,232   70,267   69,586   92,653   80,353   -1,542   10,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      7.6      1.4     77.7     70.4     94.7     79.4      5.3     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      49       29       16       82       96      138      135
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      153,296
COMMITMENTS
  60,132   25,703    3,963   70,313  106,719  134,408  136,385   18,888   16,911

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     10,489)
   6,479    1,874    1,008    2,028    7,480    9,515   10,362      974      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     16.8      2.6     45.9     69.6     87.7     89.0     12.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      22       24        5       23       27       48       53
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       22,552
COMMITMENTS
   3,507    8,718        0   13,854    5,204   17,361   13,922    5,191    8,630

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -8,124)
    -234    3,676   -1,511   -5,260   -4,445   -7,005   -2,280   -1,119   -5,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     38.7      0.0     61.4     23.1     77.0     61.7     23.0     38.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        8        0       15        5       22       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       30,842
COMMITMENTS
   7,567    1,321       54   16,700   13,182   24,321   14,557    6,521   16,285

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    -19,212)
   3,463   -6,121   -2,223  -20,538   -3,567  -19,298  -11,911       86   -7,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      4.3      0.2     54.1     42.7     78.9     47.2     21.1     52.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        5        2       17       13       25       20
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Updated December 16, 2011