```
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   150,326
Positions
    43,116     21,047     12,512     19,860     34,913        449     32,144     49,428      6,593      8,699      1,924         24     26,929     23,436
 
Changes from:       November 29, 2011                                Total Change is:     7,095
      -681      5,249      7,213     -1,033       -302        -71      1,659     -5,157        -42     -1,063        455         24      1,089       -274
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       14.0        8.3       13.2       23.2        0.3       21.4       32.9        4.4        5.8        1.3        0.0       17.9       15.6
 
Number of Traders in Each Category                                    Total Traders:        75
         9         12         10          5          4          .         16         17          8          9          .          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    42,548
Positions
    17,564      6,437      1,177        999        907        203     13,811     14,872        696          0        464          0      8,098     17,792
 
Changes from:       November 29, 2011                                Total Change is:     5,324
     5,030        286        440        130       -419        -14       -750      1,621        573          0        464          0        -85      2,373
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       15.1        2.8        2.3        2.1        0.5       32.5       35.0        1.6        0.0        1.1        0.0       19.0       41.8
 
Number of Traders in Each Category                                    Total Traders:        42
         8          8          4          .          .          .          6         16          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   209,514
Positions
   156,088      4,001        947      8,255     79,656      3,084     23,475     88,040      1,164      4,308      2,803          0     12,193     29,819
 
Changes from:       November 29, 2011                                Total Change is:    18,786
    14,908      1,470        694        424      8,518        359      1,867      7,561       -109        746         14          0       -103        279
 
Percent of Open Interest Represented by Each Category of Trader
      74.5        1.9        0.5        3.9       38.0        1.5       11.2       42.0        0.6        2.1        1.3        0.0        5.8       14.2
 
Number of Traders in Each Category                                    Total Traders:        93
        17          4          4          5         16          4         16         27          8          5          .          0
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   178,625
Positions
    19,319    118,944      9,035     63,230     10,102      1,451     65,312     12,051        164      1,285      2,033          0     18,829     24,845
 
Changes from:       November 29, 2011                                Total Change is:    12,346
      -207      5,302      7,546      2,257        696        -81      3,369     -1,820        129         65        490          0       -732         84
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       66.6        5.1       35.4        5.7        0.8       36.6        6.7        0.1        0.7        1.1        0.0       10.5       13.9
 
Number of Traders in Each Category                                    Total Traders:        87
         6         13          7          8          8          6         25         19          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   283,309
Positions
   100,514     59,830      6,936     57,161     32,936      3,659     66,525    104,430      3,712     14,223     13,298      1,108     29,471     57,400
 
Changes from:       November 29, 2011                                Total Change is:     5,798
    -1,287      4,073      6,353     -7,281        798        806     -2,791     -3,654        429      8,495      1,530        643        431     -5,180
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       21.1        2.4       20.2       11.6        1.3       23.5       36.9        1.3        5.0        4.7        0.4       10.4       20.3
 
Number of Traders in Each Category                                    Total Traders:       180
        22         16          7         17         22         10         26         51         16          7         19          4
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   142,807
Positions
    50,518     46,191      6,139      2,572     41,692        908     54,079     25,445      4,076      6,592      1,563          9     17,914     16,784
 
Changes from:       November 29, 2011                                Total Change is:    18,047
    -9,720      5,347      5,266        191      3,031        -24     14,336      5,872      3,192      4,479        967          4        323     -5,608
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       32.3        4.3        1.8       29.2        0.6       37.9       17.8        2.9        4.6        1.1        0.0       12.5       11.8
 
Number of Traders in Each Category                                    Total Traders:        79
        13         11          7          .          6          .         14         26          6          .          4          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   108,244
Positions
    62,300     56,268     37,407          0          0          0      4,903     11,588      1,289          0          0          0      2,345      1,692
 
Changes from:       November 29, 2011                                Total Change is:     2,915
    -3,318     -2,346      4,151          0          0          0        160       -130        130          0          0          0      1,792      1,110
 
Percent of Open Interest Represented by Each Category of Trader
      57.6       52.0       34.6        0.0        0.0        0.0        4.5       10.7        1.2        0.0        0.0        0.0        2.2        1.6
 
Number of Traders in Each Category                                    Total Traders:        21
         8          9         13          0          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   130,231
Positions
    70,953     49,417     11,576     18,895      2,227        620     17,946     49,640      6,714        598      3,612        336      2,593      6,089
 
Changes from:       November 29, 2011                                Total Change is:     9,337
       819     10,692     -2,243        682       -883       -172     11,802      2,366       -856       -886        407        336       -145       -310
 
Percent of Open Interest Represented by Each Category of Trader
      54.5       37.9        8.9       14.5        1.7        0.5       13.8       38.1        5.2        0.5        2.8        0.3        2.0        4.7
 
Number of Traders in Each Category                                    Total Traders:        87
         9         11          4          6          5          .         16         28          5          .          6          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,597
Positions
    15,860     17,626        204          0        294          0      9,723      6,607        170        165        485          0      1,475      2,211
 
Changes from:       November 29, 2011                                Total Change is:      -680
      -472        871        181          0        -69          0       -296     -1,664        162       -290         -7          0         35       -154
 
Percent of Open Interest Represented by Each Category of Trader
      57.5       63.9        0.7        0.0        1.1        0.0       35.2       23.9        0.6        0.6        1.8        0.0        5.3        8.0
 
Number of Traders in Each Category                                    Total Traders:        42
         8          9          .          0          .          0          6         14          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    66,743
Positions
    23,342     34,917      8,896      3,807      2,814        362     15,663      5,831      3,062      2,107      1,368      1,734      7,771      7,761
 
Changes from:       November 29, 2011                                Total Change is:     7,124
      -188      7,284      1,224        845       -147       -218      5,378     -1,352       -684        -56        443         10        812        563
 
Percent of Open Interest Represented by Each Category of Trader
      35.0       52.3       13.3        5.7        4.2        0.5       23.5        8.7        4.6        3.2        2.0        2.6       11.6       11.6
 
Number of Traders in Each Category                                    Total Traders:        93
        21         17          9          6          7          .         21         13          8          .          4          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    18,720
Positions
    13,377     12,612        265        597        292          0      1,067      2,455         48      1,344          0        390      1,632      2,658
 
Changes from:       November 29, 2011                                Total Change is:     1,038
     1,000        981          0        -20          0          0         -4         21          6          0          0         10         46         20
 
Percent of Open Interest Represented by Each Category of Trader
      71.5       67.4        1.4        3.2        1.6        0.0        5.7       13.1        0.3        7.2        0.0        2.1        8.7       14.2
 
Number of Traders in Each Category                                    Total Traders:        20
         8          4          .          .          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    96,046
Positions
    36,192     60,871      1,000      6,419      5,043        724     35,127     12,686         93      4,213      5,423          0     12,278     10,206
 
Changes from:       November 29, 2011                                Total Change is:    12,171
      -523     14,457        596      1,730       -293       -435      9,712     -3,797       -328       -112        885          0      1,531      1,086
 
Percent of Open Interest Represented by Each Category of Trader
      37.7       63.4        1.0        6.7        5.3        0.8       36.6       13.2        0.1        4.4        5.6        0.0       12.8       10.6
 
Number of Traders in Each Category                                    Total Traders:        91
        21         17          4          5          6          .         23         12          4          .          4          0
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   926,993
Positions
    92,555    167,949     98,009    348,918    200,244     68,104     90,972    156,434     73,460     15,866     37,030      5,690    133,419    120,073
 
Changes from:       November 29, 2011                                Total Change is:    24,712
    -3,620     36,077     11,473     -8,557    -12,352      1,140     16,771    -18,876      6,783     -2,620       -920     -2,040      5,382      3,426
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       18.1       10.6       37.6       21.6        7.3        9.8       16.9        7.9        1.7        4.0        0.6       14.4       13.0
 
Number of Traders in Each Category                                    Total Traders:       555
        30         58         32        112         70         67         87        127         77         29         42         13
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
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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 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   323,580
Positions
    54,588    107,601     19,954    100,527     42,960     12,098     41,297     67,975      3,988      2,761     12,279        938     87,429     55,787
 
Changes from:       November 29, 2011                                Total Change is:    24,472
     4,732     32,179      1,517     -4,522     -1,711       -461     10,291        626        388     -3,188     -3,587        577     15,138     -5,056
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       33.3        6.2       31.1       13.3        3.7       12.8       21.0        1.2        0.9        3.8        0.3       27.0       17.2
 
Number of Traders in Each Category                                    Total Traders:       123
        12         16          9         26         13         13         16         32         13          .          6          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,017,064
Positions
   459,022    570,925    121,089  1,268,203    812,672    253,782    526,590    720,510     69,141     79,829    138,057      9,459    229,949    321,429
 
Changes from:       November 29, 2011                                Total Change is:     1,199
   -38,616     22,637     46,632    -16,310    -49,338      4,142     50,173    -79,736     14,201     -7,681      2,816     -2,563    -48,779     42,408
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       18.9        4.0       42.0       26.9        8.4       17.5       23.9        2.3        2.6        4.6        0.3        7.6       10.7
 
Number of Traders in Each Category                                    Total Traders:       526
        33         53         22        100         65         61         91        117         58         29         38          8
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   117,150
Positions
    26,155     19,686          1     49,040     61,165      9,941     18,789     14,566         32      1,640      6,715         25     11,527      5,019
 
Changes from:       November 29, 2011                                Total Change is:    -2,835
    -4,663      1,174          0     -1,421     -4,868      2,049       -660       -684         21        238        -27         25      1,576       -525
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       16.8        0.0       41.9       52.2        8.5       16.0       12.4        0.0        1.4        5.7        0.0        9.8        4.3
 
Number of Traders in Each Category                                    Total Traders:        88
        10         10          .         31         13         13          9         10          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    94,208
Positions
    20,962     38,153     10,896     20,815      9,386      1,236     15,430      9,289      5,154        975      4,105         50     18,691     15,941
 
Changes from:       November 29, 2011                                Total Change is:     6,007
    -2,947      1,235      4,037      2,368       -333       -450      2,447      2,266       -374        147        111        -20        801       -465
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       40.5       11.6       22.1       10.0        1.3       16.4        9.9        5.5        1.0        4.4        0.1       19.8       16.9
 
Number of Traders in Each Category                                    Total Traders:       208
        20         29         12         30         20         11         47         39         16          8         15          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    29,888
Positions
    12,697     22,250        122          0        300          0      2,981      4,000          0          0      2,112         50     14,038      1,054
 
Changes from:       November 29, 2011                                Total Change is:       815
        -1          0        102          0          0          0        981        984          0          0          0          0       -267       -271
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       74.4        0.4        0.0        1.0        0.0       10.0       13.4        0.0        0.0        7.1        0.2       47.0        3.5
 
Number of Traders in Each Category                                    Total Traders:        24
         8          8          .          0          .          0          .          .          0          0          .          .
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Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   321,602
Positions
    90,677    128,865      4,517    104,076     45,428      6,178     86,588     50,788      1,427      4,873      9,964          0     23,266     74,435
 
Changes from:       November 29, 2011                                Total Change is:    25,959
     2,171     23,079      2,770     11,841     -1,665     -2,249      8,055      7,138     -2,598        733        555       -102      5,338       -969
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       40.1        1.4       32.4       14.1        1.9       26.9       15.8        0.4        1.5        3.1        0.0        7.2       23.1
 
Number of Traders in Each Category                                    Total Traders:       207
        22         26          9         30         20         11         47         39         11          8         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   444,543
Positions
   215,437     32,270     24,688    104,902    208,671     30,230     47,877    102,935      2,563      1,625     23,884         12     17,209     19,290
 
Changes from:       November 29, 2011                                Total Change is:   -26,590
   -29,819       -229     -2,917     -4,972     -8,557      1,321      7,608    -16,900     -1,026         10        -87       -379      3,584      2,184
 
Percent of Open Interest Represented by Each Category of Trader
      48.5        7.3        5.6       23.6       46.9        6.8       10.8       23.2        0.6        0.4        5.4        0.0        3.9        4.3
 
Number of Traders in Each Category                                    Total Traders:       234
        25         10          8         41         49         25         29         59         13          .         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    30,676
Positions
     9,325      2,066      1,071      7,491      2,748         82      4,667      3,745      1,514        216      4,976          0      6,310     14,474
 
Changes from:       November 29, 2011                                Total Change is:     2,357
     1,227        106      1,001        232         29          0     -1,263       -540      1,405          0          0          0       -245        356
 
Percent of Open Interest Represented by Each Category of Trader
      30.4        6.7        3.5       24.4        9.0        0.3       15.2       12.2        4.9        0.7       16.2        0.0       20.6       47.2
 
Number of Traders in Each Category                                    Total Traders:        44
        10          .          .          8          5          .          9          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    50,054
Positions
    20,778      7,190      4,569      7,731      2,687      2,234      3,260      7,870      1,618      3,209         80        220      6,435     23,586
 
Changes from:       November 29, 2011                                Total Change is:       827
      -574     -2,270      2,958     -1,223       -759        -17        665     -1,351        322        286         80        220     -1,810      1,644
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       14.4        9.1       15.4        5.4        4.5        6.5       15.7        3.2        6.4        0.2        0.4       12.9       47.1
 
Number of Traders in Each Category                                    Total Traders:        66
        24         10          8          7          .          .          6         12          4          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    44,172
Positions
     3,785      3,153        233     28,936     22,743      4,326      3,000     11,435          4          0          0          0      3,888      2,278
 
Changes from:       November 29, 2011                                Total Change is:      -586
      -739      1,366         74     -1,301     -3,730        -85        802      2,093          0          0          0          0        663       -304
 
Percent of Open Interest Represented by Each Category of Trader
       8.6        7.1        0.5       65.5       51.5        9.8        6.8       25.9        0.0        0.0        0.0        0.0        8.8        5.2
 
Number of Traders in Each Category                                    Total Traders:        51
         .          4          .         15         19         10          5          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    66,773
Positions
    14,896     22,613         96     27,980     25,141      1,983      8,673      5,855      1,701      2,173      2,727      1,421      7,850      5,236
 
Changes from:       November 29, 2011                                Total Change is:     1,952
    -2,219     -3,038         54      2,767     -1,099     -1,165     -1,466      2,499      1,157        -61        -85        514      2,371      3,115
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       33.9        0.1       41.9       37.7        3.0       13.0        8.8        2.5        3.3        4.1        2.1       11.8        7.8
 
Number of Traders in Each Category                                    Total Traders:        67
        12         10          .         12          9          5         11          4          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   591,861
Positions
    20,975     92,970      8,330    276,239    106,603     94,461     42,225     91,783      6,241      9,512     63,162          0    133,878    128,311
 
Changes from:       November 29, 2011                                Total Change is:   -66,280
     8,445     -9,243    -21,408    -27,223     10,843      8,810     -7,336    -33,086    -16,750      2,137     -3,318     -3,499     -9,456      1,371
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       15.7        1.4       46.7       18.0       16.0        7.1       15.5        1.1        1.6       10.7        0.0       22.6       21.7
 
Number of Traders in Each Category                                    Total Traders:       141
         9         17         11         40         22         34         24         19         13          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   405,421
Positions
     5,175    161,011      8,172    273,236     15,687     40,571      1,837    126,326     13,568          0          0          0     62,862     40,086
 
Changes from:       November 29, 2011                                Total Change is:      -144
      -166    -15,377      3,869     -4,765      4,647      5,183     -2,016      3,323      3,108          0          0          0     -5,357     -4,897
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       39.7        2.0       67.4        3.9       10.0        0.5       31.2        3.3        0.0        0.0        0.0       15.5        9.9
 
Number of Traders in Each Category                                    Total Traders:        72
         .         12          6         37          7         21          .         12          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   669,366
Positions
    75,066     65,905     16,036    137,104    176,213     68,555    205,853    180,228     30,007     35,775     30,098        587    100,383    101,737
 
Changes from:       November 29, 2011                                Total Change is:   -71,431
     8,006        767     -5,471         24    -29,401     -7,770    -13,375     -4,381    -30,670    -12,788      3,252          7     -9,394      2,236
 
Percent of Open Interest Represented by Each Category of Trader
      11.2        9.8        2.4       20.5       26.3       10.2       30.8       26.9        4.5        5.3        4.5        0.1       15.0       15.2
 
Number of Traders in Each Category                                    Total Traders:       193
        12         23          9         30         45         39         30         34         21          7         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,406,900
Positions
    69,121    111,606     25,343    537,656    558,414    188,137    195,448     83,573     73,906     42,418     83,130      1,912    272,959    280,879
 
Changes from:       November 29, 2011                                Total Change is:  -149,543
   -12,442    -36,650    -14,356    -36,371     -1,523     18,348    -11,654    -36,753    -67,811     -7,642      7,705       -665    -16,950    -17,838
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        7.9        1.8       38.2       39.7       13.4       13.9        5.9        5.3        3.0        5.9        0.1       19.4       20.0
 
Number of Traders in Each Category                                    Total Traders:       217
        14         24         23         35         49         50         46         30         28          5         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,244,361
Positions
    82,430    127,629     15,740    354,199    452,184    151,811    175,045    151,938     64,608    192,948     63,832          0    207,580    216,619
 
Changes from:       November 29, 2011                                Total Change is:   -92,808
   -16,778     14,712     -4,078    -12,895     21,785    -15,676    -38,821    -84,632      2,214     -1,001     -3,774       -160     -5,613    -23,199
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       10.3        1.3       28.5       36.3       12.2       14.1       12.2        5.2       15.5        5.1        0.0       16.7       17.4
 
Number of Traders in Each Category                                    Total Traders:       167
         7         27         13         24         40         40         24         28         13          7         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   559,953
Positions
   205,601    241,211    171,560      3,516      3,667      3,570     81,732     36,162     48,380     10,154      5,717      8,047     27,393     41,639
 
Changes from:       November 29, 2011                                Total Change is:   -56,440
   -22,302    -17,656     -7,973       -482     -1,399          0     -7,900    -18,712     -9,492     -3,658       -435     -2,081     -2,552      1,308
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       43.1       30.6        0.6        0.7        0.6       14.6        6.5        8.6        1.8        1.0        1.4        4.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       105
        24         26         39          .          .          .         24         14         21          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,495,479
Positions
 1,523,322  2,693,864  1,705,104  1,914,867     55,882    154,163    614,569    653,153  1,574,403    101,826    477,602    174,921    732,304  1,006,387
 
Changes from:       November 29, 2011                                Total Change is:  -226,128
   -37,396    106,128   -104,489    -50,651    -40,058     -3,130     -1,301    -86,806       -935      6,015     21,273      2,645    -36,886   -120,756
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       31.7       20.1       22.5        0.7        1.8        7.2        7.7       18.5        1.2        5.6        2.1        8.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       251
        33         54         84         12          8         15         36         69         84          9         12         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,027
Positions
     6,294      3,567          0      1,535        832          7      1,032      5,597        756      1,134        160          0        269        108
 
Changes from:       November 29, 2011                                Total Change is:      -610
       846       -217          0       -321         -2          0     -1,561       -832        469        -40          0          0         -3        -28
 
Percent of Open Interest Represented by Each Category of Trader
      57.1       32.3        0.0       13.9        7.5        0.1        9.4       50.8        6.9       10.3        1.5        0.0        2.4        1.0
 
Number of Traders in Each Category                                    Total Traders:        28
         .          4          0          .          4          .          4          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,769
Positions
    11,084      6,772        190      1,367      2,085          0        680      4,220          0         40        305          0        408        197
 
Changes from:       November 29, 2011                                Total Change is:    -1,803
    -1,449       -509        190         17       -376          0         21       -475       -595          0        -35          0         13         -3
 
Percent of Open Interest Represented by Each Category of Trader
      80.5       49.2        1.4        9.9       15.1        0.0        4.9       30.6        0.0        0.3        2.2        0.0        3.0        1.4
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          .          .          5          0          4          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    57,372
Positions
    18,262     45,738        500      4,761        308        340     21,949      7,579      1,005      4,166        211          0      6,389      1,691
 
Changes from:       November 29, 2011                                Total Change is:    -1,269
       147         50          0       -619          0        -35        634       -699        212       -784       -170        -21       -803       -606
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       79.7        0.9        8.3        0.5        0.6       38.3       13.2        1.8        7.3        0.4        0.0       11.1        2.9
 
Number of Traders in Each Category                                    Total Traders:       102
         4          6          .          6          .          .         42         14          7         25          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   148,494
Positions
    38,832     47,137     39,313      9,014        776      1,229     14,380     19,107     17,263      1,430        369     11,782     15,251     11,518
 
Changes from:       November 29, 2011                                Total Change is:     9,885
       770     -3,544      6,971      1,157        276       -480        463      8,306       -853       -160     -2,976      2,112        -95         73
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       31.7       26.5        6.1        0.5        0.8        9.7       12.9       11.6        1.0        0.2        7.9       10.3        7.8
 
Number of Traders in Each Category                                    Total Traders:        82
        12          8         15         12          .          5         19         17         23          4          4          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,882
Positions
     3,081        188          0      1,796      1,471         90     10,752      2,780         71          0     11,369        904        188          9
 
Changes from:       November 29, 2011                                Total Change is:       940
        39        188          0        -52        -46         90        512         14          0          0        335        359         -8          0
 
Percent of Open Interest Represented by Each Category of Trader
      18.3        1.1        0.0       10.6        8.7        0.5       63.7       16.5        0.4        0.0       67.3        5.4        1.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        26
         4          .          0          4          4          .          5          5          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated December 9, 2011