```
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   174,254
Positions
    16,705     21,272     36,836     15,856     35,581        478     33,170     47,053      9,828      9,593      1,518          1     51,787     21,687
 
Changes from:       December 13, 2011                                Total Change is:       825
   -26,443        414      1,762     -2,341        676         28      2,329     -1,180        527        251         12          1     24,711     -1,415
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       12.2       21.1        9.1       20.4        0.3       19.0       27.0        5.6        5.5        0.9        0.0       29.7       12.4
 
Number of Traders in Each Category                                    Total Traders:        73
         6         14         15          5          5          .         13         15          7         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    33,020
Positions
     9,956        800          0        999        846        203     13,868     14,223         33        537          0          0      7,424     16,915
 
Changes from:       December 13, 2011                                Total Change is:   -23,082
   -10,064     -5,023     -7,164          0        -66          0     -1,376     -1,117     -5,463        537       -424          0        448     -3,825
 
Percent of Open Interest Represented by Each Category of Trader
      30.2        2.4        0.0        3.0        2.6        0.6       42.0       43.1        0.1        1.6        0.0        0.0       22.5       51.2
 
Number of Traders in Each Category                                    Total Traders:        35
         7          4          0          .          .          .          7         13          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   183,972
Positions
   129,741      1,737        326      8,318     77,285      2,805     25,833     70,515        694      2,400      3,230          4     13,851     27,376
 
Changes from:       December 13, 2011                                Total Change is:   -34,231
   -20,549          9    -11,809        666     -1,252       -557      3,360    -11,662     -6,757       -703        252          4      2,114     -2,459
 
Percent of Open Interest Represented by Each Category of Trader
      70.5        0.9        0.2        4.5       42.0        1.5       14.0       38.3        0.4        1.3        1.8        0.0        7.5       14.9
 
Number of Traders in Each Category                                    Total Traders:        85
        11          5          .          5         15          4         13         29          6          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   132,006
Positions
       362     63,249         82     64,602     10,779      1,331     47,033     29,458        137      1,265      2,630          0     17,194     24,340
 
Changes from:       December 13, 2011                                Total Change is:   -72,812
   -17,755    -54,888    -24,358        777        208        495    -18,295     19,239    -11,812       -887        780          0       -977     -2,476
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       47.9        0.1       48.9        8.2        1.0       35.6       22.3        0.1        1.0        2.0        0.0       13.0       18.4
 
Number of Traders in Each Category                                    Total Traders:        69
         .         12          .          7          8          5         15         20          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   266,597
Positions
   118,045     24,067        152     51,325     33,249      4,263     50,187    134,988        909     14,330     12,161        162     27,224     56,646
 
Changes from:       December 13, 2011                                Total Change is:   -61,143
     8,983    -33,437    -16,556        483        447     -1,623    -27,075     10,504    -18,144       -982      1,942     -1,242     -4,987     -3,034
 
Percent of Open Interest Represented by Each Category of Trader
      44.3        9.0        0.1       19.3       12.5        1.6       18.8       50.6        0.3        5.4        4.6        0.1       10.2       21.2
 
Number of Traders in Each Category                                    Total Traders:       165
        22          8          .         15         18          9         26         56          9          6         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   104,817
Positions
    25,748     15,177      2,867      2,596     41,675        925     48,825     27,324          0      6,654        777          0     17,202     16,072
 
Changes from:       December 13, 2011                                Total Change is:   -48,479
   -20,770    -34,561    -11,341         24       -106         -1    -11,385        939     -2,651       -647        103        -22     -1,686       -839
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       14.5        2.7        2.5       39.8        0.9       46.6       26.1        0.0        6.3        0.7        0.0       16.4       15.3
 
Number of Traders in Each Category                                    Total Traders:        70
         8          9          .          .          6          .         15         24          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   119,621
Positions
    41,471     35,245     72,253          0          0          0      4,208     10,173      1,151          0          0          0        538        799
 
Changes from:       December 13, 2011                                Total Change is:    -8,490
    -1,232       -482     -4,727          0          0          0        141       -892       -356          0          0          0     -2,316     -2,033
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       29.5       60.4        0.0        0.0        0.0        3.5        8.5        1.0        0.0        0.0        0.0        0.4        0.7
 
Number of Traders in Each Category                                    Total Traders:        21
         9          8         12          0          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   116,352
Positions
    69,522     53,725        692     21,820      2,294        833     20,174     48,713        214        688      3,728          0      2,409      6,153
 
Changes from:       December 13, 2011                                Total Change is:    -9,481
      -700      9,495     -7,619      2,980        226         21      3,114     -5,844     -6,699        -31        158       -127       -420        908
 
Percent of Open Interest Represented by Each Category of Trader
      59.8       46.2        0.6       18.8        2.0        0.7       17.3       41.9        0.2        0.6        3.2        0.0        2.1        5.3
 
Number of Traders in Each Category                                    Total Traders:        81
         7          9          .          6          5          .         18         26          4          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is     9,442
Positions
     3,289      1,296        225          0        274          0      4,115      4,855          0        165        509          0      1,648      2,283
 
Changes from:       December 13, 2011                                Total Change is:   -19,244
   -12,388    -17,261       -175          0         13          0     -6,011     -1,135       -495          0         -5          0       -175       -186
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       13.7        2.4        0.0        2.9        0.0       43.6       51.4        0.0        1.7        5.4        0.0       17.5       24.2
 
Number of Traders in Each Category                                    Total Traders:        31
         8          .          .          0          .          0          5         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    45,509
Positions
    15,975     30,805        237      3,000      2,625        179     17,228      7,121        161      3,425        173          0      5,305      4,210
 
Changes from:       December 13, 2011                                Total Change is:   -60,658
    -8,878     -8,684    -35,761       -846       -196         95       -824      1,451     -8,985      1,352     -1,159     -3,136     -3,676     -4,284
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       67.7        0.5        6.6        5.8        0.4       37.9       15.6        0.4        7.5        0.4        0.0       11.7        9.2
 
Number of Traders in Each Category                                    Total Traders:        87
        20         12          .          5          6          .         27         12          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    91,018
Positions
    31,950     61,610        474      6,000      5,249        358     34,455     14,242        321      6,850        345          0     10,610      8,419
 
Changes from:       December 13, 2011                                Total Change is:   -67,684
    -8,111     -8,252    -46,005       -497        192        189     -5,435        514     -6,499      2,704     -5,005       -141     -3,889     -2,677
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       67.7        0.5        6.6        5.8        0.4       37.9       15.6        0.4        7.5        0.4        0.0       11.7        9.2
 
Number of Traders in Each Category                                    Total Traders:        87
        20         12          .          5          6          .         27         12          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   745,391
Positions
    37,228    133,086     25,618    352,776    219,597     62,945     80,101    134,407     27,722     27,127     29,942      2,523    129,351    109,551
 
Changes from:       December 13, 2011                                Total Change is:  -277,994
   -56,689    -25,318   -122,180      2,705      4,231     -6,877    -19,592    -29,438    -64,231      7,642     -9,525     -8,313    -10,457    -16,343
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       17.9        3.4       47.3       29.5        8.4       10.7       18.0        3.7        3.6        4.0        0.3       17.4       14.7
 
Number of Traders in Each Category                                    Total Traders:       509
        32         50         24        107         67         59         85        107         58         26         35          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   233,129
Positions
     9,913     73,898      1,462    106,729     50,303     11,882     25,790     21,573      1,519      5,069     13,250        511     70,254     58,731
 
Changes from:       December 13, 2011                                Total Change is:  -109,038
   -56,043    -34,171    -26,324      4,439      3,792     -2,129    -13,036    -43,608     -4,120      1,003      1,694         34    -12,862     -4,206
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       31.7        0.6       45.8       21.6        5.1       11.1        9.3        0.7        2.2        5.7        0.2       30.1       25.2
 
Number of Traders in Each Category                                    Total Traders:       101
         5         15          5         23         14         11         17         20         10          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,561,308
Positions
   216,676    376,038     40,680  1,260,595    876,829    224,953    362,391    655,009     40,177    110,360     83,532      9,990    295,486    254,100
 
Changes from:       December 13, 2011                                Total Change is:  -844,778
  -244,532   -197,036   -237,979     -7,991      2,875    -24,421   -197,243    -93,612   -136,095     32,239    -57,048    -40,779     12,023    -60,683
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       14.7        1.6       49.2       34.2        8.8       14.1       25.6        1.6        4.3        3.3        0.4       11.5        9.9
 
Number of Traders in Each Category                                    Total Traders:       485
        38         43         17         98         61         54         83        105         45         24         33          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   106,909
Positions
    29,194      9,679          0     51,603     66,360      9,923      5,746     12,429         32      1,681      4,467          0      8,730      4,019
 
Changes from:       December 13, 2011                                Total Change is:   -25,338
    -1,047    -10,873     -7,100       -606      2,991       -257    -12,896     -3,411     -3,422        259     -2,264          0       -269     -1,002
 
Percent of Open Interest Represented by Each Category of Trader
      27.3        9.1        0.0       48.3       62.1        9.3        5.4       11.6        0.0        1.6        4.2        0.0        8.2        3.8
 
Number of Traders in Each Category                                    Total Traders:        87
        12          8          0         30         14         14          6         11          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    51,165
Positions
     8,801     24,966        184     20,217      9,970      1,273     13,062      8,744        395      1,774      2,975          0      5,460      2,658
 
Changes from:       December 13, 2011                                Total Change is:   -63,248
   -11,308    -15,194    -19,594     -2,424       -855       -367     -5,804       -618     -9,174        302       -839     -1,020    -13,859    -15,586
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       48.8        0.4       39.5       19.5        2.5       25.5       17.1        0.8        3.5        5.8        0.0       10.7        5.2
 
Number of Traders in Each Category                                    Total Traders:       192
        21         26          .         28         23         11         40         34          8         11          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   255,825
Positions
    44,005    124,830        920    101,083     49,848      6,364     65,310     43,721      1,974      8,868     14,876          0     27,301     13,292
 
Changes from:       December 13, 2011                                Total Change is:  -156,888
   -55,207    -16,220    -39,563    -12,118     -2,777     -1,835    -38,444    -14,152    -11,707      1,509      6,367     -5,100      5,577    -71,901
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       48.8        0.4       39.5       19.5        2.5       25.5       17.1        0.8        3.5        5.8        0.0       10.7        5.2
 
Number of Traders in Each Category                                    Total Traders:       192
        21         26          .         28         23         11         40         34          8         11          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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   416,607
Positions
   207,418     21,914     13,643    111,513    217,276     26,162     37,414    104,596      1,269      4,088     17,332        513     14,587     13,902
 
Changes from:       December 13, 2011                                Total Change is:   -48,639
    -5,897     -7,330    -23,190      2,846      3,316     -1,812    -10,160        424     -6,195      1,413     -7,383     -1,405     -4,239     -5,064
 
Percent of Open Interest Represented by Each Category of Trader
      49.8        5.3        3.3       26.8       52.2        6.3        9.0       25.1        0.3        1.0        4.2        0.1        3.5        3.3
 
Number of Traders in Each Category                                    Total Traders:       230
        22         10          .         43         48         24         30         58          6          6         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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    22,336
Positions
     5,623          0          0      7,003        734         82      3,555      7,910          3          0      4,231          0      6,070      9,376
 
Changes from:       December 13, 2011                                Total Change is:      -216
      -639          0          0       -256       -915          0         13       -385          3       -216        335          0        879        746
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        0.0        0.0       31.4        3.3        0.4       15.9       35.4        0.0        0.0       18.9        0.0       27.2       42.0
 
Number of Traders in Each Category                                    Total Traders:        32
         6          0          0          9          .          .          6          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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    32,500
Positions
    11,214      7,810        904      5,588      4,419        543      6,374      3,465      1,200      1,383        238          0      5,294     13,921
 
Changes from:       December 13, 2011                                Total Change is:     1,658
     2,023        923        -12        -56        134        132       -631      1,711      1,146        283        -12          0     -1,227     -2,364
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       24.0        2.8       17.2       13.6        1.7       19.6       10.7        3.7        4.3        0.7        0.0       16.3       42.8
 
Number of Traders in Each Category                                    Total Traders:        47
        10          8          .          5          .          .          8          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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    43,484
Positions
     2,077      3,273         65     28,574     25,826      4,266      4,652      8,334          3        205          0          0      3,642      1,717
 
Changes from:       December 13, 2011                                Total Change is:    -7,346
    -1,518       -838     -3,651      1,442      1,778       -131       -211     -1,668     -1,377          0          0          0     -1,900     -1,459
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        7.5        0.1       65.7       59.4        9.8       10.7       19.2        0.0        0.5        0.0        0.0        8.4        3.9
 
Number of Traders in Each Category                                    Total Traders:        51
         .          .          .         15         21          9          6          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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    63,150
Positions
    14,753     21,571          9     28,732     24,163      2,263      8,654      9,046        582      2,190      3,144        321      5,646      2,051
 
Changes from:       December 13, 2011                                Total Change is:   -22,688
      -869     -2,491       -833        666       -531         70        368      1,573     -5,022         37        449     -1,456    -15,649    -14,447
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       34.2        0.0       45.5       38.3        3.6       13.7       14.3        0.9        3.5        5.0        0.5        8.9        3.2
 
Number of Traders in Each Category                                    Total Traders:        68
        11         10          .         13          9          6         10          5          .          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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   599,053
Positions
    21,432    114,857      1,714    297,535    104,198     90,545     39,475     97,934      2,878      9,512     68,537          0    135,962    118,390
 
Changes from:       December 13, 2011                                Total Change is:    -2,657
     3,408     10,225     -2,398      5,890     -4,230     -7,557       -429      9,043     -1,537        183      2,813          0       -217     -9,016
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       19.2        0.3       49.7       17.4       15.1        6.6       16.3        0.5        1.6       11.4        0.0       22.7       19.8
 
Number of Traders in Each Category                                    Total Traders:       148
        11         18          5         42         21         34         23         20          7          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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   367,285
Positions
     5,980    144,526      2,820    258,151     20,181     34,295      1,942    122,106      1,741          0          0          0     62,356     41,616
 
Changes from:       December 13, 2011                                Total Change is:   -13,943
       861     -9,558     -1,756     -8,674      2,812     -2,895        105        457     -1,416          0          0          0       -168     -1,587
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       39.3        0.8       70.3        5.5        9.3        0.5       33.2        0.5        0.0        0.0        0.0       17.0       11.3
 
Number of Traders in Each Category                                    Total Traders:        68
         .         10          5         37          7         21          .         11          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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   717,198
Positions
    71,509     82,784      5,317    135,942    166,312     75,922    256,826    231,692     26,547     36,225     33,342        587    108,323     94,695
 
Changes from:       December 13, 2011                                Total Change is:    -3,773
     1,862     -5,232     -9,941      1,096     -7,924      7,703     -7,976     14,296      3,983     -5,807     -1,103          0      5,307     -5,555
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       11.5        0.7       19.0       23.2       10.6       35.8       32.3        3.7        5.1        4.6        0.1       15.1       13.2
 
Number of Traders in Each Category                                    Total Traders:       198
        12         24          7         33         42         39         27         36         18          8         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 1,464,761
Positions
    71,330    128,630     14,195    671,334    602,117    170,836    214,457    152,703     26,646     22,131     84,658      5,573    268,259    279,403
 
Changes from:       December 13, 2011                                Total Change is:    11,771
     4,044      4,335    -10,064     78,731     -3,971     -2,351    -12,959     36,511    -17,408    -10,128      2,495      3,666    -21,760     -1,442
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        8.8        1.0       45.8       41.1       11.7       14.6       10.4        1.8        1.5        5.8        0.4       18.3       19.1
 
Number of Traders in Each Category                                    Total Traders:       232
        18         32         12         32         56         48         40         36         21          5         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 1,228,328
Positions
    59,996    192,485      5,904    326,543    434,887    162,286    219,404    122,248     29,056    213,646     65,303          0    211,493    216,159
 
Changes from:       December 13, 2011                                Total Change is:   -86,178
   -18,245     35,745     -4,448    -55,159    -45,310      4,623     20,671    -47,672    -32,578     15,430     -6,680          0    -16,472     10,142
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       15.7        0.5       26.6       35.4       13.2       17.9       10.0        2.4       17.4        5.3        0.0       17.2       17.6
 
Number of Traders in Each Category                                    Total Traders:       176
         8         29          9         24         37         39         29         30         13          7         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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   565,916
Positions
   193,940    251,312    173,759      3,266      3,667      3,093     96,058     35,421     46,554     12,800      6,808      8,390     28,056     36,912
 
Changes from:       December 13, 2011                                Total Change is:    -7,502
    -2,661      2,718     -7,685          0          0       -477      4,156       -662     -2,324      2,094      1,800       -201       -404       -671
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       44.4       30.7        0.6        0.6        0.5       17.0        6.3        8.2        2.3        1.2        1.5        5.0        6.5
 
Number of Traders in Each Category                                    Total Traders:       106
        22         28         39          .          .          .         24         14         21          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 7,560,266
Positions
 1,223,689  2,211,920  1,661,082  1,662,155     58,830    121,603    510,699    594,277  1,378,241     88,809    400,122    157,088    756,900    977,103
 
Changes from:       December 13, 2011                                Total Change is:-1,116,860
  -346,083   -565,709    -78,046   -186,589     -2,462     15,696   -141,314    -84,941   -284,438    -34,604    -67,776    -20,140    -41,342    -29,044
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       29.3       22.0       22.0        0.8        1.6        6.8        7.9       18.2        1.2        5.3        2.1       10.0       12.9
 
Number of Traders in Each Category                                    Total Traders:       231
        26         53         74         11          6         14         39         56         75          7         15         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,464
Positions
     6,492      3,033          0      1,499        781         11        997      6,375         25      1,198        160          0        242         79
 
Changes from:       December 13, 2011                                Total Change is:    -1,320
      -110         46          0        -48         -1          0        -37       -255       -311         24          0          0       -838       -799
 
Percent of Open Interest Represented by Each Category of Trader
      62.0       29.0        0.0       14.3        7.5        0.1        9.5       60.9        0.2       11.4        1.5        0.0        2.3        0.8
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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    12,415
Positions
     9,351      6,691          0      1,367      1,886          0      1,217      3,307          0         70        305          0        410        226
 
Changes from:       December 13, 2011                                Total Change is:    -1,885
    -1,073        -12       -190          0       -301          0        291       -430       -969         30          0          0         26         17
 
Percent of Open Interest Represented by Each Category of Trader
      75.3       53.9        0.0       11.0       15.2        0.0        9.8       26.6        0.0        0.6        2.5        0.0        3.3        1.8
 
Number of Traders in Each Category                                    Total Traders:        32
         5          4          0          .          5          0          7          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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    67,062
Positions
    23,573     31,196          0      6,064        285        298     22,459     33,121        500      4,940        148          7      9,221      1,507
 
Changes from:       December 13, 2011                                Total Change is:       522
     5,086    -15,112          0        815        -23         -6     -3,867     19,374     -1,785         74       -224       -124        329     -1,578
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       46.5        0.0        9.0        0.4        0.4       33.5       49.4        0.7        7.4        0.2        0.0       13.7        2.2
 
Number of Traders in Each Category                                    Total Traders:       104
         5          5          0          8          .          .         45         14          .         23          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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   156,992
Positions
    38,801     37,633     44,046      9,138      1,238      1,512     15,715     24,770     16,054        461      1,869     15,508     15,757     14,362
 
Changes from:       December 13, 2011                                Total Change is:     6,562
      -350     -5,221      3,277     -1,288        378         58      4,457      5,697       -153        -68        421      2,199     -1,570        -94
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       24.0       28.1        5.8        0.8        1.0       10.0       15.8       10.2        0.3        1.2        9.9       10.0        9.1
 
Number of Traders in Each Category                                    Total Traders:        79
         9          9         16         11          .          5         21         15         23          .          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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    16,214
Positions
     3,181         27         83      1,493      1,400         90     10,750      2,779        220          0     11,415        177        220         23
 
Changes from:       December 13, 2011                                Total Change is:      -730
       239          1         -7       -364       -144          0         86        -36        149          0        211       -917         84         13
 
Percent of Open Interest Represented by Each Category of Trader
      19.6        0.2        0.5        9.2        8.6        0.6       66.3       17.1        1.4        0.0       70.4        1.1        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          .          .          4          .          5          5          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated December 23, 2011