```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,175
COMMITMENTS
       9      143       11    2,510    2,425    2,530    2,579      644      596

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -512)
    -147      -69        2     -326     -305     -471     -372      -41     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      4.5      0.3     79.1     76.4     79.7     81.2     20.3     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       13       11       15       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       53,450
COMMITMENTS
   8,680    3,688   12,573   26,575   24,915   47,829   41,176    5,622   12,275

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -6,513)
  -1,406      641   -1,127   -3,249   -4,266   -5,782   -4,752     -731   -1,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      6.9     23.5     49.7     46.6     89.5     77.0     10.5     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      26       12       20       37       35       69       61
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      314,499
COMMITMENTS
  86,893   18,054   83,179  111,362  165,271  281,434  266,505   33,065   47,994

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -263)
   1,569   -1,922     -647     -458    2,691      463      121     -726     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      5.7     26.4     35.4     52.6     89.5     84.7     10.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     115       66      118       70       92      256      228
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      393,893
COMMITMENTS
 107,519   28,721  101,212  154,383  198,694  363,114  328,626   30,779   65,267

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -20,108)
  -6,706   -1,421  -16,039    1,819   -3,036  -20,926  -20,497      818      389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3      7.3     25.7     39.2     50.4     92.2     83.4      7.8     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     141       61      122      112      170      305      312
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       12,568
COMMITMENTS
   3,931    4,929    2,064    3,701    2,451    9,696    9,444    2,872    3,124

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      2,154)
     231      345      577      517       95    1,326    1,018      828    1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3     39.2     16.4     29.4     19.5     77.1     75.1     22.9     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      30       28       21       27       23       67       68
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,054
COMMITMENTS
  12,825    2,419    7,573    8,202    7,397   28,600   17,388    6,455   17,666

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -451)
  -1,029     -238     -555      910      380     -674     -412      223      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6      6.9     21.6     23.4     21.1     81.6     49.6     18.4     50.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      46       29       45       40       43      111      103
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      114,375
COMMITMENTS
   7,483      127    5,053   99,494  107,503  112,030  112,683    2,345    1,692

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      2,820)
      21        0      984       23      726    1,028    1,710    1,792    1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.1      4.4     87.0     94.0     97.9     98.5      2.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       15       16       18       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      162,858
COMMITMENTS
  30,786   49,452    6,336   96,497   81,218  133,618  137,006   29,240   25,852

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      7,270)
     838   -5,841      703    5,438   12,024    6,980    6,886      290      384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     30.4      3.9     59.3     49.9     82.0     84.1     18.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      22       17       12       27       33       56       55
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       49,521
COMMITMENTS
   5,036   15,384    3,267   32,360   12,250   40,663   30,901    8,858   18,620

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      5,976)
    -176    1,521      -74    6,136    2,173    5,886    3,620       90    2,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     31.1      6.6     65.3     24.7     82.1     62.4     17.9     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       18        8       16       15       27       35
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      130,231
COMMITMENTS
  18,219   39,081    1,145  108,274   83,916  127,638  124,142    2,593    6,089

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      9,337)
  11,680   -3,698      350   -2,548   12,995    9,482    9,647     -145     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     30.0      0.9     83.1     64.4     98.0     95.3      2.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      18       28        4       22       25       42       57
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      217,598
COMMITMENTS
  26,321   68,637    4,260  172,749  112,838  203,331  185,735   14,267   31,863

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     18,640)
   2,676     -123     -742   16,467   18,818   18,401   17,953      239      687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     31.5      2.0     79.4     51.9     93.4     85.4      6.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      19       31       13       29       33       55       70
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      189,968
COMMITMENTS
  56,250   18,909    4,692  108,528  138,438  169,469  162,038   20,499   27,930

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     11,189)
     697    3,138     -511   12,350    8,870   12,536   11,496   -1,347     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     10.0      2.5     57.1     72.9     89.2     85.3     10.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      25       33       20       28       29       65       70
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      339,915
COMMITMENTS
  33,011  122,946   45,978  226,904  106,486  305,893  275,411   34,022   64,504

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      5,696)
   5,043   -1,951    3,732   -1,965   10,844    6,810   12,626   -1,115   -6,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     36.2     13.5     66.8     31.3     90.0     81.0     10.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      33       84       54       58       57      124      162
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,597
COMMITMENTS
  10,745    6,888        1   15,376   18,497   26,122   25,386    1,475    2,211

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -680)
    -273     -412        1     -443     -115     -715     -526       35     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9     25.0      0.0     55.7     67.0     94.7     92.0      5.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       18        1       11        9       19       28
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,538,365
COMMITMENTS
 278,165  948,057  5844794  7600337  6632666 13723296 13425517  815,069  1112847

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:   -315,290)
    -147  -55,647  -54,096 -216,834  -73,427 -271,077 -183,171  -44,213 -132,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      6.5     40.2     52.3     45.6     94.4     92.3      5.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      43       67      101      148      152      253      267
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,075,940
COMMITMENTS
  58,555   99,509   85,010  789,348  759,296  932,913  943,815  143,028  132,126

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     34,676)
   9,859   -5,111    9,221    9,476   25,281   28,557   29,391    6,119    5,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      9.2      7.9     73.4     70.6     86.7     87.7     13.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      578)
      93      131      108      248      258      404      434
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      410,432
COMMITMENTS
  32,315   18,393   33,078  251,373  295,962  316,766  347,433   93,667   63,000

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     30,669)
   8,937      466    3,228    2,827   30,879   14,991   34,573   15,677   -3,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      4.5      8.1     61.2     72.1     77.2     84.7     22.8     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      18       26       35       76       69      114      110
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,327,538
COMMITMENTS
 234,279  508,661  156,580  2689875  2316668  3080733  2981909  246,805  345,630

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     20,034)
  24,452   -8,049   10,131   33,246  -27,991   67,828  -25,909  -47,794   45,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     15.3      4.7     80.8     69.6     92.6     89.6      7.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      538)
      86      120       95      225      236      366      396
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      117,168
COMMITMENTS
   8,394    5,420       32   97,201  106,693  105,627  112,145   11,542    5,023

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,836)
     -56     -146       23   -4,374   -2,173   -4,407   -2,296    1,571     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      4.6      0.0     83.0     91.1     90.1     95.7      9.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       8        6        1       52       38       60       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       95,173
COMMITMENTS
   9,455    4,631    1,392   65,514   73,030   76,361   79,052   18,812   16,121

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      6,078)
   1,800   -1,050      743    2,759    6,810    5,303    6,504      775     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      4.9      1.5     68.8     76.7     80.2     83.1     19.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      45       31       16       80       87      132      127
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       29,891
COMMITMENTS
     981      538       50   14,819   28,246   15,850   28,834   14,041    1,057

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:        814)
     981        0        0      101    1,086    1,082    1,086     -268     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.8      0.2     49.6     94.5     53.0     96.5     47.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       12       13       14       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      326,410
COMMITMENTS
  47,275   25,369    1,804  253,474  223,918  302,553  251,090   23,857   75,320

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     26,319)
   9,001     -346   -1,188   13,291   28,622   21,104   27,088    5,215     -769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      7.8      0.6     77.7     68.6     92.7     76.9      7.3     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      45       31       15       77       83      128      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      155,487
COMMITMENTS
  53,016   23,313    8,833   74,026  104,156  135,875  136,301   19,612   19,186

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     18,232)
  18,878    1,831    3,221   -4,030   18,674   18,068   23,726      164   -5,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     15.0      5.7     47.6     67.0     87.4     87.7     12.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      21       24       17       30       32       60       64
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,676
COMMITMENTS
   3,741    5,042    1,511   19,114    9,649   24,366   16,202    6,310   14,474

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      2,357)
     357     -540    1,407      838    1,134    2,602    2,001     -245      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     16.4      4.9     62.3     31.5     79.4     52.8     20.6     47.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        8        4       21       11       31       21
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,054
COMMITMENTS
   4,104    7,442    2,277   37,238   16,749   43,619   26,468    6,435   23,586

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:        827)
    -633     -981      629    2,641     -465    2,637     -817   -1,810    1,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     14.9      4.5     74.4     33.5     87.1     52.9     12.9     47.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8       10        6       36       21       47       34
```

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Updated December 9, 2011