```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,799
COMMITMENTS
       8      152       11    3,097    3,021    3,116    3,184      683      615

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        624)
      -1        9       -0      587      597      586      606       38       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      4.0      0.3     81.5     79.5     82.0     83.8     18.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       13       13       15       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       54,905
COMMITMENTS
   9,032    4,108   12,866   27,414   25,277   49,312   42,252    5,593   12,653

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,454)
     352      421      293      838      362    1,484    1,076      -29      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      7.5     23.4     49.9     46.0     89.8     77.0     10.2     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       16       19       38       35       71       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      306,231
COMMITMENTS
  80,053   18,883   87,024  106,365  154,965  273,442  260,872   32,789   45,359

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -8,268)
  -6,840      828    3,845   -4,997  -10,306   -7,992   -5,632     -276   -2,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      6.2     28.4     34.7     50.6     89.3     85.2     10.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
     119       56      124       65       86      240      231
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      390,292
COMMITMENTS
 101,081   31,737  103,791  155,339  190,261  360,211  325,788   30,081   64,503

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -3,601)
  -6,438    3,016    2,579      956   -8,433   -2,903   -2,838     -699     -764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      8.1     26.6     39.8     48.7     92.3     83.5      7.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     128       74      124      114      163      288      326
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,392
COMMITMENTS
   3,777    5,083    1,273    3,563    2,193    8,614    8,549    2,778    2,843

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -1,177)
    -154      154     -791     -137     -258   -1,082     -895      -94     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     44.6     11.2     31.3     19.2     75.6     75.0     24.4     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       31       15       25       23       59       65
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,383
COMMITMENTS
  12,935    2,748    7,226    7,753    6,740   27,913   16,715    6,470   17,668

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:       -671)
     110      330     -347     -450     -656     -687     -673       15        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6      8.0     21.0     22.5     19.6     81.2     48.6     18.8     51.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      49       27       48       39       39      111      102
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      134,737
COMMITMENTS
   6,572      127    3,559  121,752  128,219  131,883  131,905    2,854    2,832

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     20,363)
    -911        0   -1,494   22,259   20,717   19,854   19,223      509    1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.1      2.6     90.4     95.2     97.9     97.9      2.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       17       16       19       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      179,385
COMMITMENTS
  36,027   48,841    7,639  106,667   98,647  150,333  155,127   29,053   24,259

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     16,527)
   5,242     -611    1,303   10,170   17,429   16,715   18,121     -187   -1,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     27.2      4.3     59.5     55.0     83.8     86.5     16.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      23       14        8       25       34       50       54
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       58,801
COMMITMENTS
   4,445   14,738    5,800   40,879   16,778   51,124   37,316    7,677   21,485

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      9,280)
    -590     -646    2,533    8,519    4,528   10,462    6,415   -1,181    2,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     25.1      9.9     69.5     28.5     86.9     63.5     13.1     36.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5       18        8       17       14       28       34
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      125,833
COMMITMENTS
  17,609   40,503    2,516  102,879   77,569  123,004  120,588    2,829    5,245

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -4,398)
    -610    1,422    1,371   -5,395   -6,347   -4,634   -3,554      236     -844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     32.2      2.0     81.8     61.6     97.8     95.8      2.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      24       32       11       22       25       51       66
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      222,220
COMMITMENTS
  24,092   62,582    5,223  180,269  123,536  209,584  191,341   12,636   30,878

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      4,622)
  -2,229   -6,055      963    7,520   10,699    6,254    5,607   -1,631     -985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     28.2      2.4     81.1     55.6     94.3     86.1      5.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      19       30       18       30       35       56       77
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      211,952
COMMITMENTS
  52,176   16,692    9,511  130,771  156,833  192,459  183,036   19,493   28,916

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     21,983)
  -4,074   -2,217    4,819   22,244   18,396   22,989   20,998   -1,006      986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      7.9      4.5     61.7     74.0     90.8     86.4      9.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      22       28       16       28       28       59       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      366,747
COMMITMENTS
  35,998  151,731   41,216  253,145  108,310  330,359  301,257   36,388   65,490

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     26,832)
   2,987   28,785   -4,762   26,241    1,823   24,466   25,846    2,367      986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     41.4     11.2     69.0     29.5     90.1     82.1      9.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      33       79       45       55       57      114      155
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,686
COMMITMENTS
  11,148    5,765      551   15,164   19,901   26,863   26,217    1,823    2,469

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,089)
     403   -1,123      550     -212    1,404      741      831      348      258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9     20.1      1.9     52.9     69.4     93.6     91.4      6.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8       17        4        9       12       19       31
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,932,650
COMMITMENTS
 372,193  937,829  6089557  7584436  6784422 14046185 13811808  886,465  1120842

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    394,285)
  94,028  -10,229  244,763  -15,901  151,755  322,890  386,290   71,396    7,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      6.3     40.8     50.8     45.4     94.1     92.5      5.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      52       61      102      148      151      256      267
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,168,924
COMMITMENTS
  71,141  102,500   89,264  857,188  839,325  1017592  1031089  151,332  137,836

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     92,984)
  12,586    2,991    4,254   67,840   80,030   84,680   87,274    8,304    5,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      8.8      7.6     73.3     71.8     87.1     88.2     12.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      579)
     106      118      114      260      271      418      451
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      423,407
COMMITMENTS
  34,596   15,640   31,209  266,652  305,658  332,458  352,508   90,950   70,900

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     12,975)
   2,281   -2,753   -1,869   15,280    9,697   15,692    5,075   -2,717    7,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      3.7      7.4     63.0     72.2     78.5     83.3     21.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      21       24       37       79       70      120      111
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,727,585
COMMITMENTS
 261,742  513,316  211,255  2952676  2668333  3425673  3392905  301,912  334,680

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    400,046)
  27,463    4,656   54,675  262,801  351,665  344,940  410,996   55,106  -10,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     13.8      5.7     79.2     71.6     91.9     91.0      8.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      538)
      93      112      100      236      253      377      417
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      132,263
COMMITMENTS
   7,936    5,422      244  115,071  121,573  123,251  127,239    9,013    5,024

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     15,095)
    -458        2      212   17,870   14,880   17,624   15,094   -2,529        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      4.1      0.2     87.0     91.9     93.2     96.2      6.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
       8        7        2       59       48       68       56
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      115,319
COMMITMENTS
  12,949    3,869    4,235   78,651   88,814   95,835   96,918   19,483   18,401

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     20,146)
   3,494     -762    2,843   13,137   15,784   19,474   17,866      671    2,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      3.4      3.7     68.2     77.0     83.1     84.0     16.9     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      51       29       22       90       98      149      142
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       31,872
COMMITMENTS
   2,946      538        0   13,950   30,126   16,896   30,664   14,976    1,208

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,981)
   1,965        0      -50     -869    1,880    1,046    1,830      935      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      1.7      0.0     43.8     94.5     53.0     96.2     47.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       12       15       13       16
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      417,233
COMMITMENTS
  64,352   30,991    6,840  323,504  293,439  394,696  331,269   22,538   85,964

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     90,823)
  17,077    5,622    5,036   70,030   69,522   92,142   80,179   -1,319   10,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      7.4      1.6     77.5     70.3     94.6     79.4      5.4     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      50       30       21       86       97      144      141
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      160,586
COMMITMENTS
  59,690   25,149    7,196   73,378  109,771  140,264  142,117   20,321   18,469

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      5,099)
   6,674    1,836   -1,636     -649    5,615    4,389    5,815      709     -716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2     15.7      4.5     45.7     68.4     87.3     88.5     12.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      22       24       15       29       31       61       60
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       22,552
COMMITMENTS
   3,507    8,718        0   13,854    5,204   17,361   13,922    5,191    8,630

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -8,124)
    -234    3,676   -1,511   -5,260   -4,445   -7,005   -2,280   -1,119   -5,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     38.7      0.0     61.4     23.1     77.0     61.7     23.0     38.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        8        0       15        5       22       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       30,842
COMMITMENTS
   7,567    1,321       54   16,700   13,182   24,321   14,557    6,521   16,285

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    -19,212)
   3,463   -6,121   -2,223  -20,538   -3,567  -19,298  -11,911       86   -7,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      4.3      0.2     54.1     42.7     78.9     47.2     21.1     52.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        5        2       17       13       25       20
```

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Updated December 16, 2011