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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   143,231
Positions
    43,797     15,798      5,299     20,893     35,215        520     30,485     54,585      6,635      9,762      1,469          0     25,840     23,710
 
Changes from:       November 22, 2011                                Total Change is:    14,080
     4,656       -975      4,258        867      3,305         13      1,502      4,901      1,740      1,264        134          0       -220        704
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       11.0        3.7       14.6       24.6        0.4       21.3       38.1        4.6        6.8        1.0        0.0       18.0       16.6
 
Number of Traders in Each Category                                    Total Traders:        77
        10         10          7          6          5          .         10         23          6         10          .          0
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    37,224
Positions
    12,534      6,151        737        869      1,326        217     14,561     13,251        123          0          0          0      8,183     15,419
 
Changes from:       November 22, 2011                                Total Change is:     6,202
     4,173       -354        218         -6        -12          0      2,555      4,323          2          0          0          0       -740      2,025
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       16.5        2.0        2.3        3.6        0.6       39.1       35.6        0.3        0.0        0.0        0.0       22.0       41.4
 
Number of Traders in Each Category                                    Total Traders:        41
         7          7          .          .          .          .          6         17          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   190,728
Positions
   141,180      2,531        253      7,831     71,138      2,725     21,608     80,479      1,273      3,562      2,789          0     12,296     29,540
 
Changes from:       November 22, 2011                                Total Change is:    30,441
    30,799       -768       -213       -408     10,574        -10      1,481     18,562         99       -570       -132          0       -737      2,329
 
Percent of Open Interest Represented by Each Category of Trader
      74.0        1.3        0.1        4.1       37.3        1.4       11.3       42.2        0.7        1.9        1.5        0.0        6.4       15.5
 
Number of Traders in Each Category                                    Total Traders:        92
        17          .          .          5         15          4         16         28          7          5          4          0
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   166,279
Positions
    19,526    113,642      1,489     60,973      9,406      1,532     61,943     13,871         35      1,220      1,543          0     19,561     24,761
 
Changes from:       November 22, 2011                                Total Change is:    16,708
     9,972     13,752      1,192      6,338          4         24        922      1,706       -359        220       -663          0     -1,601      1,052
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       68.3        0.9       36.7        5.7        0.9       37.3        8.3        0.0        0.7        0.9        0.0       11.8       14.9
 
Number of Traders in Each Category                                    Total Traders:        90
         6         13          .         10          7          .         29         19          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   277,511
Positions
   101,801     55,757        583     64,442     32,138      2,853     69,316    108,084      3,283      5,728     11,768        465     29,040     62,580
 
Changes from:       November 22, 2011                                Total Change is:    17,447
     3,401      8,383        516     16,107         26     -6,046      6,589     18,028       -166       -287       -901       -473     -2,194     -1,920
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       20.1        0.2       23.2       11.6        1.0       25.0       38.9        1.2        2.1        4.2        0.2       10.5       22.6
 
Number of Traders in Each Category                                    Total Traders:       180
        24         13          6         17         21         10         23         61         15          5         16          .
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   124,760
Positions
    60,238     40,844        873      2,381     38,661        932     39,743     19,573        884      2,113        596          5     17,591     22,392
 
Changes from:       November 22, 2011                                Total Change is:    -3,432
     8,085     -2,873        156        -44        176          5     -8,723     -4,572        461        261        180          5     -3,638      3,030
 
Percent of Open Interest Represented by Each Category of Trader
      48.3       32.7        0.7        1.9       31.0        0.7       31.9       15.7        0.7        1.7        0.5        0.0       14.1       17.9
 
Number of Traders in Each Category                                    Total Traders:        74
        13         11          5          .          5          .         13         24          4          .          .          .
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   105,329
Positions
    65,618     58,614     33,256          0          0          0      4,743     11,718      1,159          0          0          0        553        582
 
Changes from:       November 22, 2011                                Total Change is:      -200
       974        303       -665          0          0          0       -517        215          0          0          0          0          8        -53
 
Percent of Open Interest Represented by Each Category of Trader
      62.3       55.6       31.6        0.0        0.0        0.0        4.5       11.1        1.1        0.0        0.0        0.0        0.5        0.6
 
Number of Traders in Each Category                                    Total Traders:        21
         8          9         12          0          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   120,894
Positions
    70,134     38,725     13,819     18,213      3,110        792      6,144     47,274      7,570      1,484      3,205          0      2,738      6,399
 
Changes from:       November 22, 2011                                Total Change is:     4,359
     2,644       -862      3,131          0        294         32        300      4,065      1,809        461       -463          0     -4,018     -3,647
 
Percent of Open Interest Represented by Each Category of Trader
      58.0       32.0       11.4       15.1        2.6        0.7        5.1       39.1        6.3        1.2        2.7        0.0        2.3        5.3
 
Number of Traders in Each Category                                    Total Traders:        92
         8         12          .          5          6          .         13         33          5          5          7          0
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    28,277
Positions
    16,332     16,755         23          0        363          0     10,019      8,271          8        455        492          0      1,440      2,365
 
Changes from:       November 22, 2011                                Total Change is:     1,407
     3,089     -1,298         23          0        109          0     -1,577      2,625          6        -88        150          0        -46       -208
 
Percent of Open Interest Represented by Each Category of Trader
      57.8       59.3        0.1        0.0        1.3        0.0       35.4       29.2        0.0        1.6        1.7        0.0        5.1        8.4
 
Number of Traders in Each Category                                    Total Traders:        43
         8          8          .          0          .          0          5         16          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    59,620
Positions
    23,530     27,633      7,672      2,962      2,960        580     10,285      7,182      3,746      2,163        925      1,724      6,960      7,198
 
Changes from:       November 22, 2011                                Total Change is:    -2,018
       666     -3,266       -168        -96       -271         42     -1,190      1,320       -387        -72        154          0       -814        559
 
Percent of Open Interest Represented by Each Category of Trader
      39.5       46.3       12.9        5.0        5.0        1.0       17.3       12.0        6.3        3.6        1.6        2.9       11.7       12.1
 
Number of Traders in Each Category                                    Total Traders:        86
        22         13          9          .          6          .         19         15          9          4          .          .
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    17,682
Positions
    12,377     11,631        265        617        292          0      1,071      2,434         42      1,344          0        380      1,586      2,638
 
Changes from:       November 22, 2011                                Total Change is:        31
         0         -5          0          0          0          0         11         18          0          0          0          0         20         18
 
Percent of Open Interest Represented by Each Category of Trader
      70.0       65.8        1.5        3.5        1.7        0.0        6.1       13.8        0.2        7.6        0.0        2.1        9.0       14.9
 
Number of Traders in Each Category                                    Total Traders:        20
         8          4          .          .          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    83,875
Positions
    36,715     46,414        404      4,689      5,336      1,159     25,415     16,483        421      4,325      4,538          0     10,747      9,120
 
Changes from:       November 22, 2011                                Total Change is:    -4,098
     1,252     -6,602       -255       -192       -541         83     -2,215      2,789       -960       -143        307          0     -1,668      1,081
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       55.3        0.5        5.6        6.4        1.4       30.3       19.7        0.5        5.2        5.4        0.0       12.8       10.9
 
Number of Traders in Each Category                                    Total Traders:        84
        21         14          4          .          5          .         19         16          6          4          .          0
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   902,281
Positions
    96,176    131,872     86,536    357,475    212,596     66,964     74,200    175,309     66,677     18,486     37,949      7,730    128,037    116,647
 
Changes from:       November 22, 2011                                Total Change is:       701
   -12,066      6,908      6,747      1,565    -13,582      2,253     -1,472      1,896      1,161        921     -6,670      2,581       -988       -592
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       14.6        9.6       39.6       23.6        7.4        8.2       19.4        7.4        2.0        4.2        0.9       14.2       12.9
 
Number of Traders in Each Category                                    Total Traders:       560
        35         54         32        111         77         64         75        135         77         30         42         13
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   299,108
Positions
    49,856     75,422     18,437    105,049     44,671     12,559     31,006     67,349      3,600      5,949     15,866        361     72,291     60,843
 
Changes from:       November 22, 2011                                Total Change is:     4,632
    -4,328      4,572        798        758        975      1,020      1,175      2,117        256      2,194        750        276      2,483     -6,132
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       25.2        6.2       35.1       14.9        4.2       10.4       22.5        1.2        2.0        5.3        0.1       24.2       20.3
 
Number of Traders in Each Category                                    Total Traders:       128
        13         15          9         27         15         13         18         31         13          .          6          .
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,015,865
Positions
   497,638    548,288     74,457  1,284,513    862,010    249,640    476,417    800,246     54,940     87,510    135,241     12,022    278,728    279,021
 
Changes from:       November 22, 2011                                Total Change is:   -19,656
   -14,075     36,297      5,129     10,244    -66,575        -48    -12,242       -112      3,530      4,821    -25,913        338    -17,353     27,698
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       18.2        2.5       42.6       28.6        8.3       15.8       26.5        1.8        2.9        4.5        0.4        9.2        9.3
 
Number of Traders in Each Category                                    Total Traders:       529
        36         50         20         98         72         58         77        127         55         31         38          9
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   119,985
Positions
    30,818     18,512          1     50,461     66,033      7,892     19,449     15,250         11      1,402      6,742          0      9,951      5,544
 
Changes from:       November 22, 2011                                Total Change is:     2,865
     2,110        344       -104     -1,270      1,337        -95      2,926      2,648     -1,264          0         42          0        562        -43
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       15.4        0.0       42.1       55.0        6.6       16.2       12.7        0.0        1.2        5.6        0.0        8.3        4.6
 
Number of Traders in Each Category                                    Total Traders:        87
        10          9          .         31         14          9          9         10          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    88,202
Positions
    23,910     36,918      6,859     18,447      9,719      1,685     12,983      7,022      5,529        828      3,994         70     17,891     16,406
 
Changes from:       November 22, 2011                                Total Change is:    -6,516
     1,296     -1,080     -1,731       -701        185        -41     -3,141     -2,649     -1,070       -151       -530        -31       -945        432
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       41.9        7.8       20.9       11.0        1.9       14.7        8.0        6.3        0.9        4.5        0.1       20.3       18.6
 
Number of Traders in Each Category                                    Total Traders:       200
        20         28         10         31         20         11         39         42         16          6         14          .
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    29,073
Positions
    12,698     22,250         20          0        300          0      2,000      3,016          0          0      2,112         50     14,305      1,325
 
Changes from:       November 22, 2011                                Total Change is:    -1,571
      -492       -491          0          0          0          0       -980       -983          0          0          0          0        -99        -97
 
Percent of Open Interest Represented by Each Category of Trader
      43.7       76.5        0.1        0.0        1.0        0.0        6.9       10.4        0.0        0.0        7.3        0.2       49.2        4.6
 
Number of Traders in Each Category                                    Total Traders:        23
         8          8          .          0          .          0          .          .          0          0          .          .
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Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   295,643
Positions
    88,506    105,786      1,747     92,235     47,093      8,427     78,533     43,650      4,025      4,140      9,409        102     17,928     75,404
 
Changes from:       November 22, 2011                                Total Change is:   -24,725
       497    -11,391       -209     -3,506        924       -205    -14,835    -12,360     -1,322       -757     -2,649       -157     -4,231      2,644
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       35.8        0.6       31.2       15.9        2.9       26.6       14.8        1.4        1.4        3.2        0.0        6.1       25.5
 
Number of Traders in Each Category                                    Total Traders:       197
        19         26          7         31         20         11         39         42         12          6         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   471,133
Positions
   245,256     32,499     27,605    109,874    217,228     28,909     40,269    119,835      3,589      1,615     23,971        391     13,625     17,106
 
Changes from:       November 22, 2011                                Total Change is:     7,848
     8,958     -1,045      1,740      1,694      5,145     -1,073     -3,777      5,175        691        247       -690        105       -737     -2,200
 
Percent of Open Interest Represented by Each Category of Trader
      52.1        6.9        5.9       23.3       46.1        6.1        8.5       25.4        0.8        0.3        5.1        0.1        2.9        3.6
 
Number of Traders in Each Category                                    Total Traders:       237
        23         10          6         46         48         26         24         66         11          .         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    28,319
Positions
     8,098      1,960         70      7,259      2,719         82      5,930      4,285        109        216      4,976          0      6,555     14,118
 
Changes from:       November 22, 2011                                Total Change is:    -2,253
    -1,121        225          0       -137        253          0       -974     -2,538         61          0        -91          0        -82       -163
 
Percent of Open Interest Represented by Each Category of Trader
      28.6        6.9        0.2       25.6        9.6        0.3       20.9       15.1        0.4        0.8       17.6        0.0       23.1       49.9
 
Number of Traders in Each Category                                    Total Traders:        43
        11          .          .          8          5          .          8          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    49,227
Positions
    21,352      9,460      1,611      8,954      3,446      2,251      2,595      9,221      1,296      2,923          0          0      8,245     21,942
 
Changes from:       November 22, 2011                                Total Change is:      -215
        64       -758        -35        221        496      1,661     -3,272        334       -175        137          0          0      1,184     -1,738
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       19.2        3.3       18.2        7.0        4.6        5.3       18.7        2.6        5.9        0.0        0.0       16.7       44.6
 
Number of Traders in Each Category                                    Total Traders:        62
        22         10          .          9          4          .          .         11          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    44,758
Positions
     4,524      1,787        159     30,237     26,473      4,411      2,198      9,342          4          0          0          0      3,225      2,582
 
Changes from:       November 22, 2011                                Total Change is:     1,664
       899       -586        -74        814      1,324        367       -266        172          0          0          0          0        -76        461
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        4.0        0.4       67.6       59.1        9.9        4.9       20.9        0.0        0.0        0.0        0.0        7.2        5.8
 
Number of Traders in Each Category                                    Total Traders:        50
         .          .          .         17         19         10          4          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    64,821
Positions
    17,115     25,651         42     25,213     26,240      3,148     10,139      3,356        544      2,234      2,812        907      5,479      2,121
 
Changes from:       November 22, 2011                                Total Change is:       843
      -164        921         -7      1,079        470       -136        404       -371        234          0         69          0       -567       -337
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       39.6        0.1       38.9       40.5        4.9       15.6        5.2        0.8        3.4        4.3        1.4        8.5        3.3
 
Number of Traders in Each Category                                    Total Traders:        69
        13          8          .         12          9          6         13          5          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   658,141
Positions
    12,530    102,213     29,738    303,462     95,760     85,651     49,561    124,869     22,991      7,375     66,480      3,499    143,334    126,940
 
Changes from:       November 22, 2011                                Total Change is:     7,183
      -553     -8,939     14,405    -10,612      6,067     -6,326      7,228     -6,770     14,025     -1,411     -4,084      3,224    -12,797     -4,419
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       15.5        4.5       46.1       14.6       13.0        7.5       19.0        3.5        1.1       10.1        0.5       21.8       19.3
 
Number of Traders in Each Category                                    Total Traders:       140
         7         18         16         42         20         34         22         19         18          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   405,565
Positions
     5,341    176,388      4,303    278,001     11,040     35,388      3,853    123,003     10,460          0          0          0     68,219     44,983
 
Changes from:       November 22, 2011                                Total Change is:    -1,182
        10     -6,270     -2,747     -5,266     -1,939      2,071     -2,046      1,361      7,087     -2,195     -1,692          0      1,904        947
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       43.5        1.1       68.5        2.7        8.7        1.0       30.3        2.6        0.0        0.0        0.0       16.8       11.1
 
Number of Traders in Each Category                                    Total Traders:        72
         .         12          7         39          5         20          .         10          6          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   740,797
Positions
    67,060     65,138     21,507    137,080    205,614     76,325    219,228    184,609     60,677     48,563     26,846        580    109,777     99,501
 
Changes from:       November 22, 2011                                Total Change is:   -14,581
   -31,386    -14,928     16,887    -14,571     -8,209     -3,699     -3,088    -17,103     32,109    -14,011     -6,488        -93      3,271    -13,057
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        8.8        2.9       18.5       27.8       10.3       29.6       24.9        8.2        6.6        3.6        0.1       14.8       13.4
 
Number of Traders in Each Category                                    Total Traders:       202
        11         23         15         32         46         40         32         35         23         10         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 1,556,443
Positions
    81,563    148,256     39,699    574,027    559,937    169,789    207,102    120,326    141,717     50,060     75,425      2,577    289,909    298,717
 
Changes from:       November 22, 2011                                Total Change is:    34,405
   -17,299     -3,427       -416    -34,813      2,603     -3,288     12,159      6,258     82,958      4,780    -41,792     -1,459     -8,217     -7,032
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        9.5        2.6       36.9       36.0       10.9       13.3        7.7        9.1        3.2        4.8        0.2       18.6       19.2
 
Number of Traders in Each Category                                    Total Traders:       221
        16         27         25         32         54         46         45         31         29          5         11          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 1,337,169
Positions
    99,208    112,917     19,818    367,094    430,399    167,487    213,866    236,570     62,394    193,949     67,606        160    213,193    239,818
 
Changes from:       November 22, 2011                                Total Change is:    52,422
    15,045    -33,310     -1,679     25,575    -36,587     -7,097     -3,914     80,777     43,761     -9,799      2,944    -10,149        679     13,762
 
Percent of Open Interest Represented by Each Category of Trader
       7.4        8.4        1.5       27.5       32.2       12.5       16.0       17.7        4.7       14.5        5.1        0.0       15.9       17.9
 
Number of Traders in Each Category                                    Total Traders:       171
         9         26         16         22         42         40         26         29         18          7         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   616,393
Positions
   227,903    258,867    179,533      3,998      5,066      3,570     89,632     54,874     57,872     13,812      6,152     10,128     29,945     40,331
 
Changes from:       November 22, 2011                                Total Change is:    18,878
     5,480     13,482        321        250        -14          0     10,188      6,631        245      6,860        424        650     -5,116     -2,861
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       42.0       29.1        0.6        0.8        0.6       14.5        8.9        9.4        2.2        1.0        1.6        4.9        6.5
 
Number of Traders in Each Category                                    Total Traders:       115
        24         29         39          .          4          .         23         18         24          5          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,721,607
Positions
 1,560,718  2,587,736  1,809,593  1,965,518     95,940    157,293    615,870    739,959  1,575,338     95,811    456,329    172,276    769,190  1,127,143
 
Changes from:       November 22, 2011                                Total Change is:    80,147
    33,982    -53,899     27,795    -74,490     17,992     -3,245     15,878     -1,963     18,228     -2,350    -26,740      6,826     57,523     95,153
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       29.7       20.7       22.5        1.1        1.8        7.1        8.5       18.1        1.1        5.2        2.0        8.8       12.9
 
Number of Traders in Each Category                                    Total Traders:       259
        37         52         83         11          7         15         40         70         91          8         14         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,637
Positions
     5,448      3,784          0      1,856        834          7      2,593      6,429        287      1,174        160          0        272        136
 
Changes from:       November 22, 2011                                Total Change is:       855
        -4        340          0        -52         -6          0        616        236        287          3          0          0          5         -2
 
Percent of Open Interest Represented by Each Category of Trader
      46.8       32.5        0.0       15.9        7.2        0.1       22.3       55.2        2.5       10.1        1.4        0.0        2.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        28
         .          4          0          .          4          .          5          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    15,572
Positions
    12,533      7,281          0      1,350      2,461          0        659      4,695        595         40        340          0        395        200
 
Changes from:       November 22, 2011                                Total Change is:       544
      -107       -251          0        -16        189          0        -10        -44        595          0          0          0         82         55
 
Percent of Open Interest Represented by Each Category of Trader
      80.5       46.8        0.0        8.7       15.8        0.0        4.2       30.2        3.8        0.3        2.2        0.0        2.5        1.3
 
Number of Traders in Each Category                                    Total Traders:        30
         5          4          0          .          5          0          4          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    58,641
Positions
    18,115     45,688        500      5,380        308        375     21,315      8,278        793      4,950        381         21      7,192      2,297
 
Changes from:       November 22, 2011                                Total Change is:     4,199
       -78      2,469         -1      1,278       -147        -13      4,204      1,448        158        225        -80         13     -1,587        352
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       77.9        0.9        9.2        0.5        0.6       36.3       14.1        1.4        8.4        0.6        0.0       12.3        3.9
 
Number of Traders in Each Category                                    Total Traders:        99
         5          4          .          5          .          .         40         15          4         26          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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   138,609
Positions
    38,062     50,681     32,342      7,857        500      1,709     13,917     10,801     18,116      1,590      3,345      9,670     15,346     11,445
 
Changes from:       November 22, 2011                                Total Change is:     4,678
       324        825      5,238       -754          0       -510        554       -944      1,084       -720        694        333       -871     -2,042
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       36.6       23.3        5.7        0.4        1.2       10.0        7.8       13.1        1.1        2.4        7.0       11.1        8.3
 
Number of Traders in Each Category                                    Total Traders:        76
         9          9         14         10          .          6         17         16         22          4          4          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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    15,942
Positions
     3,042          0          0      1,848      1,517          0     10,240      2,766         71          0     11,034        545        196          9
 
Changes from:       November 22, 2011                                Total Change is:       -98
       -38          0          0       -122       -145          0        -38          8          0          0        -62        100          0          1
 
Percent of Open Interest Represented by Each Category of Trader
      19.1        0.0        0.0       11.6        9.5        0.0       64.2       17.4        0.4        0.0       69.2        3.4        1.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        26
         4          0          0          5          4          0          5          5          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated December 2, 2011