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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,735
COMMITMENTS
       0      163       17    3,154    2,960    3,171    3,140      564      595

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:        179)
       0        5       12      238      116      250      133      -71       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.5     84.4     79.3     84.9     84.1     15.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       12       11       14       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,756
COMMITMENTS
   8,020    8,950    1,027   19,950   18,044   28,997   28,021    4,759    5,735

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:        348)
      28     -790       72     -296    1,061     -196      343      544        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     26.5      3.0     59.1     53.5     85.9     83.0     14.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       16       11       29       28       51       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      236,595
COMMITMENTS
  72,855   38,778   38,099   99,825  122,029  210,779  198,906   25,816   37,689

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -13,116)
  -7,696    4,504   -4,213    3,738  -11,449   -8,171  -11,158   -4,945   -1,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     16.4     16.1     42.2     51.6     89.1     84.1     10.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      89       66      100       52       76      196      210
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      310,904
COMMITMENTS
 103,089   61,148   38,584  145,090  157,738  286,763  257,470   24,141   53,434

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:       -290)
  -2,307    4,347    1,153    3,135   -4,687    1,981      813   -2,271   -1,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     19.7     12.4     46.7     50.7     92.2     82.8      7.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
      95       90      108       85      143      244      290
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,051
COMMITMENTS
   3,721    5,243      910    3,383    1,944    8,014    8,097    2,037    1,954

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -1,132)
    -109      188     -245      -98     -201     -452     -258     -680     -874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     52.2      9.1     33.7     19.3     79.7     80.6     20.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      26       28       11       22       18       54       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,297
COMMITMENTS
  12,868    4,524    4,044    7,727    6,073   24,639   14,641    5,658   15,656

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:        249)
     263      272     -245      403       92      421      119     -172      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     14.9     13.3     25.5     20.0     81.3     48.3     18.7     51.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      39       28       37       32       35       94       89
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      119,621
COMMITMENTS
   6,938    1,547    3,193  108,952  114,082  119,083  118,822      538      799

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -8,490)
     366    1,420     -366   -6,174   -7,511   -6,174   -6,457   -2,316   -2,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.3      2.7     91.1     95.4     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1       16       14       18       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      174,254
COMMITMENTS
  21,428   48,296   10,554   90,485   93,717  122,467  152,567   51,787   21,687

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:        825)
 -14,359     -876    5,057  -14,584   -1,941  -23,886    2,240   24,711   -1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     27.7      6.1     51.9     53.8     70.3     87.6     29.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      20       16        4       26       33       50       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       33,020
COMMITMENTS
  10,417   13,553       30   15,149    2,522   25,596   16,105    7,424   16,915

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -23,082)
   5,412   -1,933   -3,981  -24,961  -13,343  -23,530  -19,257      448   -3,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     41.0      0.1     45.9      7.6     77.5     48.8     22.5     51.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       13        1       10        8       17       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      116,352
COMMITMENTS
  20,177   38,979       24   93,742   71,196  113,943  110,199    2,409    6,153

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -9,481)
   2,568   -1,524   -2,492   -9,137   -6,373   -9,061  -10,389     -420      908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     33.5      0.0     80.6     61.2     97.9     94.7      2.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      18       29        1       20       21       38       51
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      183,972
COMMITMENTS
  26,533   52,472      116  143,472  104,008  170,121  156,596   13,851   27,376

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -34,231)
   2,751  -10,819   -3,322  -35,774  -17,631  -36,345  -31,772    2,114   -2,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     28.5      0.1     78.0     56.5     92.5     85.1      7.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      16       31        5       23       23       41       57
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      132,006
COMMITMENTS
  52,148   27,672        1   62,663   79,993  114,812  107,666   17,194   24,340

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -72,812)
    -101   11,023   -6,681  -65,053  -74,678  -71,835  -70,336     -977   -2,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     21.0      0.0     47.5     60.6     87.0     81.6     13.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      19       23        1       13       22       33       45
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      266,597
COMMITMENTS
  49,557  163,254      977  188,839   45,720  239,373  209,951   27,224   56,646

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -61,143)
  14,050   11,290  -14,104  -56,102  -55,295  -56,156  -58,109   -4,987   -3,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     61.2      0.4     70.8     17.1     89.8     78.8     10.2     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      30       67       10       42       37       79      107
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:        9,442
COMMITMENTS
   5,735    5,123      225    1,834    1,811    7,794    7,159    1,648    2,283

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -19,244)
  -5,413     -642     -326  -13,330  -18,090  -19,069  -19,058     -175     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.7     54.3      2.4     19.4     19.2     82.5     75.8     17.5     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9       14        1        5        3       14       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,560,266
COMMITMENTS
 324,762  885,334  1416033  5062571  4281796  6803366  6583163  756,900  977,103

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,116,860)
-186,866 -193,411 -173,964 -714,688 -720,441 -1075518 -1087816  -41,342  -29,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     11.7     18.7     67.0     56.6     90.0     87.1     10.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      34       52       70      119      124      197      212
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      745,391
COMMITMENTS
  58,312   95,575   25,282  532,445  514,982  616,039  635,840  129,351  109,551

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:   -277,994)
 -13,038  -11,388  -14,220 -240,278 -236,043 -267,536 -261,651  -10,457  -16,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     12.8      3.4     71.4     69.1     82.6     85.3     17.4     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      509)
      79       94       41      221      222      321      336
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      233,129
COMMITMENTS
  20,460   20,744    1,284  141,131  152,370  162,875  174,398   70,254   58,731

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:   -109,038)
 -14,136    2,868   -1,212  -80,828 -106,488  -96,176 -104,832  -12,862   -4,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      8.9      0.6     60.5     65.4     69.9     74.8     30.1     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      10       13        7       49       49       64       64
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,561,308
COMMITMENTS
 264,668  449,566   44,582  1956572  1813060  2265822  2307208  295,486  254,100

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:   -844,778)
   4,917  -71,855  -64,466 -797,252 -647,774 -856,801 -784,095   12,023  -60,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     17.6      1.7     76.4     70.8     88.5     90.1     11.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      485)
      76       94       35      200      202      294      313
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,909
COMMITMENTS
   6,641    6,139       32   91,506   96,719   98,179  102,890    8,730    4,019

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -25,338)
  -1,295      717     -212  -23,562  -24,841  -25,069  -24,336     -269   -1,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.7      0.0     85.6     90.5     91.8     96.2      8.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       7        8        1       49       37       56       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       51,165
COMMITMENTS
   8,987    4,465      282   36,435   43,760   45,705   48,507    5,460    2,658

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -63,248)
  -3,972      533   -3,744  -41,673  -44,450  -49,389  -47,661  -13,859  -15,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      8.7      0.6     71.2     85.5     89.3     94.8     10.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      43       23        8       64       75      109      104
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      255,825
COMMITMENTS
  44,937   22,324    1,411  182,176  218,798  228,524  242,533   27,301   13,292

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:   -156,888)
 -19,465   -8,982   -4,386 -138,614  -71,619 -162,465  -84,987    5,577  -71,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      8.7      0.6     71.2     85.5     89.3     94.8     10.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      43       23        8       64       75      109      104
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      104,817
COMMITMENTS
  52,047   26,305    2,738   32,830   59,702   87,615   88,745   17,202   16,072

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -48,479)
  -8,085      602   -1,225  -37,483  -47,017  -46,793  -47,640   -1,686     -839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7     25.1      2.6     31.3     57.0     83.6     84.7     16.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      19       22        1       13       20       33       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       22,336
COMMITMENTS
   3,253    8,333        3   13,010    4,624   16,266   12,960    6,070    9,376

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:       -216)
    -254     -385        3     -844     -580   -1,095     -962      879      746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     37.3      0.0     58.2     20.7     72.8     58.0     27.2     42.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        9        1       15        3       22       12
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       32,500
COMMITMENTS
   7,340    3,118    1,188   18,678   14,273   27,206   18,579    5,294   13,921

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:      1,658)
    -227    1,797    1,134    1,978    1,091    2,885    4,022   -1,227   -2,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      9.6      3.7     57.5     43.9     83.7     57.2     16.3     42.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9        9        2       19       16       29       26
```

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Updated December 23, 2011