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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,362
COMMITMENTS
     145      207        3    2,609    2,503    2,757    2,713      605      649

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        195)
       5       15        0      172      182      177      197       18       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      6.2      0.1     77.6     74.4     82.0     80.7     18.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       13       13       17       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,480
COMMITMENTS
   8,040    8,465    1,055   20,996   19,037   30,091   28,557    4,389    5,923

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      2,091)
   1,839    1,045     -249      753    1,101    2,343    1,897     -252      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     24.6      3.1     60.9     55.2     87.3     82.8     12.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       15       13       27       31       51       51
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      253,609
COMMITMENTS
  79,958   35,807   37,958  106,444  136,336  224,360  210,101   29,249   43,508

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      3,979)
  -1,018   -2,784    2,769    1,464     -371    3,215     -386      764    4,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     14.1     15.0     42.0     53.8     88.5     82.8     11.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
     107       69      107       54       82      231      213
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      322,239
COMMITMENTS
 111,987   53,835   43,077  138,432  167,273  293,496  264,185   28,743   58,054

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -7,321)
  -9,473   -3,554     -125    2,541   -3,225   -7,057   -6,904     -264     -417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     16.7     13.4     43.0     51.9     91.1     82.0      8.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     135       63      113       81      163      271      300
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,526
COMMITMENTS
   3,757    4,279    1,357    2,832    2,265    7,946    7,901    1,580    1,625

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        183)
    -332     -641      513      -56      572      125      444       58     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     44.9     14.2     29.7     23.8     83.4     82.9     16.6     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      23       32       14       19       22       54       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,505
COMMITMENTS
  13,800    4,213    5,532    7,135    6,748   26,467   16,493    6,038   16,012

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -1,454)
    -303      -31      258     -892     -838     -937     -611     -517     -843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     13.0     17.0     22.0     20.8     81.4     50.7     18.6     49.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      52       31       35       35       49      109      101
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      105,529
COMMITMENTS
   9,335      127    3,929   91,720  100,838  104,984  104,894      545      635

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      8,397)
       0        0        0    8,227    8,197    8,227    8,197      170      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.1      3.7     86.9     95.6     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1       15       15       19       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      129,151
COMMITMENTS
  29,041   51,185      194   73,856   54,766  103,091  106,145   26,060   23,006

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      5,184)
     222    5,151       14    7,707   -2,083    7,943    3,082   -2,759    2,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     39.6      0.2     57.2     42.4     79.8     82.2     20.2     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      17       20        3       25       25       44       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       31,022
COMMITMENTS
   4,049    9,919      121   17,929    7,588   22,099   17,628    8,923   13,394

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        816)
  -1,259    2,707       -6    2,621   -1,625    1,356    1,076     -540     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     32.0      0.4     57.8     24.5     71.2     56.8     28.8     43.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4       14        1       10       11       14       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      116,535
COMMITMENTS
   6,166   37,748      806  102,807   67,935  109,779  106,489    6,756   10,046

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     10,839)
 -11,692    4,869       73   18,775      570    7,156    5,512    3,683    5,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     32.4      0.7     88.2     58.3     94.2     91.4      5.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      17       31        2       22       26       40       59
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      160,287
COMMITMENTS
  20,691   57,325      553  126,010   75,198  147,254  133,076   13,033   27,211

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      9,585)
  -2,664    1,106      117   13,527    5,178   10,980    6,401   -1,395    3,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     35.8      0.3     78.6     46.9     91.9     83.0      8.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      20       31        4       29       22       50       56
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      149,571
COMMITMENTS
  57,018   13,838       58   71,333  111,966  128,409  125,862   21,162   23,709

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      7,338)
   7,102   -2,398       26      216   11,147    7,344    8,775       -6   -1,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1      9.3      0.0     47.7     74.9     85.9     84.1     14.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      30       22        3       22       21       54       44
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      260,064
COMMITMENTS
  25,943  111,011    3,180  199,707   81,373  228,830  195,564   31,234   64,500

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     15,512)
   1,895   10,816    1,635   12,099    2,236   15,629   14,687     -117      825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     42.7      1.2     76.8     31.3     88.0     75.2     12.0     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      29       67       17       51       45       89      120
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,870
COMMITMENTS
  12,639    4,723        0   12,745   19,574   25,384   24,297    1,486    2,573

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        904)
  -1,616    1,082        0    2,938     -743    1,322      339     -418      565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0     17.6      0.0     47.4     72.8     94.5     90.4      5.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8       16        0        6       10       14       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,641,460
COMMITMENTS
 418,666  1223778  1561474  5949653  4824218  7929793  7609470  711,667  1031990

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     20,918)
 -96,061   36,530   58,597   96,210  -71,012   58,746   24,115  -37,828   -3,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     14.2     18.1     68.9     55.8     91.8     88.1      8.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      33       69       85      135      145      225      255
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      901,580
COMMITMENTS
  53,817  110,744   23,833  694,906  649,763  772,556  784,341  129,024  117,240

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      3,695)
  -8,898    2,605   -7,205   17,383    8,280    1,280    3,680    2,415       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     12.3      2.6     77.1     72.1     85.7     87.0     14.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      578)
      85      130       52      240      256      358      407
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      294,476
COMMITMENTS
  21,425   17,669    1,420  201,823  208,412  224,668  227,501   69,808   66,975

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:    -10,893)
  -9,557     -708     -234   -1,862  -12,138  -11,653  -13,080      760    2,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      6.0      0.5     68.5     70.8     76.3     77.3     23.7     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      13       16        7       62       54       78       74
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,035,521
COMMITMENTS
 231,750  535,165   42,277  2465413  2206756  2739440  2784198  296,081  251,323

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     72,942)
 -34,991  -21,719    3,431   96,225  102,090   64,665   83,802    8,277  -10,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     17.6      1.4     81.2     72.7     90.2     91.7      9.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      549)
      81      128       40      214      234      321      377
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      117,120
COMMITMENTS
   8,349    5,152    1,275   98,107  105,106  107,731  111,533    9,389    5,587

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      5,994)
      83      -89    1,271    6,664    3,850    8,018    5,032   -2,024      962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      4.4      1.1     83.8     89.7     92.0     95.2      8.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       9        6        1       52       33       61       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       94,718
COMMITMENTS
  10,511    7,344    1,704   63,666   69,695   75,882   78,744   18,836   15,974

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -7,284)
  -4,394    3,891   -1,263     -923  -10,659   -6,579   -8,031     -705      747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      7.8      1.8     67.2     73.6     80.1     83.1     19.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      45       32       12       77       86      128      124
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       30,644
COMMITMENTS
     980      538       50   15,210   28,634   16,240   29,222   14,404    1,422

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -2,027)
  -1,474        0        0     -917   -1,964   -2,391   -1,964      364      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.8      0.2     49.6     93.4     53.0     95.4     47.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1        9       13       11       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      320,368
COMMITMENTS
  51,867   38,243    4,060  242,282  205,305  298,209  247,608   22,159   72,760

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:    -26,285)
 -22,657   11,395    1,744      -28  -43,475  -20,941  -30,336   -5,344    4,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     11.9      1.3     75.6     64.1     93.1     77.3      6.9     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      44       33       10       72       82      121      120
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      128,192
COMMITMENTS
  43,450   25,490        7   63,506   83,333  106,963  108,830   21,229   19,362

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -8,273)
 -13,902   -7,532        7    5,447   -2,064   -8,448   -9,589      175    1,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     19.9      0.0     49.5     65.0     83.4     84.9     16.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      20       24        1       20       20       40       45
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,572
COMMITMENTS
   4,507    8,130       47   19,381    8,114   23,935   16,291    6,637   14,281

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        531)
     399   -1,120      -20     -178      576      201     -564      330    1,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     26.6      0.2     63.4     26.5     78.3     53.3     21.7     46.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        8        1       22       10       30       19
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       49,442
COMMITMENTS
   7,752    7,464    1,793   32,836   16,505   42,381   25,762    7,061   23,680

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      2,043)
     157    1,116     -491    1,627    1,857    1,293    2,482      750     -439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     15.1      3.6     66.4     33.4     85.7     52.1     14.3     47.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      10        8        3       32       22       44       31
```

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Updated November 28, 2011