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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,472
COMMITMENTS
     145      218        3    2,714    2,584    2,862    2,805      610      667

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        110)
       0       11        0      105       81      105       92        5       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      6.3      0.1     78.2     74.4     82.4     80.8     17.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       14       12       18       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,669
COMMITMENTS
   8,403    8,195    1,310   21,414   19,696   31,127   29,201    4,542    6,468

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,189)
     363     -270      255      418      659    1,036      644      153      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     23.0      3.7     60.0     55.2     87.3     81.9     12.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       15       14       27       30       52       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      264,231
COMMITMENTS
  85,652   39,165   41,042  105,556  141,150  232,250  221,357   31,981   42,874

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     10,622)
   5,694    3,358    3,084     -888    4,814    7,890   11,256    2,732     -634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     14.8     15.5     39.9     53.4     87.9     83.8     12.1     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     112       71      113       56       87      245      226
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      316,924
COMMITMENTS
 112,238   54,568   39,739  137,843  167,644  289,820  261,951   27,104   54,973

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -5,315)
     251      733   -3,338     -589      371   -3,676   -2,234   -1,639   -3,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     17.2     12.5     43.5     52.9     91.4     82.7      8.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     135       72      116       87      161      279      302
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,219
COMMITMENTS
   3,707    4,557    1,401    3,130    2,306    8,238    8,264    1,981    1,955

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        693)
     -50      278       44      298       41      292      363      401      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     44.6     13.7     30.6     22.6     80.6     80.9     19.4     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      24       27       15       18       21       51       60
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,760
COMMITMENTS
  13,758    4,686    5,068    7,083    6,257   25,909   16,011    5,851   15,749

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -745)
     -42      473     -464      -52     -491     -558     -482     -187     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     14.8     16.0     22.3     19.7     81.6     50.4     18.4     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      50       33       36       33       42      105      100
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      105,329
COMMITMENTS
   7,462      127    4,069   93,245  100,551  104,776  104,747      553      582

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -200)
  -1,873        0      140    1,525     -287     -208     -147        8      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.1      3.9     88.5     95.5     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       15       15       18       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      143,231
COMMITMENTS
  30,069   56,938      519   86,803   62,064  117,391  119,521   25,840   23,710

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     14,080)
   1,028    5,753      325   12,947    7,298   14,300   13,376     -220      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     39.8      0.4     60.6     43.3     82.0     83.4     18.0     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       24        4       23       26       43       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       37,224
COMMITMENTS
   4,950   14,277      123   23,968    7,405   29,041   21,805    8,183   15,419

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      6,202)
     901    4,358        2    6,039     -183    6,942    4,177     -740    2,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     38.4      0.3     64.4     19.9     78.0     58.6     22.0     41.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       18        1       11       11       16       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      120,894
COMMITMENTS
   6,539   42,779      795  110,822   70,921  118,156  114,495    2,738    6,399

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      4,359)
     373    5,031      -11    8,015    2,986    8,377    8,006   -4,018   -3,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     35.4      0.7     91.7     58.7     97.7     94.7      2.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14       36        3       23       25       40       63
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      190,728
COMMITMENTS
  23,503   70,163      652  154,277   90,373  178,432  161,188   12,296   29,540

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     30,441)
   2,812   12,838       99   28,267   15,175   31,178   28,112     -737    2,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     36.8      0.3     80.9     47.4     93.6     84.5      6.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      18       34        4       29       20       48       57
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      166,279
COMMITMENTS
  56,162   15,615       22   90,534  125,881  146,718  141,518   19,561   24,761

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     16,708)
    -856    1,777      -36   19,201   13,915   18,309   15,656   -1,601    1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      9.4      0.0     54.4     75.7     88.2     85.1     11.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30       23        2       21       23       52       47
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      277,511
COMMITMENTS
  27,620  131,922    2,305  218,546   80,704  248,471  214,931   29,040   62,580

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     17,447)
   1,677   20,911     -875   18,839     -669   19,641   19,367   -2,194   -1,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     47.5      0.8     78.8     29.1     89.5     77.4     10.5     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      26       76       17       50       45       86      128
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,277
COMMITMENTS
  11,018    7,300        0   15,819   18,612   26,837   25,912    1,440    2,365

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,407)
  -1,621    2,577        0    3,074     -962    1,453    1,615      -46     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     25.8      0.0     55.9     65.8     94.9     91.6      5.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7       17        0       11       11       18       28
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,721,607
COMMITMENTS
 427,797  1196038  1546963  5977657  4851463  7952417  7594464  769,190  1127143

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     80,147)
   9,131  -27,740  -14,511   28,004   27,245   22,624  -15,006   57,523   95,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     13.7     17.7     68.5     55.6     91.2     87.1      8.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      33       65       83      133      141      221      246
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      902,281
COMMITMENTS
  48,822  109,425   27,104  698,318  649,105  774,244  785,634  128,037  116,647

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        701)
  -4,996   -1,320    3,271    3,413     -658    1,688    1,293     -988     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     12.1      3.0     77.4     71.9     85.8     87.1     14.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      560)
      82      122       55      236      250      350      396
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      299,108
COMMITMENTS
  23,180   19,889    1,645  201,992  216,731  226,817  238,265   72,291   60,843

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      4,632)
   1,755    2,220      225      169    8,319    2,149   10,764    2,483   -6,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      6.6      0.5     67.5     72.5     75.8     79.7     24.2     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      15       19        8       62       60       81       83
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,015,865
COMMITMENTS
 207,632  527,102   47,873  2481632  2161869  2737137  2736844  278,728  279,021

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -19,656)
 -24,118   -8,063    5,596   16,219  -44,887   -2,303  -47,354  -17,353   27,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     17.5      1.6     82.3     71.7     90.8     90.7      9.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      529)
      77      120       43      208      223      310      361
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      119,985
COMMITMENTS
   8,450    5,566        9  101,575  108,866  110,034  114,441    9,951    5,544

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      2,865)
     101      414   -1,266    3,468    3,760    2,303    2,908      562      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      4.6      0.0     84.7     90.7     91.7     95.4      8.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       6        7        1       51       34       57       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       88,202
COMMITMENTS
   7,592    5,659      424   62,295   65,712   70,311   71,796   17,891   16,406

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -6,516)
  -2,920   -1,685   -1,280   -1,371   -3,983   -5,571   -6,948     -945      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      6.4      0.5     70.6     74.5     79.7     81.4     20.3     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      36       32       10       75       86      117      122
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       29,073
COMMITMENTS
       0      538       50   14,718   27,160   14,768   27,748   14,305    1,325

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -1,571)
    -980        0        0     -492   -1,474   -1,472   -1,474      -99      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.2     50.6     93.4     50.8     95.4     49.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       10       13       11       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      295,643
COMMITMENTS
  37,958   25,606    1,872  237,885  192,761  277,715  220,239   17,928   75,404

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -24,725)
 -13,909  -12,637   -2,188   -4,397  -12,544  -20,494  -27,369   -4,231    2,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      8.7      0.6     80.5     65.2     93.9     74.5      6.1     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      36       32        9       70       81      111      117
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      124,760
COMMITMENTS
  34,307   21,765       39   72,823   80,564  107,169  102,368   17,591   22,392

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -3,432)
  -9,143   -3,725       32    9,317   -2,769      206   -6,462   -3,638    3,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     17.4      0.0     58.4     64.6     85.9     82.1     14.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      15       25        3       23       20       40       46
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,319
COMMITMENTS
   3,384    5,582      104   18,276    8,515   21,764   14,201    6,555   14,118

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -2,253)
  -1,123   -2,548       57   -1,105      401   -2,171   -2,090      -82     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     19.7      0.4     64.5     30.1     76.9     50.1     23.1     49.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        7        1       21       11       28       19
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       49,227
COMMITMENTS
   4,737    8,423    1,648   34,597   17,214   40,982   27,285    8,245   21,942

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -215)
  -3,015      959     -145    1,761      709   -1,399    1,523    1,184   -1,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     17.1      3.3     70.3     35.0     83.3     55.4     16.7     44.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        9        2       33       18       41       28
```

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Updated December 2, 2011