```
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   155,588
Positions
    42,526     16,457     11,911     20,893     35,215        520     30,470     54,336      9,561      9,826      1,188        931     28,949     25,468
 
Changes from:       November 22, 2011                                Total Change is:    14,816
     4,513     -1,458      4,807        867      3,305         13      1,508      4,924      1,991      1,311         52        165       -358      1,017
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       10.6        7.7       13.4       22.6        0.3       19.6       34.9        6.1        6.3        0.8        0.6       18.6       16.4
 
Number of Traders in Each Category                                    Total Traders:        79
         8         12         11          6          5          .         10         24         13         11          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    43,545
Positions
    12,951      6,089      3,208        869      1,326        217     14,757     13,666      2,775          0          0          0      8,769     16,264
 
Changes from:       November 22, 2011                                Total Change is:     6,404
     3,988       -317        443         -6        -12          0      2,884      4,404       -109          0          0          0       -796      1,995
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       14.0        7.4        2.0        3.0        0.5       33.9       31.4        6.4        0.0        0.0        0.0       20.1       37.3
 
Number of Traders in Each Category                                    Total Traders:        41
         7          7          6          .          .          .          8         15          8          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   198,958
Positions
   140,056      2,338      4,133      7,831     71,138      2,725     21,692     79,603      4,534      3,565      2,917        394     14,028     31,176
 
Changes from:       November 22, 2011                                Total Change is:    31,575
    30,307     -1,022        561       -408     10,574        -10      1,822     18,335        180       -567        -12        268       -578      2,701
 
Percent of Open Interest Represented by Each Category of Trader
      70.4        1.2        2.1        3.9       35.8        1.4       10.9       40.0        2.3        1.8        1.5        0.2        7.1       15.7
 
Number of Traders in Each Category                                    Total Traders:        93
        16          .          9          5         15          4         16         28         13          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   178,779
Positions
    19,963    112,098      7,166     60,973      9,509      1,562     61,413     13,901      4,434      1,220      1,668        204     21,846     28,238
 
Changes from:       November 22, 2011                                Total Change is:    17,805
    10,069     13,949      1,412      6,338         59        -19      1,146      1,833       -145        220       -834        197     -1,413      1,353
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       62.7        4.0       34.1        5.3        0.9       34.4        7.8        2.5        0.7        0.9        0.1       12.2       15.8
 
Number of Traders in Each Category                                    Total Traders:        96
         7         12          8         10          8          4         28         22         20          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   334,219
Positions
   100,482     56,896     13,408     64,431     33,675      3,438     68,813    102,661     36,597      6,085     10,280      5,828     35,136     71,434
 
Changes from:       November 22, 2011                                Total Change is:    26,911
     3,450     10,523      1,592     16,094       -506     -6,074      7,046     17,133      5,769       -186     -1,222        614     -1,395       -918
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       17.0        4.0       19.3       10.1        1.0       20.6       30.7       11.0        1.8        3.1        1.7       10.5       21.4
 
Number of Traders in Each Category                                    Total Traders:       198
        24         14         15         17         24         14         29         62         40         10         18         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   137,254
Positions
    60,132     40,180      5,173      2,381     38,776      1,070     39,549     18,603      6,474      2,125      1,398        902     19,448     24,679
 
Changes from:       November 22, 2011                                Total Change is:    -2,961
     7,874     -3,716        705        -44        244       -277     -8,266     -5,261        743        276      1,354        -32     -3,941      3,279
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       29.3        3.8        1.7       28.3        0.8       28.8       13.6        4.7        1.5        1.0        0.7       14.2       18.0
 
Number of Traders in Each Category                                    Total Traders:        78
        13         11         11          .          6          .         17         21         17          6          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   111,554
Positions
    68,256     61,252     36,843          0          0          0      4,743     11,718      1,159          0          0          0        553        582
 
Changes from:       November 22, 2011                                Total Change is:       -37
     1,100        429       -628          0          0          0       -517        215          0          0          0          0          8        -53
 
Percent of Open Interest Represented by Each Category of Trader
      61.2       54.9       33.0        0.0        0.0        0.0        4.3       10.5        1.0        0.0        0.0        0.0        0.5        0.5
 
Number of Traders in Each Category                                    Total Traders:        21
         7         10         13          0          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    61,536
Positions
    23,507     27,633      7,700      2,962      2,960        580     10,381      7,538      4,716      2,167        743      2,372      7,153      7,295
 
Changes from:       November 22, 2011                                Total Change is:    -2,106
       650     -3,266       -179        -96       -271         42     -1,199      1,386       -463        -90         58         20       -790        568
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       44.9       12.5        4.8        4.8        0.9       16.9       12.2        7.7        3.5        1.2        3.9       11.6       11.9
 
Number of Traders in Each Category                                    Total Traders:        86
        22         13          9          .          6          .         19         16         10          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    17,715
Positions
    12,377     11,631        265        617        292          0      1,068      2,435         45      1,344          0        380      1,618      2,667
 
Changes from:       November 22, 2011                                Total Change is:        28
         0         -5          0          0          0          0         11         18         -0          0          0          0         17         15
 
Percent of Open Interest Represented by Each Category of Trader
      69.9       65.7        1.5        3.5        1.6        0.0        6.0       13.7        0.3        7.6        0.0        2.1        9.1       15.1
 
Number of Traders in Each Category                                    Total Traders:        20
         8          4          .          .          .          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    87,642
Positions
    36,669     46,414        459      4,689      5,336      1,159     25,607     17,188      2,359      4,334      4,173      1,297     11,068      9,257
 
Changes from:       November 22, 2011                                Total Change is:    -4,266
     1,221     -6,602       -278       -192       -541         83     -2,235      2,921     -1,111       -179        116         40     -1,614      1,106
 
Percent of Open Interest Represented by Each Category of Trader
      41.8       53.0        0.5        5.4        6.1        1.3       29.2       19.6        2.7        4.9        4.8        1.5       12.6       10.6
 
Number of Traders in Each Category                                    Total Traders:        84
        21         14          4          .          5          .         19         16          7          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,041,264
Positions
    95,360    130,721     97,077    356,063    213,230     71,140     73,315    170,467    163,430     18,596     38,985     29,374    136,909    126,841
 
Changes from:       November 22, 2011                                Total Change is:     2,400
   -11,904      6,488      6,698      1,257    -13,883      2,017     -3,270     -1,033      6,721        626     -6,556      3,327     -3,072     -1,379
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       12.6        9.3       34.2       20.5        6.8        7.0       16.4       15.7        1.8        3.7        2.8       13.1       12.2
 
Number of Traders in Each Category                                    Total Traders:       584
        35         55         42        111         79         72         74        146        109         35         48         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   379,764
Positions
    51,049     75,569     24,083    103,860     45,228     16,120     31,596     68,497     56,376      6,055     14,352     12,634     77,989     66,903
 
Changes from:       November 22, 2011                                Total Change is:     5,756
    -4,173      4,289        402        605        892        690      1,006        925      2,993      1,911      1,232      1,060      1,263     -6,727
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       19.9        6.3       27.3       11.9        4.2        8.3       18.0       14.8        1.6        3.8        3.3       20.5       17.6
 
Number of Traders in Each Category                                    Total Traders:       141
        14         14         13         27         16         18         20         35         45          6          9         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,307,504
Positions
   495,395    549,600     91,126  1,284,172    863,164    251,944    458,035    759,290    285,830     88,121    148,583     58,282    294,599    299,686
 
Changes from:       November 22, 2011                                Total Change is:   -16,779
   -13,076     36,573      5,907     10,107    -67,028       -208    -10,783        803      8,042      5,098    -27,416       -191    -21,674     26,739
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       16.6        2.8       38.8       26.1        7.6       13.8       23.0        8.6        2.7        4.5        1.8        8.9        9.1
 
Number of Traders in Each Category                                    Total Traders:       544
        36         51         31         98         74         64         76        134         97         33         42         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   120,005
Positions
    30,818     18,512          1     50,461     66,033      7,892     19,449     15,250         11      1,402      6,742          0      9,971      5,564
 
Changes from:       November 22, 2011                                Total Change is:     2,861
     2,110        344       -104     -1,270      1,337        -95      2,926      2,648     -1,264          0         42          0        558        -47
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       15.4        0.0       42.0       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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    89,095
Positions
    23,906     36,903      6,962     18,447      9,715      1,690     13,007      7,098      5,971        882      4,017        193     18,038     16,547
 
Changes from:       November 22, 2011                                Total Change is:    -6,419
     1,300     -1,080     -1,720       -705        181        -37     -3,123     -2,622     -1,006       -157       -532        -39       -931        436
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       41.4        7.8       20.7       10.9        1.9       14.6        8.0        6.7        1.0        4.5        0.2       20.2       18.6
 
Number of Traders in Each Category                                    Total Traders:       202
        21         27         12         31         20         12         39         43         22          7         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    29,077
Positions
    12,698     22,250         20          0        300          0      2,000      3,016          0          0      2,112         50     14,309      1,329
 
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          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   300,091
Positions
    88,486    105,711      2,262     92,235     47,075      8,449     78,721     44,096      6,169      4,412      9,524        716     18,642     76,089
 
Changes from:       November 22, 2011                                Total Change is:   -24,236
       514    -11,391       -155     -3,524        906       -185    -14,758    -12,238       -989       -786     -2,658       -194     -4,159      2,669
 
Percent of Open Interest Represented by Each Category of Trader
      29.5       35.2        0.8       30.7       15.7        2.8       26.2       14.7        2.1        1.5        3.2        0.2        6.2       25.4
 
Number of Traders in Each Category                                    Total Traders:       199
        20         25          9         31         20         12         39         43         19          7         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   472,883
Positions
   245,256     32,499     27,605    109,874    217,228     28,909     40,285    119,727      4,979      1,615     24,123        508     13,852     17,304
 
Changes from:       November 22, 2011                                Total Change is:     8,065
     8,958     -1,045      1,740      1,694      5,145     -1,073     -3,796      5,120        920        247       -677         95       -719     -2,160
 
Percent of Open Interest Represented by Each Category of Trader
      51.9        6.9        5.8       23.2       45.9        6.1        8.5       25.3        1.1        0.3        5.1        0.1        2.9        3.7
 
Number of Traders in Each Category                                    Total Traders:       237
        23         10          6         46         48         26         23         67         18          .         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   731,641
Positions
     9,358    101,705     52,207    305,124     95,725     89,289     46,875    123,990     48,219      7,758     62,938     18,543    154,269    139,025
 
Changes from:       November 22, 2011                                Total Change is:   -79,166
     1,051    -13,553     -9,621    -12,650      2,512     -9,444      4,804      1,677    -36,360     -1,154     -3,623        856    -16,649    -11,609
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       13.9        7.1       41.7       13.1       12.2        6.4       16.9        6.6        1.1        8.6        2.5       21.1       19.0
 
Number of Traders in Each Category                                    Total Traders:       142
         7         19         23         43         19         38         20         21         25          5          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   405,812
Positions
     5,328    176,388      4,360    278,001     11,040     35,388      3,853    122,976     10,526          0          0          0     68,357     45,134
 
Changes from:       November 22, 2011                                Total Change is:    -5,540
        -3     -8,018     -2,690     -5,266     -1,939      2,071     -2,046      2,772      5,209     -2,195     -1,692          0       -619     -1,252
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       43.5        1.1       68.5        2.7        8.7        0.9       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 - Options and Futures Combined 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   746,732
Positions
    67,060     65,138     21,507    137,080    205,614     76,325    220,560    184,750     63,244     48,563     27,956        580    111,812    101,618
 
Changes from:       November 22, 2011                                Total Change is:   -62,072
   -15,306    -16,555     -6,109    -14,973     -8,121     -3,911      3,550      2,893     -9,975    -14,282     -3,431     -4,308      3,242    -12,556
 
Percent of Open Interest Represented by Each Category of Trader
       9.0        8.7        2.9       18.4       27.5       10.2       29.5       24.7        8.5        6.5        3.7        0.1       15.0       13.6
 
Number of Traders in Each Category                                    Total Traders:       203
        11         23         15         32         46         40         34         34         26         10         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,769,548
Positions
    80,735    142,923     98,548    565,643    560,513    185,985    187,817    120,002    238,619     70,531     72,294     37,671    303,999    312,993
 
Changes from:       November 22, 2011                                Total Change is:  -121,855
    -5,427    -23,467    -68,027    -53,765      4,268     -6,341      1,530     15,872     29,599     14,671    -38,738    -18,299    -15,797    -16,722
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        8.1        5.6       32.0       31.7       10.5       10.6        6.8       13.5        4.0        4.1        2.1       17.2       17.7
 
Number of Traders in Each Category                                    Total Traders:       225
        18         27         38         32         54         48         37         40         54          4         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,425,692
Positions
   100,325    117,679     59,772    367,095    430,470    167,726    212,834    232,822     91,405    193,333     64,422     10,435    222,769    250,962
 
Changes from:       November 22, 2011                                Total Change is:   -13,068
    15,259    -34,433    -31,705     27,039    -36,547     -8,682     -4,966     87,684      8,065     -7,946        277    -12,326      2,195     14,600
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        8.3        4.2       25.7       30.2       11.8       14.9       16.3        6.4       13.6        4.5        0.7       15.6       17.6
 
Number of Traders in Each Category                                    Total Traders:       172
         9         26         24         22         42         42         29         26         27          7         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   784,793
Positions
   229,945    259,739    199,683      3,998      5,066      3,570     73,759     52,303    183,359     26,837      6,605     30,119     33,523     44,349
 
Changes from:       November 22, 2011                                Total Change is:    15,948
     5,822     13,615       -570        250        -14          0      9,055      6,330        227      7,671        478     -1,232     -5,276     -2,887
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       33.1       25.4        0.5        0.6        0.5        9.4        6.7       23.4        3.4        0.8        3.8        4.3        5.7
 
Number of Traders in Each Category                                    Total Traders:       125
        28         29         44          .          4          .         26         19         38          4          9          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is14,853,655
Positions
 1,543,690  2,606,552  3,366,617  2,066,076    142,134    197,742    448,997    601,944  5,547,826     86,717    409,165    736,707    859,282  1,244,966
 
Changes from:       November 22, 2011                                Total Change is:    46,119
    42,468    -73,315     18,360    -72,561     19,560    -11,188     10,754     28,732      9,900      3,096    -31,115    -11,062     56,352     96,247
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       17.5       22.7       13.9        1.0        1.3        3.0        4.1       37.3        0.6        2.8        5.0        5.8        8.4
 
Number of Traders in Each Category                                    Total Traders:       285
        38         54         87         11         13         20         56         70        115         12         18         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    59,623
Positions
    18,115     45,685        559      5,380        308        375     21,282      8,345      1,571      4,979        383         25      7,336      2,371
 
Changes from:       November 22, 2011                                Total Change is:     4,348
       -78      2,469          5      1,278       -147        -13      4,132      1,352        388        203        -80         13     -1,580        360
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       76.6        0.9        9.0        0.5        0.6       35.7       14.0        2.6        8.4        0.6        0.0       12.3        4.0
 
Number of Traders in Each Category                                    Total Traders:       102
         5          4          .          5          .          .         40         15          8         27          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated December 2, 2011