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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   162,858
Positions
    41,873     20,429     19,716     19,860     34,913        449     31,911     48,879     10,122      8,660      1,470      1,028     29,240     25,852
 
Changes from:       November 29, 2011                                Total Change is:     7,270
      -653      3,972      7,804     -1,033       -302        -71      1,441     -5,457        561     -1,166        282         96        290        384
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       12.5       12.1       12.2       21.4        0.3       19.6       30.0        6.2        5.3        0.9        0.6       18.0       15.9
 
Number of Traders in Each Category                                    Total Traders:        77
         9         12         13          5          4          .         16         18         14         10          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    49,521
Positions
    17,689      6,609      4,014        999        907        203     14,638     15,584      3,120          0        464          0      8,858     18,620
 
Changes from:       November 29, 2011                                Total Change is:     5,976
     4,738        520        806        130       -419        -14       -119      1,918        345          0        464          0         90      2,356
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       13.3        8.1        2.0        1.8        0.4       29.6       31.5        6.3        0.0        0.9        0.0       17.9       37.6
 
Number of Traders in Each Category                                    Total Traders:        43
         7          9          8          .          .          .          5         18          9          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   217,598
Positions
   155,211      3,704      4,688      8,255     79,656      3,084     23,353     87,215      4,258      4,308      2,956        173     14,267     31,863
 
Changes from:       November 29, 2011                                Total Change is:    18,640
    15,154      1,366        555        424      8,518        359      1,661      7,612       -276        744         39       -221        239        687
 
Percent of Open Interest Represented by Each Category of Trader
      71.3        1.7        2.2        3.8       36.6        1.4       10.7       40.1        2.0        2.0        1.4        0.1        6.6       14.6
 
Number of Traders in Each Category                                    Total Traders:        94
        15          6         11          5         16          4         15         28         14          6          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   189,968
Positions
    19,514    116,567     15,038     63,230     10,281      1,474     64,868     12,445      3,866      1,285      2,172        195     20,499     27,930
 
Changes from:       November 29, 2011                                Total Change is:    11,189
      -449      4,470      7,872      2,257        772        -88      3,455     -1,456       -568         65        504         -9     -1,347       -307
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       61.4        7.9       33.3        5.4        0.8       34.1        6.6        2.0        0.7        1.1        0.1       10.8       14.7
 
Number of Traders in Each Category                                    Total Traders:        94
         7         12         13          8          9          7         23         24         18          .          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   339,915
Positions
    99,443     59,636     20,205     56,380     33,875      5,012     65,278     99,143     38,479     14,086     12,050      7,011     34,022     64,504
 
Changes from:       November 29, 2011                                Total Change is:     5,696
    -1,039      2,740      6,797     -8,051        199      1,574     -3,535     -3,519      1,882      8,001      1,770      1,183     -1,115     -6,930
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       17.5        5.9       16.6       10.0        1.5       19.2       29.2       11.3        4.1        3.5        2.1       10.0       19.0
 
Number of Traders in Each Category                                    Total Traders:       199
        22         17         16         17         25         15         27         59         39          9         23         17
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   155,487
Positions
    50,383     45,531     10,755      2,572     41,759      1,058     53,523     24,560     10,064      6,596      1,651        924     19,612     19,186
 
Changes from:       November 29, 2011                                Total Change is:    18,232
    -9,749      5,351      5,582        191      2,983        -12     13,973      5,957      3,590      4,472        253         22        164     -5,493
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       29.3        6.9        1.7       26.9        0.7       34.4       15.8        6.5        4.2        1.1        0.6       12.6       12.3
 
Number of Traders in Each Category                                    Total Traders:        84
        13         11         13          .          7          4         15         28         19          6          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   114,375
Positions
    64,814     58,782     41,023          0          0          0      4,903     11,588      1,289          0          0          0      2,345      1,692
 
Changes from:       November 29, 2011                                Total Change is:     2,820
    -3,442     -2,470      4,180          0          0          0        160       -130        130          0          0          0      1,792      1,110
 
Percent of Open Interest Represented by Each Category of Trader
      56.7       51.4       35.9        0.0        0.0        0.0        4.3       10.1        1.1        0.0        0.0        0.0        2.1        1.5
 
Number of Traders in Each Category                                    Total Traders:        21
         7         10         14          0          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   130,231
Positions
    70,953     49,417     11,576     18,895      2,227        620     17,946     49,640      6,714        598      3,612        336      2,593      6,089
 
Changes from:       November 29, 2011                                Total Change is:     9,337
       819     10,692     -2,243        682       -883       -172     11,802      2,366       -856       -886        407        336       -145       -310
 
Percent of Open Interest Represented by Each Category of Trader
      54.5       37.9        8.9       14.5        1.7        0.5       13.8       38.1        5.2        0.5        2.8        0.3        2.0        4.7
 
Number of Traders in Each Category                                    Total Traders:        87
         9         11          4          6          5          .         16         28          5          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,597
Positions
    15,860     17,626        204          0        294          0      9,723      6,607        170        165        485          0      1,475      2,211
 
Changes from:       November 29, 2011                                Total Change is:      -680
      -472        871        181          0        -69          0       -296     -1,664        162       -290         -7          0         35       -154
 
Percent of Open Interest Represented by Each Category of Trader
      57.5       63.9        0.7        0.0        1.1        0.0       35.2       23.9        0.6        0.6        1.8        0.0        5.3        8.0
 
Number of Traders in Each Category                                    Total Traders:        42
         8          9          .          0          .          0          6         14          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    68,692
Positions
    23,332     34,917      8,911      3,807      2,814        362     15,712      6,090      4,138      2,110      1,131      2,427      7,894      7,903
 
Changes from:       November 29, 2011                                Total Change is:     7,156
      -175      7,284      1,212        845       -147       -218      5,331     -1,448       -578        -57        388         54        741        608
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       50.8       13.0        5.5        4.1        0.5       22.9        8.9        6.0        3.1        1.6        3.5       11.5       11.5
 
Number of Traders in Each Category                                    Total Traders:        94
        21         17          9          6          7          .         21         13         10          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    18,747
Positions
    13,377     12,612        265        597        292          0      1,065      2,455         50      1,344          0        390      1,659      2,683
 
Changes from:       November 29, 2011                                Total Change is:     1,032
     1,000        981          0        -20          0          0         -3         20          5          0          0         10         40         16
 
Percent of Open Interest Represented by Each Category of Trader
      71.4       67.3        1.4        3.2        1.6        0.0        5.7       13.1        0.3        7.2        0.0        2.1        8.8       14.3
 
Number of Traders in Each Category                                    Total Traders:        20
         8          4          .          .          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    99,890
Positions
    36,172     60,871      1,030      6,419      5,043        724     35,225     13,201      2,244      4,221      4,950      1,385     12,470     10,441
 
Changes from:       November 29, 2011                                Total Change is:    12,248
      -497     14,457        571      1,730       -293       -435      9,617     -3,987       -115       -114        777         89      1,401      1,184
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       60.9        1.0        6.4        5.0        0.7       35.3       13.2        2.2        4.2        5.0        1.4       12.5       10.5
 
Number of Traders in Each Category                                    Total Traders:        92
        21         17          4          5          6          .         23         12          7          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,075,940
Positions
    91,689    166,074    108,990    348,153    199,803     71,034     88,888    148,200    179,677     15,840     41,396     28,641    143,028    132,126
 
Changes from:       November 29, 2011                                Total Change is:    34,676
    -3,671     35,352     11,914     -7,910    -13,427       -106     15,573    -22,267     16,247     -2,756      2,411       -733      6,119      5,285
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       15.4       10.1       32.4       18.6        6.6        8.3       13.8       16.7        1.5        3.8        2.7       13.3       12.3
 
Number of Traders in Each Category                                    Total Traders:       578
        32         57         43        111         73         74         90        132        109         32         51         34
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   410,432
Positions
    56,218    107,365     25,310     99,941     42,730     14,324     40,511     66,272     62,991      2,712     13,683     14,759     93,667     63,000
 
Changes from:       November 29, 2011                                Total Change is:    30,669
     5,170     31,796      1,226     -3,919     -2,498     -1,796      8,915     -2,225      6,614     -3,343       -669      2,124     15,677     -3,904
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       26.2        6.2       24.4       10.4        3.5        9.9       16.1       15.3        0.7        3.3        3.6       22.8       15.3
 
Number of Traders in Each Category                                    Total Traders:       138
        13         15         13         25         15         16         19         36         45          4         11         12
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,327,538
Positions
   456,914    573,104    138,842  1,267,887    812,192    256,723    504,738    672,491    320,580     80,003    152,931     55,046    246,805    345,630
 
Changes from:       November 29, 2011                                Total Change is:    20,034
   -38,481     23,504     47,716    -16,284    -50,972      4,779     46,703    -86,799     34,750     -8,118      4,349     -3,236    -47,794     45,944
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       17.2        4.2       38.1       24.4        7.7       15.2       20.2        9.6        2.4        4.6        1.7        7.4       10.4
 
Number of Traders in Each Category                                    Total Traders:       538
        35         52         35         99         68         66         89        122         96         30         43         27
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   117,168
Positions
    26,155     19,686          1     49,040     61,165      9,941     18,789     14,577         36      1,640      6,715         25     11,542      5,023
 
Changes from:       November 29, 2011                                Total Change is:    -2,836
    -4,663      1,174          0     -1,421     -4,868      2,049       -660       -673         25        238        -27         25      1,571       -541
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       16.8        0.0       41.9       52.2        8.5       16.0       12.4        0.0        1.4        5.7        0.0        9.9        4.3
 
Number of Traders in Each Category                                    Total Traders:        88
        10         10          .         31         13         13          9         10          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    95,173
Positions
    20,964     38,138     11,004     20,814      9,386      1,239     15,448      9,367      5,678        995      4,022        218     18,812     16,121
 
Changes from:       November 29, 2011                                Total Change is:     6,078
    -2,942      1,235      4,042      2,367       -329       -451      2,441      2,269       -293        113          5         25        775       -426
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       40.1       11.6       21.9        9.9        1.3       16.2        9.8        6.0        1.0        4.2        0.2       19.8       16.9
 
Number of Traders in Each Category                                    Total Traders:       210
        21         28         14         30         20         12         47         40         22          9         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    29,891
Positions
    12,697     22,250        122          0        300          0      2,981      4,000          0          0      2,112         50     14,041      1,057
 
Changes from:       November 29, 2011                                Total Change is:       814
        -1          0        102          0          0          0        981        984          0          0          0          0       -268       -272
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       74.4        0.4        0.0        1.0        0.0       10.0       13.4        0.0        0.0        7.1        0.2       47.0        3.5
 
Number of Traders in Each Category                                    Total Traders:        24
         8          8          .          0          .          0          .          .          0          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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   326,410
Positions
    90,686    128,790      5,061    104,071     45,428      6,195     86,694     51,196      4,029      4,977      9,550        841     23,857     75,320
 
Changes from:       November 29, 2011                                Total Change is:    26,319
     2,200     23,079      2,799     11,836     -1,647     -2,254      7,973      7,101     -2,140        565         26        125      5,215       -769
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       39.5        1.6       31.9       13.9        1.9       26.6       15.7        1.2        1.5        2.9        0.3        7.3       23.1
 
Number of Traders in Each Category                                    Total Traders:       209
        23         25         11         30         20         12         47         40         18          9         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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   446,543
Positions
   215,437     32,270     24,688    104,902    208,671     30,230     47,961    102,809      4,093      1,625     23,988        202     17,405     19,591
 
Changes from:       November 29, 2011                                Total Change is:   -26,340
   -29,819       -229     -2,917     -4,972     -8,557      1,321      7,676    -16,918       -887         10       -135       -306      3,553      2,287
 
Percent of Open Interest Represented by Each Category of Trader
      48.2        7.2        5.5       23.5       46.7        6.8       10.7       23.0        0.9        0.4        5.4        0.0        3.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       234
        25         10          8         41         49         25         29         59         17          .         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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    30,676
Positions
     9,325      2,066      1,071      7,491      2,748         82      4,667      3,745      1,514        216      4,976          0      6,310     14,474
 
Changes from:       November 29, 2011                                Total Change is:     2,357
     1,227        106      1,001        232         29          0     -1,263       -540      1,405          0          0          0       -245        356
 
Percent of Open Interest Represented by Each Category of Trader
      30.4        6.7        3.5       24.4        9.0        0.3       15.2       12.2        4.9        0.7       16.2        0.0       20.6       47.2
 
Number of Traders in Each Category                                    Total Traders:        44
        10          .          .          8          5          .          9          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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    50,054
Positions
    20,778      7,190      4,569      7,731      2,687      2,234      3,260      7,870      1,618      3,209         80        220      6,435     23,586
 
Changes from:       November 29, 2011                                Total Change is:       827
      -574     -2,270      2,958     -1,223       -759        -17        665     -1,351        322        286         80        220     -1,810      1,644
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       14.4        9.1       15.4        5.4        4.5        6.5       15.7        3.2        6.4        0.2        0.4       12.9       47.1
 
Number of Traders in Each Category                                    Total Traders:        66
        24         10          8          7          .          .          6         12          4          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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    44,172
Positions
     3,785      3,153        233     28,936     22,743      4,326      3,000     11,435          4          0          0          0      3,888      2,278
 
Changes from:       November 29, 2011                                Total Change is:      -586
      -739      1,366         74     -1,301     -3,730        -85        802      2,093          0          0          0          0        663       -304
 
Percent of Open Interest Represented by Each Category of Trader
       8.6        7.1        0.5       65.5       51.5        9.8        6.8       25.9        0.0        0.0        0.0        0.0        8.8        5.2
 
Number of Traders in Each Category                                    Total Traders:        51
         .          4          .         15         19         10          5          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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    66,773
Positions
    14,896     22,613         96     27,980     25,141      1,983      8,673      5,855      1,701      2,173      2,727      1,421      7,850      5,236
 
Changes from:       November 29, 2011                                Total Change is:     1,952
    -2,219     -3,038         54      2,767     -1,099     -1,165     -1,466      2,499      1,157        -61        -85        514      2,371      3,115
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       33.9        0.1       41.9       37.7        3.0       13.0        8.8        2.5        3.3        4.1        2.1       11.8        7.8
 
Number of Traders in Each Category                                    Total Traders:        67
        12         10          .         12          9          5         11          4          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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   663,813
Positions
    20,038     94,025     32,033    277,389    107,351     96,421     39,506     91,024     33,303     10,289     60,804      9,298    145,535    139,553
 
Changes from:       November 29, 2011                                Total Change is:   -67,829
    10,680     -7,680    -20,174    -27,735     11,626      7,132     -7,369    -32,966    -14,916      2,532     -2,134     -9,245     -8,734        527
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       14.2        4.8       41.8       16.2       14.5        6.0       13.7        5.0        1.6        9.2        1.4       21.9       21.0
 
Number of Traders in Each Category                                    Total Traders:       144
        10         16         23         40         22         37         26         19         29          4          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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   405,841
Positions
     5,119    161,013      8,249    273,236     15,687     40,571      1,837    126,352     13,611          0          0          0     63,218     40,358
 
Changes from:       November 29, 2011                                Total Change is:        29
      -209    -15,375      3,889     -4,765      4,647      5,183     -2,016      3,376      3,084          0          0          0     -5,138     -4,776
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       39.7        2.0       67.3        3.9       10.0        0.5       31.1        3.4        0.0        0.0        0.0       15.6        9.9
 
Number of Traders in Each Category                                    Total Traders:        72
         .         13          6         37          7         21          .         12          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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   675,850
Positions
    75,066     66,080     16,036    137,104    176,213     68,555    207,382    180,078     32,804     35,775     31,265        587    102,540    104,232
 
Changes from:       November 29, 2011                                Total Change is:   -70,882
     8,006        942     -5,471         24    -29,401     -7,770    -13,178     -4,672    -30,440    -12,788      3,309          7     -9,272      2,614
 
Percent of Open Interest Represented by Each Category of Trader
      11.1        9.8        2.4       20.3       26.1       10.1       30.7       26.6        4.9        5.3        4.6        0.1       15.2       15.4
 
Number of Traders in Each Category                                    Total Traders:       194
        12         23          9         30         45         39         31         34         23          7         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 1,635,274
Positions
    67,464    109,084     98,691    532,685    560,612    200,835    180,788     82,001    178,431     59,339     79,390     26,239    290,801    299,991
 
Changes from:       November 29, 2011                                Total Change is:  -134,274
   -13,271    -33,839        144    -32,958         98     14,850     -7,029    -38,001    -60,188    -11,192      7,096    -11,432    -13,198    -13,002
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        6.7        6.0       32.6       34.3       12.3       11.1        5.0       10.9        3.6        4.9        1.6       17.8       18.3
 
Number of Traders in Each Category                                    Total Traders:       227
        16         26         34         35         49         52         42         39         57          7         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 1,339,143
Positions
    75,350    120,271     66,083    354,198    452,267    152,037    168,929    145,878    102,473    192,278     61,805     10,631    217,165    227,698
 
Changes from:       November 29, 2011                                Total Change is:   -86,549
   -24,976      2,592      6,312    -12,897     21,797    -15,689    -43,905    -86,943     11,069     -1,055     -2,617        196     -5,604    -23,265
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        9.0        4.9       26.4       33.8       11.4       12.6       10.9        7.7       14.4        4.6        0.8       16.2       17.0
 
Number of Traders in Each Category                                    Total Traders:       169
         8         26         22         24         40         41         28         25         24          7         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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   702,510
Positions
   204,771    242,233    188,864      3,516      3,667      3,570     69,411     35,370    148,847     24,648      6,596     27,897     30,986     45,465
 
Changes from:       November 29, 2011                                Total Change is:   -82,282
   -25,174    -17,506    -10,819       -482     -1,399          0     -4,348    -16,933    -34,511     -2,189         -9     -2,222     -2,537      1,117
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       34.5       26.9        0.5        0.5        0.5        9.9        5.0       21.2        3.5        0.9        4.0        4.4        6.5
 
Number of Traders in Each Category                                    Total Traders:       115
        26         27         42          .          .          .         23         19         35          .          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 is14,538,365
Positions
 1,530,822  2,635,047  3,222,598  1,989,423     96,357    201,762    448,671    581,221  5,535,246     88,380    446,892    706,394    815,069  1,112,847
 
Changes from:       November 29, 2011                                Total Change is:  -315,290
   -12,868     28,494   -144,019    -76,652    -45,777      4,019       -326    -20,723    -12,581      1,663     37,727    -30,313    -44,213   -132,119
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       18.1       22.2       13.7        0.7        1.4        3.1        4.0       38.1        0.6        3.1        4.9        5.6        7.7
 
Number of Traders in Each Category                                    Total Traders:       275
        35         56         87         12         13         21         47         73        114         10         18         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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    11,027
Positions
     6,294      3,567          0      1,535        832          7      1,032      5,597        756      1,134        160          0        269        108
 
Changes from:       November 29, 2011                                Total Change is:      -610
       846       -217          0       -321         -2          0     -1,561       -832        469        -40          0          0         -3        -28
 
Percent of Open Interest Represented by Each Category of Trader
      57.1       32.3        0.0       13.9        7.5        0.1        9.4       50.8        6.9       10.3        1.5        0.0        2.4        1.0
 
Number of Traders in Each Category                                    Total Traders:        28
         .          4          0          .          4          .          4          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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    13,769
Positions
    11,084      6,772        190      1,367      2,085          0        680      4,220          0         40        305          0        408        197
 
Changes from:       November 29, 2011                                Total Change is:    -1,803
    -1,449       -509        190         17       -376          0         21       -475       -595          0        -35          0         13         -3
 
Percent of Open Interest Represented by Each Category of Trader
      80.5       49.2        1.4        9.9       15.1        0.0        4.9       30.6        0.0        0.3        2.2        0.0        3.0        1.4
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          .          .          5          0          4          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    58,532
Positions
    18,262     45,795        551      4,761        308        340     22,033      7,693      1,879      4,189        212          4      6,514      1,751
 
Changes from:       November 29, 2011                                Total Change is:    -1,091
       147        110         -8       -619          0        -35        750       -653        307       -790       -171        -22       -822       -620
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       78.2        0.9        8.1        0.5        0.6       37.6       13.1        3.2        7.2        0.4        0.0       11.1        3.0
 
Number of Traders in Each Category                                    Total Traders:       106
         4          6          .          6          .          .         44         13         11         26          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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   148,494
Positions
    38,832     47,137     39,313      9,014        776      1,229     14,380     19,107     17,263      1,430        369     11,782     15,251     11,518
 
Changes from:       November 29, 2011                                Total Change is:     9,885
       770     -3,544      6,971      1,157        276       -480        463      8,306       -853       -160     -2,976      2,112        -95         73
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       31.7       26.5        6.1        0.5        0.8        9.7       12.9       11.6        1.0        0.2        7.9       10.3        7.8
 
Number of Traders in Each Category                                    Total Traders:        82
        12          8         15         12          .          5         19         17         23          4          4          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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    16,882
Positions
     3,081        188          0      1,796      1,471         90     10,752      2,780         71          0     11,369        904        188          9
 
Changes from:       November 29, 2011                                Total Change is:       940
        39        188          0        -52        -46         90        512         14          0          0        335        359         -8          0
 
Percent of Open Interest Represented by Each Category of Trader
      18.3        1.1        0.0       10.6        8.7        0.5       63.7       16.5        0.4        0.0       67.3        5.4        1.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        26
         4          .          0          4          4          .          5          5          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated December 9, 2011