```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      434,641
COMMITMENTS
  75,009  129,506   92,192  233,247  155,652  400,448  377,350   34,193   57,291

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      5,590)
  -1,998    2,680    3,019    2,916   -1,461    3,937    4,238    1,653    1,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     29.8     21.2     53.7     35.8     92.1     86.8      7.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
      98      168      159       93      114      293      355
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,544,339
COMMITMENTS
 296,214  156,526  390,674  696,142  735,213  1383030  1282413  161,309  261,926

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     45,053)
   9,022   10,833   22,417   15,198    2,680   46,636   35,929   -1,583    9,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     10.1     25.3     45.1     47.6     89.6     83.0     10.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      730)
     160      197      236      239      319      532      637
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,894
COMMITMENTS
   2,360    2,176      732    8,781    8,942   11,873   11,851    2,021    2,043

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:       -145)
    -129     -307       17     -152       56     -265     -235      120       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     15.7      5.3     63.2     64.4     85.5     85.3     14.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11        9        4       15        8       27       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      767,702
COMMITMENTS
  99,015   82,058  262,627  354,076  335,625  715,718  680,311   51,983   87,391

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     26,297)
   3,003   -5,615   24,557    1,923   13,305   29,484   32,247   -3,187   -5,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     10.7     34.2     46.1     43.7     93.2     88.6      6.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      503)
     141      157      246      129      150      418      448
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       11,218
COMMITMENTS
   7,109    1,501      448      389    2,137    7,946    4,086    3,272    7,132

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.4     13.4      4.0      3.5     19.0     70.8     36.4     29.2     63.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        6        6        1        4       11       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      363,495
COMMITMENTS
  62,574   72,870   68,737  205,236  185,328  336,547  326,935   26,948   36,560

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,275)
   2,809     -973    2,138   -3,903   -1,401    1,044     -236      231    1,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     20.0     18.9     56.5     51.0     92.6     89.9      7.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      65       80       80       69       80      183      210
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      681,946
COMMITMENTS
  57,948   82,291   41,667  435,484  418,524  535,099  542,483  146,847  139,464

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     18,134)
  -1,830   -5,323    4,187   14,465   19,359   16,822   18,223    1,312      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     12.1      6.1     63.9     61.4     78.5     79.5     21.5     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      25       26       30       82       72      125      110
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      381,700
COMMITMENTS
  54,858   32,949    1,183  262,726  303,939  318,767  338,071   62,933   43,629

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    -24,141)
   3,158   -3,716   -5,674  -21,340  -18,022  -23,856  -27,412     -285    3,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      8.6      0.3     68.8     79.6     83.5     88.6     16.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       6        6        3       42       40       50       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,138
COMMITMENTS
   1,217    1,192      964    7,305    7,414    9,486    9,570      652      568

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:         66)
      50     -148      178     -170       29       58       59        8        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     11.8      9.5     72.1     73.1     93.6     94.4      6.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        3        5       19       20       30       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      234,500
COMMITMENTS
  29,947   63,869   40,394  130,392   95,470  200,733  199,733   33,767   34,767

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      6,823)
   1,640    1,372    1,918    3,445    3,739    7,002    7,029     -180     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     27.2     17.2     55.6     40.7     85.6     85.2     14.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      34       66       57       71       67      147      164
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,644
COMMITMENTS
   2,794    5,202    3,704    9,831    8,016   16,329   16,922    3,316    2,722

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        -22)
    -168      167       65      219     -611      116     -378     -138      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     26.5     18.9     50.0     40.8     83.1     86.1     16.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      25       28       20       25       19       64       59
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      740,340
COMMITMENTS
 212,864  116,136   29,347  393,742  492,726  635,952  638,209  104,388  102,131

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     64,491)
  49,312    2,338   21,866   -8,536   42,387   62,643   66,591    1,848   -2,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     15.7      4.0     53.2     66.6     85.9     86.2     14.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      39       41       24       83      103      140      150
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,714,868
COMMITMENTS
 208,637  188,629  146,616  1050818  1079765  1406072  1415011  308,796  299,857

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     79,594)
  12,711      479    7,374   41,515   71,874   61,599   79,728   17,995     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     11.0      8.5     61.3     63.0     82.0     82.5     18.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      37       53       61      119      128      191      207
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,448,658
COMMITMENTS
 364,464  124,171   79,815  764,451  1029108  1208730  1233094  239,928  215,564

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    109,515)
  22,281   15,763   23,444   41,027   82,441   86,752  121,649   22,763  -12,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      8.6      5.5     52.8     71.0     83.4     85.1     16.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      32       21       30       81      104      126      142
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      717,354
COMMITMENTS
  85,278   64,443  200,125  399,776  411,475  685,178  676,043   32,176   41,311

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     14,844)
   4,142    4,377    4,133    5,380   10,489   13,654   18,998    1,190   -4,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      9.0     27.9     55.7     57.4     95.5     94.2      4.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      21       24       36       58       60       97      105
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:      107,998
COMMITMENTS
  12,735    3,183   11,171   74,978   85,019   98,884   99,373    9,115    8,626

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     39,307)
   1,476      634    6,391   30,219   31,559   38,086   38,584    1,221      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      2.9     10.3     69.4     78.7     91.6     92.0      8.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      22       17       21       46       41       83       68
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       26,843
COMMITMENTS
   3,228      761    3,961   17,898   19,151   25,087   23,873    1,757    2,970

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      8,096)
     221     -495    3,521    4,256    4,783    7,998    7,809       98      288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      2.8     14.8     66.7     71.3     93.5     88.9      6.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        2        7       13       13       21       21
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      162,310
COMMITMENTS
  25,666   11,494    7,769  114,160  131,736  147,594  150,999   14,716   11,312

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     62,421)
   2,134    1,884    6,115   51,926   53,552   60,175   61,550    2,246      871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      7.1      4.8     70.3     81.2     90.9     93.0      9.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      23       18       21       41       36       77       63
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,944
COMMITMENTS
   7,459   15,589    1,345    8,004        0   16,808   16,934      136       10

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:         62)
      53     -219      280     -219        0      114       61      -52        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.0     92.0      7.9     47.2      0.0     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11       13        5        3        0       18       14
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,784
COMMITMENTS
   1,208    2,302      336    9,160    8,268   10,704   10,906    1,080      878

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        757)
      42    1,075     -420      324     -668      -54      -13      811      770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     19.5      2.9     77.7     70.2     90.8     92.5      9.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        6        1        6       11       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,300
COMMITMENTS
     842      909      969   12,105   12,213   13,916   14,091      384      209

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        531)
      -4     -417      969     -410      -33      555      519      -24       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      6.4      6.8     84.7     85.4     97.3     98.5      2.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        6        2        7       12       14       19
```

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Updated December 16, 2011