```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,031
COMMITMENTS
       7      158       60    3,373    3,186    3,440    3,404      591      627

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:        232)
      -2        6       49      276      165      323      220      -92       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      3.9      1.5     83.7     79.0     85.3     84.4     14.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       14       12       17       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       55,107
COMMITMENTS
   9,294    3,566   12,520   27,162   26,359   48,977   42,445    6,130   12,662

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:        202)
     262     -543     -346     -251    1,082     -335      193      538        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      6.5     22.7     49.3     47.8     88.9     77.0     11.1     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      23       13       20       38       36       69       61
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      282,681
COMMITMENTS
  73,064   25,584   73,996  107,481  139,709  254,541  239,289   28,140   43,392

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -23,550)
  -6,988    6,701  -13,028    1,116  -15,256  -18,901  -21,583   -4,649   -1,967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      9.1     26.2     38.0     49.4     90.0     84.6     10.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      88       70      110       65       80      217      219
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      390,564
COMMITMENTS
 100,115   34,990  104,864  158,192  187,512  363,171  327,366   27,393   63,198

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:        272)
    -966    3,254    1,073    2,853   -2,749    2,960    1,578   -2,688   -1,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      9.0     26.8     40.5     48.0     93.0     83.8      7.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     109       87      124      108      156      280      313
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,249
COMMITMENTS
   3,719    5,282    1,009    3,439    1,973    8,166    8,263    2,083    1,986

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -1,142)
     -58      199     -265     -124     -220     -447     -286     -695     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3     51.5      9.8     33.6     19.3     79.7     80.6     20.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      26       29       13       22       19       54       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,725
COMMITMENTS
  13,148    2,916    7,100    8,154    6,867   28,402   16,884    6,323   17,841

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:        342)
     213      168     -125      401      127      489      169     -147      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9      8.4     20.4     23.5     19.8     81.8     48.6     18.2     51.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      47       29       46       41       42      114      102
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      126,512
COMMITMENTS
   6,938    1,547    3,193  115,843  120,973  125,974  125,713      538      799

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -8,225)
     366    1,420     -366   -5,909   -7,246   -5,909   -6,192   -2,316   -2,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      1.2      2.5     91.6     95.6     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1       16       15       18       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      180,695
COMMITMENTS
  21,439   48,059   12,814   92,764   97,091  127,016  157,964   53,678   22,731

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:      1,309)
 -14,589     -782    5,175  -13,903   -1,556  -23,317    2,837   24,626   -1,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     26.6      7.1     51.3     53.7     70.3     87.4     29.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      22       16       11       28       34       57       54
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       35,469
COMMITMENTS
   9,725   13,004    1,975   15,849    3,228   27,549   18,206    7,920   17,263

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -23,332)
   5,280   -1,734   -3,826  -25,030  -13,550  -23,576  -19,110      244   -4,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     36.7      5.6     44.7      9.1     77.7     51.3     22.3     48.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4       16        6       13        9       23       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      116,352
COMMITMENTS
  20,177   38,979       24   93,742   71,196  113,943  110,199    2,409    6,153

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -9,481)
   2,568   -1,524   -2,492   -9,137   -6,373   -9,061  -10,389     -420      908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     33.5      0.0     80.6     61.2     97.9     94.7      2.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      18       29        1       20       21       38       51
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      188,380
COMMITMENTS
  26,535   51,958    2,155  145,120  106,070  173,810  160,184   14,570   28,196

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -33,840)
   2,443  -10,624   -3,068  -35,149  -17,466  -35,774  -31,157    1,934   -2,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     27.6      1.1     77.0     56.3     92.3     85.0      7.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      17       30       12       26       29       50       64
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      138,818
COMMITMENTS
  52,059   27,794    2,458   65,753   82,118  120,270  112,370   18,548   26,448

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -73,134)
    -117   11,103   -7,053  -65,019  -74,715  -72,189  -70,666     -945   -2,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5     20.0      1.8     47.4     59.2     86.6     80.9     13.4     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      20       27       11       20       23       45       56
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      308,858
COMMITMENTS
  49,764  162,825   29,783  198,313   53,835  277,860  246,443   30,998   62,415

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -57,889)
  13,766   11,094  -11,433  -54,832  -54,475  -52,499  -54,814   -5,390   -3,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     52.7      9.6     64.2     17.4     90.0     79.8     10.0     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      31       77       45       51       47      111      140
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:        9,442
COMMITMENTS
   5,735    5,123      225    1,834    1,811    7,794    7,159    1,648    2,283

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -19,244)
  -5,413     -642     -326  -13,330  -18,090  -19,069  -19,058     -175     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.7     54.3      2.4     19.4     19.2     82.5     75.8     17.5     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9       14        1        5        3       14       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,569,617
COMMITMENTS
 272,368  772,980  4209134  6260619  5523266 10742121 10505380  827,496  1064237

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -3,363,033)
 -99,825 -164,849 -1880423 -1323816 -1261156 -3304064 -3306428  -58,969  -56,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      6.7     36.4     54.1     47.7     92.8     90.8      7.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      36       64       96      134      138      233      243
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      835,921
COMMITMENTS
  57,648   91,538   56,767  586,928  571,373  701,343  719,679  134,578  116,242

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:   -333,004)
 -13,493  -10,961  -32,497 -270,260 -267,952 -316,250 -311,410  -16,754  -21,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     11.0      6.8     70.2     68.4     83.9     86.1     16.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      535)
      88      107       83      234      239      364      387
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      280,058
COMMITMENTS
  20,299   18,575   18,617  167,644  180,393  206,560  217,586   73,498   62,472

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:   -143,350)
 -14,297    2,935  -12,592  -99,008 -125,265 -125,898 -134,922  -17,452   -8,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      6.6      6.6     59.9     64.4     73.8     77.7     26.2     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      14       20       27       60       58       90       89
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,779,314
COMMITMENTS
 267,279  445,348  110,215  2096418  1954899  2473912  2510462  305,402  268,852

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:   -948,270)
   5,537  -67,968 -101,040 -856,258 -713,434 -951,761 -882,442    3,491  -65,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     16.0      4.0     75.4     70.3     89.0     90.3     11.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      500)
      83      100       72      212      219      331      355
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,914
COMMITMENTS
   6,641    6,139       32   91,506   96,719   98,179  102,890    8,735    4,024

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -25,349)
  -1,295      717     -212  -23,565  -24,854  -25,072  -24,349     -278   -1,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      5.7      0.0     85.6     90.5     91.8     96.2      8.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       7        8        1       49       37       56       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       51,735
COMMITMENTS
   9,016    4,554      348   36,811   44,075   46,175   48,977    5,559    2,757

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -63,584)
  -3,934      685   -3,887  -41,839  -44,739  -49,660  -47,941  -13,924  -15,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      8.8      0.7     71.2     85.2     89.3     94.7     10.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      44       24       10       69       77      116      108
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      258,673
COMMITMENTS
  45,078   22,772    1,741  184,057  220,374  230,876  244,886   27,797   13,787

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:   -158,560)
 -19,274   -8,218   -5,099 -139,446  -73,066 -163,819  -86,383    5,259  -72,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      8.8      0.7     71.2     85.2     89.3     94.7     10.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      44       24       10       69       77      116      108
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      112,021
COMMITMENTS
  51,670   25,932    5,804   35,965   62,633   93,439   94,368   18,582   17,653

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -48,564)
  -8,021      782   -1,392  -37,413  -47,138  -46,826  -47,748   -1,739     -816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.1     23.1      5.2     32.1     55.9     83.4     84.2     16.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       24       13       22       25       51       50
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       22,336
COMMITMENTS
   3,253    8,333        3   13,010    4,624   16,266   12,960    6,070    9,376

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:       -216)
    -254     -385        3     -844     -580   -1,095     -962      879      746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     37.3      0.0     58.2     20.7     72.8     58.0     27.2     42.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        9        1       15        3       22       12
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       32,500
COMMITMENTS
   7,340    3,118    1,188   18,678   14,273   27,206   18,579    5,294   13,921

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:      1,658)
    -227    1,797    1,134    1,978    1,091    2,885    4,022   -1,227   -2,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      9.6      3.7     57.5     43.9     83.7     57.2     16.3     42.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9        9        2       19       16       29       26
```

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Updated December 23, 2011