`Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   178,087
Positions
    29,495     94,742      3,810     23,765     16,871        637     63,739     31,663      5,937      7,671      5,768         69     42,964     18,590
 
Changes from:       December 4, 2012                                 Total Change is:    10,744
    -2,309      5,198        621        416        462        334      6,645      1,143      2,120      1,052      1,123       -436      2,301        179
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       53.2        2.1       13.3        9.5        0.4       35.8       17.8        3.3        4.3        3.2        0.0       24.1       10.4
 
Number of Traders in Each Category                                    Total Traders:        90
         5         15          9         10          4          4         30         10          9         11          4          .
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Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
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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    48,835
Positions
     9,982     19,496      1,579      1,568      2,773        190     10,272      9,230      4,936      2,110          0      1,232     16,966      9,399
 
Changes from:       December 4, 2012                                 Total Change is:     4,037
     1,655      1,730      1,498          0          9          0        -58     -2,581      3,382       -688          0          0     -1,752         -1
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       39.9        3.2        3.2        5.7        0.4       21.0       18.9       10.1        4.3        0.0        2.5       34.7       19.2
 
Number of Traders in Each Category                                    Total Traders:        44
         6          9          4          .          4          .         10         10          6          .          0          .
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Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   183,628
Positions
    12,040     72,750      2,114     22,357     31,470      1,416     98,416     34,944      2,774      3,418     19,648         38     41,055     18,474
 
Changes from:       December 4, 2012                                 Total Change is:     4,879
     2,022      3,884      1,949        139         21          5        -82     -3,865        953      1,100        651     -1,538        331      2,819
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       39.6        1.2       12.2       17.1        0.8       53.6       19.0        1.5        1.9       10.7        0.0       22.4       10.1
 
Number of Traders in Each Category                                    Total Traders:       104
         5         13          4          8         13          .         31         20         12          5          8          .
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Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
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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   267,582
Positions
    83,628     15,115     28,162     54,568      9,774      2,535     50,058    103,805     26,642        565     16,010      5,431     15,993     60,108
 
Changes from:       December 4, 2012                                 Total Change is:    46,600
    -3,659      1,110     23,310        814       -642        613     -3,539        458     22,091       -990     -1,524      5,393      2,567     -4,209
 
Percent of Open Interest Represented by Each Category of Trader
      31.3        5.6       10.5       20.4        3.7        0.9       18.7       38.8       10.0        0.2        6.0        2.0        6.0       22.5
 
Number of Traders in Each Category                                    Total Traders:       116
        11         11         10          8          9          5         20         43         15          .         11          .
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Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
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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   241,932
Positions
    56,046     45,560     12,557     44,929     41,903      5,011     36,377     66,223      7,564     29,317     10,008      2,718     47,413     50,388
 
Changes from:       December 4, 2012                                 Total Change is:    24,386
     1,558     14,295      8,899     -1,775      2,261       -136      6,613       -419      4,188      4,518     -1,309        -63        584     -3,330
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       18.8        5.2       18.6       17.3        2.1       15.0       27.4        3.1       12.1        4.1        1.1       19.6       20.8
 
Number of Traders in Each Category                                    Total Traders:       176
        22         14          9         16         17         13         28         42         21         17         20          8
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Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   229,394
Positions
    20,817     68,616     11,664      4,375     43,713      1,865    136,641     58,324     12,258      1,845      7,859      1,375     38,554     23,720
 
Changes from:       December 4, 2012                                 Total Change is:    17,322
        95      9,551        854         11        346        588      4,220     -8,795     11,810       -979      3,434       -463      1,186         -3
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       29.9        5.1        1.9       19.1        0.8       59.6       25.4        5.3        0.8        3.4        0.6       16.8       10.3
 
Number of Traders in Each Category                                    Total Traders:       108
         7         13          7          4          9          .         32         25         11          5         12          .
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Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    83,019
Positions
    39,415     53,470     21,462      3,461          0         35      8,073        323      4,602      2,470          0      2,861        640        266
 
Changes from:       December 4, 2012                                 Total Change is:     3,623
      -417        798      2,193        441          0         35        983        323        462          0          0          0        -74       -188
 
Percent of Open Interest Represented by Each Category of Trader
      47.5       64.4       25.9        4.2        0.0        0.0        9.7        0.4        5.5        3.0        0.0        3.4        0.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        26
         7         12         11          .          0          .          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   251,887
Positions
    25,786    106,119     12,186     20,101        415          0    145,515     86,191     29,340      8,781      9,843        653      9,525      7,140
 
Changes from:       December 4, 2012                                 Total Change is:    61,136
    -4,534       -933     11,515     -5,166          0          0     29,243     16,124     26,891      2,542      2,654        121        524      4,764
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       42.1        4.8        8.0        0.2        0.0       57.8       34.2       11.6        3.5        3.9        0.3        3.8        2.8
 
Number of Traders in Each Category                                    Total Traders:       148
         5         12          7         13          .          0         75         13         14         17          7          .
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Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    35,698
Positions
    16,387     16,690          3        531          0          0      5,456      1,681         68     11,556     15,587      1,060        637        609
 
Changes from:       December 4, 2012                                 Total Change is:     1,574
       -36      1,603          3        -81          0          0      1,831          0         -3         16          0          0       -156        -29
 
Percent of Open Interest Represented by Each Category of Trader
      45.9       46.8        0.0        1.5        0.0        0.0       15.3        4.7        0.2       32.4       43.7        3.0        1.8        1.7
 
Number of Traders in Each Category                                    Total Traders:        25
         4          5          .          .          0          0          7          .          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    41,381
Positions
     1,624     27,885      1,014        629          0          0     28,489      5,174      2,794        430      2,104        176      6,225      2,234
 
Changes from:       December 4, 2012                                 Total Change is:     9,214
        60      3,298        735       -242          0          0      4,726      2,705      2,307        135        301        -24      1,517       -108
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       67.4        2.5        1.5        0.0        0.0       68.8       12.5        6.8        1.0        5.1        0.4       15.0        5.4
 
Number of Traders in Each Category                                    Total Traders:        57
         .         10          4          .          0          0         25          9          8          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    50,665
Positions
    14,378     31,310      1,419      4,938          0        581     19,131      9,326        207      2,204      1,746          0      7,808      6,078
 
Changes from:       December 4, 2012                                 Total Change is:     2,985
       398       -193        648       -346       -458         48      4,422      1,861     -1,229        -73        842          0       -884      1,466
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       61.8        2.8        9.7        0.0        1.1       37.8       18.4        0.4        4.4        3.4        0.0       15.4       12.0
 
Number of Traders in Each Category                                    Total Traders:        98
        17         18          4          8          0          .         31         14          9          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   101,329
Positions
    28,756     62,619      2,837      9,876          0      1,161     38,262     18,652        413      4,408      3,491          0     15,616     12,156
 
Changes from:       December 4, 2012                                 Total Change is:     5,970
       795       -386      1,295       -691       -916         96      8,844      3,722     -2,457       -145      1,684          0     -1,767      2,932
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       61.8        2.8        9.7        0.0        1.1       37.8       18.4        0.4        4.4        3.4        0.0       15.4       12.0
 
Number of Traders in Each Category                                    Total Traders:        98
        17         18          4          8          0          .         31         14          9          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   866,940
Positions
    56,862    240,233     48,712    343,006    153,487     58,728    126,504    166,956     50,433     41,483     39,186      9,954    131,256     99,250
 
Changes from:       December 4, 2012                                 Total Change is:    15,043
       -75     23,447      5,428     -5,550     -1,062     -2,646     13,165    -11,843      6,301      2,338     -1,651      1,897     -5,815     -4,828
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       27.7        5.6       39.6       17.7        6.8       14.6       19.3        5.8        4.8        4.5        1.1       15.1       11.4
 
Number of Traders in Each Category                                    Total Traders:       566
        38         42         35        123         52         64        109         99         73         49         53         17
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Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   221,731
Positions
    21,651     68,133      5,023     84,086     28,631      8,337     25,104     37,566        380     11,826     13,183      3,551     61,773     56,927
 
Changes from:       December 4, 2012                                 Total Change is:     1,147
    -9,039      5,501        730     -1,976       -496          6      8,205     -2,344       -159      1,217        351      1,302        861     -3,744
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       30.7        2.3       37.9       12.9        3.8       11.3       16.9        0.2        5.3        5.9        1.6       27.9       25.7
 
Number of Traders in Each Category                                    Total Traders:        98
        11          9          5         25          8         13         16         16          6          7          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,226,043
Positions
   209,453    893,898    185,051  1,333,253    662,931    213,305    672,382    812,334     84,883    157,117    138,843     23,183    347,416    211,615
 
Changes from:       December 4, 2012                                 Total Change is:    69,478
     9,741     54,651     58,567    -20,091     -5,048    -11,039     49,503    -22,792      7,597      2,749    -12,867      5,831    -33,380     -5,422
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       27.7        5.7       41.3       20.5        6.6       20.8       25.2        2.6        4.9        4.3        0.7       10.8        6.6
 
Number of Traders in Each Category                                    Total Traders:       537
        33         44         32        111         49         56        110         97         63         44         49         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   117,562
Positions
     6,579     38,789         19     60,333     59,810      1,851     33,179     11,779        237        851      2,363          0     14,513      2,714
 
Changes from:       December 4, 2012                                 Total Change is:    -2,147
    -3,446      3,197          6     -1,771     -2,635         40      1,707     -2,545         60        205         87          0      1,052       -357
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       33.0        0.0       51.3       50.9        1.6       28.2       10.0        0.2        0.7        2.0        0.0       12.3        2.3
 
Number of Traders in Each Category                                    Total Traders:       101
         9         13          .         37         12          9         16          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   103,354
Positions
     4,077     37,076     26,299     25,510      9,141      1,094     27,760     13,377      6,630      1,612      3,700        683      9,690      5,354
 
Changes from:       December 4, 2012                                 Total Change is:      -572
    -1,360      4,607     -3,905      1,443       -669        -49      3,208       -656        820       -103       -178        345       -972       -888
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       35.9       25.4       24.7        8.8        1.1       26.9       12.9        6.4        1.6        3.6        0.7        9.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       232
        16         27         14         31         21         12         70         40         19         14         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,770
Positions
    14,279     14,146        348      2,000          0          0      2,589      5,728          0        523          0        100      2,931      2,448
 
Changes from:       December 4, 2012                                 Total Change is:    -3,488
    -1,845     -2,948         -6          0          0          0     -1,716       -245          0        246          0        100       -267       -389
 
Percent of Open Interest Represented by Each Category of Trader
      62.7       62.1        1.5        8.8        0.0        0.0       11.4       25.2        0.0        2.3        0.0        0.4       12.9       10.8
 
Number of Traders in Each Category                                    Total Traders:        21
         9          6          .          .          0          0          .          .          0          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   402,918
Positions
    69,777    235,441      8,964    117,552     45,705      5,468    154,375     66,766      4,630      8,059     21,117        298     33,795     14,529
 
Changes from:       December 4, 2012                                 Total Change is:    14,580
   -22,698     12,650      5,629      7,216     -3,345       -247     25,329     -1,344      3,392       -513        342         -3     -3,525     -2,494
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       58.4        2.2       29.2       11.3        1.4       38.3       16.6        1.1        2.0        5.2        0.1        8.4        3.6
 
Number of Traders in Each Category                                    Total Traders:       232
        17         26          9         31         21         12         71         39         17         14         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   385,157
Positions
   109,889     27,374     14,180    136,654    201,115     21,225     78,548     93,604      2,210      3,629     11,842          0     18,822     13,607
 
Changes from:       December 4, 2012                                 Total Change is:     5,813
   -12,290      1,452      1,539      2,233     -1,134        809     11,414        129        632        684        704          0        792      1,682
 
Percent of Open Interest Represented by Each Category of Trader
      28.5        7.1        3.7       35.5       52.2        5.5       20.4       24.3        0.6        0.9        3.1        0.0        4.9        3.5
 
Number of Traders in Each Category                                    Total Traders:       253
        22         12          4         52         40         26         53         51         13          8         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    56,158
Positions
     9,699      4,997        220     16,123          0        140     12,412     16,662      1,070      2,521      1,364          0     13,973     31,705
 
Changes from:       December 4, 2012                                 Total Change is:    12,535
        53        299        120      2,806          0         46      5,109      1,910      1,070     -2,588       -269         -1      5,920      9,360
 
Percent of Open Interest Represented by Each Category of Trader
      17.3        8.9        0.4       28.7        0.0        0.2       22.1       29.7        1.9        4.5        2.4        0.0       24.9       56.5
 
Number of Traders in Each Category                                    Total Traders:        55
         5          5          .         15          0          .         11         11          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    71,031
Positions
    13,801     20,968      7,412      6,902      2,460        293     23,001     11,324      2,054      3,822      3,342        217     13,529     22,961
 
Changes from:       December 4, 2012                                 Total Change is:    16,438
      -194      4,201      3,462      1,100          0       -298      4,229      1,134        985        224        349        217      6,713      6,388
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       29.5       10.4        9.7        3.5        0.4       32.4       15.9        2.9        5.4        4.7        0.3       19.0       32.3
 
Number of Traders in Each Category                                    Total Traders:        76
        14         15         13          6          .          .         21         11          4          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    65,465
Positions
     4,497      9,207        817     39,501     33,301      7,304      7,765     11,429        650        218          0          0      4,713      2,757
 
Changes from:       December 4, 2012                                 Total Change is:       618
       449        307         -6       -741       -611        227        231        843        423          0          0          0         35       -565
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       14.1        1.2       60.3       50.9       11.2       11.9       17.5        1.0        0.3        0.0        0.0        7.2        4.2
 
Number of Traders in Each Category                                    Total Traders:        72
         5          .          .         24         22          9          9          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   150,843
Positions
    20,266     68,519      9,544     68,772     19,099      7,622     15,473     31,797      6,530      5,930      2,036      1,105     15,601      4,591
 
Changes from:       December 4, 2012                                 Total Change is:    18,494
     2,956      3,015      4,501      1,785        739        883      1,113      5,280      3,657        109        -44         32      3,458        431
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       45.4        6.3       45.6       12.7        5.1       10.3       21.1        4.3        3.9        1.3        0.7       10.3        3.0
 
Number of Traders in Each Category                                    Total Traders:       126
        13         17          6         34         14         13         24          9          5         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   602,970
Positions
     9,232    100,781      5,468    235,545    166,373     69,633     95,231     64,945     20,031     18,857     32,950          0    148,973    142,789
 
Changes from:       December 4, 2012                                 Total Change is:   -51,522
     4,045    -28,990    -16,537     -5,620     26,993     -9,735    -14,731    -12,077    -10,439       -112      2,970         -8      1,615     -3,699
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       16.7        0.9       39.1       27.6       11.5       15.8       10.8        3.3        3.1        5.5        0.0       24.7       23.7
 
Number of Traders in Each Category                                    Total Traders:       157
         7         15          4         42         25         33         31         25         12          4          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   370,490
Positions
         0    119,974          0    230,310     46,103     37,181      5,422     80,607     13,353     16,791     15,527          0     67,433     57,745
 
Changes from:       December 4, 2012                                 Total Change is:   -10,154
         0       -699        -42      1,999     -1,078       -437      2,169       -884    -10,619       -530          0          0     -2,694      3,605
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       32.4        0.0       62.2       12.4       10.0        1.5       21.8        3.6        4.5        4.2        0.0       18.2       15.6
 
Number of Traders in Each Category                                    Total Traders:        63
         0         10          0         29          9         16          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   984,794
Positions
   109,784    119,744     18,363    270,208     75,818     58,490    228,746    535,846     46,129    111,989     38,164      8,179    132,906     84,061
 
Changes from:       December 4, 2012                                 Total Change is:   -11,478
     2,523     24,206    -23,265     17,057    -13,563     -2,254     -5,063     -2,941      3,459        855      3,344       -123     -4,667       -341
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       12.2        1.9       27.4        7.7        5.9       23.2       54.4        4.7       11.4        3.9        0.8       13.5        8.5
 
Number of Traders in Each Category                                    Total Traders:       223
        21         22          8         45         20         30         41         35         20         22         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    42,959
Positions
    28,374     12,107      4,477        150      1,809          0      5,479     20,122      3,538          1          0        198        742        708
 
Changes from:       December 4, 2012                                 Total Change is:     3,551
     3,558        244       -237         50      1,427          0        330      2,291         -2          1          0        -61        -88       -111
 
Percent of Open Interest Represented by Each Category of Trader
      66.0       28.2       10.4        0.3        4.2        0.0       12.8       46.8        8.2        0.0        0.0        0.5        1.7        1.6
 
Number of Traders in Each Category                                    Total Traders:        46
        12          4         11          .          .          0         11         15          8          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,727,989
Positions
   142,780    127,807     17,403    404,256    779,079    169,099    533,715    154,226     53,938     88,114    111,909      8,945    309,739    305,583
 
Changes from:       December 4, 2012                                 Total Change is:    26,383
    19,636      4,345     -8,843     27,206     47,141     -4,924    -10,108     44,260     -4,924      2,933      4,489    -10,482     15,889    -44,679
 
Percent of Open Interest Represented by Each Category of Trader
       8.3        7.4        1.0       23.4       45.1        9.8       30.9        8.9        3.1        5.1        6.5        0.5       17.9       17.7
 
Number of Traders in Each Category                                    Total Traders:       262
        21         30         14         23         60         45         49         52         35         11         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,484,349
Positions
   286,064    189,718     26,327    221,722    468,544    117,384    384,090    294,310     57,455    140,407     90,380      5,130    245,770    235,101
 
Changes from:       December 4, 2012                                 Total Change is:   -37,126
    -3,401     32,304    -14,358     -2,289     15,768     -1,378        160    -71,597      6,522     -4,886      1,358        539    -18,035     -6,284
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       12.8        1.8       14.9       31.6        7.9       25.9       19.8        3.9        9.5        6.1        0.3       16.6       15.8
 
Number of Traders in Each Category                                    Total Traders:       207
        17         26         12         28         37         32         37         40         22          9         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   344,013
Positions
   141,835    104,831    103,548          0      2,221      3,345     21,379     38,570     42,796      1,569      5,717      6,628     22,913     36,357
 
Changes from:       December 4, 2012                                 Total Change is:    13,127
     3,938      7,988      4,647          0          0          0      5,966     -1,952     -2,135         67      2,109        502        142      1,968
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       30.5       30.1        0.0        0.6        1.0        6.2       11.2       12.4        0.5        1.7        1.9        6.7       10.6
 
Number of Traders in Each Category                                    Total Traders:        69
        17         20         27          0          .          .         10         11         17          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is 8,789,838
Positions
 1,040,354  3,028,855  1,912,693    973,460     89,321    137,297  1,724,125    475,477  1,670,551    118,109    178,405    259,317    953,932  1,037,922
 
Changes from:       December 4, 2012                                 Total Change is:   175,847
   -80,120     84,176      5,862     40,925     -6,831      7,645     84,268      3,640     64,341     10,337     16,344     -2,221     44,810      2,891
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       34.5       21.8       11.1        1.0        1.6       19.6        5.4       19.0        1.3        2.0        3.0       10.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       236
        26         53         74          8          7         15         53         46         81         10         15         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    13,353
Positions
     9,865      2,412          0        538      1,096          0      2,169      8,472        311        234        966          0        236         96
 
Changes from:       December 4, 2012                                 Total Change is:       264
      -919      1,722          0          0        112          0      1,187     -2,251        -38          0        696          0         34         23
 
Percent of Open Interest Represented by Each Category of Trader
      73.9       18.1        0.0        4.0        8.2        0.0       16.2       63.4        2.3        1.8        7.2        0.0        1.8        0.7
 
Number of Traders in Each Category                                    Total Traders:        31
         .          4          0          .          4          0          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    12,695
Positions
    11,019      5,885          0          0        863         41        858      4,980        593          0        262          0        184         71
 
Changes from:       December 4, 2012                                 Total Change is:      -598
      -233       -344          0       -927         -5          0        155       -903        472          0        171          0        -65         11
 
Percent of Open Interest Represented by Each Category of Trader
      86.8       46.4        0.0        0.0        6.8        0.3        6.8       39.2        4.7        0.0        2.1        0.0        1.4        0.6
 
Number of Traders in Each Category                                    Total Traders:        26
         .          6          0          0          4          .          5          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    48,730
Positions
     9,302      7,370      1,923      1,783      4,774        323     21,170     29,590      1,905      9,273        834        215      2,836      1,796
 
Changes from:       December 4, 2012                                 Total Change is:     5,539
      -596        496        394        -37        230        -28      5,471      7,300       -764      1,462       -681        -55       -308     -1,353
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       15.1        3.9        3.7        9.8        0.7       43.4       60.7        3.9       19.0        1.7        0.4        5.8        3.7
 
Number of Traders in Each Category                                    Total Traders:        95
         .          .          .          7          6          .         18         34          9         19          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   409,743
Positions
   119,580     20,883     46,588     29,338     18,189     17,618     38,289    145,173     47,285      7,652      6,952     79,702     23,691     27,353
 
Changes from:       December 4, 2012                                 Total Change is:    13,612
    -4,821      5,525      2,645       -348     -1,153        480      7,220      4,258     -1,329      1,480     -5,220     16,984     -8,699     -8,578
 
Percent of Open Interest Represented by Each Category of Trader
      29.2        5.1       11.4        7.2        4.4        4.3        9.3       35.4       11.5        1.9        1.7       19.5        5.8        6.7
 
Number of Traders in Each Category                                    Total Traders:       178
        26         10         24          8         12          9         33         41         45         17         19         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     9,530
Positions
       238      4,421          0      3,831        538         79      4,109      3,585        902        240          0          0        131          5
 
Changes from:       December 4, 2012                                 Total Change is:       234
        37        -30          0        110         51          2         84        215          0          0          0          0          1         -4
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       46.4        0.0       40.2        5.6        0.8       43.1       37.6        9.5        2.5        0.0        0.0        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          4          .          .          4          4          .          .          0          0
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Updated December 14, 2012