```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,613
COMMITMENTS
     158      201        9    2,733    2,652    2,900    2,862      714      751

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        269)
      18        9        6      177      200      201      215       68       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      5.6      0.2     75.6     73.4     80.2     79.2     19.8     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        2       14       13       18       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       58,583
COMMITMENTS
   9,384    3,174   13,766   29,402   28,534   52,552   45,474    6,030   13,108

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      1,300)
   1,063      346      -64      807      711    1,806      993     -506      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      5.4     23.5     50.2     48.7     89.7     77.6     10.3     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      25       11       22       36       36       69       61
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      304,995
COMMITMENTS
  79,588   17,214   80,717  112,976  157,903  273,281  255,833   31,714   49,161

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      5,322)
      37   -2,480    2,986      687       79    3,710      584    1,612    4,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      5.6     26.5     37.0     51.8     89.6     83.9     10.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     119       62      117       64       86      249      221
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      420,625
COMMITMENTS
 115,512   28,722  120,657  152,766  202,724  388,935  352,103   31,690   68,522

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -8,698)
 -10,454     -771   -1,268    2,886   -6,329   -8,836   -8,368      138     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      6.8     28.7     36.3     48.2     92.5     83.7      7.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     143       68      139      111      176      315      334
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,716
COMMITMENTS
   3,725    4,288    1,463    2,896    2,302    8,084    8,053    1,633    1,664

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        200)
    -338     -656      547      -63      581      145      471       55     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3     44.1     15.1     29.8     23.7     83.2     82.9     16.8     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       34       16       20       22       55       63
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,227
COMMITMENTS
  14,176    2,490    8,325    7,316    7,518   29,817   18,334    6,410   17,894

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -2,361)
    -412      -31     -510     -936   -1,102   -1,857   -1,642     -504     -719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1      6.9     23.0     20.2     20.8     82.3     50.6     17.7     49.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      58       28       42       40       52      122      106
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      111,591
COMMITMENTS
   9,335      127    3,929   97,782  106,900  111,046  110,956      545      635

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      8,779)
       0        0        0    8,609    8,579    8,609    8,579      170      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.1      3.5     87.6     95.8     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1       15       16       19       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      140,772
COMMITMENTS
  29,043   49,761    4,962   77,459   61,598  111,464  116,320   29,308   24,451

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      6,289)
     347    5,121      387    7,714   -1,236    8,449    4,273   -2,160    2,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     35.3      3.5     55.0     43.8     79.2     82.6     20.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21       18       13       29       28       55       54
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       37,142
COMMITMENTS
   3,994    9,484    3,362   20,222   10,027   27,577   22,872    9,564   14,269

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        501)
  -1,241    2,781     -267    2,580   -1,672    1,071      842     -570     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     25.5      9.1     54.4     27.0     74.2     61.6     25.8     38.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5       13        7       13       13       23       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      116,535
COMMITMENTS
   6,166   37,748      806  102,807   67,935  109,779  106,489    6,756   10,046

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     10,839)
 -11,692    4,869       73   18,775      570    7,156    5,512    3,683    5,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     32.4      0.7     88.2     58.3     94.2     91.4      5.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      17       31        2       22       26       40       59
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      167,383
COMMITMENTS
  20,806   56,332    3,970  128,001   78,607  152,777  138,908   14,607   28,475

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     10,395)
  -2,782      896      757   13,801    5,564   11,776    7,217   -1,381    3,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     33.7      2.4     76.5     47.0     91.3     83.0      8.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       30       11       30       28       57       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      160,975
COMMITMENTS
  56,107   14,038    4,821   76,789  115,231  137,716  134,090   23,258   26,884

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      6,981)
   7,396   -2,345     -371      -38   11,280    6,987    8,564       -6   -1,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      8.7      3.0     47.7     71.6     85.6     83.3     14.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      30       27       19       27       25       65       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      307,309
COMMITMENTS
  25,899  105,603   36,024  208,855   93,329  270,778  234,956   36,531   72,353

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     15,806)
   1,888   11,022    2,135   13,047    2,897   17,070   16,054   -1,265     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     34.4     11.7     68.0     30.4     88.1     76.5     11.9     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      35       75       45       60       53      120      148
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,870
COMMITMENTS
  12,639    4,723        0   12,745   19,574   25,384   24,297    1,486    2,573

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        904)
  -1,616    1,082        0    2,938     -743    1,322      339     -418      565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.0     17.6      0.0     47.4     72.8     94.5     90.4      5.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8       16        0        6       10       14       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,807,536
COMMITMENTS
 274,680  1006203  5922681  7807245  6729932 14004606 13658816  802,930  1148720

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:    192,628)
 -53,490   53,076  106,996  172,076   33,460  225,582  193,532  -32,954     -904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      6.8     40.0     52.7     45.4     94.6     92.2      5.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      46       72      102      154      159      259      283
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,038,864
COMMITMENTS
  55,146  106,882   69,376  774,361  734,387  898,883  910,645  139,981  128,220

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:    -26,376)
  -7,516   -1,349  -18,121   -5,077   -6,429  -30,714  -25,899    4,339     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     10.3      6.7     74.5     70.7     86.5     87.7     13.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      596)
     100      132      101      250      270      409      446
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      374,008
COMMITMENTS
  22,212   16,389   27,197  247,873  256,792  297,281  300,377   76,727   73,630

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:    -24,901)
  -8,599   -2,681   -6,715  -11,492  -17,356  -26,806  -26,752    1,905    1,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      4.4      7.3     66.3     68.7     79.5     80.3     20.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      20       20       28       77       63      111       97
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,324,283
COMMITMENTS
 236,467  524,261  139,101  2632441  2387974  3008010  3051336  316,273  272,947

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -7,371)
 -30,650  -29,404  -20,965   32,075   54,632  -19,540    4,263   12,169  -11,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     15.8      4.2     79.2     71.8     90.5     91.8      9.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      557)
      90      126       88      224      253      367      415
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      117,144
COMMITMENTS
   8,349    5,152    1,275   98,107  105,106  107,731  111,533    9,413    5,611

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      5,995)
      83      -89    1,271    6,658    3,833    8,012    5,015   -2,017      980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      4.4      1.1     83.7     89.7     92.0     95.2      8.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       9        6        1       52       33       61       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       95,514
COMMITMENTS
  10,579    7,370    1,942   64,024   70,091   76,545   79,403   18,969   16,111

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -7,619)
  -4,364    3,991   -1,306   -1,247  -10,978   -6,916   -8,292     -703      673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      7.7      2.0     67.0     73.4     80.1     83.1     19.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      46       33       17       79       87      133      129
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       30,649
COMMITMENTS
     980      538       50   15,210   28,634   16,240   29,222   14,409    1,427

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -2,029)
  -1,474        0        0     -917   -1,964   -2,391   -1,964      362      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.8      0.2     49.6     93.4     53.0     95.3     47.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1        9       13       11       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      324,328
COMMITMENTS
  52,207   38,370    5,251  244,069  207,287  301,527  250,907   22,801   73,420

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:    -27,951)
 -22,507   11,896    1,531   -1,651  -45,068  -22,627  -31,641   -5,324    3,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     11.8      1.6     75.3     63.9     93.0     77.4      7.0     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      45       34       16       75       83      128      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      140,216
COMMITMENTS
  43,094   24,627    5,247   68,486   88,942  116,827  118,816   23,389   21,400

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -5,539)
 -14,048   -7,435    1,193    6,883     -527   -5,972   -6,769      432    1,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7     17.6      3.7     48.8     63.4     83.3     84.7     16.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      26       20       14       25       26       55       56
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,572
COMMITMENTS
   4,507    8,130       47   19,381    8,114   23,935   16,291    6,637   14,281

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        531)
     399   -1,120      -20     -178      576      201     -564      330    1,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     26.6      0.2     63.4     26.5     78.3     53.3     21.7     46.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        8        1       22       10       30       19
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       49,442
COMMITMENTS
   7,752    7,464    1,793   32,836   16,505   42,381   25,762    7,061   23,680

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      2,043)
     157    1,116     -491    1,627    1,857    1,293    2,482      750     -439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     15.1      3.6     66.4     33.4     85.7     52.1     14.3     47.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      10        8        3       32       22       44       31
```

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Updated November 28, 2011