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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   140,772
Positions
    38,013     17,915      7,105     20,026     31,910        507     28,962     49,412      7,569      8,516      1,136        767     29,308     24,451
 
Changes from:       November 15, 2011                                Total Change is:     6,289
     2,592     -2,506        374      1,180         79         17      3,393      5,417        715         84         83         94     -2,160      2,016
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       12.7        5.0       14.2       22.7        0.4       20.6       35.1        5.4        6.0        0.8        0.5       20.8       17.4
 
Number of Traders in Each Category                                    Total Traders:        78
        10         10         11          6          5          .         13         19         13         12          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    37,142
Positions
     8,963      6,406      2,765        875      1,338        217     11,873      9,262      2,885          0          0          0      9,564     14,269
 
Changes from:       November 15, 2011                                Total Change is:       501
       900       -433         67          0          2          0        371      1,472       -266          0          0          0       -570       -341
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       17.2        7.4        2.4        3.6        0.6       32.0       24.9        7.8        0.0        0.0        0.0       25.8       38.4
 
Number of Traders in Each Category                                    Total Traders:        35
         6          7          6          .          .          .          6         12          8          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   167,383
Positions
   109,749      3,360      3,572      8,239     60,564      2,735     19,870     61,268      4,354      4,132      2,930        126     14,607     28,475
 
Changes from:       November 15, 2011                                Total Change is:    10,395
    16,484         38         -5     -1,482      2,108          5     -4,805      3,404        798        655        744        126     -1,381      3,178
 
Percent of Open Interest Represented by Each Category of Trader
      65.6        2.0        2.1        4.9       36.2        1.6       11.9       36.6        2.6        2.5        1.8        0.1        8.7       17.0
 
Number of Traders in Each Category                                    Total Traders:        91
        14          5          9          6         14          5         20         24         14          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   160,975
Positions
     9,894     98,149      5,753     54,635      9,450      1,581     60,267     12,069      4,579      1,000      2,502          8     23,258     26,884
 
Changes from:       November 15, 2011                                Total Change is:     6,981
       -87      9,408        125        624      1,335         87      6,508     -2,153       -270          0         32          0         -6     -1,583
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       61.0        3.6       33.9        5.9        1.0       37.4        7.5        2.8        0.6        1.6        0.0       14.4       16.7
 
Number of Traders in Each Category                                    Total Traders:        94
         7         11          8         10          8          4         30         20         21          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   307,309
Positions
    97,032     46,373     11,817     48,337     34,181      9,512     61,767     85,529     30,828      6,271     11,502      5,214     36,531     72,353
 
Changes from:       November 15, 2011                                Total Change is:    15,806
     4,405      7,530        940      5,530        538       -177      3,185      3,673      2,315        -46        316        919     -1,265       -248
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       15.1        3.8       15.7       11.1        3.1       20.1       27.8       10.0        2.0        3.7        1.7       11.9       23.5
 
Number of Traders in Each Category                                    Total Traders:       191
        26         13         14         16         25         14         32         49         34         10         20         15
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   140,216
Positions
    52,259     43,896      4,468      2,425     38,532      1,348     47,815     23,864      5,731      1,848         44        934     23,389     21,400
 
Changes from:       November 15, 2011                                Total Change is:    -5,539
     6,186     -3,494        -51       -597      1,101        151    -14,256     -6,728      1,991        386         44        218        432      1,230
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       31.3        3.2        1.7       27.5        1.0       34.1       17.0        4.1        1.3        0.0        0.7       16.7       15.3
 
Number of Traders in Each Category                                    Total Traders:        80
        12         11          9          .          6          .         20         22         14          6          .          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   111,591
Positions
    67,156     60,823     37,471          0          0          0      5,260     11,503      1,159          0          0          0        545        635
 
Changes from:       November 15, 2011                                Total Change is:     8,779
     8,598      8,568         10          0          0          0          0          0          0          0          0          0        170        200
 
Percent of Open Interest Represented by Each Category of Trader
      60.2       54.5       33.6        0.0        0.0        0.0        4.7       10.3        1.0        0.0        0.0        0.0        0.5        0.6
 
Number of Traders in Each Category                                    Total Traders:        22
         8         10         13          0          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   116,535
Positions
    67,490     39,587     10,688     18,213      2,816        760      5,844     43,209      5,761      1,023      3,668          0      6,756     10,046
 
Changes from:       November 15, 2011                                Total Change is:    10,839
     1,468     -2,306      9,803      2,255        -52       -137    -11,378     -7,707      5,101         44        810          0      3,683      5,327
 
Percent of Open Interest Represented by Each Category of Trader
      57.9       34.0        9.2       15.6        2.4        0.7        5.0       37.1        4.9        0.9        3.1        0.0        5.8        8.6
 
Number of Traders in Each Category                                    Total Traders:        89
         8         11          .          5          6          .         15         29          4          5          8          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    26,870
Positions
    13,243     18,053          0          0        254          0     11,596      5,646          2        543        342          0      1,486      2,573
 
Changes from:       November 15, 2011                                Total Change is:       904
     2,552     -1,170         -8          0          0          0     -1,509      1,518         -1        288          0          0       -418        565
 
Percent of Open Interest Represented by Each Category of Trader
      49.3       67.2        0.0        0.0        0.9        0.0       43.2       21.0        0.0        2.0        1.3        0.0        5.5        9.6
 
Number of Traders in Each Category                                    Total Traders:        39
         5          9          0          0          .          0          6         15          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    63,642
Positions
    22,856     30,899      7,879      3,058      3,231        538     11,580      6,152      5,178      2,257        685      2,352      7,943      6,727
 
Changes from:       November 15, 2011                                Total Change is:    16,061
     6,052      3,000      7,539        -28        465       -126     -3,692        -94      3,865        325     -1,343      1,604        521      1,150
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       48.6       12.4        4.8        5.1        0.8       18.2        9.7        8.1        3.5        1.1        3.7       12.5       10.6
 
Number of Traders in Each Category                                    Total Traders:        97
        21         16         10          5          7          .         21         18         10          7          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    17,687
Positions
    12,377     11,636        265        617        292          0      1,058      2,417         45      1,344          0        380      1,602      2,652
 
Changes from:       November 15, 2011                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      70.0       65.8        1.5        3.5        1.7        0.0        6.0       13.7        0.3        7.6        0.0        2.1        9.1       15.0
 
Number of Traders in Each Category                                    Total Traders:        20
         8          4          .          .          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    91,908
Positions
    35,449     53,016        738      4,881      5,877      1,076     27,842     14,267      3,470      4,514      4,057      1,257     12,683      8,151
 
Changes from:       November 15, 2011                                Total Change is:    -3,253
     1,840     -2,783         58     -1,289        346       -251     -2,701      1,774        842        650          3       -239     -2,162     -3,003
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       57.7        0.8        5.3        6.4        1.2       30.3       15.5        3.8        4.9        4.4        1.4       13.8        8.9
 
Number of Traders in Each Category                                    Total Traders:        95
        21         16          5          4          6          .         23         16          7          7          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,038,864
Positions
   107,263    124,233     90,378    354,806    227,112     69,123     76,586    171,500    156,709     17,970     45,541     26,048    139,981    128,220
 
Changes from:       November 15, 2011                                Total Change is:   -26,376
     8,595    -13,410     -6,632        -42     14,477       -254     -2,426     16,677    -26,550        825     -5,976     -4,232      4,339       -476
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       12.0        8.7       34.2       21.9        6.7        7.4       16.5       15.1        1.7        4.4        2.5       13.5       12.3
 
Number of Traders in Each Category                                    Total Traders:       596
        35         57         44        110         78         71         88        138        114         39         49         30
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   374,008
Positions
    55,222     71,280     23,681    103,255     44,336     15,431     30,590     67,571     53,383      4,144     13,120     11,574     76,727     73,630
 
Changes from:       November 15, 2011                                Total Change is:   -24,901
    -3,695    -13,866      2,159     -3,960        522      1,145     -7,010        534    -12,859        778     -1,023     -3,363      1,905      1,851
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       19.1        6.3       27.6       11.9        4.1        8.2       18.1       14.3        1.1        3.5        3.1       20.5       19.7
 
Number of Traders in Each Category                                    Total Traders:       133
        15         13         12         27         15         17         19         31         38          6          7          8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,324,283
Positions
   508,471    513,027     85,219  1,274,064    930,192    252,153    468,818    758,487    277,788     83,024    175,999     58,473    316,273    272,947
 
Changes from:       November 15, 2011                                Total Change is:    -7,371
    13,499    -45,672      3,996     17,826     68,008     -5,224      9,667     67,460    -55,197       -727    -25,728     -3,380     12,169    -11,634
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       15.4        2.6       38.3       28.0        7.6       14.1       22.8        8.4        2.5        5.3        1.8        9.5        8.2
 
Number of Traders in Each Category                                    Total Traders:       557
        35         53         35         96         74         63         87        130        102         35         46         25
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   117,144
Positions
    28,708     18,168        105     51,731     64,696      7,987     16,523     12,602      1,275      1,402      6,700          0      9,413      5,611
 
Changes from:       November 15, 2011                                Total Change is:     5,995
     3,738       -617        -20      3,661      4,808       -544        -88         20      1,265          0        103          0     -2,017        980
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       15.5        0.1       44.2       55.2        6.8       14.1       10.8        1.1        1.2        5.7        0.0        8.0        4.8
 
Number of Traders in Each Category                                    Total Traders:        88
        12          8          .         32         13         11         10          9          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    95,514
Positions
    22,606     37,983      8,682     19,152      9,534      1,727     16,130      9,720      6,978      1,040      4,549        232     18,969     16,111
 
Changes from:       November 15, 2011                                Total Change is:    -7,619
     2,453     -6,785     -2,170     -1,921         51        102     -5,365         25        -43         32        531         -4       -703        673
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       39.8        9.1       20.1       10.0        1.8       16.9       10.2        7.3        1.1        4.8        0.2       19.9       16.9
 
Number of Traders in Each Category                                    Total Traders:       214
        24         26         13         29         20         11         47         49         22          9         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    30,649
Positions
    13,190     22,741         20          0        300          0      2,980      3,999          0          0      2,112         50     14,409      1,427
 
Changes from:       November 15, 2011                                Total Change is:    -2,029
      -355     -2,037          0          0          0          0     -2,036         73          0          0          0          0        362        -65
 
Percent of Open Interest Represented by Each Category of Trader
      43.0       74.2        0.1        0.0        1.0        0.0        9.7       13.0        0.0        0.0        6.9        0.2       47.0        4.7
 
Number of Traders in Each Category                                    Total Traders:        23
         7          8          .          0          .          0          .          .          0          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   324,328
Positions
    87,971    117,102      2,418     95,759     46,169      8,634     93,479     56,334      7,158      5,198     12,183        910     22,801     73,420
 
Changes from:       November 15, 2011                                Total Change is:   -27,951
     4,233    -33,546     -1,043     -9,606        255        511    -17,641     -1,232        777        160      2,655        -18     -5,324      3,690
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       36.1        0.7       29.5       14.2        2.7       28.8       17.4        2.2        1.6        3.8        0.3        7.0       22.6
 
Number of Traders in Each Category                                    Total Traders:       213
        24         25          9         29         20         11         45         51         18          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   464,818
Positions
   236,298     33,544     25,865    108,180    212,083     29,982     44,081    114,607      4,060      1,368     24,800        413     14,571     19,464
 
Changes from:       November 15, 2011                                Total Change is:    11,398
     8,914        461      1,461      4,304      8,700     -3,504      4,718      6,184     -2,284       -246     -2,545        -70     -1,894      2,995
 
Percent of Open Interest Represented by Each Category of Trader
      50.8        7.2        5.6       23.3       45.6        6.5        9.5       24.7        0.9        0.3        5.3        0.1        3.1        4.2
 
Number of Traders in Each Category                                    Total Traders:       238
        24         10          6         46         49         27         23         68         17          .         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    30,572
Positions
     9,219      1,735         70      7,396      2,466         82      6,904      6,823         48        216      5,067          0      6,637     14,281
 
Changes from:       November 15, 2011                                Total Change is:       531
      -295         19          0         74       -150         22        626       -780         -9       -217        334          0        330      1,095
 
Percent of Open Interest Represented by Each Category of Trader
      30.2        5.7        0.2       24.2        8.1        0.3       22.6       22.3        0.2        0.7       16.6        0.0       21.7       46.7
 
Number of Traders in Each Category                                    Total Traders:        45
        11          .          .          9          4          .          9          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    49,442
Positions
    21,288     10,218      1,646      8,733      2,950        590      5,867      8,887      1,471      2,786          0          0      7,061     23,680
 
Changes from:       November 15, 2011                                Total Change is:     2,043
     2,035      3,259       -833       -351        310         -6       -425        209       -457      1,330          0          0        750       -439
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       20.7        3.3       17.7        6.0        1.2       11.9       18.0        3.0        5.6        0.0        0.0       14.3       47.9
 
Number of Traders in Each Category                                    Total Traders:        67
        22         11          4          8          .          .          6         12          .          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    43,094
Positions
     3,625      2,373        233     29,423     25,149      4,044      2,464      9,170          4          0          0          0      3,301      2,121
 
Changes from:       November 15, 2011                                Total Change is:    -4,427
     1,960     -1,359     -1,677     -3,714      2,403       -361         98     -3,350       -118       -284          0          0       -331         35
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        5.5        0.5       68.3       58.4        9.4        5.7       21.3        0.0        0.0        0.0        0.0        7.7        4.9
 
Number of Traders in Each Category                                    Total Traders:        50
         .          4          .         16         19          9          5          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    63,978
Positions
    17,279     24,730         49     24,134     25,770      3,284      9,735      3,727        310      2,234      2,743        907      6,046      2,458
 
Changes from:       November 15, 2011                                Total Change is:    -3,081
     1,173         96       -858     -3,937        -21        156      1,288     -2,691        -78       -865        455         34          6       -174
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       38.7        0.1       37.7       40.3        5.1       15.2        5.8        0.5        3.5        4.3        1.4        9.5        3.8
 
Number of Traders in Each Category                                    Total Traders:        68
        12          8          .         12         10          7         12          5          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   810,808
Positions
     8,306    115,258     61,828    317,774     93,213     98,733     42,071    122,313     84,579      8,912     66,561     17,687    170,918    150,635
 
Changes from:       November 15, 2011                                Total Change is:    42,033
       531      2,093      7,553      7,179       -808      2,729    -12,069     -5,978     13,099     -2,396        165      9,985     15,421     13,194
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       14.2        7.6       39.2       11.5       12.2        5.2       15.1       10.4        1.1        8.2        2.2       21.1       18.6
 
Number of Traders in Each Category                                    Total Traders:       156
         7         21         24         40         19         38         22         31         34          6         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   411,352
Positions
     5,331    184,406      7,050    283,267     12,979     33,317      5,899    120,204      5,318      2,195      1,692          0     68,975     46,386
 
Changes from:       November 15, 2011                                Total Change is:    15,750
         0     -1,608      6,035      8,505        -28      1,028         50      5,106      2,633       -680     -1,723          0     -1,822      4,306
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       44.8        1.7       68.9        3.2        8.1        1.4       29.2        1.3        0.5        0.4        0.0       16.8       11.3
 
Number of Traders in Each Category                                    Total Traders:        73
         .         12          4         40          4         20          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   808,804
Positions
    82,366     81,693     27,616    152,053    213,735     80,236    217,011    181,857     73,219     62,845     31,387      4,888    108,571    114,174
 
Changes from:       November 15, 2011                                Total Change is:    -2,026
     4,888       -327      2,592        585     -7,476     -1,320    -40,553     27,937      9,147     29,276    -29,688    -10,695      4,055      7,805
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       10.1        3.4       18.8       26.4        9.9       26.8       22.5        9.1        7.8        3.9        0.6       13.4       14.1
 
Number of Traders in Each Category                                    Total Traders:       218
        11         26         12         36         47         44         30         36         27         13         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,891,403
Positions
    86,162    166,390    166,574    619,408    556,245    192,326    186,287    104,130    209,020     55,860    111,033     55,970    319,796    329,715
 
Changes from:       November 15, 2011                                Total Change is:    81,947
       505     10,262     21,824      1,156     17,548    -22,511     23,386    -35,171     28,270      2,035     18,980     11,803     15,479     30,943
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        8.8        8.8       32.7       29.4       10.2        9.8        5.5       11.1        3.0        5.9        3.0       16.9       17.4
 
Number of Traders in Each Category                                    Total Traders:       257
        22         34         50         31         57         50         55         35         65          9         14         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,438,760
Positions
    85,066    152,112     91,477    340,056    467,017    176,408    217,800    145,138     83,340    201,279     64,145     22,761    220,574    236,362
 
Changes from:       November 15, 2011                                Total Change is:    26,144
    12,023      9,310     18,246     40,502     -1,607     -9,378    -41,363     14,917    -11,538      1,199       -221      5,718     10,734        697
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       10.6        6.4       23.6       32.5       12.3       15.1       10.1        5.8       14.0        4.5        1.6       15.3       16.4
 
Number of Traders in Each Category                                    Total Traders:       190
        11         32         31         22         39         40         37         29         35          9         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   768,845
Positions
   224,123    246,124    200,253      3,748      5,080      3,570     64,705     45,973    183,131     19,165      6,127     31,351     38,799     47,236
 
Changes from:       November 15, 2011                                Total Change is:       -99
    10,700     13,389     -5,913        241          0          0     10,088       -401     -1,104     -1,464       -412     -3,383     -9,264     -2,276
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       32.0       26.0        0.5        0.7        0.5        8.4        6.0       23.8        2.5        0.8        4.1        5.0        6.1
 
Number of Traders in Each Category                                    Total Traders:       119
        27         30         44          .          4          .         20         22         35          .          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,807,536
Positions
 1,501,223  2,679,867  3,348,257  2,138,637    122,574    208,930    438,243    573,212  5,537,926     83,620    440,280    747,769    802,930  1,148,720
 
Changes from:       November 15, 2011                                Total Change is:   192,628
   318,314    -11,234    -24,156   -193,765     26,508      9,753     11,680     60,014    138,442     -3,161     25,729    -31,525    -32,954       -904
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       18.1       22.6       14.4        0.8        1.4        3.0        3.9       37.4        0.6        3.0        5.0        5.4        7.8
 
Number of Traders in Each Category                                    Total Traders:       290
        38         55         88         13         13         23         51         77        116          9         21         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,782
Positions
     5,452      3,444          0      1,908        840          7      1,977      6,193          0      1,171        160          0        267        138
 
Changes from:       November 15, 2011                                Total Change is:       753
       -29        559          0          5         -1          0        961        175          0       -219          0          0         35         20
 
Percent of Open Interest Represented by Each Category of Trader
      50.6       31.9        0.0       17.7        7.8        0.1       18.3       57.4        0.0       10.9        1.5        0.0        2.5        1.3
 
Number of Traders in Each Category                                    Total Traders:        27
         .          .          0          .          4          .          5          7          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    15,028
Positions
    12,640      7,532          0      1,366      2,272          0        669      4,739          0         40        340          0        313        145
 
Changes from:       November 15, 2011                                Total Change is:       -34
       169       -425          0          0        269          0       -185        121          0          0          0          0        -18          1
 
Percent of Open Interest Represented by Each Category of Trader
      84.1       50.1        0.0        9.1       15.1        0.0        4.5       31.5        0.0        0.3        2.3        0.0        2.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        29
         4          4          0          .          5          0          4          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    55,275
Positions
    18,193     43,216        554      4,102        455        388     17,151      6,994      1,183      4,777        463         12      8,916      2,011
 
Changes from:       November 15, 2011                                Total Change is:    -2,815
      -707      1,323         -4      1,689         -2         -7     -4,931     -3,448         93        301        107         10        741       -886
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       78.2        1.0        7.4        0.8        0.7       31.0       12.7        2.1        8.6        0.8        0.0       16.1        3.6
 
Number of Traders in Each Category                                    Total Traders:       102
         5          4          .          6          .          .         32         16         10         30          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   133,931
Positions
    37,738     49,856     27,104      8,611        500      2,219     13,363     11,745     17,032      2,310      2,651      9,337     16,217     13,487
 
Changes from:       November 15, 2011                                Total Change is:   -13,772
      -884      4,539    -11,050       -390        -15       -113      2,787     -2,416     -1,775       -115        393     -1,978       -254     -1,357
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       37.2       20.2        6.4        0.4        1.7       10.0        8.8       12.7        1.7        2.0        7.0       12.1       10.1
 
Number of Traders in Each Category                                    Total Traders:        81
        11          8         14         10          .          6         17         18         22          .          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,040
Positions
     3,080          0          0      1,970      1,662          0     10,278      2,758         71          0     11,096        445        196          8
 
Changes from:       November 15, 2011                                Total Change is:     1,017
       196          0          0         31         89          0        936         60          0          0      1,008          2       -148       -142
 
Percent of Open Interest Represented by Each Category of Trader
      19.2        0.0        0.0       12.3       10.4        0.0       64.1       17.2        0.4        0.0       69.2        2.8        1.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        26
         4          0          0          5          4          0          5          5          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated November 28, 2011