```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,981
COMMITMENTS
       2       22      172    3,266    3,230    3,440    3,425      541      557

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        343)
      -4       22       45      249      287      289      354       54      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.6      4.3     82.0     81.1     86.4     86.0     13.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       16       11       19       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,739
COMMITMENTS
   3,105    2,691    9,357   21,305   19,380   33,767   31,428    4,972    7,311

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -314)
    -254      128      -42       67     -175     -229      -89      -85     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      6.9     24.2     55.0     50.0     87.2     81.1     12.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      24       10       25       38       34       71       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      280,451
COMMITMENTS
  82,808   23,438   84,543   83,093  133,521  250,443  241,502   30,008   38,949

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      5,339)
   3,318   -2,940    2,647      304    8,454    6,270    8,161     -931   -2,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      8.4     30.1     29.6     47.6     89.3     86.1     10.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     104       76      116       69       83      242      220
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      394,274
COMMITMENTS
 107,968   35,481  115,672  138,392  186,081  362,032  337,234   32,243   57,040

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:          3)
   2,253      619    1,896   -1,521    2,022    2,628    4,537   -2,625   -4,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      9.0     29.3     35.1     47.2     91.8     85.5      8.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      434)
     143       87      155      110      168      335      349
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,161
COMMITMENTS
   4,498    1,530    1,252    2,175    5,828    7,924    8,610    2,236    1,551

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -1,045)
     -42     -639     -248     -227      -29     -516     -916     -529     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.3     15.1     12.3     21.4     57.4     78.0     84.7     22.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      46       16       13       24       29       76       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,816
COMMITMENTS
  10,055    7,477    7,689    9,401    6,217   27,145   21,384    7,671   13,432

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        363)
     110    1,081      -49     -154     -183      -93      850      456     -487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     21.5     22.1     27.0     17.9     78.0     61.4     22.0     38.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      41       27       35       55       45      113       96
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,813
COMMITMENTS
     307    2,093    1,169    4,812    3,324    6,288    6,586      525      227

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        261)
      41      142       76      106       -8      223      210       39       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     30.7     17.2     70.6     48.8     92.3     96.7      7.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        6       10       15       12       28       24
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       75,631
COMMITMENTS
  10,973    5,202    3,045   61,029   67,157   75,047   75,404      584      227

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        483)
     470      -27       -9        0      607      461      571       22      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      6.9      4.0     80.7     88.8     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        2       14       18       19       22
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      147,048
COMMITMENTS
  73,601    7,589    3,988   29,702  118,591  107,290  130,168   39,758   16,880

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -3,509)
     888   -1,957      594     -807     -295      674   -1,658   -4,183   -1,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.1      5.2      2.7     20.2     80.6     73.0     88.5     27.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      41       16       14       20       26       68       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,892
COMMITMENTS
  23,698   12,483      389    3,244   31,734   27,331   44,606   24,562    7,286

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      1,671)
   1,903    1,724       -8      496      936    2,391    2,653     -720     -982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.7     24.1      0.7      6.3     61.2     52.7     86.0     47.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15        9        2        7       15       24       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      186,181
COMMITMENTS
 149,624    7,872      420   28,558  176,559  178,602  184,851    7,579    1,330

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:    -14,279)
  -7,714     -111      310   -2,332  -14,118   -9,736  -13,919   -4,543     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.4      4.2      0.2     15.3     94.8     95.9     99.3      4.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      82       14        3       14       19       98       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      188,209
COMMITMENTS
  66,710   32,672    6,935   70,457  127,257  144,102  166,864   44,107   21,345

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -3,788)
  -6,795   -4,488    1,689    1,285   -2,451   -3,821   -5,250       32    1,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4     17.4      3.7     37.4     67.6     76.6     88.7     23.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      37       29       16       19       31       66       66
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      240,939
COMMITMENTS
  29,538  107,697   26,717  162,325   39,434  218,579  173,848   22,359   67,090

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      9,978)
   3,622   -2,368    6,904   -5,429    7,709    5,097   12,245    4,881   -2,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     44.7     11.1     67.4     16.4     90.7     72.2      9.3     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      24       66       34       28       28       74      107
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      251,780
COMMITMENTS
  79,565   73,360   28,522   88,029   96,580  196,116  198,463   55,664   53,317

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      6,180)
   6,244   -1,260      914      415    6,723    7,572    6,376   -1,392     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     29.1     11.3     35.0     38.4     77.9     78.8     22.1     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      52       64       43       47       54      124      136
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       38,246
COMMITMENTS
  22,143    7,430       39   15,495   30,169   37,677   37,638      569      608

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -2,808)
    -204     -153   -1,052   -1,450   -1,549   -2,706   -2,754     -102      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.9     19.4      0.1     40.5     78.9     98.5     98.4      1.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        4        1        6        7       17       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       34,531
COMMITMENTS
  25,832    8,750      231    4,147   23,921   30,210   32,902    4,321    1,629

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -5,604)
  -1,593   -3,936        2   -1,030   -1,863   -2,621   -5,797   -2,983      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.8     25.3      0.7     12.0     69.3     87.5     95.3     12.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      24       11        2        9       13       33       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,511,265
COMMITMENTS
 982,796  563,049  3328530  5310033  5592227  9621359  9483806  889,906  1027459

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:    123,002)
 -68,822   26,048   91,755  151,003   60,371  173,936  178,174  -50,934  -55,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      5.4     31.7     50.5     53.2     91.5     90.2      8.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      51       45       81      122      126      218      216
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      850,806
COMMITMENTS
  97,209   68,600   49,481  584,161  649,696  730,851  767,777  119,955   83,029

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -1,240)
   3,192    3,555      202   -1,150   -1,391    2,245    2,367   -3,484   -3,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      8.1      5.8     68.7     76.4     85.9     90.2     14.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      562)
     128      100       98      242      215      425      360
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      227,968
COMMITMENTS
  15,187    2,217   14,469  137,795  166,430  167,450  183,116   60,518   44,852

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      6,284)
   4,371    1,021     -273    1,034    6,532    5,132    7,280    1,152     -996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      1.0      6.3     60.4     73.0     73.5     80.3     26.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      17       11       21       65       55       94       77
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,114,188
COMMITMENTS
 430,653  352,455  154,518  2231833  2416332  2817004  2923305  297,183  190,882

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:    -37,619)
   7,172   25,737  -10,690  -10,918  -39,613  -14,436  -24,565  -23,183  -13,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     11.3      5.0     71.7     77.6     90.5     93.9      9.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      522)
     120       94       87      217      200      383      335
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      111,804
COMMITMENTS
  19,505    2,266      180   80,754  106,639  100,439  109,085   11,366    2,720

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -1,772)
   1,557     -218      180   -2,974   -2,052   -1,237   -2,090     -535      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      2.0      0.2     72.2     95.4     89.8     97.6     10.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      19        2        1       52       38       71       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,152
COMMITMENTS
  13,019    7,677    1,371   37,533   46,392   51,923   55,440    6,229    2,712

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -2,452)
  -1,320    1,436      281     -975   -4,446   -2,014   -2,730     -438      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     13.2      2.4     64.5     79.8     89.3     95.3     10.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      53       25       19       71       75      130      113
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      290,758
COMMITMENTS
  65,096   38,385    6,854  187,664  231,961  259,613  277,200   31,145   13,558

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:    -12,259)
  -6,599    7,180    1,403   -4,873  -22,230  -10,069  -13,648   -2,191    1,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     13.2      2.4     64.5     79.8     89.3     95.3     10.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      53       25       19       71       75      130      113
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      181,742
COMMITMENTS
 116,717   38,804    6,361   24,360  116,433  147,438  161,597   34,303   20,144

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -3,589)
     249   -3,674      797     -101   -1,139      946   -4,015   -4,535      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.2     21.4      3.5     13.4     64.1     81.1     88.9     18.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      36       35       21       23       27       73       69
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       52,920
COMMITMENTS
  18,159   20,708      860   24,594   10,782   43,613   32,350    9,307   20,570

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        388)
   1,058   -1,259       84     -191      439      951     -736     -563    1,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3     39.1      1.6     46.5     20.4     82.4     61.1     17.6     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        8        3       21        6       44       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       54,529
COMMITMENTS
  26,729    3,962      483   20,238   22,928   47,450   27,373    7,079   27,156

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      1,148)
     421      680      345      924    4,190    1,690    5,215     -542   -4,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.0      7.3      0.9     37.1     42.0     87.0     50.2     13.0     49.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      23        6        3       23       23       47       31
```

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Updated January 4, 2013