```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,330
COMMITMENTS
      49        2      110    2,504    2,818    2,663    2,930      667      400

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        148)
      24       -5       -9      148      146      163      132      -15       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.1      3.3     75.2     84.6     80.0     88.0     20.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       16       12       18       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       44,003
COMMITMENTS
   4,821    3,400   10,454   21,726   22,718   37,000   36,572    7,002    7,430

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        862)
      60      453      342      515     -101      916      694      -55      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      7.7     23.8     49.4     51.6     84.1     83.1     15.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      19       15       24       36       32       68       58
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      296,666
COMMITMENTS
  79,672   28,123  104,880   82,329  114,924  266,882  247,926   29,785   48,740

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      5,713)
   2,802    2,143      903      253    2,578    3,958    5,625    1,755       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      9.5     35.4     27.8     38.7     90.0     83.6     10.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     118       97      134       69       83      276      242
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      414,107
COMMITMENTS
  97,305   42,458  120,228  158,585  187,586  376,118  350,273   37,989   63,834

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      4,044)
   9,006  -18,237    1,996   -6,018   15,256    4,984     -985     -940    5,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     10.3     29.0     38.3     45.3     90.8     84.6      9.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      449)
     129      105      168      126      169      353      370
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,928
COMMITMENTS
   4,463    2,097      728    3,373    6,471    8,564    9,296    2,365    1,632

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -257)
    -283      -63     -178      247     -124     -214     -364      -43      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8     19.2      6.7     30.9     59.2     78.4     85.1     21.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      45       18       11       27       35       79       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,337
COMMITMENTS
   8,687    9,692    6,255    8,285    3,122   23,226   19,068    6,111   10,269

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -500)
    -290     -741      142      -86       99     -235     -500     -266        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     33.0     21.3     28.2     10.6     79.2     65.0     20.8     35.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      36       43       38       48       34      102      105
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,754
COMMITMENTS
     113    1,577    1,188    4,777    3,771    6,078    6,536      676      219

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        370)
      31      101      160      174       96      364      356        6       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     23.3     17.6     70.7     55.8     90.0     96.8     10.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5       10       11       15       12       29       24
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       77,926
COMMITMENTS
   6,681    5,072    2,819   67,891   69,689   77,391   77,580      535      346

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        170)
   1,673   -1,461        0   -1,674    1,658       -1      197      171      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      6.5      3.6     87.1     89.4     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        2       16       16       19       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      185,823
COMMITMENTS
  71,484    9,048    7,453   67,522  146,401  146,459  162,902   39,364   22,920

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,164)
    -403   -1,106      158   -1,150    2,455   -1,395    1,508    2,559     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5      4.9      4.0     36.3     78.8     78.8     87.7     21.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      46       16       19       25       31       78       59
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,960
COMMITMENTS
   9,744   13,111       26   16,610   17,139   26,380   30,276   17,580   13,684

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     -3,207)
   2,524   -6,597      -90  -10,401    5,817   -7,967     -870    4,760   -2,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     29.8      0.1     37.8     39.0     60.0     68.9     40.0     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9       11        2       12       13       21       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      173,160
COMMITMENTS
 101,490    7,632    1,822   62,481  161,268  165,793  170,722    7,367    2,438

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      7,220)
   5,039   -2,032      501    1,834    8,820    7,374    7,289     -154      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.6      4.4      1.1     36.1     93.1     95.7     98.6      4.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      72       20        7       18       18       93       45
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      167,845
COMMITMENTS
  50,977   39,635    5,647   74,461  102,935  131,084  148,217   36,761   19,627

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      7,773)
   3,837   -5,416     -156     -518   15,728    3,164   10,156    4,609   -2,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4     23.6      3.4     44.4     61.3     78.1     88.3     21.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      27       29       15       27       35       64       69
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      238,358
COMMITMENTS
  25,878  103,732   17,353  178,470   52,215  221,701  173,300   16,657   65,058

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     32,474)
  -2,012   25,639    3,241   30,438      477   31,667   29,357      807    3,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     43.5      7.3     74.9     21.9     93.0     72.7      7.0     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      26       57       29       31       30       73      100
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      257,251
COMMITMENTS
  34,370  106,716   27,389  150,689   62,821  212,449  196,926   44,803   60,325

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -15,497)
  -1,622  -24,132    2,806  -19,720    7,117  -18,536  -14,210    3,039   -1,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     41.5     10.6     58.6     24.4     82.6     76.6     17.4     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      36       79       49       51       55      115      155
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       34,629
COMMITMENTS
  19,208    1,968      180   14,565   31,855   33,953   34,003      676      626

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,867)
     255    1,022       23    1,566      659    1,844    1,704       23      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.5      5.7      0.5     42.1     92.0     98.0     98.2      2.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        4        3        9       10       20       15
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,901
COMMITMENTS
  21,653    2,943      222    5,539   26,972   27,414   30,137    4,487    1,764

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      2,143)
     217     -635        0    1,452    3,279    1,669    2,644      474     -501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.9      9.2      0.7     17.4     84.5     85.9     94.5     14.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      24       10        1        8       14       32       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,221,425
COMMITMENTS
 1281340  565,978  4147467  5878965  6427604 11307772 11141049  913,652  1080376

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -65,326)
-203,385      378   36,441  105,150 -119,347  -61,795  -82,528   -3,531   17,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      4.6     33.9     48.1     52.6     92.5     91.2      7.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      64       45       88      132      137      240      235
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      981,275
COMMITMENTS
  91,711   86,532   57,275  684,518  715,011  833,504  858,818  147,771  122,457

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      2,631)
   6,826    5,340    3,557     -483   -6,307    9,900    2,590   -7,268       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      8.8      5.8     69.8     72.9     84.9     87.5     15.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      602)
     128      122      114      256      245      446      420
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      286,473
COMMITMENTS
  12,619    7,452   17,304  188,212  189,748  218,135  214,504   68,338   71,969

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -879)
  -1,475    1,437    2,514    1,906   -4,361    2,945     -410   -3,824     -469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      2.6      6.0     65.7     66.2     76.1     74.9     23.9     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      13       16       21       75       57      101       82
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,474,008
COMMITMENTS
 421,617  421,560  173,696  2481529  2626313  3076842  3221569  397,166  252,439

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     17,553)
  36,914   14,929    9,802  -11,942   -9,731   34,774   15,000  -17,220    2,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     12.1      5.0     71.4     75.6     88.6     92.7     11.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      559)
     122      113      103      230      227      406      389
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      120,223
COMMITMENTS
  15,202    6,237      196   92,418  110,599  107,816  117,032   12,407    3,191

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,734)
   3,275       37     -557   -1,000    3,073    1,718    2,553       16     -819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      5.2      0.2     76.9     92.0     89.7     97.3     10.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      14        5        3       54       43       69       50
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       82,396
COMMITMENTS
  10,766   11,203    1,308   63,159   65,633   75,232   78,143    7,164    4,253

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -27,847)
   2,008      709   -1,908  -26,698  -25,285  -26,597  -26,484   -1,250   -1,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     13.6      1.6     76.7     79.7     91.3     94.8      8.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      55       41       19       73       81      138      131
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      411,982
COMMITMENTS
  53,829   56,013    6,538  315,796  328,166  376,162  390,716   35,820   21,266

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        508)
   6,391      343   -2,658  -10,686     -119   -6,952   -2,433    7,461    2,942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     13.6      1.6     76.7     79.7     91.3     94.8      8.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      55       41       19       73       81      138      131
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      209,483
COMMITMENTS
 121,480   45,032    5,810   42,199  131,961  169,489  182,803   39,994   26,680

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     17,201)
  18,032    5,202     -250   -5,743   10,217   12,040   15,170    5,161    2,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.0     21.5      2.8     20.1     63.0     80.9     87.3     19.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      41       32       18       24       34       75       74
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,183
COMMITMENTS
  12,140   12,937        0   21,260    8,163   33,400   21,100    7,783   20,083

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      3,939)
   2,207    3,310        0   -1,230      259      977    3,569    2,962      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5     31.4      0.0     51.6     19.8     81.1     51.2     18.9     48.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      15        9        0       16        8       31       17
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,479
COMMITMENTS
  17,361    3,879      189   21,353   30,878   38,903   34,946    6,576   10,533

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      7,864)
   5,086     -709        3    3,178    3,968    8,267    3,262     -403    4,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.2      8.5      0.4     47.0     67.9     85.5     76.8     14.5     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      19        4        3       21       25       41       31
```

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Updated December 5, 2012