`Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   167,343
Positions
    31,804     89,544      3,189     23,349     16,409        303     57,094     30,520      3,817      6,619      4,645        505     40,663     18,411
 
Changes from:       November 27, 2012                                Total Change is:    -3,154
    -2,623     14,232      1,160       -468    -17,170        123     -5,436     -1,384      1,602       -812      1,052        -88      3,388     -2,681
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       53.5        1.9       14.0        9.8        0.2       34.1       18.2        2.3        4.0        2.8        0.3       24.3       11.0
 
Number of Traders in Each Category                                    Total Traders:        93
         5         12          6         10          4          .         35         13         10          8          6          .
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    44,798
Positions
     8,327     17,766         81      1,568      2,764        190     10,330     11,811      1,554      2,798          0      1,232     18,718      9,400
 
Changes from:       November 27, 2012                                Total Change is:     2,031
       193      2,663         29        -24        -46         22     -1,839       -159      1,528     -1,321          0      1,232      2,211     -3,238
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       39.7        0.2        3.5        6.2        0.4       23.1       26.4        3.5        6.2        0.0        2.8       41.8       21.0
 
Number of Traders in Each Category                                    Total Traders:        40
         4          9          .          .          4          .          7         10          .          4          0          .
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   178,749
Positions
    10,018     68,866        165     22,218     31,449      1,411     98,498     38,809      1,821      2,318     18,997      1,576     40,724     15,655
 
Changes from:       November 27, 2012                                Total Change is:    21,048
    -3,962     32,548       -729     12,045     -2,090     -9,199     15,991       -111         20        263      1,775        606      6,013     -1,772
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       38.5        0.1       12.4       17.6        0.8       55.1       21.7        1.0        1.3       10.6        0.9       22.8        8.8
 
Number of Traders in Each Category                                    Total Traders:       105
         4         14          .          8         13          .         34         19          8          6          7          .
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   220,982
Positions
    87,287     14,005      4,852     53,754     10,416      1,922     53,597    103,347      4,551      1,555     17,534         38     13,426     64,317
 
Changes from:       November 27, 2012                                Total Change is:    12,852
     5,124     -2,662      3,959     -1,847        149        366        236      2,512      3,533        189        717          0      1,292      4,278
 
Percent of Open Interest Represented by Each Category of Trader
      39.5        6.3        2.2       24.3        4.7        0.9       24.3       46.8        2.1        0.7        7.9        0.0        6.1       29.1
 
Number of Traders in Each Category                                    Total Traders:       125
        12         10          4          8         10          5         22         47          8          .         14          .
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   217,546
Positions
    54,488     31,265      3,658     46,704     39,642      5,147     29,764     66,642      3,376     24,799     11,317      2,781     46,829     53,718
 
Changes from:       November 27, 2012                                Total Change is:     7,312
   -15,602     19,087      1,960      1,966     -1,281       -294     10,856    -13,633      1,755       -389     -1,392        776      6,284        334
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       14.4        1.7       21.5       18.2        2.4       13.7       30.6        1.6       11.4        5.2        1.3       21.5       24.7
 
Number of Traders in Each Category                                    Total Traders:       178
        23         15          7         19         21         16         26         37         18         18         19          5
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   212,072
Positions
    20,722     59,065     10,810      4,364     43,367      1,277    132,421     67,119        448      2,824      4,425      1,838     37,368     23,723
 
Changes from:       November 27, 2012                                Total Change is:    15,552
    -7,343      4,367     10,696       -116       -808        204     13,083        303       -470       -542        491        746       -706         23
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       27.9        5.1        2.1       20.4        0.6       62.4       31.6        0.2        1.3        2.1        0.9       17.6       11.2
 
Number of Traders in Each Category                                    Total Traders:       105
         8         13          4          4          9          .         34         23          6          .         11          .
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    79,396
Positions
    39,832     52,672     19,269      3,020          0          0      7,090          0      4,140      2,470          0      2,861        714        454
 
Changes from:       November 27, 2012                                Total Change is:     1,470
      -814      1,042        410        732          0          0      1,053          0        -90          0          0          0        179        108
 
Percent of Open Interest Represented by Each Category of Trader
      50.2       66.3       24.3        3.8        0.0        0.0        8.9        0.0        5.2        3.1        0.0        3.6        0.9        0.6
 
Number of Traders in Each Category                                    Total Traders:        23
         7         11         11          .          0          0          .          0          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   190,751
Positions
    30,320    107,052        671     25,267        415          0    116,272     70,067      2,449      6,239      7,189        532      9,001      2,376
 
Changes from:       November 27, 2012                                Total Change is:    17,591
      -454     12,791     -1,016     -5,163       -114          0     21,427      5,050        319        406        185        438      1,634        -62
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       56.1        0.4       13.2        0.2        0.0       61.0       36.7        1.3        3.3        3.8        0.3        4.7        1.2
 
Number of Traders in Each Category                                    Total Traders:       130
         5         11          .         13          .          0         61         15          8         13          8          .
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    34,124
Positions
    16,423     15,087          0        612          0          0      3,625      1,681         71     11,540     15,587      1,060        793        638
 
Changes from:       November 27, 2012                                Total Change is:      -505
      -311        596       -459        278          0          0         78       -492       -208        -46          0         46        117         12
 
Percent of Open Interest Represented by Each Category of Trader
      48.1       44.2        0.0        1.8        0.0        0.0       10.6        4.9        0.2       33.8       45.7        3.1        2.3        1.9
 
Number of Traders in Each Category                                    Total Traders:        24
         4          5          0          .          0          0          6          .          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    32,167
Positions
     1,564     24,587        279        871          0          0     23,763      2,469        487        295      1,803        200      4,708      2,342
 
Changes from:       November 27, 2012                                Total Change is:       266
       257        828         40        -94       -124          0       -410       -799        201         15       -494         36        221        578
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       76.4        0.9        2.7        0.0        0.0       73.9        7.7        1.5        0.9        5.6        0.6       14.6        7.3
 
Number of Traders in Each Category                                    Total Traders:        48
         .          9          .          4          0          0         21          7          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    47,680
Positions
    13,981     31,503        771      5,284        458        533     14,709      7,465      1,435      2,277        904          0      8,692      4,612
 
Changes from:       November 27, 2012                                Total Change is:      -431
    -2,258      4,841        428        342        -51         62      2,390     -3,398     -1,070       -841       -949          0        517       -295
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       66.1        1.6       11.1        1.0        1.1       30.8       15.7        3.0        4.8        1.9        0.0       18.2        9.7
 
Number of Traders in Each Category                                    Total Traders:        90
        18         16          4          7          .          .         28         10         14          6          .          0
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    95,359
Positions
    27,961     63,005      1,542     10,567        916      1,065     29,418     14,930      2,870      4,553      1,807          0     17,383      9,224
 
Changes from:       November 27, 2012                                Total Change is:      -861
    -4,515      9,682        856        683       -101        124      4,780     -6,795     -2,140     -1,682     -1,897          0      1,033       -590
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       66.1        1.6       11.1        1.0        1.1       30.8       15.7        3.0        4.8        1.9        0.0       18.2        9.7
 
Number of Traders in Each Category                                    Total Traders:        90
        18         16          4          7          .          .         28         10         14          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   851,897
Positions
    56,938    216,787     43,285    348,557    154,549     61,374    113,338    178,799     44,133     39,145     40,837      8,057    137,071    104,078
 
Changes from:       November 27, 2012                                Total Change is:     4,391
    -4,311      5,160      9,532    -11,361     -5,487      1,345      1,696    -10,138      2,959      1,254      4,048        585      2,693     -3,613
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       25.4        5.1       40.9       18.1        7.2       13.3       21.0        5.2        4.6        4.8        0.9       16.1       12.2
 
Number of Traders in Each Category                                    Total Traders:       563
        42         41         31        122         51         63        107        101         70         43         55         16
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   220,584
Positions
    30,690     62,632      4,293     86,062     29,127      8,331     16,899     39,910        539     10,609     12,832      2,249     60,912     60,671
 
Changes from:       November 27, 2012                                Total Change is:    -3,481
    -1,346     -3,613        357     -4,090        -76        161       -737      1,553         48        551       -124        764        811     -2,551
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       28.4        1.9       39.0       13.2        3.8        7.7       18.1        0.2        4.8        5.8        1.0       27.6       27.5
 
Number of Traders in Each Category                                    Total Traders:        97
        13          9          4         26          8         13         13         17          5          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,156,565
Positions
   199,712    839,247    126,484  1,353,344    667,979    224,344    622,879    835,126     77,286    154,368    151,710     17,352    380,796    217,037
 
Changes from:       November 27, 2012                                Total Change is:    39,358
    -8,863     49,828     39,909    -36,250    -26,949      5,815     28,598    -42,023     -1,878     -2,271     15,078      4,890      9,408     -5,312
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       26.6        4.0       42.9       21.2        7.1       19.7       26.5        2.4        4.9        4.8        0.5       12.1        6.9
 
Number of Traders in Each Category                                    Total Traders:       535
        37         43         29        109         48         55        108         99         60         40         51         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   119,709
Positions
    10,025     35,592         13     62,104     62,445      1,811     31,472     14,324        177        646      2,276          0     13,461      3,071
 
Changes from:       November 27, 2012                                Total Change is:      -512
    -2,683      1,970          0     -2,079     -1,863        -92      3,203       -591         84          0         99          0      1,055       -119
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       29.7        0.0       51.9       52.2        1.5       26.3       12.0        0.1        0.5        1.9        0.0       11.2        2.6
 
Number of Traders in Each Category                                    Total Traders:       100
         7         13          .         38         12         10         17          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   103,926
Positions
     5,436     32,470     30,204     24,067      9,810      1,143     24,552     14,033      5,810      1,714      3,878        337     10,662      6,242
 
Changes from:       November 27, 2012                                Total Change is:    24,000
   -20,506    -11,126     29,687      2,054       -945        240      3,558     -2,136      5,276       -232        590        283      3,641      2,132
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       31.2       29.1       23.2        9.4        1.1       23.6       13.5        5.6        1.6        3.7        0.3       10.3        6.0
 
Number of Traders in Each Category                                    Total Traders:       220
        18         27         12         31         22         10         51         43         12         13         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    26,258
Positions
    16,124     17,094        354      2,000          0          0      4,305      5,973          0        277          0          0      3,198      2,837
 
Changes from:       November 27, 2012                                Total Change is:    -1,684
    -1,195     -1,131        274          0          0          0       -857     -1,719          0       -369          0          0        463        892
 
Percent of Open Interest Represented by Each Category of Trader
      61.4       65.1        1.3        7.6        0.0        0.0       16.4       22.7        0.0        1.1        0.0        0.0       12.2       10.8
 
Number of Traders in Each Category                                    Total Traders:        20
         8          7          .          .          0          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   388,338
Positions
    92,475    222,791      3,335    110,336     49,050      5,715    129,046     68,110      1,238      8,572     20,775        301     37,320     17,023
 
Changes from:       November 27, 2012                                Total Change is:   -11,289
   -37,239      4,811        753        271     -4,723      1,202     24,075    -12,734     -1,433     -1,159      4,334         28      2,213     -3,527
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       57.4        0.9       28.4       12.6        1.5       33.2       17.5        0.3        2.2        5.3        0.1        9.6        4.4
 
Number of Traders in Each Category                                    Total Traders:       219
        19         26          7         31         22         10         52         41         11         13         15          .
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   379,344
Positions
   122,179     25,922     12,641    134,421    202,249     20,416     67,134     93,475      1,578      2,945     11,138          0     18,030     11,925
 
Changes from:       November 27, 2012                                Total Change is:    -3,090
   -21,748      2,783       -314      3,459     -3,008        374     13,681       -217       -901       -307        208          0      2,666     -2,015
 
Percent of Open Interest Represented by Each Category of Trader
      32.2        6.8        3.3       35.4       53.3        5.4       17.7       24.6        0.4        0.8        2.9        0.0        4.8        3.1
 
Number of Traders in Each Category                                    Total Traders:       246
        24         12          4         51         38         26         48         52         11          6         15          0
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    43,623
Positions
     9,646      4,698        100     13,317          0         94      7,303     14,752          0      5,109      1,633          1      8,053     22,345
 
Changes from:       November 27, 2012                                Total Change is:     2,440
       777        263        100      1,358       -440          0        -91      2,210          0         25     -1,956          1        270      2,262
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       10.8        0.2       30.5        0.0        0.2       16.7       33.8        0.0       11.7        3.7        0.0       18.5       51.2
 
Number of Traders in Each Category                                    Total Traders:        49
         5          5          .         15          0          .          8         10          0          5          .          .
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    54,593
Positions
    13,995     16,767      3,950      5,802      2,460        591     18,772     10,190      1,069      3,598      2,993          0      6,816     16,573
 
Changes from:       November 27, 2012                                Total Change is:     9,114
     2,491        287        337      1,945         10       -238      2,763      2,821        107      1,469       -250          0        240      6,040
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       30.7        7.2       10.6        4.5        1.1       34.4       18.7        2.0        6.6        5.5        0.0       12.5       30.4
 
Number of Traders in Each Category                                    Total Traders:        66
        14         11          8          5          .          .         18         10          4          5          .          0
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    64,847
Positions
     4,048      8,900        823     40,242     33,912      7,077      7,534     10,586        227        218          0          0      4,678      3,322
 
Changes from:       November 27, 2012                                Total Change is:       929
        27        623         53       -145     -1,269        172         51        803        227          0          0          0        544        320
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       13.7        1.3       62.1       52.3       10.9       11.6       16.3        0.4        0.3        0.0        0.0        7.2        5.1
 
Number of Traders in Each Category                                    Total Traders:        68
         4          .          .         24         23          9          8          7          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   132,349
Positions
    17,310     65,504      5,043     66,987     18,360      6,739     14,360     26,517      2,873      5,821      2,080      1,073     12,143      4,160
 
Changes from:       November 27, 2012                                Total Change is:     1,390
    -2,488      1,163      2,201     -1,205       -927      1,182       -496     -4,121      2,093       -423        -16         64        462       -249
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       49.5        3.8       50.6       13.9        5.1       10.9       20.0        2.2        4.4        1.6        0.8        9.2        3.1
 
Number of Traders in Each Category                                    Total Traders:       125
        13         19          6         33         15         14         25          6          4         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   654,492
Positions
     5,187    129,771     22,005    241,165    139,380     79,368    109,962     77,022     30,470     18,969     29,980          8    147,358    146,488
 
Changes from:       November 27, 2012                                Total Change is:   -34,259
     1,604     15,160     -8,459     -3,933      1,512      2,381     23,715     -2,242    -24,994        163     -4,566       -312    -24,424    -12,739
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       19.8        3.4       36.8       21.3       12.1       16.8       11.8        4.7        2.9        4.6        0.0       22.5       22.4
 
Number of Traders in Each Category                                    Total Traders:       159
         4         20         10         40         24         33         34         26         18          4          7          .
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Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   380,644
Positions
         0    120,673         42    228,311     47,181     37,618      3,253     81,491     23,972     17,321     15,527          0     70,127     54,140
 
Changes from:       November 27, 2012                                Total Change is:    -8,816
         0     -1,001    -12,786      9,384      5,827        314        -45      3,772     19,307       -338     -3,961     -2,710    -21,942    -17,578
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       31.7        0.0       60.0       12.4        9.9        0.9       21.4        6.3        4.6        4.1        0.0       18.4       14.2
 
Number of Traders in Each Category                                    Total Traders:        65
         0         11          .         29          9         17          .          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   996,272
Positions
   107,261     95,538     41,628    253,151     89,381     60,744    233,809    538,787     42,670    111,134     34,820      8,302    137,573     84,402
 
Changes from:       November 27, 2012                                Total Change is:   -93,044
    -5,707       -495     -9,262    -10,691    -10,464     10,350      9,690     -5,485    -40,488     -5,702        -45    -12,849    -28,385    -24,306
 
Percent of Open Interest Represented by Each Category of Trader
      10.8        9.6        4.2       25.4        9.0        6.1       23.5       54.1        4.3       11.2        3.5        0.8       13.8        8.5
 
Number of Traders in Each Category                                    Total Traders:       226
        19         25         13         43         23         31         42         36         25         24         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    39,408
Positions
    24,816     11,863      4,714        100        382          0      5,149     17,831      3,540          0          0        259        830        819
 
Changes from:       November 27, 2012                                Total Change is:    -4,050
    -4,130     -1,924        709        100       -132          0         44     -2,273       -252          0        -25       -101       -420        -52
 
Percent of Open Interest Represented by Each Category of Trader
      63.0       30.1       12.0        0.3        1.0        0.0       13.1       45.2        9.0        0.0        0.0        0.7        2.1        2.1
 
Number of Traders in Each Category                                    Total Traders:        45
        10          6         10          .          .          0         12         13          8          0          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,701,606
Positions
   123,144    123,462     26,246    377,050    731,938    174,023    543,823    109,966     58,862     85,181    107,420     19,427    293,850    350,262
 
Changes from:       November 27, 2012                                Total Change is:  -147,281
    -5,059    -14,046    -23,350     -4,923     23,512     -1,593      9,470     -8,186    -71,795    -11,108    -12,530    -23,165    -15,758    -16,128
 
Percent of Open Interest Represented by Each Category of Trader
       7.2        7.3        1.5       22.2       43.0       10.2       32.0        6.5        3.5        5.0        6.3        1.1       17.3       20.6
 
Number of Traders in Each Category                                    Total Traders:       251
        16         32         20         23         59         46         51         44         31          9         17          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,521,475
Positions
   289,465    157,414     40,685    224,011    452,776    118,762    383,930    365,907     50,933    145,293     89,022      4,591    263,805    241,385
 
Changes from:       November 27, 2012                                Total Change is:   -77,246
    -4,771       -771    -25,461      5,628    -12,732     -8,574      5,238     12,275     -5,027    -31,709     -8,646     -1,716    -10,854    -26,594
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       10.3        2.7       14.7       29.8        7.8       25.2       24.0        3.3        9.5        5.9        0.3       17.3       15.9
 
Number of Traders in Each Category                                    Total Traders:       200
        16         23         17         27         37         31         36         39         20          9         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   330,886
Positions
   137,897     96,843     98,901          0      2,221      3,345     15,413     40,522     44,931      1,502      3,608      6,126     22,771     34,389
 
Changes from:       November 27, 2012                                Total Change is:   -62,009
   -33,541    -55,817     -7,578         -9        206       -206    -22,058        246      1,777      1,502     -3,561         22     -1,918      2,902
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       29.3       29.9        0.0        0.7        1.0        4.7       12.2       13.6        0.5        1.1        1.9        6.9       10.4
 
Number of Traders in Each Category                                    Total Traders:        66
        14         21         28          0          .          .         11         11         18          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,613,991
Positions
 1,120,474  2,944,679  1,906,831    932,535     96,152    129,652  1,639,857    471,837  1,606,210    107,772    162,061    261,538    909,122  1,035,031
 
Changes from:       November 27, 2012                                Total Change is:    88,343
  -110,794     94,466     28,136     31,782    -17,411       -158     72,835     27,024     31,193     14,926    -66,863    -16,046     36,469      8,002
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       34.2       22.1       10.8        1.1        1.5       19.0        5.5       18.6        1.3        1.9        3.0       10.6       12.0
 
Number of Traders in Each Category                                    Total Traders:       240
        28         50         74          7          8         14         52         51         82         10         16         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,089
Positions
    10,784        690          0        538        984          0        982     10,723        349        234        270          0        202         73
 
Changes from:       November 27, 2012                                Total Change is:       212
      -336        109          0        -19          0          0        234       -243        348          0         25          0        -15        -27
 
Percent of Open Interest Represented by Each Category of Trader
      82.4        5.3        0.0        4.1        7.5        0.0        7.5       81.9        2.7        1.8        2.1        0.0        1.5        0.6
 
Number of Traders in Each Category                                    Total Traders:        31
         .          4          0          .          4          0          6          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,293
Positions
    11,252      6,229          0        927        868         41        703      5,883        121          0         91          0        249         60
 
Changes from:       November 27, 2012                                Total Change is:        95
        39         51          0        -30          0          0        -15        -32        109          0          0          0         -8        -33
 
Percent of Open Interest Represented by Each Category of Trader
      84.6       46.9        0.0        7.0        6.5        0.3        5.3       44.3        0.9        0.0        0.7        0.0        1.9        0.5
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          0          .          4          .          6          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    43,191
Positions
     9,898      6,874      1,529      1,820      4,544        351     15,699     22,290      2,669      7,811      1,515        270      3,144      3,149
 
Changes from:       November 27, 2012                                Total Change is:     7,661
       137       -802        267       -192      1,123         40      5,329      3,467      1,696        623        826        270       -509        774
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       15.9        3.5        4.2       10.5        0.8       36.3       51.6        6.2       18.1        3.5        0.6        7.3        7.3
 
Number of Traders in Each Category                                    Total Traders:       108
         4          .          .          7          6          .         21         33         11         25          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   396,131
Positions
   124,401     15,358     43,943     29,686     19,342     17,138     31,069    140,915     48,614      6,172     12,172     62,718     32,390     35,931
 
Changes from:       November 27, 2012                                Total Change is:    21,033
       530     -4,652      4,133     -6,131     -2,857      2,957        943      8,518      5,906      2,028     -5,452      2,033      8,634     10,447
 
Percent of Open Interest Represented by Each Category of Trader
      31.4        3.9       11.1        7.5        4.9        4.3        7.8       35.6       12.3        1.6        3.1       15.8        8.2        9.1
 
Number of Traders in Each Category                                    Total Traders:       168
        25         10         25          8         12         10         32         38         40         20         14         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     9,296
Positions
       201      4,451          0      3,721        487         77      4,025      3,370        902        240          0          0        130          9
 
Changes from:       November 27, 2012                                Total Change is:       -35
        -5        -45          0         64          8         -6        -90         38          0          0        -30          0          2          0
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       47.9        0.0       40.0        5.2        0.8       43.3       36.3        9.7        2.6        0.0        0.0        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          4          .          .          4          4          .          .          0          0
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Updated December 7, 2012