```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,687
COMMITMENTS
     157      212        9    2,836    2,730    3,002    2,951      685      736

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         73)
      -1       11       -0      103       78      102       89      -29      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.8      0.2     76.9     74.0     81.4     80.0     18.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        2       15       12       19       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       59,963
COMMITMENTS
  10,086    3,046   13,700   29,825   29,181   53,611   45,927    6,353   14,036

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,381)
     703     -128      -67      423      647    1,058      453      322      928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      5.1     22.8     49.7     48.7     89.4     76.6     10.6     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      26        9       21       36       37       68       61
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      314,762
COMMITMENTS
  85,324   19,976   83,827  111,820  162,580  280,971  266,383   33,791   48,378

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      9,767)
   5,735    2,762    3,110   -1,155    4,677    7,691   10,550    2,077     -783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      6.3     26.6     35.5     51.7     89.3     84.6     10.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     122       69      124       66       91      264      234
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      414,001
COMMITMENTS
 114,225   30,142  117,251  152,564  201,730  384,039  349,123   29,961   64,878

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -6,625)
  -1,287    1,420   -3,407     -202     -994   -4,896   -2,981   -1,729   -3,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      7.3     28.3     36.9     48.7     92.8     84.3      7.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
     144       75      141      115      173      320      336
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,414
COMMITMENTS
   3,700    4,583    1,487    3,184    2,356    8,370    8,426    2,044    1,988

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        698)
     -25      295       24      287       54      286      373      412      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5     44.0     14.3     30.6     22.6     80.4     80.9     19.6     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      22       29       16       19       21       52       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,505
COMMITMENTS
  13,853    2,656    8,128    7,293    7,016   29,274   17,800    6,232   17,706

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -722)
    -323      166     -198      -23     -502     -543     -534     -179     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0      7.5     22.9     20.5     19.8     82.4     50.1     17.6     49.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      58       29       44       40       45      121      106
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      111,554
COMMITMENTS
   7,462      127    4,069   99,470  106,776  111,001  110,972      553      582

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        -37)
  -1,873        0      140    1,688     -124      -45       16        8      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.1      3.6     89.2     95.7     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       15       16       18       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      155,588
COMMITMENTS
  29,947   55,293    5,632   91,059   69,194  126,639  130,120   28,949   25,468

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     14,816)
     904    5,533      670   13,600    7,597   15,175   13,800     -358    1,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     35.5      3.6     58.5     44.5     81.4     83.6     18.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      17       25       12       27       29       53       57
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,545
COMMITMENTS
   5,212   13,863    3,341   26,223   10,077   34,777   27,281    8,769   16,264

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      6,404)
   1,218    4,379      -21    6,002       50    7,200    4,409     -796    1,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     31.8      7.7     60.2     23.1     79.9     62.7     20.1     37.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7       16        7       14       13       25       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      120,894
COMMITMENTS
   6,539   42,779      795  110,822   70,921  118,156  114,495    2,738    6,399

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      4,359)
     373    5,031      -11    8,015    2,986    8,377    8,006   -4,018   -3,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     35.4      0.7     91.7     58.7     97.7     94.7      2.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14       36        3       23       25       40       63
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      198,958
COMMITMENTS
  23,645   68,760    5,002  156,282   94,020  184,930  167,782   14,028   31,176

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     31,575)
   2,839   12,428    1,032   28,281   15,413   32,153   28,874     -578    2,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     34.6      2.5     78.6     47.3     92.9     84.3      7.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      20       33       13       30       26       57       65
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      178,779
COMMITMENTS
  55,554   15,771    5,203   96,177  129,568  156,934  150,542   21,846   28,238

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     17,805)
    -553    1,733      382   19,389   14,337   19,218   16,452   -1,413    1,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1      8.8      2.9     53.8     72.5     87.8     84.2     12.2     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      29       29       20       26       27       66       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      334,219
COMMITMENTS
  27,968  124,896   42,247  228,869   95,642  299,083  262,785   35,136   71,434

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     26,911)
   2,069   19,293    6,223   20,014    2,313   28,305   27,829   -1,395     -918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     37.4     12.6     68.5     28.6     89.5     78.6     10.5     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      36       82       54       57       53      123      159
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,277
COMMITMENTS
  11,018    7,300        0   15,819   18,612   26,837   25,912    1,440    2,365

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,407)
  -1,621    2,577        0    3,074     -962    1,453    1,615      -46     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0     25.8      0.0     55.9     65.8     94.9     91.6      5.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7       17        0       11       11       18       28
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,853,655
COMMITMENTS
 278,312  1003705  5898890  7817171  6706093 13994373 13608688  859,282  1244966

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     46,119)
   3,632   -2,498  -23,791    9,926  -23,838  -10,233  -50,128   56,352   96,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      6.8     39.7     52.6     45.1     94.2     91.6      5.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      50       66      102      150      155      254      278
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,041,264
COMMITMENTS
  48,696  104,620   75,789  779,871  734,015  904,355  914,424  136,909  126,841

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      2,400)
  -6,451   -2,262    6,413    5,510     -372    5,472    3,779   -3,072   -1,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     10.0      7.3     74.9     70.5     86.9     87.8     13.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      584)
      87      139      101      248      262      400      438
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      379,764
COMMITMENTS
  23,379   17,927   29,850  248,545  265,083  301,774  312,860   77,989   66,903

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      5,756)
   1,167    1,538    2,654      673    8,291    4,493   12,483    1,263   -6,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      4.7      7.9     65.4     69.8     79.5     82.4     20.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      20       25       34       79       69      118      109
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,307,504
COMMITMENTS
 209,827  516,710  146,449  2656629  2344659  3012905  3007818  294,599  299,686

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -16,779)
 -26,640   -7,551    7,348   24,188  -43,315    4,895  -43,518  -21,674   26,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     15.6      4.4     80.3     70.9     91.1     90.9      8.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      544)
      82      128       88      220      242      357      403
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      120,005
COMMITMENTS
   8,450    5,566        9  101,575  108,866  110,034  114,441    9,971    5,564

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      2,861)
     101      414   -1,266    3,468    3,760    2,303    2,908      558      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      4.6      0.0     84.6     90.7     91.7     95.4      8.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       6        7        1       51       34       57       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       89,095
COMMITMENTS
   7,655    5,681      648   62,755   66,219   71,058   72,548   18,038   16,547

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -6,419)
  -2,924   -1,689   -1,294   -1,269   -3,872   -5,487   -6,855     -931      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      6.4      0.7     70.4     74.3     79.8     81.4     20.2     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      37       33       16       77       87      123      127
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       29,077
COMMITMENTS
       0      538       50   14,718   27,160   14,768   27,748   14,309    1,329

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -1,571)
    -980        0        0     -492   -1,474   -1,472   -1,474      -99      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      0.2     50.6     93.4     50.8     95.4     49.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       10       13       11       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      300,091
COMMITMENTS
  38,275   25,715    2,991  240,183  195,295  281,449  224,002   18,642   76,089

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -24,236)
 -13,932  -12,655   -2,260   -3,886  -11,991  -20,077  -26,905   -4,159    2,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      8.6      1.0     80.0     65.1     93.8     74.6      6.2     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      37       33       16       73       82      119      122
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      137,254
COMMITMENTS
  34,138   21,482    5,612   78,056   85,481  117,807  112,576   19,448   24,679

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -2,961)
  -8,955   -3,145      365    9,570   -3,460      980   -6,240   -3,941    3,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     15.7      4.1     56.9     62.3     85.8     82.0     14.2     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      22       21       16       29       25       58       55
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,319
COMMITMENTS
   3,384    5,582      104   18,276    8,515   21,764   14,201    6,555   14,118

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -2,253)
  -1,123   -2,548       57   -1,105      401   -2,171   -2,090      -82     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     19.7      0.4     64.5     30.1     76.9     50.1     23.1     49.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        7        1       21       11       28       19
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       49,227
COMMITMENTS
   4,737    8,423    1,648   34,597   17,214   40,982   27,285    8,245   21,942

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -215)
  -3,015      959     -145    1,761      709   -1,399    1,523    1,184   -1,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     17.1      3.3     70.3     35.0     83.3     55.4     16.7     44.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        9        2       33       18       41       28
```

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Updated December 2, 2011