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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,308
COMMITMENTS
   2,887    3,866      726   14,638   13,599   18,251   18,191    3,057    3,117

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        370)
      56      295        2      271       93      329      390       41      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     18.1      3.4     68.7     63.8     85.7     85.4     14.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      17       15       14       27       25       50       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      248,085
COMMITMENTS
  83,755   36,256   56,131   80,159  121,778  220,045  214,165   28,040   33,920

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      4,963)
   2,810   -3,170    3,177      296    7,340    6,283    7,347   -1,320   -2,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     14.6     22.6     32.3     49.1     88.7     86.3     11.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      96       71       96       59       81      213      207
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      329,446
COMMITMENTS
 106,676   59,511   67,957  125,050  152,331  299,683  279,799   29,763   49,647

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -457)
   2,522    1,359      900   -1,215    1,657    2,207    3,916   -2,664   -4,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     18.1     20.6     38.0     46.2     91.0     84.9      9.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     121       92      118       79      155      272      318
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,840
COMMITMENTS
   4,461    1,597    1,043    2,169    5,703    7,673    8,343    2,167    1,497

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -863)
    -128     -750      -40     -185       10     -353     -780     -510      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     16.2     10.6     22.0     58.0     78.0     84.8     22.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      43       18       11       23       28       75       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,246
COMMITMENTS
   9,864    8,841    4,568    8,903    5,556   23,335   18,965    6,911   11,281

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        297)
      75    1,038      -22     -120     -159      -67      857      364     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     29.2     15.1     29.4     18.4     77.2     62.7     22.8     37.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      33       31       26       46       37       96       83
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,980
COMMITMENTS
     557    1,896      146    3,963    2,785    4,666    4,827      314      153

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:         81)
       3       55       -5       44      -21       42       29       39       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     38.1      2.9     79.6     55.9     93.7     96.9      6.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        8        7       13       10       24       20
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       75,283
COMMITMENTS
  10,625    5,202    3,045   61,029   66,809   74,699   75,056      584      227

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        135)
     122      -27       -9        0      259      113      223       22      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      6.9      4.0     81.1     88.7     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        2       14       17       18       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      137,247
COMMITMENTS
  73,678    7,752      660   25,407  113,539   99,745  121,951   37,502   15,296

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -3,718)
     901   -1,673      203     -607     -788      497   -2,258   -4,215   -1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.7      5.6      0.5     18.5     82.7     72.7     88.9     27.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      39       14        3       18       22       58       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,182
COMMITMENTS
  23,800   12,169        0    2,380   31,302   26,180   43,471   24,002    6,711

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      1,548)
   1,903    1,707        0      463      901    2,366    2,608     -818   -1,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     24.2      0.0      4.7     62.4     52.2     86.6     47.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      16        8        0        3       15       19       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      186,181
COMMITMENTS
 149,624    7,872      420   28,558  176,559  178,602  184,851    7,579    1,330

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:    -14,279)
  -7,714     -111      310   -2,332  -14,118   -9,736  -13,919   -4,543     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.4      4.2      0.2     15.3     94.8     95.9     99.3      4.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      82       14        3       14       19       98       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      174,676
COMMITMENTS
  69,146   32,838      129   62,945  124,180  132,220  157,147   42,456   17,529

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -6,543)
  -5,320   -4,307     -105   -1,217   -2,745   -6,642   -7,157       99      614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     18.8      0.1     36.0     71.1     75.7     90.0     24.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      39       22        4       14       28       55       52
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      194,632
COMMITMENTS
  30,432  110,949      538  148,129   22,501  179,099  133,988   15,533   60,644

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -1,073)
   3,675   -1,416      498   -7,925    3,132   -3,752    2,214    2,679   -3,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     57.0      0.3     76.1     11.6     92.0     68.8      8.0     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      20       63        5       25       19       48       84
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      207,608
COMMITMENTS
  81,932   76,806    2,969   71,891   82,481  156,792  162,256   50,816   45,352

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      5,017)
   6,860     -815      118     -193    6,327    6,785    5,630   -1,768     -613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     37.0      1.4     34.6     39.7     75.5     78.2     24.5     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      55       49       16       41       45      102      104
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       38,246
COMMITMENTS
  22,143    7,430       39   15,495   30,169   37,677   37,638      569      608

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -2,808)
    -204     -153   -1,052   -1,450   -1,549   -2,706   -2,754     -102      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.9     19.4      0.1     40.5     78.9     98.5     98.4      1.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        4        1        6        7       17       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       34,531
COMMITMENTS
  25,832    8,750      231    4,147   23,921   30,210   32,902    4,321    1,629

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -5,604)
  -1,593   -3,936        2   -1,030   -1,863   -2,621   -5,797   -2,983      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.8     25.3      0.7     12.0     69.3     87.5     95.3     12.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      24       11        2        9       13       33       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,878,461
COMMITMENTS
 1034211  621,353  1492259  4495655  4779763  7022125  6893375  856,336  985,086

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     13,662)
 -67,337   13,070   -1,862  122,881   33,673   53,682   44,881  -40,020  -31,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      7.9     18.9     57.1     60.7     89.1     87.5     10.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      45       40       70      112      119      203      193
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      739,159
COMMITMENTS
  97,475   69,182   15,174  517,785  582,325  630,434  666,681  108,725   72,478

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     10,268)
   8,216    5,146    1,688    3,924    6,768   13,829   13,602   -3,560   -3,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      9.4      2.1     70.1     78.8     85.3     90.2     14.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      530)
     114       85       48      227      205      367      314
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      186,152
COMMITMENTS
  15,406    2,444    3,932  113,236  141,237  132,574  147,613   53,578   38,539

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     10,046)
   4,670    1,116      394    4,493    9,807    9,557   11,317      489   -1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      1.3      2.1     60.8     75.9     71.2     79.3     28.8     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      16        3        6       54       44       72       53
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,765,033
COMMITMENTS
 430,146  353,491   36,410  2022743  2205438  2489299  2595339  275,734  169,694

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      1,112)
  29,918   32,337   -5,717   -2,843  -15,193   21,358   11,427  -20,246  -10,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     12.8      1.3     73.2     79.8     90.0     93.9     10.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      500)
     106       87       40      202      189      330      294
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      111,803
COMMITMENTS
  19,505    2,266      180   80,753  106,638  100,438  109,084   11,365    2,719

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -1,772)
   1,557     -218      180   -2,974   -2,052   -1,237   -2,090     -535      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      2.0      0.2     72.2     95.4     89.8     97.6     10.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      19        2        1       51       38       70       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,261
COMMITMENTS
  13,050    8,180      400   36,702   45,101   50,152   53,681    6,109    2,580

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -2,565)
  -1,293    1,493      160   -1,013   -4,478   -2,145   -2,825     -419      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     14.5      0.7     65.2     80.2     89.1     95.4     10.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      50       26       11       69       74      123      107
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      281,304
COMMITMENTS
  65,252   40,901    1,998  183,510  225,507  250,760  268,406   30,544   12,898

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:    -12,823)
  -6,464    7,463      802   -5,064  -22,389  -10,726  -14,124   -2,097    1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     14.5      0.7     65.2     80.2     89.1     95.4     10.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      50       26       11       69       74      123      107
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      170,157
COMMITMENTS
 117,354   37,832      763   19,960  113,165  138,077  151,760   32,080   18,397

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -2,961)
   1,213   -2,876      262      182   -1,047    1,657   -3,661   -4,618      700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.0     22.2      0.4     11.7     66.5     81.1     89.2     18.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      37       25        4       17       26       56       53
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       52,920
COMMITMENTS
  18,159   20,708      860   24,594   10,782   43,613   32,350    9,307   20,570

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        388)
   1,058   -1,259       84     -191      439      951     -736     -563    1,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     39.1      1.6     46.5     20.4     82.4     61.1     17.6     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        8        3       21        6       44       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       54,529
COMMITMENTS
  26,729    3,962      483   20,238   22,928   47,450   27,373    7,079   27,156

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      1,148)
     421      680      345      924    4,190    1,690    5,215     -542   -4,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0      7.3      0.9     37.1     42.0     87.0     50.2     13.0     49.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      23        6        3       23       23       47       31
```

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Updated January 4, 2013