```
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       39,053
COMMITMENTS
   3,359    2,563    9,400   21,238   19,554   33,996   31,517    5,056    7,536

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      1,712)
     187     -217      341      934      732    1,462      856      250      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      6.6     24.1     54.4     50.1     87.1     80.7     12.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      21       12       23       38       34       70       58
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      275,113
COMMITMENTS
  79,489   26,378   81,895   82,789  125,068  244,173  233,341   30,940   41,771

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     18,060)
   6,701     -700    6,148    3,365   10,516   16,214   15,964    1,846    2,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      9.6     29.8     30.1     45.5     88.8     84.8     11.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
     102       71      113       70       84      241      220
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      394,271
COMMITMENTS
 105,714   34,862  113,776  139,913  184,059  359,403  332,697   34,868   61,574

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      1,646)
   3,822   -5,149    4,299   -6,163    1,949    1,957    1,099     -311      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      8.8     28.9     35.5     46.7     91.2     84.4      8.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      433)
     136       84      162      114      168      338      354
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,206
COMMITMENTS
   4,540    2,169    1,500    2,401    5,857    8,440    9,526    2,765    1,680

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        181)
    -167       32      405        3      -23      240      413      -59     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.5     19.4     13.4     21.4     52.3     75.3     85.0     24.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      44       20       10       26       31       77       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,453
COMMITMENTS
   9,945    6,396    7,738    9,555    6,400   27,237   20,534    7,216   13,919

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        985)
     256    1,052       -9      523      102      770    1,145      215     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     18.6     22.5     27.7     18.6     79.1     59.6     20.9     40.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      41       27       34       54       47      112       96
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,552
COMMITMENTS
     266    1,952    1,093    4,706    3,331    6,065    6,376      487      176

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        131)
     -39       -5      -22      187      194      126      167        5      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     29.8     16.7     71.8     50.8     92.6     97.3      7.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        8       10       15       12       28       24
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       75,148
COMMITMENTS
  10,503    5,229    3,054   61,029   66,550   74,586   74,833      562      315

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      1,644)
   1,039     -207      250      321    1,606    1,610    1,649       34       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      7.0      4.1     81.2     88.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       14       17       17       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      150,557
COMMITMENTS
  72,713    9,547    3,394   30,509  118,886  106,616  131,826   43,941   18,731

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -76,835)
  -8,474    2,111  -10,256  -54,962  -67,555  -73,692  -75,700   -3,143   -1,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.3      6.3      2.3     20.3     79.0     70.8     87.6     29.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      43       12       12       21       25       68       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,221
COMMITMENTS
  21,795   10,759      397    2,748   30,798   24,940   41,954   25,281    8,268

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      5,378)
   4,536   -2,570       16     -322    9,173    4,230    6,619    1,148   -1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.4     21.4      0.8      5.5     61.3     49.7     83.5     50.3     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        9        2        7       16       22       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      200,460
COMMITMENTS
 157,338    7,983      110   30,890  190,677  188,338  198,770   12,122    1,690

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -11,730)
 -12,075  -13,681      -35   -1,832    2,416  -13,942  -11,300    2,212     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.5      4.0      0.1     15.4     95.1     94.0     99.2      6.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      84       14        1       16       19      100       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      191,997
COMMITMENTS
  73,505   37,160    5,246   69,172  129,708  147,923  172,114   44,074   19,884

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -5,915)
  -4,825  -13,520      603   -1,744    8,235   -5,967   -4,683       51   -1,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3     19.4      2.7     36.0     67.6     77.0     89.6     23.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      39       28       15       21       31       68       66
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      230,961
COMMITMENTS
  25,915  110,065   19,813  167,754   31,726  213,482  161,603   17,479   69,358

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      3,848)
  -1,414   -5,763    3,423    2,107    2,473    4,116      134     -268    3,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     47.7      8.6     72.6     13.7     92.4     70.0      7.6     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      28       59       28       27       26       69       99
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      245,600
COMMITMENTS
  73,321   74,620   27,609   87,614   89,857  188,543  192,086   57,057   53,514

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     11,236)
   5,576   -1,463      817    1,102   14,265    7,495   13,620    3,741   -2,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     30.4     11.2     35.7     36.6     76.8     78.2     23.2     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      53       62       48       48       51      125      137
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       41,054
COMMITMENTS
  22,347    7,583    1,091   16,945   31,718   40,383   40,392      671      662

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        752)
     733     -503        3       85    1,366      821      866      -69     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.4     18.5      2.7     41.3     77.3     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        4        5        7        9       20       15
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       40,135
COMMITMENTS
  27,425   12,686      229    5,177   25,784   32,831   38,699    7,304    1,436

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -2,311)
  -4,405   -4,914       73      648    2,845   -3,684   -1,996    1,373     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.3     31.6      0.6     12.9     64.2     81.8     96.4     18.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      25       14        1        8       12       33       27
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,388,263
COMMITMENTS
 1051618  537,001  3236775  5159031  5531856  9447423  9305632  940,840  1082631

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:   -106,468)
-184,778   -3,393   24,547   34,198 -175,682 -126,033 -154,528   19,565   48,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      5.2     31.2     49.7     53.3     90.9     89.6      9.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      57       42       85      121      126      221      220
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      852,046
COMMITMENTS
  94,017   65,045   49,279  585,311  651,087  728,607  765,410  123,439   86,636

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:   -245,594)
 -19,185   -6,955  -35,227 -182,341 -189,965 -236,753 -232,146   -8,841  -13,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      7.6      5.8     68.7     76.4     85.5     89.8     14.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      554)
     131       92       93      240      215      419      354
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      221,684
COMMITMENTS
  10,816    1,196   14,742  136,761  159,898  162,319  175,836   59,366   45,848

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:   -100,255)
 -12,748   -7,431   -8,818  -66,402  -82,237  -87,968  -98,485  -12,287   -1,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.5      6.6     61.7     72.1     73.2     79.3     26.8     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      18        7       21       63       53       90       74
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,151,807
COMMITMENTS
 423,481  326,718  165,208  2242751  2455945  2831440  2947870  320,367  203,936

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:   -726,695)
 -84,190  -49,626  -80,039 -579,695 -538,641 -743,923 -668,306   17,228  -58,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     10.4      5.2     71.2     77.9     89.8     93.5     10.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      516)
     121       89       83      216      199      380      328
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      113,576
COMMITMENTS
  17,948    2,484        0   83,728  108,691  101,676  111,175   11,901    2,402

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -15,053)
     -69     -612      -92  -12,144  -13,887  -12,305  -14,591   -2,748     -462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      2.2      0.0     73.7     95.7     89.5     97.9     10.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      17        3        0       53       41       70       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       60,603
COMMITMENTS
  14,339    6,241    1,090   38,507   50,838   53,936   58,169    6,667    2,434

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -63,638)
  -1,429   -1,205   -2,537  -58,645  -58,738  -62,611  -62,480   -1,027   -1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     10.3      1.8     63.5     83.9     89.0     96.0     11.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      48       22       14       71       74      126      103
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      303,017
COMMITMENTS
  71,695   31,205    5,451  192,536  254,191  269,682  290,847   33,335   12,170

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:   -183,570)
  -6,768  -11,753   -5,957 -178,907 -171,673 -191,632 -189,383    8,061    5,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     10.3      1.8     63.5     83.9     89.0     96.0     11.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      48       22       14       71       74      126      103
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      185,331
COMMITMENTS
 116,468   42,478    5,563   24,461  117,571  146,493  165,613   38,838   19,718

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -29,636)
 -28,244   -3,880     -564    2,710  -22,783  -26,098  -27,227   -3,538   -2,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.8     22.9      3.0     13.2     63.4     79.0     89.4     21.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      39       39       20       22       25       75       70
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       52,532
COMMITMENTS
  17,101   21,967      776   24,785   10,343   42,662   33,086    9,870   19,446

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        -12)
    -991   -1,877      676      -36    4,171     -351    2,970      339   -2,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6     41.8      1.5     47.2     19.7     81.2     63.0     18.8     37.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      19        8        3       20        4       41       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       53,381
COMMITMENTS
  26,308    3,282      138   19,314   18,738   45,760   22,158    7,621   31,223

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -5,349)
  -5,654      181      101    1,250    2,148   -4,303    2,430   -1,046   -7,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.3      6.1      0.3     36.2     35.1     85.7     41.5     14.3     58.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      22        4        2       23       18       46       23
```

----

Updated December 28, 2012