`Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   185,823
Positions
    35,457     76,452      7,220     23,477     33,579        691     61,836     30,924      8,996      7,498      3,757      1,283     39,364     22,920
 
Changes from:       November 20, 2012                                Total Change is:     1,164
    -2,075      1,532        980         79         66        212        167       -648       -170       -881       -759        292      2,559       -343
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       41.1        3.9       12.6       18.1        0.4       33.3       16.6        4.8        4.0        2.0        0.7       21.2       12.3
 
Number of Traders in Each Category                                    Total Traders:       101
         6         12          6         11          4          4         35         16         19         12          5          7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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    43,960
Positions
     8,134     15,125        136      1,592      2,810        168     12,169     11,975         62      4,119          0          0     17,580     13,684
 
Changes from:       November 20, 2012                                Total Change is:    -3,207
    -3,573      4,979        104         -9          1          9     -2,208     -5,136       -260     -2,030       -567          0      4,760     -2,337
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       34.4        0.3        3.6        6.4        0.4       27.7       27.2        0.1        9.4        0.0        0.0       40.0       31.1
 
Number of Traders in Each Category                                    Total Traders:        40
         4          9          .          .          4          .          7         10          .          4          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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   167,845
Positions
    13,980     35,859      3,429      9,945     33,539     11,021     81,893     38,687      6,533      2,163     17,029      2,121     36,761     19,627
 
Changes from:       November 20, 2012                                Total Change is:     7,773
    -2,434      9,693        212        -39     -1,588      1,030      4,571     -2,821       -363       -136      3,670        322      4,609     -2,383
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       21.4        2.0        5.9       20.0        6.6       48.8       23.0        3.9        1.3       10.1        1.3       21.9       11.7
 
Number of Traders in Each Category                                    Total Traders:       101
         6         14          7          6         14          6         25         23         14          .         10          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   238,358
Positions
    81,415     17,701      7,237     55,733      9,556      2,833     53,678    101,762     14,830      1,829     15,234      4,147     16,657     65,058
 
Changes from:       November 20, 2012                                Total Change is:    32,474
    19,996     -1,535      1,995        -90      1,140        195      7,504     25,590      2,401     -1,642     -1,737      1,308        807      3,117
 
Percent of Open Interest Represented by Each Category of Trader
      34.2        7.4        3.0       23.4        4.0        1.2       22.5       42.7        6.2        0.8        6.4        1.7        7.0       27.3
 
Number of Traders in Each Category                                    Total Traders:       128
        12         12          7          9          8          7         21         49         23          6         11          8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   257,251
Positions
    75,006     10,803      9,789     44,897     43,630      6,994     18,156     80,744     25,657     27,114     14,473      4,836     44,803     60,325
 
Changes from:       November 20, 2012                                Total Change is:   -15,497
   -13,358      2,412         46       -973      2,519      1,927     -5,929    -23,725      2,311     -2,561        299          2      3,039     -1,288
 
Percent of Open Interest Represented by Each Category of Trader
      29.2        4.2        3.8       17.5       17.0        2.7        7.1       31.4       10.0       10.5        5.6        1.9       17.4       23.4
 
Number of Traders in Each Category                                    Total Traders:       191
        24         13         13         18         24         18         22         46         29         15         29         19
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   209,483
Positions
    27,693     53,343      5,283      4,172     44,175      1,591    119,117     65,667      6,141      3,305      4,416      2,187     39,994     26,680
 
Changes from:       November 20, 2012                                Total Change is:    17,201
    -6,885      6,058        567      1,009        554        314     18,661      6,350         13     -1,310      1,643       -329      5,161      2,031
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       25.5        2.5        2.0       21.1        0.8       56.9       31.3        2.9        1.6        2.1        1.0       19.1       12.7
 
Number of Traders in Each Category                                    Total Traders:       114
         9         12          6          4          9          4         35         24         16          6         15          9
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    77,926
Positions
    40,646     51,630     18,859      2,288          0          0      6,037          0      4,230      2,470          0      2,861        535        346
 
Changes from:       November 20, 2012                                Total Change is:       170
    -1,193      1,699        -41         69          0          0      1,164     -1,461          0          0          0          0        171        -27
 
Percent of Open Interest Represented by Each Category of Trader
      52.2       66.3       24.2        2.9        0.0        0.0        7.7        0.0        5.4        3.2        0.0        3.7        0.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        24
         7         11         11          .          0          0          4          0          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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   173,160
Positions
    30,774     94,261      1,687     30,430        529          0     94,845     65,017      2,130      5,833      7,004         94      7,367      2,438
 
Changes from:       November 20, 2012                                Total Change is:     7,220
    -1,145      2,238        700      1,355         30         -8      5,509      3,534        525        518        350        -80       -154        -69
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       54.4        1.0       17.6        0.3        0.0       54.8       37.5        1.2        3.4        4.0        0.1        4.3        1.4
 
Number of Traders in Each Category                                    Total Traders:       128
         4          9          .         16          .          0         53         21          7         14          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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    34,629
Positions
    16,734     14,491        459        334          0          0      3,547      2,173        279     11,586     15,587      1,014        676        626
 
Changes from:       November 20, 2012                                Total Change is:     1,867
       165        484        342        -63          0          0        255        974        114      1,031       -210          0         23        163
 
Percent of Open Interest Represented by Each Category of Trader
      48.3       41.8        1.3        1.0        0.0        0.0       10.2        6.3        0.8       33.5       45.0        2.9        2.0        1.8
 
Number of Traders in Each Category                                    Total Traders:        26
         6          5          5          .          0          0          6          4          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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    31,901
Positions
     1,307     23,759        239        965        124          0     24,173      3,268        286        280      2,297        164      4,487      1,764
 
Changes from:       November 20, 2012                                Total Change is:     2,143
         0      3,087        239        119          0          0      1,252       -683        -19        140         82        -62        474       -501
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       74.5        0.7        3.0        0.4        0.0       75.8       10.2        0.9        0.9        7.2        0.5       14.1        5.5
 
Number of Traders in Each Category                                    Total Traders:        53
         .          9          .          5          .          0         22         10          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    49,294
Positions
    16,237     26,662        349      4,942        509        471     11,998     10,873      3,225      3,118      1,448        594      8,360      5,163
 
Changes from:       November 20, 2012                                Total Change is:        67
    -1,418      1,098         14        595         -7        -19        424     -2,373        102        707      1,120         79       -417         52
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       54.1        0.7       10.0        1.0        1.0       24.3       22.1        6.5        6.3        2.9        1.2       17.0       10.5
 
Number of Traders in Each Category                                    Total Traders:        96
        17         15          4          7          .          .         22         18         10          7          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    98,588
Positions
    32,475     53,323        699      9,884      1,017        941     23,996     21,747      6,450      6,235      2,896      1,188     16,719     10,327
 
Changes from:       November 20, 2012                                Total Change is:       133
    -2,837      2,196         28      1,189        -13        -38        849     -4,746        205      1,413      2,240        158       -833        104
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       54.1        0.7       10.0        1.0        1.0       24.3       22.1        6.5        6.3        2.9        1.2       17.0       10.5
 
Number of Traders in Each Category                                    Total Traders:        96
        17         15          4          7          .          .         22         18         10          7          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   981,275
Positions
    61,810    211,548     39,367    359,319    159,885     62,060    105,130    177,417    144,608     38,496     41,220     22,715    147,771    122,457
 
Changes from:       November 20, 2012                                Total Change is:     2,631
     1,043     -3,570     -2,123      6,639     -1,223       -142      1,559      2,957        932        185      3,951      1,807     -7,268         42
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       21.6        4.0       36.6       16.3        6.3       10.7       18.1       14.7        3.9        4.2        2.3       15.1       12.5
 
Number of Traders in Each Category                                    Total Traders:       602
        42         41         35        120         55         64        106        117        113         57         63         52
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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   286,473
Positions
    32,233     66,245      6,781     89,561     29,088      9,690     17,257     36,943     43,438     10,034     13,178      9,141     68,338     71,969
 
Changes from:       November 20, 2012                                Total Change is:      -879
     1,166     -3,874         82      1,804       -331        -84     -3,414       -962      2,648     -1,211        157      1,954     -3,824       -469
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       23.1        2.4       31.3       10.2        3.4        6.0       12.9       15.2        3.5        4.6        3.2       23.9       25.1
 
Number of Traders in Each Category                                    Total Traders:       119
        14         11          8         28          8         12         15         25         33          9          8         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 3,474,008
Positions
   210,616    789,249    100,194  1,389,553    694,750    221,080    572,391    835,392    372,829    150,827    148,723     59,353    397,166    252,439
 
Changes from:       November 20, 2012                                Total Change is:    17,553
    -8,030     -5,891     -3,609     23,613     -5,014        267     17,482     12,210     -1,196      5,357     17,344        890    -17,220      2,554
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       22.7        2.9       40.0       20.0        6.4       16.5       24.0       10.7        4.3        4.3        1.7       11.4        7.3
 
Number of Traders in Each Category                                    Total Traders:       559
        38         41         32        107         51         56        107        108        104         51         56         44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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   120,223
Positions
    12,708     33,622         13     64,183     64,308      1,903     28,269     14,915         94        646      2,177          0     12,407      3,191
 
Changes from:       November 20, 2012                                Total Change is:     1,734
    -3,364      3,798          6      1,774     -1,274         77      3,630        630       -660        255        -24          0         16       -819
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       28.0        0.0       53.4       53.5        1.6       23.5       12.4        0.1        0.5        1.8        0.0       10.3        2.7
 
Number of Traders in Each Category                                    Total Traders:       102
         8         13          .         39         13         13         15         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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    82,396
Positions
    25,532     43,631      1,011     22,013     10,755        903     21,119     15,893      1,838      1,937      3,233        880      7,164      4,253
 
Changes from:       November 20, 2012                                Total Change is:   -27,847
    14,090     13,054    -31,580     -2,777        -61       -231      2,102       -152     -7,800        169        856       -570     -1,250     -1,363
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       53.0        1.2       26.7       13.1        1.1       25.6       19.3        2.2        2.4        3.9        1.1        8.7        5.2
 
Number of Traders in Each Category                                    Total Traders:       228
        20         23          7         33         23         10         45         50         18         19         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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   411,982
Positions
   127,662    218,155      5,053    110,065     53,773      4,513    105,593     79,467      9,191      9,687     16,167      4,399     35,820     21,266
 
Changes from:       November 20, 2012                                Total Change is:       508
      -513     -1,163         58     -4,096       -515       -945     -1,741       -360       -941        845      1,052        381      7,461      2,942
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       53.0        1.2       26.7       13.1        1.1       25.6       19.3        2.2        2.4        3.9        1.1        8.7        5.2
 
Number of Traders in Each Category                                    Total Traders:       228
        20         23          7         33         23         10         45         50         18         19         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   383,884
Positions
   143,935     23,139     12,956    130,962    205,257     20,042     53,754     93,833      2,896      3,252     11,016        366     15,720     14,378
 
Changes from:       November 20, 2012                                Total Change is:    -9,055
    -7,084      3,240     -1,005     -1,767     -2,774        110      1,564     -5,477     -1,893        203        258         26        791     -1,539
 
Percent of Open Interest Represented by Each Category of Trader
      37.5        6.0        3.4       34.1       53.5        5.2       14.0       24.4        0.8        0.8        2.9        0.1        4.1        3.7
 
Number of Traders in Each Category                                    Total Traders:       241
        24         11          .         47         43         23         37         56         12          7         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    41,183
Positions
     8,869      4,435          0     11,959        440         94      7,394     12,542          0      5,084      3,589          0      7,783     20,083
 
Changes from:       November 20, 2012                                Total Change is:     3,939
    -1,918        -19          0         49        -35         -2      1,116      3,625          0      1,732          0          0      2,962        370
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       10.8        0.0       29.0        1.1        0.2       18.0       30.5        0.0       12.3        8.7        0.0       18.9       48.8
 
Number of Traders in Each Category                                    Total Traders:        47
         .          4          0         14          .          .          9         10          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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    45,479
Positions
    11,504     16,480      3,613      3,857      2,450        829     16,009      7,369        962      2,129      3,243          0      6,576     10,533
 
Changes from:       November 20, 2012                                Total Change is:     7,864
     2,839        987        760       -420       -120        215      4,070       -452        293        510      1,579          0       -403      4,602
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       36.2        7.9        8.5        5.4        1.8       35.2       16.2        2.1        4.7        7.1        0.0       14.5       23.2
 
Number of Traders in Each Category                                    Total Traders:        59
        13         11          7          5          .          .         15          7          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    63,918
Positions
     4,021      8,277        770     40,387     35,181      6,905      7,483      9,783          0        218          0          0      4,134      3,002
 
Changes from:       November 20, 2012                                Total Change is:        17
      -283         11          0        170        118        -20         74        -45          0          0          0          0         76        -47
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       12.9        1.2       63.2       55.0       10.8       11.7       15.3        0.0        0.3        0.0        0.0        6.5        4.7
 
Number of Traders in Each Category                                    Total Traders:        66
         4          .          .         25         22          9          9          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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   130,959
Positions
    19,798     64,341      2,842     68,192     19,287      5,557     14,856     30,638        780      6,244      2,096      1,009     11,681      4,409
 
Changes from:       November 20, 2012                                Total Change is:     9,719
     5,667      6,791      1,687      1,296       -643        -31      1,075      1,699         28       -383         -4        -46        426        238
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       49.1        2.2       52.1       14.7        4.2       11.3       23.4        0.6        4.8        1.6        0.8        8.9        3.4
 
Number of Traders in Each Category                                    Total Traders:       131
        13         18          6         35         16         15         27          8          4         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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   753,318
Positions
     3,301    115,642     44,541    248,677    136,073     81,948     82,628     79,690     82,931     19,838     32,531      7,362    182,091    172,599
 
Changes from:       November 20, 2012                                Total Change is:     6,513
    -5,752     -6,450      6,193    -15,327      2,494      4,645        -38     -3,670      9,871     -1,009     -5,308     -2,334     10,264      1,072
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       15.4        5.9       33.0       18.1       10.9       11.0       10.6       11.0        2.6        4.3        1.0       24.2       22.9
 
Number of Traders in Each Category                                    Total Traders:       153
         .         18         13         40         25         35         30         23         30          5          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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   389,603
Positions
         0    121,674     12,828    218,927     41,354     37,304      3,298     77,715      4,673     17,659     19,488      2,710     92,204     71,857
 
Changes from:       November 20, 2012                                Total Change is:    32,397
    -3,332        958     12,096     -4,069     -1,709        262        269        179      3,807          0          0      2,710     20,655     14,094
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       31.2        3.3       56.2       10.6        9.6        0.8       19.9        1.2        4.5        5.0        0.7       23.7       18.4
 
Number of Traders in Each Category                                    Total Traders:        63
         0         12          .         26          8         16          .          7          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 1,157,985
Positions
   115,537     89,607     69,915    266,849    100,664     50,394    211,139    553,612    121,750    127,966     37,464     24,293    170,142    110,285
 
Changes from:       November 20, 2012                                Total Change is:   -65,739
     4,658    -23,187     -9,862     -1,094     -3,742     -2,141    -41,387    -28,283    -43,243     -3,449      6,314      6,300     24,478     32,103
 
Percent of Open Interest Represented by Each Category of Trader
      10.0        7.7        6.0       23.0        8.7        4.4       18.2       47.8       10.5       11.1        3.2        2.1       14.7        9.5
 
Number of Traders in Each Category                                    Total Traders:       223
        21         19         22         43         24         30         38         39         43         22         16         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    43,458
Positions
    28,946     13,787      4,005          0        514          0      5,105     20,104      3,792          0         25        360      1,250        871
 
Changes from:       November 20, 2012                                Total Change is:     3,066
     1,431       -478        864          0          0          0        133      2,371        174         -4         25        -81        549        191
 
Percent of Open Interest Represented by Each Category of Trader
      66.6       31.7        9.2        0.0        1.2        0.0       11.7       46.3        8.7        0.0        0.1        0.8        2.9        2.0
 
Number of Traders in Each Category                                    Total Traders:        44
        13          5         11          0          .          0          8         15          9          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 2,051,670
Positions
   123,642    135,554    109,919    383,151    712,205    182,484    527,943    111,593    229,995    105,635    119,792     60,329    328,571    389,797
 
Changes from:       November 20, 2012                                Total Change is:  -187,190
    -5,114    -11,221   -104,169     -8,616    -17,915     -8,596    -41,848    -25,851    -37,379      8,910     -2,786     -3,130     12,753     23,858
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        6.6        5.4       18.7       34.7        8.9       25.7        5.4       11.2        5.1        5.8        2.9       16.0       19.0
 
Number of Traders in Each Category                                    Total Traders:       262
        16         33         36         22         59         50         65         39         64          8         20         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 1,691,723
Positions
   291,627    156,683     84,683    218,309    465,550    128,032    376,202    348,835    123,867    177,009     97,650     12,544    279,450    273,879
 
Changes from:       November 20, 2012                                Total Change is:   -56,491
     8,205     -1,475    -12,747      8,335        106    -16,061      3,229     26,012    -49,650      1,266      1,078     -7,280      8,213      3,527
 
Percent of Open Interest Represented by Each Category of Trader
      17.2        9.3        5.0       12.9       27.5        7.6       22.2       20.6        7.3       10.5        5.8        0.7       16.5       16.2
 
Number of Traders in Each Category                                    Total Traders:       198
        15         26         24         23         37         34         45         28         36         11         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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   405,822
Positions
   171,653    152,339    108,545          9      2,015      3,551     35,536     39,287     52,080        466      7,347      8,947     25,034     31,710
 
Changes from:       November 20, 2012                                Total Change is:    10,955
     3,660     11,680        932          0       -602          0      9,043      1,407        -84        -63       -915       -457     -2,078     -1,008
 
Percent of Open Interest Represented by Each Category of Trader
      42.3       37.5       26.7        0.0        0.5        0.9        8.8        9.7       12.8        0.1        1.8        2.2        6.2        7.8
 
Number of Traders in Each Category                                    Total Traders:        77
        19         22         33          .          .          .         15         12         21          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 is12,221,425
Positions
 1,202,758  2,961,382  2,737,345    902,824    122,089    169,086  1,474,691    245,167  4,003,216    106,454    191,365    711,399    913,652  1,080,376
 
Changes from:       November 20, 2012                                Total Change is:   -65,326
    72,152    -89,943      8,432      3,282    -38,125     -4,018   -179,851     -6,564     25,092     10,832     20,314      2,284     -3,531     17,202
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       24.2       22.4        7.4        1.0        1.4       12.1        2.0       32.8        0.9        1.6        5.8        7.5        8.8
 
Number of Traders in Each Category                                    Total Traders:       259
        28         51         78          9         12         17         68         48         94         13         20         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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    12,877
Positions
    11,120        581          0        557        984          0        748     10,966          1        234        245          0        217        100
 
Changes from:       November 20, 2012                                Total Change is:       521
       492        -10          0         -3          0          0         32        508          0          0          0          0          0         23
 
Percent of Open Interest Represented by Each Category of Trader
      86.4        4.5        0.0        4.3        7.6        0.0        5.8       85.2        0.0        1.8        1.9        0.0        1.7        0.8
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          4          0          5         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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    13,198
Positions
    11,213      6,178          0        957        868         41        718      5,915         12          0         91          0        257         93
 
Changes from:       November 20, 2012                                Total Change is:      -408
       -86         42          0         -4         -3          0       -331       -503         12          0          0          0          1         44
 
Percent of Open Interest Represented by Each Category of Trader
      85.0       46.8        0.0        7.3        6.6        0.3        5.4       44.8        0.1        0.0        0.7        0.0        1.9        0.7
 
Number of Traders in Each Category                                    Total Traders:        29
         .          6          0          .          4          .          5          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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    36,621
Positions
     9,761      8,174      1,288      2,156      3,421        311     10,450     18,575      1,750      7,188        684          5      3,712      2,414
 
Changes from:       November 20, 2012                                Total Change is:    -3,707
       313         -0        -24        -70        -52          8     -3,671     -2,627         85       -553     -1,346          0        205        249
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       22.3        3.5        5.9        9.3        0.8       28.5       50.7        4.8       19.6        1.9        0.0       10.1        6.6
 
Number of Traders in Each Category                                    Total Traders:       102
         .          .          .          9          5          .         21         27         10         27          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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   375,098
Positions
   123,871     20,010     39,810     35,817     22,199     14,181     30,126    132,397     42,708      4,144     17,624     60,685     23,756     25,484
 
Changes from:       November 20, 2012                                Total Change is:   -43,283
     9,666    -12,122    -17,087       -693        744         80    -19,797        190     -5,518     -3,942     -3,922     -5,801       -191        153
 
Percent of Open Interest Represented by Each Category of Trader
      33.0        5.3       10.6        9.5        5.9        3.8        8.0       35.3       11.4        1.1        4.7       16.2        6.3        6.8
 
Number of Traders in Each Category                                    Total Traders:       164
        27          9         23          9         13         10         28         40         40         15         14         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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     9,331
Positions
       206      4,496          0      3,657        479         83      4,115      3,332        902        240         30          0        128          9
 
Changes from:       November 20, 2012                                Total Change is:     2,178
       -57        418          0         60          3         -1      2,282      1,758          0       -109          0          0          3          0
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       48.2        0.0       39.2        5.1        0.9       44.1       35.7        9.7        2.6        0.3        0.0        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          4          0          4          .          .          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated December 5, 2012