`Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   150,557
Positions
     4,065     92,711      3,832     22,441     18,879      1,438     61,819      9,740      3,928      8,627        831        466     43,941     18,731
 
Changes from:       December 18, 2012                                Total Change is:   -76,835
   -16,446    -10,656    -39,285       -811        426        654     -9,325    -10,739     -9,871      1,270     -6,350        121     -3,143     -1,135
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       61.6        2.5       14.9       12.5        1.0       41.1        6.5        2.6        5.7        0.6        0.3       29.2       12.4
 
Number of Traders in Each Category                                    Total Traders:        86
         .         12          5          9          4          4         30         11         13         15          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    50,221
Positions
         0     26,241         11      1,626      2,700        291     21,210      9,104      1,198        604      2,409          0     25,281      8,268
 
Changes from:       December 18, 2012                                Total Change is:     5,378
      -435      9,287          5       -118          3        118      4,554     -2,015        106          0       -884          0      1,148     -1,241
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       52.3        0.0        3.2        5.4        0.6       42.2       18.1        2.4        1.2        4.8        0.0       50.3       16.5
 
Number of Traders in Each Category                                    Total Traders:        39
         0          9          .          .          4          .         13          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   191,997
Positions
     2,495     62,501      2,078     24,147     30,437      2,300    105,341     33,343      5,891      3,923     33,815      1,748     44,074     19,884
 
Changes from:       December 18, 2012                                Total Change is:    -5,915
      -273      5,480        597      1,118       -283        197     -8,791    -10,657      1,417       -241     -1,443          8         51     -1,232
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       32.6        1.1       12.6       15.9        1.2       54.9       17.4        3.1        2.0       17.6        0.9       23.0       10.4
 
Number of Traders in Each Category                                    Total Traders:       105
         4         11          5          7         13          4         34         18         14          7         11          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   230,961
Positions
    87,720      7,297     10,628     52,653      8,148      3,397     21,691    106,318     17,214     16,349      4,772      3,830     17,479     69,358
 
Changes from:       December 18, 2012                                Total Change is:     3,848
     2,384        517      1,053       -635       -549        760     -2,908     -5,432      2,746       -866       -542      1,581       -268      3,714
 
Percent of Open Interest Represented by Each Category of Trader
      38.0        3.2        4.6       22.8        3.5        1.5        9.4       46.0        7.5        7.1        2.1        1.7        7.6       30.0
 
Number of Traders in Each Category                                    Total Traders:       124
         8         11          8          8          8          5         23         47         22         10          9          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   245,600
Positions
    19,717     36,800      9,681     44,831     37,122     11,115     59,867     58,829     22,636     16,028     11,236      4,669     57,057     53,514
 
Changes from:       December 18, 2012                                Total Change is:    11,236
       -17     13,517        942       -469        415          7      5,470     -1,090      2,035        741       -991     -1,215      3,741     -2,384
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       15.0        3.9       18.3       15.1        4.5       24.4       24.0        9.2        6.5        4.6        1.9       23.2       21.8
 
Number of Traders in Each Category                                    Total Traders:       184
        17         16         13         20         18         18         38         30         29         18         27         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   185,331
Positions
    13,177     66,756      3,300      4,271     44,395      1,439    115,721     37,292      5,268      2,223      6,069      1,094     38,838     19,718
 
Changes from:       December 18, 2012                                Total Change is:   -29,636
     1,869    -16,709        603         61        -58         -1    -27,858     -5,084       -819        842     -4,363       -795     -3,538     -2,410
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       36.0        1.8        2.3       24.0        0.8       62.4       20.1        2.8        1.2        3.3        0.6       21.0       10.6
 
Number of Traders in Each Category                                    Total Traders:       112
         7          9          5          4         10          4         39         27         17          6         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    75,148
Positions
    36,457     49,546     17,436      3,559          0          0      7,331        518      4,478      2,470          0      2,855        562        315
 
Changes from:       December 18, 2012                                Total Change is:     1,644
         0      1,434          0        321          0          0      1,039        -35        250          0          0          0         34         -5
 
Percent of Open Interest Represented by Each Category of Trader
      48.5       65.9       23.2        4.7        0.0        0.0        9.8        0.7        6.0        3.3        0.0        3.8        0.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        24
         5         13         10          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   200,460
Positions
    19,880    119,097          0     12,809        845          0    145,913     66,053         62      9,218     12,257        456     12,122      1,690
 
Changes from:       December 18, 2012                                Total Change is:   -11,730
       863        139          0       -329       -146          0    -14,930    -12,996         62         81      1,330        311      2,212       -430
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       59.4        0.0        6.4        0.4        0.0       72.8       33.0        0.0        4.6        6.1        0.2        6.0        0.8
 
Number of Traders in Each Category                                    Total Traders:       131
         8         10          0         14          .          0         62         15          .         14          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    41,054
Positions
    16,298     20,569        844      3,346          0          0      6,647      1,781        551     11,637     15,587      1,060        671        662
 
Changes from:       December 18, 2012                                Total Change is:       752
        98        464        240       -314          0          0        549         98         64        184          0          0        -69       -114
 
Percent of Open Interest Represented by Each Category of Trader
      39.7       50.1        2.1        8.2        0.0        0.0       16.2        4.3        1.3       28.3       38.0        2.6        1.6        1.6
 
Number of Traders in Each Category                                    Total Traders:        26
         4          5          4          .          0          0          7          4          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    40,135
Positions
     2,847     21,714         12        344          0          0     28,806     13,306        229        437      3,282        156      7,304      1,436
 
Changes from:       December 18, 2012                                Total Change is:    -2,311
     1,123      3,801         12       -110          0          0     -5,068     -5,963         73        198         -7         88      1,373       -315
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       54.1        0.0        0.9        0.0        0.0       71.8       33.2        0.6        1.1        8.2        0.4       18.2        3.6
 
Number of Traders in Each Category                                    Total Traders:        57
         5          7          .          .          0          0         24         13          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    49,255
Positions
    13,198     35,905        175      5,672          0        463     18,785      7,475        407      2,094        439        436      8,026      3,955
 
Changes from:       December 18, 2012                                Total Change is:   -30,691
    -4,334     -6,204    -12,568     -1,263          0        222      1,171      1,466     -8,928     -1,388       -175     -1,622     -1,982     -2,882
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       72.9        0.4       11.5        0.0        0.9       38.1       15.2        0.8        4.3        0.9        0.9       16.3        8.0
 
Number of Traders in Each Category                                    Total Traders:        89
        20         14          4          7          0          .         26         12          7          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    98,509
Positions
    26,395     71,809        350     11,343          0        925     37,570     14,950        815      4,189        878        872     16,052      7,911
 
Changes from:       December 18, 2012                                Total Change is:   -28,670
    -5,665      1,035    -12,746        294          0        444        605     -3,265     -7,167       -464     -1,356     -2,238     -1,733     -3,376
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       72.9        0.4       11.5        0.0        0.9       38.1       15.2        0.8        4.3        0.9        0.9       16.3        8.0
 
Number of Traders in Each Category                                    Total Traders:        89
        20         14          4          7          0          .         26         12          7          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   852,046
Positions
    49,056    241,134     14,205    363,290    140,540     54,851     88,373    157,693    101,806     35,645     33,800     21,382    123,439     86,636
 
Changes from:       December 18, 2012                                Total Change is:  -245,594
   -11,389    -17,221    -77,730     15,107     -3,183     -9,703    -34,570      1,414   -105,111     -3,826    -11,081     -9,531     -8,841    -13,447
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       28.3        1.7       42.6       16.5        6.4       10.4       18.5       11.9        4.2        4.0        2.5       14.5       10.2
 
Number of Traders in Each Category                                    Total Traders:       554
        41         35         29        121         46         56         93        112         94         54         50         40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   221,684
Positions
    10,057     75,109      3,331     82,964     28,039      9,031      9,411      8,347     31,179      6,470     10,924      9,876     59,366     45,848
 
Changes from:       December 18, 2012                                Total Change is:  -100,255
    -9,814     -7,019    -23,991        182        186     -2,206    -18,685    -30,515    -25,963     -4,257     -5,742     -3,234    -12,287     -1,770
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       33.9        1.5       37.4       12.6        4.1        4.2        3.8       14.1        2.9        4.9        4.5       26.8       20.7
 
Number of Traders in Each Category                                    Total Traders:       105
         7         12          5         26          7         11         19         16         32          9          7         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 3,151,807
Positions
   211,008    846,140     38,356  1,427,864    588,736    202,864    419,351    771,270    328,591    147,348    115,856     56,057    320,367    203,936
 
Changes from:       December 18, 2012                                Total Change is:  -726,695
   -11,526    -54,660   -265,043     65,896    -25,576    -28,754   -254,649    -15,576   -220,518       -538    -29,388    -28,792     17,228    -58,389
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       26.8        1.2       45.3       18.7        6.4       13.3       24.5       10.4        4.7        3.7        1.8       10.2        6.5
 
Number of Traders in Each Category                                    Total Traders:       516
        41         34         25        108         44         50         89        107         85         48         45         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   113,576
Positions
     3,443     39,846         21     60,723     57,447      3,202     33,303      8,089          1        983      2,569          0     11,901      2,402
 
Changes from:       December 18, 2012                                Total Change is:   -15,053
    -1,400     -2,691    -10,488       -168        -87      1,437        357       -894     -2,096         53        228          0     -2,748       -462
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       35.1        0.0       53.5       50.6        2.8       29.3        7.1        0.0        0.9        2.3        0.0       10.5        2.1
 
Number of Traders in Each Category                                    Total Traders:       102
         5         14          .         38         14         10         18          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    60,603
Positions
     2,877     30,962        544     25,899      7,130      1,219     20,569     14,637        822      1,127      1,977        878      6,667      2,434
 
Changes from:       December 18, 2012                                Total Change is:   -63,638
    -1,446     -7,379    -35,152       -171       -836     -5,510     -6,612        993    -12,334       -521     -1,397       -864     -1,027     -1,159
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       51.1        0.9       42.7       11.8        2.0       33.9       24.2        1.4        1.9        3.3        1.4       11.0        4.0
 
Number of Traders in Each Category                                    Total Traders:       194
        17         25          4         29         20         13         52         33         12         10          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   303,017
Positions
    14,387    154,808      2,722    129,496     35,648      6,095    102,843     73,186      4,110      5,637      9,887      4,391     33,335     12,170
 
Changes from:       December 18, 2012                                Total Change is:  -183,570
   -52,992    -82,497    -41,507      8,965     -4,359    -22,645    -42,752      9,321    -37,386     -2,607     -9,602       -707      8,061      5,813
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       51.1        0.9       42.7       11.8        2.0       33.9       24.2        1.4        1.9        3.3        1.4       11.0        4.0
 
Number of Traders in Each Category                                    Total Traders:       194
        17         25          4         29         20         13         52         33         12         10          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   353,803
Positions
    80,070     44,806      9,241    132,996    190,846     23,723     80,108     62,126      2,547      3,156      9,275        399     21,564     10,840
 
Changes from:       December 18, 2012                                Total Change is:   -87,306
   -21,847     14,168    -41,485      3,334     -1,904    -12,467     -4,124    -36,602     -4,241       -779     -2,033       -674     -5,024     -2,068
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       12.7        2.6       37.6       53.9        6.7       22.6       17.6        0.7        0.9        2.6        0.1        6.1        3.1
 
Number of Traders in Each Category                                    Total Traders:       242
        20         11          .         54         39         26         49         48         12          9         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    52,532
Positions
     6,817     10,520        172     20,614          0         81     10,704     20,359        604      3,668      1,348          2      9,870     19,446
 
Changes from:       December 18, 2012                                Total Change is:       -12
     3,151      4,133         72       -773          0          0     -2,953     -1,793        604       -454        -48          2        339     -2,982
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       20.0        0.3       39.2        0.0        0.2       20.4       38.8        1.1        7.0        2.6        0.0       18.8       37.0
 
Number of Traders in Each Category                                    Total Traders:        49
         7          .          .         15          0          .         13          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    53,381
Positions
    10,228      9,643      3,664      6,642      3,608          0     20,531      4,657         11      4,684        575          0      7,621     31,223
 
Changes from:       December 18, 2012                                Total Change is:    -5,349
       935        412      1,012       -712        -62          0     -5,037      1,128       -379       -122        319          0     -1,046     -7,779
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       18.1        6.9       12.4        6.8        0.0       38.5        8.7        0.0        8.8        1.1        0.0       14.3       58.5
 
Number of Traders in Each Category                                    Total Traders:        60
        16          9          8          4          .          0         15          6          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    79,381
Positions
    16,502     23,076         84     43,024     30,393      7,285      7,942     15,391        114        220          0          0      4,210      3,038
 
Changes from:       December 18, 2012                                Total Change is:   -12,380
    11,970     12,371    -22,138      1,488       -750        295        187      1,386     -2,553          0          0          0     -1,629       -991
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       29.1        0.1       54.2       38.3        9.2       10.0       19.4        0.1        0.3        0.0        0.0        5.3        3.8
 
Number of Traders in Each Category                                    Total Traders:        71
         .          4          .         24         22          9         10          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   145,576
Positions
    17,160     68,678      2,462     78,284     18,706      5,773     19,791     40,744        690      6,828      3,495      1,401     13,187      3,627
 
Changes from:       December 18, 2012                                Total Change is:   -22,162
       311     -3,123     -5,024      4,222      2,999         18        484      6,927     -8,878        323      1,225       -920    -12,698    -15,386
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       47.2        1.7       53.8       12.8        4.0       13.6       28.0        0.5        4.7        2.4        1.0        9.1        2.5
 
Number of Traders in Each Category                                    Total Traders:       135
        15         18          4         40         14         13         24          7          .         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   608,715
Positions
     6,245     82,543     23,024    222,878    138,640     78,737     70,723     42,633     40,949     19,841     33,540      2,792    143,526    165,858
 
Changes from:       December 18, 2012                                Total Change is:   -83,903
    -4,694    -13,645     -9,164    -19,019     -6,432       -698     -1,521    -20,656    -31,320        -50      1,024     -4,087    -13,350      1,074
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       13.6        3.8       36.6       22.8       12.9       11.6        7.0        6.7        3.3        5.5        0.5       23.6       27.2
 
Number of Traders in Each Category                                    Total Traders:       151
        10         15         18         34         29         37         29         17         35          8          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   356,089
Positions
         0    131,146          0    237,824     33,647     34,337      1,950     82,129      5,483     12,124     15,417          0     64,371     53,930
 
Changes from:       December 18, 2012                                Total Change is:   -10,484
         0      1,654         -6     -4,807     -6,712        270          0      2,575     -1,746     -3,591        -15          0       -604     -6,504
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.8        0.0       66.8        9.4        9.6        0.5       23.1        1.5        3.4        4.3        0.0       18.1       15.1
 
Number of Traders in Each Category                                    Total Traders:        64
         0         12          0         29          9         17          .          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 1,099,373
Positions
   106,372    133,359     35,365    267,920     86,729     55,017    242,455    581,707     79,526    169,518     35,051     10,581    132,619     82,037
 
Changes from:       December 18, 2012                                Total Change is:   -35,835
     4,368       -137     -1,457     -8,920      8,654        126    -27,576    -30,625    -13,602     11,006         19     -1,225      1,444      2,412
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       12.1        3.2       24.4        7.9        5.0       22.1       52.9        7.2       15.4        3.2        1.0       12.1        7.5
 
Number of Traders in Each Category                                    Total Traders:       218
        22         21         16         45         19         31         37         34         25         26         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    51,857
Positions
    27,637      5,761      6,789          0      1,809          0     10,699     30,880      5,972          8          0        222        530        424
 
Changes from:       December 18, 2012                                Total Change is:     1,372
       503     -3,449        544          0          0          0        670      4,508        -95          0          0        -48       -202        -88
 
Percent of Open Interest Represented by Each Category of Trader
      53.3       11.1       13.1        0.0        3.5        0.0       20.6       59.5       11.5        0.0        0.0        0.4        1.0        0.8
 
Number of Traders in Each Category                                    Total Traders:        47
        12          4         11          0          .          0         10         17         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,919,809
Positions
   122,698    128,964    116,098    315,484    731,307    178,410    569,054    138,945    178,663    122,614     88,773     20,950    295,838    337,700
 
Changes from:       December 18, 2012                                Total Change is:  -271,798
   -18,097    -11,596    -28,363    -80,796    -60,453    -24,047      3,072    -12,329    -88,017      6,460     -8,139    -21,551    -20,458    -17,303
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        6.7        6.0       16.4       38.1        9.3       29.6        7.2        9.3        6.4        4.6        1.1       15.4       17.6
 
Number of Traders in Each Category                                    Total Traders:       256
        20         27         38         22         58         48         65         36         66         10         18         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 1,621,589
Positions
   350,941    197,667     40,479    353,152    450,427    136,718    294,119    338,084     89,185    133,119     92,325     14,165    209,712    262,539
 
Changes from:       December 18, 2012                                Total Change is:    35,876
    86,201     21,974    -22,732     82,558     -7,058     10,013    -50,326     68,389    -37,985      1,045      1,631     -2,574    -30,325      4,218
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       12.2        2.5       21.8       27.8        8.4       18.1       20.8        5.5        8.2        5.7        0.9       12.9       16.2
 
Number of Traders in Each Category                                    Total Traders:       192
        13         21         15         31         37         37         26         41         33          9         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   449,671
Positions
   189,531    199,306    104,960          0      2,939      3,401     65,769     34,664     55,668      4,004      7,896      9,733     16,606     31,105
 
Changes from:       December 18, 2012                                Total Change is:     6,533
    17,289     10,128     -1,404          0          0          0     -3,183     -1,104     -2,491         96         30       -162     -3,613      1,535
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       44.3       23.3        0.0        0.7        0.8       14.6        7.7       12.4        0.9        1.8        2.2        3.7        6.9
 
Number of Traders in Each Category                                    Total Traders:        83
        22         21         33          0          .          .         18          8         21          5          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 is10,388,263
Positions
 1,000,952  2,630,928  2,423,704  1,009,938     74,001    138,565  1,058,235    276,034  3,106,887    198,021    144,391    511,122    940,840  1,082,631
 
Changes from:       December 18, 2012                                Total Change is:  -106,468
    84,535   -119,578     48,255     -7,085    -17,239     -4,709   -255,426    -21,388    -36,572     55,743      7,477    -10,774     19,565     48,060
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       25.3       23.3        9.7        0.7        1.3       10.2        2.7       29.9        1.9        1.4        4.9        9.1       10.4
 
Number of Traders in Each Category                                    Total Traders:       238
        24         50         72          9          8         17         60         47         90         10         18         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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     9,004
Positions
     7,849        503          0         42      1,002          0        756      6,362          0        234      1,066          0        123         71
 
Changes from:       December 18, 2012                                Total Change is:       234
        66        183          0          2          0          0        203         32          0        -25          0          0        -12         19
 
Percent of Open Interest Represented by Each Category of Trader
      87.2        5.6        0.0        0.5       11.1        0.0        8.4       70.7        0.0        2.6       11.8        0.0        1.4        0.8
 
Number of Traders in Each Category                                    Total Traders:        25
         .          4          0          .          .          0          4          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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     8,192
Positions
     7,321      2,143          0          0        862         42        649      4,850          0          0        261          0        180         34
 
Changes from:       December 18, 2012                                Total Change is:       -17
       323        -15          0          0         -2          2       -338         -7          0          0          0          0         -4          5
 
Percent of Open Interest Represented by Each Category of Trader
      89.4       26.2        0.0        0.0       10.5        0.5        7.9       59.2        0.0        0.0        3.2        0.0        2.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        22
         4          4          0          0          4          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    43,977
Positions
    10,170        994      1,462      1,718      6,329        312     19,898     29,975        923      7,201      1,274         15      2,278      2,693
 
Changes from:       December 18, 2012                                Total Change is:      -159
    -1,076        284       -133         36        563        -88        319        120        191      1,025       -604         15       -448       -507
 
Percent of Open Interest Represented by Each Category of Trader
      23.1        2.3        3.3        3.9       14.4        0.7       45.2       68.2        2.1       16.4        2.9        0.0        5.2        6.1
 
Number of Traders in Each Category                                    Total Traders:       109
         4          4          .          7          6          .         19         35          8         26          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   330,194
Positions
    99,835     25,353     37,808     28,250     15,170     13,194     28,639    122,774     35,913     14,657      5,703     52,997     18,901     21,282
 
Changes from:       December 18, 2012                                Total Change is:   -68,049
    -9,867       -210     -8,456      3,296     -3,312     -3,089    -11,118     -8,679     -9,974      5,065        804    -26,524     -7,382     -8,609
 
Percent of Open Interest Represented by Each Category of Trader
      30.2        7.7       11.5        8.6        4.6        4.0        8.7       37.2       10.9        4.4        1.7       16.1        5.7        6.4
 
Number of Traders in Each Category                                    Total Traders:       146
        17         11         19          8          8          8         31         33         37         17         13         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated December 28, 2012