`Traders in Financial Futures - Futures Only Positions as of December 18, 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   219,922
Positions
    20,818    103,904     40,123     23,407     18,453        350     71,014     20,517     11,369      7,335      7,246         35     45,471     17,925
 
Changes from:       December 11, 2012                                Total Change is:    41,835
    -8,677      9,162     36,313       -358      1,582       -287      7,275    -11,146      5,432       -336      1,478        -34      2,507       -665
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       47.2       18.2       10.6        8.4        0.2       32.3        9.3        5.2        3.3        3.3        0.0       20.7        8.2
 
Number of Traders in Each Category                                    Total Traders:        89
         5         13         10         10          4          .         33          9          8         11          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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    43,412
Positions
       435     16,960          0      1,744      2,697        173     16,757     11,337          0        604      3,293          0     23,699      8,952
 
Changes from:       December 11, 2012                                Total Change is:    -5,423
    -9,547     -2,536     -1,579        176        -76        -17      6,485      2,107     -4,936     -1,506      3,293     -1,232      6,733       -447
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       39.1        0.0        4.0        6.2        0.4       38.6       26.1        0.0        1.4        7.6        0.0       54.6       20.6
 
Number of Traders in Each Category                                    Total Traders:        35
         .          7          0          .          4          .         11          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   188,472
Positions
     1,919     57,186        205     23,579     30,720      1,419    113,452     46,167        110      5,019     35,177          0     42,769     17,488
 
Changes from:       December 11, 2012                                Total Change is:     4,844
   -10,121    -15,564     -1,909      1,222       -750          3     15,036     11,223     -2,664      1,601     15,529        -38      1,714       -986
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       30.3        0.1       12.5       16.3        0.8       60.2       24.5        0.1        2.7       18.7        0.0       22.7        9.3
 
Number of Traders in Each Category                                    Total Traders:        98
         .         11          .          7         13          4         34         16          4          8          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   196,662
Positions
    86,969      7,504        405     53,288      8,456      2,404     23,610    111,170        160     16,242      6,189          0     13,584     60,374
 
Changes from:       December 11, 2012                                Total Change is:   -70,920
     3,341     -7,611    -27,757     -1,280     -1,318       -131    -26,448      7,365    -26,482     15,677     -9,821     -5,431     -2,409        266
 
Percent of Open Interest Represented by Each Category of Trader
      44.2        3.8        0.2       27.1        4.3        1.2       12.0       56.5        0.1        8.3        3.1        0.0        6.9       30.7
 
Number of Traders in Each Category                                    Total Traders:       117
        10          7          .          8          8          4         20         47          .          5         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   193,681
Positions
    18,751     24,173      1,033     46,062     41,040      5,074     55,166     59,469        683     15,775     13,057      1,712     49,425     47,440
 
Changes from:       December 11, 2012                                Total Change is:   -48,251
   -37,295    -21,387    -11,524      1,133       -863         63     18,789     -6,754     -6,881    -13,542      3,049     -1,006      2,012     -2,948
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       12.5        0.5       23.8       21.2        2.6       28.5       30.7        0.4        8.1        6.7        0.9       25.5       24.5
 
Number of Traders in Each Category                                    Total Traders:       173
        17         12          5         19         17         15         38         32          9         16         22          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   204,312
Positions
    11,164     83,334         35      4,412     44,414      1,100    143,599     43,891        436      1,413     10,152      1,135     41,018     19,815
 
Changes from:       December 11, 2012                                Total Change is:   -25,082
    -9,653     14,718    -11,629         37        701       -765      6,958    -14,433    -11,822       -432      2,293       -240      2,464     -3,905
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       40.8        0.0        2.2       21.7        0.5       70.3       21.5        0.2        0.7        5.0        0.6       20.1        9.7
 
Number of Traders in Each Category                                    Total Traders:       109
         5         12          .          4          9          .         36         28          4          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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    73,504
Positions
    36,457     48,112     17,436      3,238          0          0      6,292        553      4,228      2,470          0      2,855        528        320
 
Changes from:       December 11, 2012                                Total Change is:    -9,515
    -2,958     -5,358     -4,026       -223          0        -35     -1,781        230       -374          0          0         -6       -112         54
 
Percent of Open Interest Represented by Each Category of Trader
      49.6       65.5       23.7        4.4        0.0        0.0        8.6        0.8        5.8        3.4        0.0        3.9        0.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        24
         5         13         10          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   212,190
Positions
    19,017    118,958          0     13,138        991          0    160,843     79,049          0      9,137     10,927        145      9,910      2,120
 
Changes from:       December 11, 2012                                Total Change is:   -39,697
    -6,769     12,839    -12,186     -6,963        576          0     15,328     -7,142    -29,340        356      1,084       -508        385     -5,020
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       56.1        0.0        6.2        0.5        0.0       75.8       37.3        0.0        4.3        5.1        0.1        4.7        1.0
 
Number of Traders in Each Category                                    Total Traders:       139
         5         10          0         12          4          0         72         13          0         18          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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    40,302
Positions
    16,200     20,105        604      3,660          0          0      6,098      1,683        487     11,453     15,587      1,060        740        776
 
Changes from:       December 11, 2012                                Total Change is:     4,604
      -187      3,415        601      3,129          0          0        642          2        419       -103          0          0        103        167
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       49.9        1.5        9.1        0.0        0.0       15.1        4.2        1.2       28.4       38.7        2.6        1.8        1.9
 
Number of Traders in Each Category                                    Total Traders:        23
         .          5          .          .          0          0          7          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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    42,446
Positions
     1,724     17,913          0        454          0          0     33,874     19,269        156        239      3,289         68      5,931      1,751
 
Changes from:       December 11, 2012                                Total Change is:     1,065
       100     -9,972     -1,014       -175          0          0      5,385     14,095     -2,638       -191      1,185       -108       -294       -483
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       42.2        0.0        1.1        0.0        0.0       79.8       45.4        0.4        0.6        7.7        0.2       14.0        4.1
 
Number of Traders in Each Category                                    Total Traders:        53
         .          7          0          .          0          0         24         11          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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    77,875
Positions
    17,532     42,117     12,723      6,935          0        241     17,634      5,585      8,492      2,674        609      1,853      9,794      6,258
 
Changes from:       December 11, 2012                                Total Change is:    27,210
     3,154     10,807     11,304      1,997          0       -340     -1,497     -3,742      8,285        470     -1,137      1,853      1,986        180
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       54.1       16.3        8.9        0.0        0.3       22.6        7.2       10.9        3.4        0.8        2.4       12.6        8.0
 
Number of Traders in Each Category                                    Total Traders:        95
        18         17         16          8          0          .         27         10         14          9          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    16,318
Positions
     5,809     11,029      1,887      1,410          0          0      4,123      1,908        323      1,659          0          0      1,107      1,171
 
Changes from:       December 11, 2012                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       67.6       11.6        8.6        0.0        0.0       25.3       11.7        2.0       10.2        0.0        0.0        6.8        7.2
 
Number of Traders in Each Category                                    Total Traders:        23
         4          9          .          .          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   123,113
Positions
    32,060     70,790     13,056     11,049          0        481     37,039     17,370      6,320      4,630      3,818      1,105     17,373     10,173
 
Changes from:       December 11, 2012                                Total Change is:    21,784
     3,304      8,171     10,219      1,173          0       -680     -1,223     -1,282      5,907        222        327      1,105      1,757     -1,983
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       57.5       10.6        9.0        0.0        0.4       30.1       14.1        5.1        3.8        3.1        0.9       14.1        8.3
 
Number of Traders in Each Category                                    Total Traders:        92
        17         17         12          7          0          .         27         12         12          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   923,950
Positions
    58,999    258,388     83,513    348,466    144,476     62,540    129,047    166,990     70,878     40,082     41,590     11,642    118,783     83,934
 
Changes from:       December 11, 2012                                Total Change is:    57,010
     2,137     18,154     34,801      5,460     -9,011      3,812      2,543         34     20,444     -1,401      2,404      1,688    -12,473    -15,316
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       28.0        9.0       37.7       15.6        6.8       14.0       18.1        7.7        4.3        4.5        1.3       12.9        9.1
 
Number of Traders in Each Category                                    Total Traders:       561
        39         40         45        122         47         65        119         95         89         46         50         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   244,816
Positions
    19,380     82,178     23,306     82,839     28,406     10,248     28,087     39,078      2,407     10,788     15,965      4,458     63,303     38,770
 
Changes from:       December 11, 2012                                Total Change is:    23,085
    -2,271     14,045     18,283     -1,247       -225      1,911      2,983      1,512      2,027     -1,038      2,782        907      1,530    -18,157
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       33.6        9.5       33.8       11.6        4.2       11.5       16.0        1.0        4.4        6.5        1.8       25.9       15.8
 
Number of Traders in Each Category                                    Total Traders:       101
        11         11          9         25          7         15         17         15         16          8          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 3,395,668
Positions
   218,204    901,155    280,928  1,363,098    615,315    226,497    679,871    814,632    167,280    158,911    140,563     23,479    277,400    225,819
 
Changes from:       December 11, 2012                                Total Change is:   169,625
     8,751      7,257     95,877     29,845    -47,616     13,192      7,489      2,298     82,397      1,794      1,720        296    -70,016     14,204
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       26.5        8.3       40.1       18.1        6.7       20.0       24.0        4.9        4.7        4.1        0.7        8.2        6.7
 
Number of Traders in Each Category                                    Total Traders:       535
        35         43         39        109         45         57        119         95         77         41         47         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   128,627
Positions
     4,843     42,537     10,509     60,891     57,534      1,765     32,946      8,984      2,095        930      2,341          0     14,648      2,862
 
Changes from:       December 11, 2012                                Total Change is:    11,065
    -1,736      3,748     10,490        558     -2,276        -86       -233     -2,795      1,858         79        -22          0        135        148
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       33.1        8.2       47.3       44.7        1.4       25.6        7.0        1.6        0.7        1.8        0.0       11.4        2.2
 
Number of Traders in Each Category                                    Total Traders:       102
         8         12          7         38         12          9         18          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   120,814
Positions
     4,417     38,133     35,398     26,070      7,965      6,729     27,091     14,166     11,059      1,711      3,225        784      7,554      3,355
 
Changes from:       December 11, 2012                                Total Change is:    17,460
       341      1,056      9,100        560     -1,176      5,635       -669        789      4,429         99       -476        102     -2,136     -1,999
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       31.6       29.3       21.6        6.6        5.6       22.4       11.7        9.2        1.4        2.7        0.6        6.3        2.8
 
Number of Traders in Each Category                                    Total Traders:       230
        18         28         24         32         21         16         68         38         28         14         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    26,916
Positions
    15,297     15,329      2,401      2,000          0        945      2,919      5,728          0        523          0        200      2,631      2,313
 
Changes from:       December 11, 2012                                Total Change is:     4,146
     1,018      1,183      2,053          0          0        945        330          0          0          0          0        100       -300       -135
 
Percent of Open Interest Represented by Each Category of Trader
      56.8       57.0        8.9        7.4        0.0        3.5       10.8       21.3        0.0        1.9        0.0        0.7        9.8        8.6
 
Number of Traders in Each Category                                    Total Traders:        22
         9          7          5          .          0          .          .          .          0          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   469,488
Positions
    67,848    236,265     42,740    120,531     40,007     28,740    145,144     66,475     31,008      8,554     18,738        307     24,616      5,208
 
Changes from:       December 11, 2012                                Total Change is:    66,570
    -1,929        824     33,776      2,979     -5,698     23,272     -9,231       -291     26,378        495     -2,379          9     -9,179     -9,321
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       50.3        9.1       25.7        8.5        6.1       30.9       14.2        6.6        1.8        4.0        0.1        5.2        1.1
 
Number of Traders in Each Category                                    Total Traders:       230
        18         28         19         31         22         16         68         38         27         14         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   439,188
Positions
   101,898     30,638     50,723    129,662    192,750     36,190     83,820     98,663      6,125      3,933     11,308        500     26,337     12,291
 
Changes from:       December 11, 2012                                Total Change is:    54,031
    -7,991      3,264     36,543     -6,992     -8,365     14,965      5,272      5,059      3,915        304       -534        500      7,515     -1,316
 
Percent of Open Interest Represented by Each Category of Trader
      23.2        7.0       11.5       29.5       43.9        8.2       19.1       22.5        1.4        0.9        2.6        0.1        6.0        2.8
 
Number of Traders in Each Category                                    Total Traders:       259
        23         13         13         53         41         29         51         52         16          9         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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    52,544
Positions
     3,666      6,387        100     21,387          0         81     13,657     22,152          0      4,122      1,396          0      9,531     22,428
 
Changes from:       December 11, 2012                                Total Change is:    -3,614
    -6,033      1,390       -120      5,264          0        -59      1,245      5,490     -1,070      1,601         32          0     -4,442     -9,277
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       12.2        0.2       40.7        0.0        0.2       26.0       42.2        0.0        7.8        2.7        0.0       18.1       42.7
 
Number of Traders in Each Category                                    Total Traders:        48
         4          .          .         15          0          .         12          9          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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    58,730
Positions
     9,293      9,231      2,652      7,354      3,670          0     25,568      3,529        390      4,806        256          0      8,667     39,002
 
Changes from:       December 11, 2012                                Total Change is:   -12,301
    -4,508    -11,737     -4,760        452      1,210       -293      2,567     -7,795     -1,664        984     -3,086       -217     -4,862     16,041
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       15.7        4.5       12.5        6.2        0.0       43.5        6.0        0.7        8.2        0.4        0.0       14.8       66.4
 
Number of Traders in Each Category                                    Total Traders:        60
        13         10          6          5          .          0         18          5          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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    91,761
Positions
     4,532     10,705     22,222     41,536     31,143      6,990      7,755     14,005      2,667        220          0          0      5,839      4,029
 
Changes from:       December 11, 2012                                Total Change is:    26,296
        35      1,498     21,405      2,035     -2,158       -314        -10      2,576      2,017          2          0          0      1,126      1,272
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       11.7       24.2       45.3       33.9        7.6        8.5       15.3        2.9        0.2        0.0        0.0        6.4        4.4
 
Number of Traders in Each Category                                    Total Traders:        73
         5          .          .         23         23          9          9          9          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   167,738
Positions
    16,849     71,801      7,486     74,062     15,707      5,755     19,307     33,817      9,568      6,505      2,270      2,321     25,885     19,013
 
Changes from:       December 11, 2012                                Total Change is:    16,895
    -3,417      3,282     -2,058      5,290     -3,392     -1,867      3,834      2,020      3,038        575        234      1,216     10,284     14,422
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       42.8        4.5       44.2        9.4        3.4       11.5       20.2        5.7        3.9        1.4        1.4       15.4       11.3
 
Number of Traders in Each Category                                    Total Traders:       132
        13         19         13         37         14         13         24          8          4         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   576,277
Positions
     9,788    101,979      4,409    240,140    148,318     70,445     88,779     64,698      8,863     19,274     32,849          0    134,579    144,716
 
Changes from:       December 11, 2012                                Total Change is:   -26,693
       556      1,198     -1,059      4,595    -18,055        812     -6,452       -247    -11,168        417       -101          0    -14,394      1,927
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       17.7        0.8       41.7       25.7       12.2       15.4       11.2        1.5        3.3        5.7        0.0       23.4       25.1
 
Number of Traders in Each Category                                    Total Traders:       170
         7         18          5         40         31         36         36         25         11          5          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   365,279
Positions
         0    129,492          6    242,631     40,359     34,067      1,950     79,650      7,086     15,715     15,432          0     63,824     59,187
 
Changes from:       December 11, 2012                                Total Change is:    -5,211
         0      9,518          6     12,321     -5,744     -3,114     -3,472       -957     -6,267     -1,076        -95          0     -3,609      1,442
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.5        0.0       66.4       11.0        9.3        0.5       21.8        1.9        4.3        4.2        0.0       17.5       16.2
 
Number of Traders in Each Category                                    Total Traders:        63
         0         11          .         29          9         17          .          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 1,057,716
Positions
   100,338    143,269     11,826    273,988     77,672     54,891    284,576    607,640     42,286    152,012     33,121      8,278    129,521     78,733
 
Changes from:       December 11, 2012                                Total Change is:    72,922
    -9,446     23,525     -6,537      3,780      1,854     -3,599     55,830     71,794     -3,843     40,023     -5,043         99     -3,385     -5,328
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       13.5        1.1       25.9        7.3        5.2       26.9       57.4        4.0       14.4        3.1        0.8       12.2        7.4
 
Number of Traders in Each Category                                    Total Traders:       222
        21         22          8         46         18         31         42         34         19         26         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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    50,485
Positions
    27,134      9,210      6,245          0      1,809          0     10,029     26,372      6,067          8          0        270        732        512
 
Changes from:       December 11, 2012                                Total Change is:     7,526
    -1,240     -2,897      1,768       -150          0          0      4,550      6,250      2,529          7          0         72        -10       -196
 
Percent of Open Interest Represented by Each Category of Trader
      53.7       18.2       12.4        0.0        3.6        0.0       19.9       52.2       12.0        0.0        0.0        0.5        1.4        1.0
 
Number of Traders in Each Category                                    Total Traders:        47
        11          5         11          0          .          0         11         16         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 1,698,628
Positions
   132,937    123,646     12,730    392,836    776,656    159,440    562,406    168,074     37,981    110,921    102,061      6,430    282,947    311,610
 
Changes from:       December 11, 2012                                Total Change is:   -29,361
    -9,843     -4,161     -4,673    -11,420     -2,423     -9,659     28,691     13,848    -15,957     22,807     -9,848     -2,515    -26,792      6,027
 
Percent of Open Interest Represented by Each Category of Trader
       7.8        7.3        0.7       23.1       45.7        9.4       33.1        9.9        2.2        6.5        6.0        0.4       16.7       18.3
 
Number of Traders in Each Category                                    Total Traders:       262
        23         29         12         22         60         42         52         46         32         12         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 1,461,674
Positions
   267,221    178,703     34,469    267,528    457,420    126,467    341,159    271,485     51,459    132,394     86,722      8,130    232,847    246,819
 
Changes from:       December 11, 2012                                Total Change is:   -22,675
   -18,843    -11,015      8,142     45,806    -11,124      9,083    -42,931    -22,825     -5,996     -8,013     -3,658      3,000    -12,923     11,718
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       12.2        2.4       18.3       31.3        8.7       23.3       18.6        3.5        9.1        5.9        0.6       15.9       16.9
 
Number of Traders in Each Category                                    Total Traders:       192
        11         23          8         29         38         34         38         31         19          9         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   432,669
Positions
   171,722    189,442    104,735          0      2,939      3,401     70,803     36,869     50,515      3,815      7,736      7,570     20,108     29,462
 
Changes from:       December 11, 2012                                Total Change is:    88,656
    29,887     84,611      1,187          0        718         56     49,424     -1,701      7,719      2,246      2,019        942     -2,805     -6,895
 
Percent of Open Interest Represented by Each Category of Trader
      39.7       43.8       24.2        0.0        0.7        0.8       16.4        8.5       11.7        0.9        1.8        1.7        4.6        6.8
 
Number of Traders in Each Category                                    Total Traders:        81
        20         21         29          0          .          .         19          7         21          6          4          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 is 8,014,583
Positions
   937,639  2,709,833  1,716,324  1,015,169     83,492    106,598  1,365,567    392,280  1,593,302    113,448    143,595    282,905    883,631    986,254
 
Changes from:       December 11, 2012                                Total Change is:  -775,255
  -102,715   -319,022   -196,369     41,709     -5,829    -30,699   -358,558    -83,197    -77,249     -4,661    -34,810     23,588    -70,301    -51,668
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       33.8       21.4       12.7        1.0        1.3       17.0        4.9       19.9        1.4        1.8        3.5       11.0       12.3
 
Number of Traders in Each Category                                    Total Traders:       218
        23         48         65         10          5         16         48         45         75         10         14         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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     8,770
Positions
     7,783        320          0         40      1,002          0        553      6,330          0        259      1,066          0        135         52
 
Changes from:       December 11, 2012                                Total Change is:    -4,583
    -2,082     -2,092          0       -498        -94          0     -1,616     -2,142       -311         25        100          0       -101        -44
 
Percent of Open Interest Represented by Each Category of Trader
      88.7        3.6        0.0        0.5       11.4        0.0        6.3       72.2        0.0        3.0       12.2        0.0        1.5        0.6
 
Number of Traders in Each Category                                    Total Traders:        27
         .          4          0          .          .          0          5          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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     8,209
Positions
     6,998      2,158          0          0        864         40        987      4,857          0          0        261          0        184         29
 
Changes from:       December 11, 2012                                Total Change is:    -4,486
    -4,021     -3,727          0          0          1         -1        129       -123       -593          0         -1          0          0        -42
 
Percent of Open Interest Represented by Each Category of Trader
      85.2       26.3        0.0        0.0       10.5        0.5       12.0       59.2        0.0        0.0        3.2        0.0        2.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        24
         4          4          0          0          4          .          4          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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    43,470
Positions
    11,570        537      1,242      1,590      5,766        400     19,180     29,855        636      6,175      1,878          0      2,677      3,156
 
Changes from:       December 11, 2012                                Total Change is:    -5,260
     2,268     -6,833       -681       -193        992         77     -1,990        265     -1,269     -3,098      1,044       -215       -159      1,360
 
Percent of Open Interest Represented by Each Category of Trader
      26.6        1.2        2.9        3.7       13.3        0.9       44.1       68.7        1.5       14.2        4.3        0.0        6.2        7.3
 
Number of Traders in Each Category                                    Total Traders:       100
         6          .          .          7          6          .         18         33          5         18         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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   398,243
Positions
   109,702     25,563     46,264     24,954     18,482     16,283     39,757    131,453     45,887      9,592      4,899     79,521     26,283     29,891
 
Changes from:       December 11, 2012                                Total Change is:   -11,500
    -9,878      4,680       -324     -4,384        293     -1,335      1,468    -13,720     -1,398      1,940     -2,053       -181      2,592      2,538
 
Percent of Open Interest Represented by Each Category of Trader
      27.5        6.4       11.6        6.3        4.6        4.1       10.0       33.0       11.5        2.4        1.2       20.0        6.6        7.5
 
Number of Traders in Each Category                                    Total Traders:       164
        21         13         23          7         10          8         33         39         44         18         14         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated December 21, 2012