```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,168
COMMITMENTS
      57      159       60    3,450    3,336    3,566    3,555      602      613

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        137)
      50        1       -1       77      151      127      151       11      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      3.8      1.4     82.8     80.0     85.6     85.3     14.4     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       15       14       19       17
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       55,867
COMMITMENTS
   9,441    3,895   12,732   27,568   26,864   49,742   43,491    6,125   12,376

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        760)
     147      329      212      406      505      765    1,046       -5     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      7.0     22.8     49.3     48.1     89.0     77.8     11.0     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       15       20       39       38       72       63
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      281,093
COMMITMENTS
  69,810   31,758   71,325  110,904  135,162  252,039  238,245   29,054   42,848

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -1,588)
  -3,254    6,174   -2,671    3,423   -4,547   -2,502   -1,044      914     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     11.3     25.4     39.5     48.1     89.7     84.8     10.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      93       72      109       65       77      213      219
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      396,315
COMMITMENTS
 105,140   36,296  103,882  160,658  191,549  369,679  331,726   26,635   64,589

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      5,751)
   5,025    1,306     -983    2,466    4,037    6,508    4,360     -757    1,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      9.2     26.2     40.5     48.3     93.3     83.7      6.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     110       89      127      103      160      285      315
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,741
COMMITMENTS
   3,522    4,868    1,230    3,180    1,843    7,931    7,940    1,810    1,801

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -509)
    -197     -414      221     -259     -130     -235     -323     -273     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2     50.0     12.6     32.6     18.9     81.4     81.5     18.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19       31       16       22       18       52       59
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,346
COMMITMENTS
  14,385    2,869    7,897    8,632    7,654   30,914   18,420    6,431   18,925

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      2,621)
   1,237      -47      796      479      787    2,512    1,537      109    1,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5      7.7     21.1     23.1     20.5     82.8     49.3     17.2     50.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      56       28       47       40       47      122      108
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      125,609
COMMITMENTS
   6,938    1,287    3,193  115,067  120,201  125,198  124,681      411      928

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -903)
       0     -260        0     -776     -772     -776   -1,032     -127      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      1.0      2.5     91.6     95.7     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1       16       15       18       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      125,240
COMMITMENTS
  28,009   49,989    3,226   66,893   48,032   98,128  101,247   27,113   23,993

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -55,454)
   6,570    1,929   -9,588  -25,870  -49,059  -28,889  -56,717  -26,566    1,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     39.9      2.6     53.4     38.4     78.4     80.8     21.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      23       15        8       22       24       50       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       38,261
COMMITMENTS
   3,236   14,163    1,929   25,424    3,311   30,589   19,402    7,672   18,859

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      2,792)
  -6,489    1,158      -46    9,575       83    3,040    1,196     -248    1,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     37.0      5.0     66.4      8.7     79.9     50.7     20.1     49.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5       15        6       13        9       22       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      117,370
COMMITMENTS
  18,228   43,913        0   96,564   66,582  114,792  110,495    2,578    6,875

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      1,018)
  -1,949    4,934      -24    2,822   -4,614      849      296      169      722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     37.4      0.0     82.3     56.7     97.8     94.1      2.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17       36        0       18       21       35       57
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      187,839
COMMITMENTS
  25,430   54,223    2,377  145,350  104,271  173,157  160,871   14,682   26,968

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -541)
  -1,105    2,264      222      230   -1,799     -653      687      113   -1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     28.9      1.3     77.4     55.5     92.2     85.6      7.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      18       27       10       27       30       52       60
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      140,060
COMMITMENTS
  52,849   30,133    2,796   67,949   79,358  123,594  112,287   16,465   27,773

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      1,242)
     790    2,339      338    2,196   -2,760    3,325      -83   -2,083    1,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7     21.5      2.0     48.5     56.7     88.2     80.2     11.8     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      22       29       13       22       24       50       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      318,711
COMMITMENTS
  45,485  172,424   29,665  214,547   56,459  289,696  258,548   29,015   60,163

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      9,853)
  -4,279    9,599     -118   16,233    2,624   11,836   12,105   -1,983   -2,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     54.1      9.3     67.3     17.7     90.9     81.1      9.1     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      28       83       44       54       50      112      147
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       10,181
COMMITMENTS
   6,571    5,166      225    1,540    2,351    8,336    7,742    1,845    2,439

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        739)
     836       43        0     -294      540      542      583      197      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.5     50.7      2.2     15.1     23.1     81.9     76.0     18.1     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9       15        1        5        3       14       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,538,245
COMMITMENTS
 250,345  702,160  4244613  6279093  5542783 10774050 10489556  764,195  1048689

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -31,372)
 -22,023  -70,820   35,479   18,473   19,518   31,929  -15,823  -63,301  -15,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      6.1     36.8     54.4     48.0     93.4     90.9      6.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      34       65       93      135      137      231      242
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      859,507
COMMITMENTS
  54,143   95,952   65,831  611,493  582,862  731,467  744,646  128,040  114,862

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     23,587)
  -3,505    4,414    9,065   24,565   11,489   30,124   24,967   -6,538   -1,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     11.2      7.7     71.1     67.8     85.1     86.6     14.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      526)
      82      111       82      235      231      364      377
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      291,816
COMMITMENTS
  30,040   21,318   18,688  174,560  189,473  223,288  229,479   68,527   62,337

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     11,758)
   9,742    2,743       70    6,916    9,080   16,728   11,892   -4,970     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      7.3      6.4     59.8     64.9     76.5     78.6     23.5     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      17       13       23       61       58       88       84
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,838,458
COMMITMENTS
 243,178  495,838  113,053  2184661  1966945  2540892  2575836  297,566  262,623

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     59,144)
 -24,101   50,490    2,838   88,243   12,045   66,980   65,373   -7,836   -6,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     17.5      4.0     77.0     69.3     89.5     90.7     10.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      494)
      75      108       74      212      212      330      351
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,908
COMMITMENTS
   6,832    6,211        9   90,967   95,215   97,808  101,435    8,100    4,473

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -1,006)
     191       72      -23     -539   -1,504     -371   -1,455     -635      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      5.9      0.0     85.9     89.9     92.4     95.8      7.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
       8        7        1       52       37       60       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       51,774
COMMITMENTS
   7,835    4,910    1,074   37,080   43,119   45,989   49,103    5,785    2,671

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:         39)
  -1,180      355      726      268     -956     -186      125      225      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      9.5      2.1     71.6     83.3     88.8     94.8     11.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      41       30       11       64       75      109      112
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      258,870
COMMITMENTS
  39,177   24,549    5,370  185,399  215,594  229,946  245,513   28,924   13,357

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        197)
  -5,901    1,777    3,630    1,341   -4,780     -930      627    1,127     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      9.5      2.1     71.6     83.3     88.8     94.8     11.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      41       30       11       64       75      109      112
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      118,806
COMMITMENTS
  59,941   27,352    5,826   33,390   68,158   99,157  101,336   19,649   17,470

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      6,785)
   8,272    1,420       22   -2,575    5,525    5,718    6,967    1,067     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.5     23.0      4.9     28.1     57.4     83.5     85.3     16.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      19       23       12       21       28       49       54
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       23,104
COMMITMENTS
   3,563    8,360        3   13,683    4,574   17,249   12,937    5,855   10,167

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        768)
     310       27        0      673      -50      983      -23     -215      791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     36.2      0.0     59.2     19.8     74.7     56.0     25.3     44.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       10        1       16        3       24       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       35,756
COMMITMENTS
   7,028    2,680    1,604   21,590   12,970   30,222   17,254    5,534   18,502

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      3,256)
    -312     -438      416    2,912   -1,303    3,016   -1,325      240    4,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      7.5      4.5     60.4     36.3     84.5     48.3     15.5     51.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9        6        2       21       16       30       24
```

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Updated December 30, 2011