`Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   147,048
Positions
     4,393     92,285      3,956     22,117     18,965      1,427     62,149      6,561      4,794      7,662      1,388        791     39,758     16,880
 
Changes from:       December 24, 2012                                Total Change is:    -3,509
       328       -426        125       -324         86        -12        330     -3,179        866       -964        557        325     -4,183     -1,850
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       62.8        2.7       15.0       12.9        1.0       42.3        4.5        3.3        5.2        0.9        0.5       27.0       11.5
 
Number of Traders in Each Category                                    Total Traders:        87
         .         12          5          8          4          4         29         13         15         13          5          6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    51,892
Positions
       535     27,310         78      1,494      2,083        351     23,094     11,204      1,175        604      2,406          0     24,562      7,286
 
Changes from:       December 24, 2012                                Total Change is:     1,671
       535      1,069         67       -132       -617         60      1,884      2,100        -23          0         -3          0       -720       -982
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       52.6        0.1        2.9        4.0        0.7       44.5       21.6        2.3        1.2        4.6        0.0       47.3       14.0
 
Number of Traders in Each Category                                    Total Traders:        41
         .          9          .          .          .          .         14         10          4          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   188,209
Positions
     3,579     60,417      3,165     23,259     30,245      2,700     99,376     28,269      7,388      2,757     32,801      1,879     44,107     21,345
 
Changes from:       December 24, 2012                                Total Change is:    -3,788
     1,084     -2,083      1,087       -888       -192        399     -5,965     -5,075      1,497     -1,166     -1,015        131         32      1,462
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       32.1        1.7       12.4       16.1        1.4       52.8       15.0        3.9        1.5       17.4        1.0       23.4       11.3
 
Number of Traders in Each Category                                    Total Traders:       103
         5         11          5          6         12          4         34         19         15          5         11          5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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   240,939
Positions
    81,044      8,055     14,335     51,869      8,198      4,090     20,156    104,197     23,327     17,925      5,814      5,833     22,359     67,090
 
Changes from:       December 24, 2012                                Total Change is:     9,978
    -6,676        758      3,707       -784         50        693     -1,535     -2,121      6,113      1,577      1,042      2,003      4,881     -2,267
 
Percent of Open Interest Represented by Each Category of Trader
      33.6        3.3        5.9       21.5        3.4        1.7        8.4       43.2        9.7        7.4        2.4        2.4        9.3       27.8
 
Number of Traders in Each Category                                    Total Traders:       131
        10         10          7          9          9          5         20         51         27          7         14         11
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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   251,780
Positions
    19,843     42,907      9,799     44,907     36,667     11,392     64,970     57,611     24,098     16,806     11,687      4,302     55,664     53,317
 
Changes from:       December 24, 2012                                Total Change is:     6,180
       125      6,108        118         75       -455        277      5,103     -1,218      1,462        778        451       -367     -1,392       -197
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       17.0        3.9       17.8       14.6        4.5       25.8       22.9        9.6        6.7        4.6        1.7       22.1       21.2
 
Number of Traders in Each Category                                    Total Traders:       187
        16         18         13         20         18         18         35         34         25         18         28         17
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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   181,742
Positions
    13,848     65,994      3,086      3,694     44,286      1,784    116,705     35,433      5,273      1,103      3,797      1,945     34,303     20,144
 
Changes from:       December 24, 2012                                Total Change is:    -3,589
       671       -763       -214       -576       -109        345        984     -1,859          6     -1,120     -2,272        851     -4,535        426
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       36.3        1.7        2.0       24.4        1.0       64.2       19.5        2.9        0.6        2.1        1.1       18.9       11.1
 
Number of Traders in Each Category                                    Total Traders:       106
         7         10          5          4         10          5         33         26         16          8          8         10
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    75,631
Positions
    36,457     49,998     17,436      3,559          0          0      7,453        646      4,469      2,818          0      2,855        584        227
 
Changes from:       December 24, 2012                                Total Change is:       483
         0        452          0          0          0          0        122        128         -9        348          0          0         22        -88
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       66.1       23.1        4.7        0.0        0.0        9.9        0.9        5.9        3.7        0.0        3.8        0.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        27
         5         14         10          .          0          0          4          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   186,181
Positions
    19,241    112,561          0     11,762        809          0    134,669     58,482        372     12,148     12,217        410      7,579      1,330
 
Changes from:       December 24, 2012                                Total Change is:   -14,279
      -639     -6,536          0     -1,047        -36          0    -11,244     -7,571        310      2,930        -40        -46     -4,543       -360
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       60.5        0.0        6.3        0.4        0.0       72.3       31.4        0.2        6.5        6.6        0.2        4.1        0.7
 
Number of Traders in Each Category                                    Total Traders:       127
         6         10          0         12          .          0         60         16          .         17          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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    38,246
Positions
    15,786     18,694        535      2,245          0          0      6,436      2,745         39     12,598     15,587         38        569        608
 
Changes from:       December 24, 2012                                Total Change is:    -2,808
      -512     -1,875       -309     -1,101          0          0       -211        964       -512        961          0     -1,022       -102        -54
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       48.9        1.4        5.9        0.0        0.0       16.8        7.2        0.1       32.9       40.8        0.1        1.5        1.6
 
Number of Traders in Each Category                                    Total Traders:        25
         4          4          .          .          0          0          7          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    34,531
Positions
     2,917     20,052         12        344          0          0     26,054      9,411        231        322      2,866        330      4,321      1,629
 
Changes from:       December 24, 2012                                Total Change is:    -5,604
        70     -1,662          0          0          0          0     -2,752     -3,895          2       -115       -416        174     -2,983        193
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       58.1        0.0        1.0        0.0        0.0       75.5       27.3        0.7        0.9        8.3        1.0       12.5        4.7
 
Number of Traders in Each Category                                    Total Traders:        55
         6          8          .          .          0          0         23         11          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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    48,036
Positions
    14,806     34,658        226      5,799          0        382     15,642      7,890        771      2,472        297        433      7,505      3,379
 
Changes from:       December 24, 2012                                Total Change is:    -1,219
     1,609     -1,247         51        127          0        -81     -3,143        415        363        378       -143         -3       -521       -576
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       72.1        0.5       12.1        0.0        0.8       32.6       16.4        1.6        5.1        0.6        0.9       15.6        7.0
 
Number of Traders in Each Category                                    Total Traders:        96
        23         14          4          7          0          .         26         15          8          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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    96,072
Positions
    29,612     69,316        453     11,597          0        764     31,284     15,781      1,541      4,945        593        867     15,010      6,758
 
Changes from:       December 24, 2012                                Total Change is:    -2,437
     3,217     -2,493        103        254          0       -161     -6,286        830        727        756       -285         -5     -1,042     -1,152
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       72.1        0.5       12.1        0.0        0.8       32.6       16.4        1.6        5.1        0.6        0.9       15.6        7.0
 
Number of Traders in Each Category                                    Total Traders:        96
        23         14          4          7          0          .         26         15          8          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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   850,806
Positions
    52,291    248,613     16,317    355,883    140,639     56,076     91,340    152,725     98,130     37,984     32,447     22,830    119,955     83,029
 
Changes from:       December 24, 2012                                Total Change is:    -1,240
     3,235      7,479      2,111     -7,406        100      1,225      2,967     -4,967     -3,676      2,340     -1,353      1,448     -3,484     -3,607
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       29.2        1.9       41.8       16.5        6.6       10.7       18.0       11.5        4.5        3.8        2.7       14.1        9.8
 
Number of Traders in Each Category                                    Total Traders:       562
        39         34         26        122         49         60         95        108         94         55         58         43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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   227,968
Positions
    12,881     81,994      4,817     82,126     27,883      9,294     10,216     10,550     27,950     10,071     10,532     10,096     60,518     44,852
 
Changes from:       December 24, 2012                                Total Change is:     6,284
     2,824      6,885      1,486       -837       -156        263        805      2,203     -3,229      3,601       -391        221      1,152       -996
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       36.0        2.1       36.0       12.2        4.1        4.5        4.6       12.3        4.4        4.6        4.4       26.5       19.7
 
Number of Traders in Each Category                                    Total Traders:       111
         7         14          5         26          7         11         20         19         34          8          8         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 3,114,188
Positions
   216,699    852,742     37,850  1,394,977    589,974    207,720    445,602    750,858    310,918    147,681    117,684     55,557    297,183    190,882
 
Changes from:       December 24, 2012                                Total Change is:   -37,619
     5,690      6,602       -506    -32,887      1,239      4,856     26,250    -20,412    -17,672        333      1,828       -500    -23,183    -13,054
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       27.4        1.2       44.8       18.9        6.7       14.3       24.1       10.0        4.7        3.8        1.8        9.5        6.1
 
Number of Traders in Each Category                                    Total Traders:       522
        38         33         22        109         47         54         91        103         85         49         52         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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   111,804
Positions
     3,438     38,549         13     56,569     58,407      3,019     36,243      6,572        181        976      2,344          0     11,366      2,720
 
Changes from:       December 24, 2012                                Total Change is:    -1,772
        -5     -1,297         -8     -4,154        960       -183      2,940     -1,517        180         -7       -225          0       -535        318
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       34.5        0.0       50.6       52.2        2.7       32.4        5.9        0.2        0.9        2.1        0.0       10.2        2.4
 
Number of Traders in Each Category                                    Total Traders:        98
         5         12          .         38         14         11         19          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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    58,152
Positions
     2,511     28,029        514     25,943      7,209      1,160     18,292     14,903        962      1,624      1,746        916      6,229      2,712
 
Changes from:       December 24, 2012                                Total Change is:    -2,452
      -367     -2,933        -30         44         79        -59     -2,277        266        140        497       -231         38       -438        278
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       48.2        0.9       44.6       12.4        2.0       31.5       25.6        1.7        2.8        3.0        1.6       10.7        4.7
 
Number of Traders in Each Category                                    Total Traders:       204
        14         25          5         31         21         13         50         39         13         17          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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   290,758
Positions
    12,553    140,143      2,572    129,716     36,044      5,802     91,458     74,515      4,811      8,120      8,732      4,581     31,145     13,558
 
Changes from:       December 24, 2012                                Total Change is:   -12,259
    -1,834    -14,666       -150        220        396       -293    -11,386      1,329        701      2,483     -1,155        190     -2,191      1,389
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       48.2        0.9       44.6       12.4        2.0       31.5       25.6        1.7        2.8        3.0        1.6       10.7        4.7
 
Number of Traders in Each Category                                    Total Traders:       204
        14         25          5         31         21         13         50         39         13         17          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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   352,697
Positions
    80,954     43,611      9,042    130,242    192,225     22,193     83,155     63,493      2,261      2,494      9,570        434     21,922      9,867
 
Changes from:       December 24, 2012                                Total Change is:    -1,107
       884     -1,195       -199     -2,754      1,379     -1,530      3,047      1,367       -285       -662        296         34        359       -973
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       12.4        2.6       36.9       54.5        6.3       23.6       18.0        0.6        0.7        2.7        0.1        6.2        2.8
 
Number of Traders in Each Category                                    Total Traders:       238
        21         11          .         50         39         24         55         44         14          6         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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    52,920
Positions
     6,765     10,897        160     20,183          0        128     10,856     19,125        700      4,819      1,338          2      9,307     20,570
 
Changes from:       December 24, 2012                                Total Change is:       388
       -52        377        -12       -431          0         47        152     -1,234         96      1,151        -10          0       -563      1,124
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       20.6        0.3       38.1        0.0        0.2       20.5       36.1        1.3        9.1        2.5        0.0       17.6       38.9
 
Number of Traders in Each Category                                    Total Traders:        53
         7          .          .         15          0          .         14          7          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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    54,529
Positions
    11,498     13,062      3,702      6,868      4,418          0     20,161      4,962        813      4,408        416          0      7,079     27,156
 
Changes from:       December 24, 2012                                Total Change is:     1,148
     1,270      3,419         38        226        810          0       -370        305        802       -276       -159          0       -542     -4,067
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       24.0        6.8       12.6        8.1        0.0       37.0        9.1        1.5        8.1        0.8        0.0       13.0       49.8
 
Number of Traders in Each Category                                    Total Traders:        67
        15         12          7          5          .          0         16         10          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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    80,300
Positions
    16,838     23,468         85     42,781     30,837      7,265      8,392     16,029        114        220          0          0      4,605      2,502
 
Changes from:       December 24, 2012                                Total Change is:       919
       336        392          1       -243        444        -20        450        638          0          0          0          0        395       -536
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       29.2        0.1       53.3       38.4        9.0       10.5       20.0        0.1        0.3        0.0        0.0        5.7        3.1
 
Number of Traders in Each Category                                    Total Traders:        74
         .          5          .         25         21         10         10          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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   149,921
Positions
    17,248     67,430      2,981     77,861     18,856      6,987     21,109     44,166        772      6,592      3,243      1,653     14,718      3,833
 
Changes from:       December 24, 2012                                Total Change is:     4,345
        88     -1,248        519       -423        150      1,214      1,318      3,422         82       -236       -252        252      1,531        206
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       45.0        2.0       51.9       12.6        4.7       14.1       29.5        0.5        4.4        2.2        1.1        9.8        2.6
 
Number of Traders in Each Category                                    Total Traders:       134
        15         17          4         40         14         13         25          7          .         12          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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   616,161
Positions
     7,915     72,732     21,752    231,731    164,267     73,757     77,036     47,130     40,951     19,241     35,661      3,462    140,316    156,449
 
Changes from:       December 24, 2012                                Total Change is:     7,446
     1,670     -9,810     -1,272      8,853     25,627     -4,980      6,312      4,497          2       -600      2,121        670     -3,210     -9,410
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       11.8        3.5       37.6       26.7       12.0       12.5        7.6        6.6        3.1        5.8        0.6       22.8       25.4
 
Number of Traders in Each Category                                    Total Traders:       158
         5         18         16         34         30         39         31         21         36          7         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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   349,199
Positions
         0    129,661          0    238,141     33,489     33,177      1,950     83,728        142      9,907     15,458          0     65,882     53,543
 
Changes from:       December 24, 2012                                Total Change is:    -6,890
         0     -1,485          0        317       -158     -1,160          0      1,599     -5,341     -2,217         41          0      1,511       -386
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.1        0.0       68.2        9.6        9.5        0.6       24.0        0.0        2.8        4.4        0.0       18.9       15.3
 
Number of Traders in Each Category                                    Total Traders:        63
         0         12          0         29          9         17          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 1,100,626
Positions
    92,019    133,674     37,444    271,497     86,716     51,994    256,731    587,876     80,820    170,668     34,784     11,257    128,196     76,060
 
Changes from:       December 24, 2012                                Total Change is:     1,253
   -14,353        315      2,079      3,577        -13     -3,023     14,276      6,169      1,295      1,150       -267        676     -4,423     -5,977
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       12.1        3.4       24.7        7.9        4.7       23.3       53.4        7.3       15.5        3.2        1.0       11.6        6.9
 
Number of Traders in Each Category                                    Total Traders:       224
        20         21         14         44         20         31         40         38         29         25         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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    53,253
Positions
    28,385      6,156      7,200          0      1,809          0     11,216     31,715      5,585          8          0        220        639        568
 
Changes from:       December 24, 2012                                Total Change is:     1,396
       748        395        411          0          0          0        517        835       -387          0          0         -2        109        144
 
Percent of Open Interest Represented by Each Category of Trader
      53.3       11.6       13.5        0.0        3.4        0.0       21.1       59.6       10.5        0.0        0.0        0.4        1.2        1.1
 
Number of Traders in Each Category                                    Total Traders:        49
        13          4         11          0          .          0         12         16         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 1,941,520
Positions
   122,578    118,459    125,943    312,746    750,679    183,418    565,428    139,180    184,399    130,642     77,509     25,114    291,253    336,821
 
Changes from:       December 24, 2012                                Total Change is:    21,711
      -120    -10,505      9,846     -2,738     19,372      5,007     -3,626        235      5,736      8,028    -11,264      4,163     -4,586       -879
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        6.1        6.5       16.1       38.7        9.4       29.1        7.2        9.5        6.7        4.0        1.3       15.0       17.3
 
Number of Traders in Each Category                                    Total Traders:       259
        20         29         41         22         58         49         56         45         66         11         18         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 1,625,202
Positions
   374,904    182,420     40,826    356,710    432,475    138,408    254,058    385,765     92,521    139,609     88,109     13,506    214,661    251,172
 
Changes from:       December 24, 2012                                Total Change is:     3,613
    23,963    -15,247        347      3,559    -17,952      1,689    -40,061     47,681      3,336      6,490     -4,216       -659      4,949    -11,367
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       11.2        2.5       21.9       26.6        8.5       15.6       23.7        5.7        8.6        5.4        0.8       13.2       15.5
 
Number of Traders in Each Category                                    Total Traders:       195
        14         22         18         31         36         36         33         37         36         10         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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   457,281
Positions
   196,301    205,192    109,584          0      2,939      3,401     59,896     25,984     56,146      4,069     10,850     10,954     16,929     32,230
 
Changes from:       December 24, 2012                                Total Change is:     7,610
     6,770      5,886      4,624          0          0          0     -5,872     -8,679        478         65      2,954      1,221        323      1,125
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       44.9       24.0        0.0        0.6        0.7       13.1        5.7       12.3        0.9        2.4        2.4        3.7        7.0
 
Number of Traders in Each Category                                    Total Traders:        83
        23         21         34          0          .          .         12         11         20          4          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,511,265
Positions
 1,096,340  2,652,552  2,403,331  1,002,975     73,919    132,863  1,001,049    312,087  3,212,507    217,309    141,561    554,985    889,906  1,027,459
 
Changes from:       December 24, 2012                                Total Change is:   123,002
    95,388     21,625    -20,372     -6,963        -82     -5,703    -57,185     36,053    105,620     19,288     -2,830     43,863    -50,934    -55,172
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       25.2       22.9        9.5        0.7        1.3        9.5        3.0       30.6        2.1        1.3        5.3        8.5        9.8
 
Number of Traders in Each Category                                    Total Traders:       235
        26         49         72         12          6         16         54         48         88         11         18         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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     8,990
Positions
     7,849        527          0         51      1,002          0        735      6,362          0        234      1,026          0        121         73
 
Changes from:       December 24, 2012                                Total Change is:       -14
         0         24          0          9          0          0        -21          0          0          0        -40          0         -2          2
 
Percent of Open Interest Represented by Each Category of Trader
      87.3        5.9        0.0        0.6       11.1        0.0        8.2       70.8        0.0        2.6       11.4        0.0        1.3        0.8
 
Number of Traders in Each Category                                    Total Traders:        25
         .          4          0          .          .          0          4          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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     7,804
Positions
     7,291      1,727          0          0        861         43        320      4,885          0          0        261          0        150         27
 
Changes from:       December 24, 2012                                Total Change is:      -388
       -30       -416          0          0         -1          1       -329         35          0          0          0          0        -30         -7
 
Percent of Open Interest Represented by Each Category of Trader
      93.4       22.1        0.0        0.0       11.0        0.6        4.1       62.6        0.0        0.0        3.3        0.0        1.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        22
         .          5          0          0          4          .          .          7          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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    43,604
Positions
    10,230      1,166      1,421      1,611      6,716        318     18,289     27,616      1,160      7,483      1,329         26      3,065      3,851
 
Changes from:       December 24, 2012                                Total Change is:      -373
        60        172        -41       -107        387          6     -1,609     -2,359        238        282         55         11        787      1,158
 
Percent of Open Interest Represented by Each Category of Trader
      23.5        2.7        3.3        3.7       15.4        0.7       41.9       63.3        2.7       17.2        3.0        0.1        7.0        8.8
 
Number of Traders in Each Category                                    Total Traders:       106
         4          .          .          7          7          .         17         37          8         21         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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   326,066
Positions
    95,442     29,529     46,423     22,437      9,260     14,812     29,845    115,540     34,028     11,787      5,291     50,781     20,511     20,402
 
Changes from:       December 24, 2012                                Total Change is:    -4,128
    -4,393      4,176      8,615     -5,813     -5,910      1,618      1,206     -7,234     -1,885     -2,870       -412     -2,216      1,610       -880
 
Percent of Open Interest Represented by Each Category of Trader
      29.3        9.1       14.2        6.9        2.8        4.5        9.2       35.4       10.4        3.6        1.6       15.6        6.3        6.3
 
Number of Traders in Each Category                                    Total Traders:       141
        14         13         20          7         10         10         32         30         37         20          8         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated January 4, 2013