`Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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   182,509
Positions
    32,621     90,294      8,473     23,107     16,409        733     56,057     29,343     10,888      6,695      4,720      1,396     42,538     20,253
 
Changes from:       November 27, 2012                                Total Change is:    -3,314
    -2,837     13,841      1,253       -370    -17,170         42     -5,779     -1,581      1,892       -803        963        113      3,175     -2,667
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       49.5        4.6       12.7        9.0        0.4       30.7       16.1        6.0        3.7        2.6        0.8       23.3       11.1
 
Number of Traders in Each Category                                    Total Traders:        98
         6         11          7         10          4          4         35         14         18         12          6          8
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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    46,262
Positions
     8,327     17,848        126      1,568      2,764        190     10,330     11,828      1,843      2,798          0      1,232     19,849     10,432
 
Changes from:       November 27, 2012                                Total Change is:     2,302
       193      2,723        -10        -24        -46         22     -1,839       -147      1,781     -1,321          0      1,232      2,269     -3,252
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       38.6        0.3        3.4        6.0        0.4       22.3       25.6        4.0        6.0        0.0        2.7       42.9       22.5
 
Number of Traders in Each Category                                    Total Traders:        40
         4          9          .          .          4          .          7         10          4          4          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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   190,031
Positions
    10,018     67,392      3,421     21,782     31,449      2,050     97,563     37,421      7,557      2,411     19,130      2,842     42,387     18,769
 
Changes from:       November 27, 2012                                Total Change is:    22,186
    -3,962     31,532         -8     11,837     -2,090     -8,971     15,670     -1,266      1,024        248      2,101        721      5,626       -859
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       35.5        1.8       11.5       16.5        1.1       51.3       19.7        4.0        1.3       10.1        1.5       22.3        9.9
 
Number of Traders in Each Category                                    Total Traders:       107
         4         14          5          8         13          .         35         18         14          4         11          7
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   251,546
Positions
    86,678     14,342     12,180     53,839      9,840      3,105     53,013    103,664     19,112      1,912     16,045      3,859     17,848     69,399
 
Changes from:       November 27, 2012                                Total Change is:    13,188
     5,264     -3,359      4,943     -1,894        284        272       -665      1,902      4,282         83        811       -288      1,191      4,341
 
Percent of Open Interest Represented by Each Category of Trader
      34.5        5.7        4.8       21.4        3.9        1.2       21.1       41.2        7.6        0.8        6.4        1.5        7.1       27.6
 
Number of Traders in Each Category                                    Total Traders:       133
        12         10          7          9          9          8         25         50         27          5         13          9
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   280,122
Positions
    61,616     28,667     14,734     46,404     40,216     10,067     26,475     68,378     34,079     27,859     13,258      7,520     51,367     63,202
 
Changes from:       November 27, 2012                                Total Change is:    22,870
   -13,390     17,864      4,945      1,507     -3,414      3,074      8,319    -12,366      8,422        745     -1,216      2,684      6,564      2,877
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       10.2        5.3       16.6       14.4        3.6        9.5       24.4       12.2        9.9        4.7        2.7       18.3       22.6
 
Number of Traders in Each Category                                    Total Traders:       194
        23         15         15         19         23         21         28         39         31         16         30         24
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   226,420
Positions
    21,033     58,526     15,640      4,215     43,473      1,678    132,007     65,445      6,846      2,899      5,061      2,733     39,370     27,017
 
Changes from:       November 27, 2012                                Total Change is:    16,937
    -6,660      5,183     10,357         43       -702         87     12,890       -222        705       -407        646        546       -624        337
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       25.8        6.9        1.9       19.2        0.7       58.3       28.9        3.0        1.3        2.2        1.2       17.4       11.9
 
Number of Traders in Each Category                                    Total Traders:       113
         8         13          8          4         10          4         33         25         16          6         14          9
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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    79,396
Positions
    39,832     52,672     19,269      3,020          0          0      7,090          0      4,140      2,470          0      2,861        714        454
 
Changes from:       November 27, 2012                                Total Change is:     1,470
      -814      1,042        410        732          0          0      1,053          0        -90          0          0          0        179        108
 
Percent of Open Interest Represented by Each Category of Trader
      50.2       66.3       24.3        3.8        0.0        0.0        8.9        0.0        5.2        3.1        0.0        3.6        0.9        0.6
 
Number of Traders in Each Category                                    Total Traders:        23
         7         11         11          .          0          0          .          0          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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   190,751
Positions
    30,320    107,052        671     25,267        415          0    116,272     70,067      2,449      6,239      7,189        532      9,001      2,376
 
Changes from:       November 27, 2012                                Total Change is:    17,591
      -454     12,791     -1,016     -5,163       -114          0     21,427      5,050        319        406        185        438      1,634        -62
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       56.1        0.4       13.2        0.2        0.0       61.0       36.7        1.3        3.3        3.8        0.3        4.7        1.2
 
Number of Traders in Each Category                                    Total Traders:       130
         5         11          .         13          .          0         61         15          8         13          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    34,124
Positions
    16,423     15,087          0        612          0          0      3,625      1,681         71     11,540     15,587      1,060        793        638
 
Changes from:       November 27, 2012                                Total Change is:      -505
      -311        596       -459        278          0          0         78       -492       -208        -46          0         46        117         12
 
Percent of Open Interest Represented by Each Category of Trader
      48.1       44.2        0.0        1.8        0.0        0.0       10.6        4.9        0.2       33.8       45.7        3.1        2.3        1.9
 
Number of Traders in Each Category                                    Total Traders:        24
         4          5          0          .          0          0          6          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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    32,167
Positions
     1,564     24,587        279        871          0          0     23,763      2,469        487        295      1,803        200      4,708      2,342
 
Changes from:       November 27, 2012                                Total Change is:       266
       257        828         40        -94       -124          0       -410       -799        201         15       -494         36        221        578
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       76.4        0.9        2.7        0.0        0.0       73.9        7.7        1.5        0.9        5.6        0.6       14.6        7.3
 
Number of Traders in Each Category                                    Total Traders:        48
         .          9          .          4          0          0         21          7          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    49,066
Positions
    13,989     31,503        788      5,284        458        533     14,431      7,652      2,166      2,277        372        701      8,898      4,895
 
Changes from:       November 27, 2012                                Total Change is:      -228
    -2,248      4,841        439        342        -51         62      2,433     -3,222     -1,059       -841     -1,076        107        539       -268
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       64.2        1.6       10.8        0.9        1.1       29.4       15.6        4.4        4.6        0.8        1.4       18.1       10.0
 
Number of Traders in Each Category                                    Total Traders:        91
        18         16          6          7          .          .         27         11         16          6          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    98,133
Positions
    27,979     63,005      1,577     10,567        916      1,065     28,862     15,304      4,331      4,553        743      1,402     17,797      9,790
 
Changes from:       November 27, 2012                                Total Change is:      -455
    -4,496      9,682        878        683       -101        124      4,866     -6,443     -2,119     -1,682     -2,153        214      1,078       -537
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       64.2        1.6       10.8        0.9        1.1       29.4       15.6        4.4        4.6        0.8        1.4       18.1       10.0
 
Number of Traders in Each Category                                    Total Traders:        91
        18         16          6          7          .          .         27         11         16          6          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   995,452
Positions
    57,702    216,532     49,260    347,927    154,212     63,529    105,678    169,623    156,110     39,806     42,448     24,206    151,235    119,532
 
Changes from:       November 27, 2012                                Total Change is:    14,178
    -4,108      4,985      9,893    -11,392     -5,673      1,470        547     -7,794     11,502      1,309      1,228      1,492      3,464     -2,925
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       21.8        4.9       35.0       15.5        6.4       10.6       17.0       15.7        4.0        4.3        2.4       15.2       12.0
 
Number of Traders in Each Category                                    Total Traders:       605
        44         40         46        122         53         67        111        114        118         57         63         52
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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   289,969
Positions
    30,766     62,632      7,363     85,577     28,914      9,710     16,773     38,782     49,258     10,571     13,169     10,235     69,716     69,905
 
Changes from:       November 27, 2012                                Total Change is:     3,496
    -1,468     -3,613        582     -3,984       -174         20       -484      1,839      5,821        536         -9      1,095      1,378     -2,064
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       21.6        2.5       29.5       10.0        3.3        5.8       13.4       17.0        3.6        4.5        3.5       24.0       24.1
 
Number of Traders in Each Category                                    Total Traders:       119
        14          9          7         26          8         13         16         26         37         10          9         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 3,527,417
Positions
   203,198    838,020    140,966  1,352,622    667,360    228,226    580,223    789,902    398,559    151,148    151,365     64,881    407,593    248,137
 
Changes from:       November 27, 2012                                Total Change is:    53,409
    -7,418     48,771     40,772    -36,930    -27,389      7,146      7,832    -45,490     25,730        321      2,643      5,528     10,427     -4,301
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       23.8        4.0       38.3       18.9        6.5       16.4       22.4       11.3        4.3        4.3        1.8       11.6        7.0
 
Number of Traders in Each Category                                    Total Traders:       560
        40         41         43        109         50         59        111        104        106         49         56         44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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   119,711
Positions
    10,025     35,592         13     62,104     62,445      1,811     31,472     14,324        178        646      2,276          0     13,462      3,072
 
Changes from:       November 27, 2012                                Total Change is:      -512
    -2,683      1,970          0     -2,079     -1,863        -92      3,203       -591         84          0         99          0      1,055       -119
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       29.7        0.0       51.9       52.2        1.5       26.3       12.0        0.1        0.5        1.9        0.0       11.2        2.6
 
Number of Traders in Each Category                                    Total Traders:       100
         7         13          .         38         12         10         17          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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   106,646
Positions
     5,270     32,742     30,487     24,067      9,810      1,143     24,599     13,580      7,343      1,698      3,849      1,238     10,800      6,455
 
Changes from:       November 27, 2012                                Total Change is:    24,249
   -20,262    -10,889     29,476      2,054       -945        240      3,481     -2,314      5,505       -239        616        358      3,636      2,202
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       30.7       28.6       22.6        9.2        1.1       23.1       12.7        6.9        1.6        3.6        1.2       10.1        6.1
 
Number of Traders in Each Category                                    Total Traders:       225
        17         28         14         31         22         10         52         42         19         17         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    26,266
Positions
    16,124     17,094        354      2,000          0          0      4,305      5,973          0        277          0          0      3,206      2,845
 
Changes from:       November 27, 2012                                Total Change is:    -1,683
    -1,195     -1,131        274          0          0          0       -857     -1,719          0       -369          0          0        464        893
 
Percent of Open Interest Represented by Each Category of Trader
      61.4       65.1        1.3        7.6        0.0        0.0       16.4       22.7        0.0        1.1        0.0        0.0       12.2       10.8
 
Number of Traders in Each Category                                    Total Traders:        20
         8          7          .          .          0          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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   401,898
Positions
    91,645    224,151      4,750    110,336     49,050      5,715    129,283     65,845      8,903      8,490     20,632      4,803     37,973     18,049
 
Changes from:       November 27, 2012                                Total Change is:   -10,084
   -36,017      5,996       -302        271     -4,723      1,202     23,690    -13,622       -288     -1,197      4,465        404      2,153     -3,216
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       55.8        1.2       27.5       12.2        1.4       32.2       16.4        2.2        2.1        5.1        1.2        9.4        4.5
 
Number of Traders in Each Category                                    Total Traders:       224
        18         27          9         31         22         10         53         40         18         17         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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   381,006
Positions
   122,190     25,922     12,643    134,421    202,249     20,416     67,494     93,578      2,106      2,947     11,213        494     18,295     12,385
 
Changes from:       November 27, 2012                                Total Change is:    -2,877
   -21,745      2,783       -314      3,459     -3,008        374     13,740       -256       -790       -305        197        128      2,576     -1,993
 
Percent of Open Interest Represented by Each Category of Trader
      32.1        6.8        3.3       35.3       53.1        5.4       17.7       24.6        0.6        0.8        2.9        0.1        4.8        3.3
 
Number of Traders in Each Category                                    Total Traders:       247
        24         12          5         51         38         26         48         52         16          7         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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    43,623
Positions
     9,646      4,698        100     13,317          0         94      7,303     14,752          0      5,109      1,633          1      8,053     22,345
 
Changes from:       November 27, 2012                                Total Change is:     2,440
       777        263        100      1,358       -440          0        -91      2,210          0         25     -1,956          1        270      2,262
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       10.8        0.2       30.5        0.0        0.2       16.7       33.8        0.0       11.7        3.7        0.0       18.5       51.2
 
Number of Traders in Each Category                                    Total Traders:        49
         5          5          .         15          0          .          8         10          0          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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    54,593
Positions
    13,995     16,767      3,950      5,802      2,460        591     18,772     10,190      1,069      3,598      2,993          0      6,816     16,573
 
Changes from:       November 27, 2012                                Total Change is:     9,114
     2,491        287        337      1,945         10       -238      2,763      2,821        107      1,469       -250          0        240      6,040
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       30.7        7.2       10.6        4.5        1.1       34.4       18.7        2.0        6.6        5.5        0.0       12.5       30.4
 
Number of Traders in Each Category                                    Total Traders:        66
        14         11          8          5          .          .         18         10          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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    64,847
Positions
     4,048      8,900        823     40,242     33,912      7,077      7,534     10,586        227        218          0          0      4,678      3,322
 
Changes from:       November 27, 2012                                Total Change is:       929
        27        623         53       -145     -1,269        172         51        803        227          0          0          0        544        320
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       13.7        1.3       62.1       52.3       10.9       11.6       16.3        0.4        0.3        0.0        0.0        7.2        5.1
 
Number of Traders in Each Category                                    Total Traders:        68
         4          .          .         24         23          9          8          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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   132,349
Positions
    17,310     65,504      5,043     66,987     18,360      6,739     14,360     26,517      2,873      5,821      2,080      1,073     12,143      4,160
 
Changes from:       November 27, 2012                                Total Change is:     1,390
    -2,488      1,163      2,201     -1,205       -927      1,182       -496     -4,121      2,093       -423        -16         64        462       -249
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       49.5        3.8       50.6       13.9        5.1       10.9       20.0        2.2        4.4        1.6        0.8        9.2        3.1
 
Number of Traders in Each Category                                    Total Traders:       125
        13         19          6         33         15         14         25          6          4         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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   732,899
Positions
     4,993    129,642     43,244    244,975    135,276     87,267    105,207     76,728     63,729     19,937     29,447      5,856    157,693    161,710
 
Changes from:       November 27, 2012                                Total Change is:   -20,419
     1,692     14,000     -1,298     -3,703       -796      5,319     22,579     -2,962    -19,203         98     -3,083     -1,507    -24,398    -10,889
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       17.7        5.9       33.4       18.5       11.9       14.4       10.5        8.7        2.7        4.0        0.8       21.5       22.1
 
Number of Traders in Each Category                                    Total Traders:       165
         4         21         20         41         25         37         39         22         37          4          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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   380,925
Positions
         0    120,673         42    228,311     47,181     37,618      3,253     81,484     23,984     17,321     15,527          0     70,396     54,415
 
Changes from:       November 27, 2012                                Total Change is:    -8,678
         0     -1,001    -12,786      9,384      5,827        314        -45      3,770     19,311       -338     -3,961     -2,710    -21,808    -17,442
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       31.7        0.0       59.9       12.4        9.9        0.9       21.4        6.3        4.5        4.1        0.0       18.5       14.3
 
Number of Traders in Each Category                                    Total Traders:        65
         0         11          .         29          9         17          .          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 1,080,903
Positions
   108,192     84,856     67,703    256,789     90,377     60,744    216,431    547,596     95,317    124,699     37,714     11,935    139,093     84,661
 
Changes from:       November 27, 2012                                Total Change is:   -77,082
    -7,345     -4,751     -2,213    -10,060    -10,287     10,350      5,293     -6,016    -26,433     -3,267        250    -12,358    -31,049    -25,624
 
Percent of Open Interest Represented by Each Category of Trader
      10.0        7.9        6.3       23.8        8.4        5.6       20.0       50.7        8.8       11.5        3.5        1.1       12.9        7.8
 
Number of Traders in Each Category                                    Total Traders:       230
        20         25         19         44         23         31         38         41         36         22         17         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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    39,408
Positions
    24,816     11,863      4,714        100        382          0      5,149     17,831      3,540          0          0        259        830        819
 
Changes from:       November 27, 2012                                Total Change is:    -4,050
    -4,130     -1,924        709        100       -132          0         44     -2,273       -252          0        -25       -101       -420        -52
 
Percent of Open Interest Represented by Each Category of Trader
      63.0       30.1       12.0        0.3        1.0        0.0       13.1       45.2        9.0        0.0        0.0        0.7        2.1        2.1
 
Number of Traders in Each Category                                    Total Traders:        45
        10          6         10          .          .          0         12         13          8          0          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 1,961,328
Positions
   114,315    132,542     99,862    378,718    730,701    187,355    539,216     90,305    183,783     89,377    107,008     53,185    315,518    376,588
 
Changes from:       November 27, 2012                                Total Change is:   -90,342
    -9,327     -3,012    -10,058     -4,433     18,496      4,871     11,273    -21,289    -46,213    -16,258    -12,784     -7,144    -13,053    -13,210
 
Percent of Open Interest Represented by Each Category of Trader
       5.8        6.8        5.1       19.3       37.3        9.6       27.5        4.6        9.4        4.6        5.5        2.7       16.1       19.2
 
Number of Traders in Each Category                                    Total Traders:       257
        13         35         40         23         59         51         66         32         58          9         20         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 1,669,890
Positions
   276,578    154,745     74,842    223,302    452,872    120,600    382,106    352,955    164,615    145,212     89,623     12,623    270,010    247,014
 
Changes from:       November 27, 2012                                Total Change is:   -21,834
   -15,049     -1,937     -9,841      4,994    -12,678     -7,432      5,904      4,120     40,748    -31,797     -8,027         80     -9,440    -26,865
 
Percent of Open Interest Represented by Each Category of Trader
      16.6        9.3        4.5       13.4       27.1        7.2       22.9       21.1        9.9        8.7        5.4        0.8       16.2       14.8
 
Number of Traders in Each Category                                    Total Traders:       203
        16         24         26         27         37         33         44         32         36          9         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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   340,793
Positions
   138,225     96,542    100,506          0      2,221      3,345     13,930     39,667     51,845      1,763      3,853      8,304     22,874     34,510
 
Changes from:       November 27, 2012                                Total Change is:   -65,028
   -33,428    -55,798     -8,038         -9        206       -206    -21,606        380       -235      1,297     -3,494       -643     -2,161      2,800
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       28.3       29.5        0.0        0.7        1.0        4.1       11.6       15.2        0.5        1.1        2.4        6.7       10.1
 
Number of Traders in Each Category                                    Total Traders:        69
        16         20         30          0          .          .          9         14         20          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,485,140
Positions
 1,088,058  3,063,798  2,790,973    935,383     97,684    170,294  1,542,815    278,023  4,128,617    155,120    141,218    724,255    949,625  1,090,278
 
Changes from:       November 27, 2012                                Total Change is:   263,715
  -114,700    102,416     53,628     32,559    -24,405      1,208     68,125     32,856    125,401     48,666    -50,146     12,857     35,973      9,903
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       24.5       22.4        7.5        0.8        1.4       12.4        2.2       33.1        1.2        1.1        5.8        7.6        8.7
 
Number of Traders in Each Category                                    Total Traders:       264
        28         54         81          8         12         16         61         59         98         13         18         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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    13,089
Positions
    10,784        690          0        538        984          0        982     10,723        349        234        270          0        202         73
 
Changes from:       November 27, 2012                                Total Change is:       212
      -336        109          0        -19          0          0        234       -243        348          0         25          0        -15        -27
 
Percent of Open Interest Represented by Each Category of Trader
      82.4        5.3        0.0        4.1        7.5        0.0        7.5       81.9        2.7        1.8        2.1        0.0        1.5        0.6
 
Number of Traders in Each Category                                    Total Traders:        31
         .          4          0          .          4          0          6          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,293
Positions
    11,252      6,229          0        927        868         41        703      5,883        121          0         91          0        249         60
 
Changes from:       November 27, 2012                                Total Change is:        95
        39         51          0        -30          0          0        -15        -32        109          0          0          0         -8        -33
 
Percent of Open Interest Represented by Each Category of Trader
      84.6       46.9        0.0        7.0        6.5        0.3        5.3       44.3        0.9        0.0        0.7        0.0        1.9        0.5
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          0          .          4          .          6          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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    44,461
Positions
     9,831      7,477      1,599      1,932      4,544        351     16,469     22,532      2,985      7,812      1,511        274      3,209      3,189
 
Changes from:       November 27, 2012                                Total Change is:     7,840
        70       -697        311       -224      1,123         40      6,018      3,957      1,234        624        827        269       -503        775
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       16.8        3.6        4.3       10.2        0.8       37.0       50.7        6.7       17.6        3.4        0.6        7.2        7.2
 
Number of Traders in Each Category                                    Total Traders:       109
         .          .          .          8          6          .         21         33         13         26          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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   396,131
Positions
   124,401     15,358     43,943     29,686     19,342     17,138     31,069    140,915     48,614      6,172     12,172     62,718     32,390     35,931
 
Changes from:       November 27, 2012                                Total Change is:    21,033
       530     -4,652      4,133     -6,131     -2,857      2,957        943      8,518      5,906      2,028     -5,452      2,033      8,634     10,447
 
Percent of Open Interest Represented by Each Category of Trader
      31.4        3.9       11.1        7.5        4.9        4.3        7.8       35.6       12.3        1.6        3.1       15.8        8.2        9.1
 
Number of Traders in Each Category                                    Total Traders:       168
        25         10         25          8         12         10         32         38         40         20         14         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     9,296
Positions
       201      4,451          0      3,721        487         77      4,025      3,370        902        240          0          0        130          9
 
Changes from:       November 27, 2012                                Total Change is:       -35
        -5        -45          0         64          8         -6        -90         38          0          0        -30          0          2          0
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       47.9        0.0       40.0        5.2        0.8       43.3       36.3        9.7        2.6        0.0        0.0        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          4          .          .          4          4          .          .          0          0
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Updated December 7, 2012