`Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   184,658
Positions
    37,532     74,920      6,240     23,398     33,513        479     61,669     31,572      9,166      8,379      4,516        990     36,804     23,263
 
Changes from:       November 13, 2012                                Total Change is:     1,581
     5,624     -1,041        544        835         31        121     -3,408      1,479         32        385       -403       -515     -2,038      1,334
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       40.6        3.4       12.7       18.1        0.3       33.4       17.1        5.0        4.5        2.4        0.5       19.9       12.6
 
Number of Traders in Each Category                                    Total Traders:       100
         7         10          6         10          4          4         35         16         17         13          5          6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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    47,167
Positions
    11,707     10,146         32      1,601      2,809        159     14,377     17,111        322      6,149        567          0     12,820     16,021
 
Changes from:       November 13, 2012                                Total Change is:      -718
        60          0          8        -30        221         -2     -2,520       -387        147         22         48          0      1,597       -753
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       21.5        0.1        3.4        6.0        0.3       30.5       36.3        0.7       13.0        1.2        0.0       27.2       34.0
 
Number of Traders in Each Category                                    Total Traders:        41
         6          6          .          .          4          .          7         11          4          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   160,072
Positions
    16,414     26,167      3,217      9,984     35,127      9,990     77,322     41,508      6,896      2,299     13,359      1,798     32,152     22,011
 
Changes from:       November 13, 2012                                Total Change is:     2,082
     5,776     -6,660        860        -97      1,044       -997     -3,023      7,551        847        267       -629      1,215     -2,767     -1,150
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       16.3        2.0        6.2       21.9        6.2       48.3       25.9        4.3        1.4        8.3        1.1       20.1       13.8
 
Number of Traders in Each Category                                    Total Traders:       101
         8         11          6          6         14          5         27         24         11          5          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   205,884
Positions
    61,419     19,236      5,242     55,823      8,416      2,638     46,174     76,173     12,429      3,471     16,971      2,839     15,850     61,941
 
Changes from:       November 13, 2012                                Total Change is:    36,755
    16,856     -6,068      2,097        338        235        950      4,437     24,382      6,295      2,400         19      1,114      2,267      7,731
 
Percent of Open Interest Represented by Each Category of Trader
      29.8        9.3        2.5       27.1        4.1        1.3       22.4       37.0        6.0        1.7        8.2        1.4        7.7       30.1
 
Number of Traders in Each Category                                    Total Traders:       128
        11         13          7          8          7          6         23         47         24          9         10          8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   272,749
Positions
    88,363      8,391      9,743     45,871     41,111      5,067     24,085    104,469     23,346     29,675     14,175      4,834     41,764     61,613
 
Changes from:       November 13, 2012                                Total Change is:     1,560
    10,129       -362        225     -1,777        433       -652     -3,379      1,160        693     -1,659        907        537     -2,557     -1,381
 
Percent of Open Interest Represented by Each Category of Trader
      32.4        3.1        3.6       16.8       15.1        1.9        8.8       38.3        8.6       10.9        5.2        1.8       15.3       22.6
 
Number of Traders in Each Category                                    Total Traders:       193
        27         11         14         18         24         18         25         45         29         15         28         19
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   192,282
Positions
    34,578     47,285      4,716      3,163     43,621      1,277    100,457     59,318      6,127      4,616      2,773      2,516     34,832     24,649
 
Changes from:       November 13, 2012                                Total Change is:    -1,819
      -670     -3,532        590         23        303         52     -1,525      2,512        862       -888       -681        924     -1,187     -2,849
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       24.6        2.5        1.6       22.7        0.7       52.2       30.8        3.2        2.4        1.4        1.3       18.1       12.8
 
Number of Traders in Each Category                                    Total Traders:       107
        10         12          7          .          9          4         28         27         17          8         10          7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    77,756
Positions
    41,839     49,931     18,900      2,219          0          0      4,873      1,461      4,230      2,470          0      2,861        364        373
 
Changes from:       November 13, 2012                                Total Change is:    -8,744
    -8,735     -7,782        567       -898          0          0        834       -856       -644          0          0          0        132        -29
 
Percent of Open Interest Represented by Each Category of Trader
      53.8       64.2       24.3        2.9        0.0        0.0        6.3        1.9        5.4        3.2        0.0        3.7        0.5        0.5
 
Number of Traders in Each Category                                    Total Traders:        24
         7         11         11          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   165,940
Positions
    31,919     92,023        987     29,075        499          8     89,336     61,483      1,605      5,315      6,654        174      7,521      2,507
 
Changes from:       November 13, 2012                                Total Change is:    -4,071
      -605     -1,709        236      2,140        202          6     -5,190     -4,091        474       -788      1,044       -244       -100         11
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       55.5        0.6       17.5        0.3        0.0       53.8       37.1        1.0        3.2        4.0        0.1        4.5        1.5
 
Number of Traders in Each Category                                    Total Traders:       136
         5         11          .         15          .          .         58         20          8         14          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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    32,762
Positions
    16,569     14,007        117        397          0          0      3,292      1,199        165     10,555     15,797      1,014        653        463
 
Changes from:       November 13, 2012                                Total Change is:       338
       148       -217        107         -2          0          0          0          2        126        -17        230          0        -24         90
 
Percent of Open Interest Represented by Each Category of Trader
      50.6       42.8        0.4        1.2        0.0        0.0       10.0        3.7        0.5       32.2       48.2        3.1        2.0        1.4
 
Number of Traders in Each Category                                    Total Traders:        25
         6          5          .          .          0          0          5          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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    29,758
Positions
     1,307     20,672          0        846        124          0     22,921      3,951        305        140      2,215        226      4,013      2,265
 
Changes from:       November 13, 2012                                Total Change is:    -3,495
      -182     -2,922          0        273       -128          0     -3,350     -1,062         74       -159         78        156       -307        309
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       69.5        0.0        2.8        0.4        0.0       77.0       13.3        1.0        0.5        7.4        0.8       13.5        7.6
 
Number of Traders in Each Category                                    Total Traders:        51
         .          8          0          5          .          0         20         11          .          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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    49,227
Positions
    17,656     25,564        335      4,348        515        490     11,574     13,246      3,123      2,411        328        515      8,776      5,111
 
Changes from:       November 13, 2012                                Total Change is:    -3,047
     3,905     -6,004         28        231       -590        158     -5,357      3,298       -949        154       -100         36     -1,252      1,076
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       51.9        0.7        8.8        1.0        1.0       23.5       26.9        6.3        4.9        0.7        1.0       17.8       10.4
 
Number of Traders in Each Category                                    Total Traders:        93
        20         13          4          7          .          .         19         21         10          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    98,455
Positions
    35,312     51,127        671      8,695      1,030        979     23,148     26,493      6,246      4,822        657      1,030     17,553     10,223
 
Changes from:       November 13, 2012                                Total Change is:    -6,093
     7,811    -12,008         56        461     -1,180        316    -10,714      6,596     -1,899        308       -199         72     -2,504      2,153
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       51.9        0.7        8.8        1.0        1.0       23.5       26.9        6.3        4.9        0.7        1.0       17.8       10.4
 
Number of Traders in Each Category                                    Total Traders:        93
        20         13          4          7          .          .         19         21         10          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   978,643
Positions
    60,767    215,117     41,490    352,680    161,107     62,202    103,571    174,460    143,676     38,311     37,268     20,908    155,039    122,415
 
Changes from:       November 13, 2012                                Total Change is:   -18,091
     5,269     -5,225      2,516     -3,033     -7,130         70     -3,655      9,233    -35,382        181        560     -2,905     18,847     20,172
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       22.0        4.2       36.0       16.5        6.4       10.6       17.8       14.7        3.9        3.8        2.1       15.8       12.5
 
Number of Traders in Each Category                                    Total Traders:       579
        40         42         37        117         57         64        105        109        106         56         53         48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   287,352
Positions
    31,068     70,119      6,699     87,757     29,419      9,774     20,671     37,906     40,789     11,246     13,021      7,186     72,162     72,438
 
Changes from:       November 13, 2012                                Total Change is:    -3,198
     4,453     -2,758       -798     -1,415       -507         -3      6,588        627    -14,286      1,146     -1,089     -1,937      3,053     17,553
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       24.4        2.3       30.5       10.2        3.4        7.2       13.2       14.2        3.9        4.5        2.5       25.1       25.2
 
Number of Traders in Each Category                                    Total Traders:       117
        12         13          8         27          8         12         16         25         32         10          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 3,456,455
Positions
   218,646    795,140    103,802  1,365,940    699,764    220,814    554,909    823,182    374,025    145,470    131,379     58,463    414,386    249,885
 
Changes from:       November 13, 2012                                Total Change is:   -74,462
     9,628     -6,789     11,023      4,483    -20,540    -12,209    -35,365     58,877   -121,328     -3,392      9,679     -6,273     78,970     13,097
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       23.0        3.0       39.5       20.2        6.4       16.1       23.8       10.8        4.2        3.8        1.7       12.0        7.2
 
Number of Traders in Each Category                                    Total Traders:       538
        39         39         34        104         53         56        105        101         97         49         48         43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   118,488
Positions
    16,072     29,824          7     62,409     65,582      1,826     24,639     14,285        754        391      2,201          0     12,391      4,010
 
Changes from:       November 13, 2012                                Total Change is:     2,572
     4,536       -183         -4       -618        144         26     -1,671      1,363        678         11         10          0       -386        538
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       25.2        0.0       52.7       55.3        1.5       20.8       12.1        0.6        0.3        1.9        0.0       10.5        3.4
 
Number of Traders in Each Category                                    Total Traders:       100
         9         11          .         38         14         12         15         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   110,243
Positions
    11,442     30,577     32,591     24,790     10,816      1,134     19,016     16,045      9,639      1,769      2,377      1,450      8,414      5,617
 
Changes from:       November 13, 2012                                Total Change is:    35,229
    -4,035    -12,343     31,829     -1,006        -42        -44     -2,700      6,415      7,806        114     -1,182        489      2,776      2,301
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       27.7       29.6       22.5        9.8        1.0       17.2       14.6        8.7        1.6        2.2        1.3        7.6        5.1
 
Number of Traders in Each Category                                    Total Traders:       228
        25         22         13         34         22         12         43         50         20         17         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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    27,949
Positions
    17,319     18,225         80      2,000          0          0      5,162      7,692          0        646          0          0      2,742      1,952
 
Changes from:       November 13, 2012                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      62.0       65.2        0.3        7.2        0.0        0.0       18.5       27.5        0.0        2.3        0.0        0.0        9.8        7.0
 
Number of Traders in Each Category                                    Total Traders:        21
         9          5          .          .          0          0          .          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   411,474
Positions
   128,175    219,318      4,995    114,161     54,288      5,458    107,333     79,827     10,132      8,843     15,115      4,018     28,359     18,324
 
Changes from:       November 13, 2012                                Total Change is:    36,401
    50,788      4,718      1,186    -14,822          2       -428     -1,247     31,675        967        570     -2,681       -787        173      1,748
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       53.3        1.2       27.7       13.2        1.3       26.1       19.4        2.5        2.1        3.7        1.0        6.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       228
        24         23          6         33         23         11         45         48         17         17         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   392,939
Positions
   151,019     19,899     13,961    132,729    208,031     19,932     52,190     99,310      4,790      3,049     10,758        340     14,929     15,917
 
Changes from:       November 13, 2012                                Total Change is:    17,059
    26,947     -6,572      2,726     -1,632      3,727        -25     -9,770     12,926      1,614        872        136        -65     -3,607      2,592
 
Percent of Open Interest Represented by Each Category of Trader
      38.4        5.1        3.6       33.8       52.9        5.1       13.3       25.3        1.2        0.8        2.7        0.1        3.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       242
        23          9          4         48         42         25         40         55         13          7         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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    37,244
Positions
    10,787      4,454          0     11,910        475         96      6,278      8,917          0      3,352      3,589          0      4,821     19,713
 
Changes from:       November 13, 2012                                Total Change is:     5,598
     3,819       -498        -16      1,169        -71         35        124      2,252          0      1,451          6          0       -984      3,890
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       12.0        0.0       32.0        1.3        0.3       16.9       23.9        0.0        9.0        9.6        0.0       12.9       52.9
 
Number of Traders in Each Category                                    Total Traders:        40
         4          5          0         14          .          .          6          4          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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    37,615
Positions
     8,665     15,493      2,853      4,277      2,570        614     11,939      7,821        669      1,619      1,664          0      6,979      5,931
 
Changes from:       November 13, 2012                                Total Change is:     1,719
    -2,233      2,793      1,150     -1,304       -432       -298      4,933      1,017        104     -1,762        749          0      1,129     -3,364
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       41.2        7.6       11.4        6.8        1.6       31.7       20.8        1.8        4.3        4.4        0.0       18.6       15.8
 
Number of Traders in Each Category                                    Total Traders:        57
        13         14          7          5          .          .         10          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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    63,901
Positions
     4,304      8,266        770     40,217     35,063      6,925      7,409      9,828          0        218          0          0      4,058      3,049
 
Changes from:       November 13, 2012                                Total Change is:    -1,323
     1,555       -866          0       -382     -1,094         52     -1,726        197       -106          0          0          0       -716        494
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       12.9        1.2       62.9       54.9       10.8       11.6       15.4        0.0        0.3        0.0        0.0        6.4        4.8
 
Number of Traders in Each Category                                    Total Traders:        67
         4          .          .         25         23          9          9          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   121,240
Positions
    14,131     57,550      1,155     66,896     19,930      5,588     13,781     28,939        752      6,627      2,100      1,055     11,255      4,171
 
Changes from:       November 13, 2012                                Total Change is:     2,004
      -827      1,828        197      5,410       -902        -35     -1,687      1,053        -64        235         29         -9     -1,216        -93
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       47.5        1.0       55.2       16.4        4.6       11.4       23.9        0.6        5.5        1.7        0.9        9.3        3.4
 
Number of Traders in Each Category                                    Total Traders:       129
        14         17          5         34         16         15         25          8          .         13          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   746,805
Positions
     9,052    122,092     38,349    264,004    133,579     77,303     82,666     83,361     73,061     20,847     37,838      9,696    171,827    171,527
 
Changes from:       November 13, 2012                                Total Change is:    11,231
     3,498     11,430        565    -19,193     -2,356     -1,197     19,065     -3,177      2,612     -1,856      1,931     -2,825     10,561      4,249
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       16.3        5.1       35.4       17.9       10.4       11.1       11.2        9.8        2.8        5.1        1.3       23.0       23.0
 
Number of Traders in Each Category                                    Total Traders:       181
         5         25         24         44         25         39         31         33         40          7         11         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   357,205
Positions
     3,332    120,716        732    222,996     43,063     37,042      3,029     77,535        866     17,659     19,488          0     71,549     57,763
 
Changes from:       November 13, 2012                                Total Change is:      -917
    -3,447     -3,899        538      2,147        670       -728         12       -403       -125       -500         81          0      1,186      2,949
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       33.8        0.2       62.4       12.1       10.4        0.8       21.7        0.2        4.9        5.5        0.0       20.0       16.2
 
Number of Traders in Each Category                                    Total Traders:        63
         .         10          .         28          9         16          .          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 1,223,724
Positions
   110,878    112,793     79,777    267,942    104,407     52,535    252,526    581,895    164,992    131,415     31,150     17,993    145,664     78,182
 
Changes from:       November 13, 2012                                Total Change is:    57,149
    12,430    -15,231     -4,459     17,454     -4,456    -11,904    -14,435     53,813     44,681       -551         11      1,135     12,798     -6,442
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        9.2        6.5       21.9        8.5        4.3       20.6       47.6       13.5       10.7        2.5        1.5       11.9        6.4
 
Number of Traders in Each Category                                    Total Traders:       233
        22         22         22         47         24         32         40         43         42         21         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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    40,392
Positions
    27,515     14,265      3,141          0        514          0      4,972     17,733      3,618          4          0        441        701        680
 
Changes from:       November 13, 2012                                Total Change is:       313
     2,237       -905     -1,587       -500          0          0       -493      2,181        276          4        -22         55        321        315
 
Percent of Open Interest Represented by Each Category of Trader
      68.1       35.3        7.8        0.0        1.3        0.0       12.3       43.9        9.0        0.0        0.0        1.1        1.7        1.7
 
Number of Traders in Each Category                                    Total Traders:        45
        13          5         11          0          .          0          9         14         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 2,238,859
Positions
   128,755    146,775    214,088    391,768    730,120    191,079    569,792    137,444    267,375     96,725    122,578     63,459    315,818    365,939
 
Changes from:       November 13, 2012                                Total Change is:    76,087
      -913    -22,203     32,677     -5,322     46,972     -8,931     40,234      8,065     15,460     11,248      5,810     -6,143     -2,223      4,380
 
Percent of Open Interest Represented by Each Category of Trader
       5.8        6.6        9.6       17.5       32.6        8.5       25.5        6.1       11.9        4.3        5.5        2.8       14.1       16.3
 
Number of Traders in Each Category                                    Total Traders:       304
        23         39         50         26         62         52         65         52         76         14         23         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 1,748,215
Positions
   283,422    158,158     97,430    209,974    465,444    144,093    372,973    322,824    173,518    175,743     96,572     19,824    271,237    270,352
 
Changes from:       November 13, 2012                                Total Change is:    45,781
    57,567    -28,976      1,782    -24,342    -23,411     13,693      1,004     80,332    -18,491     -5,701     17,785     -4,291     24,560      7,359
 
Percent of Open Interest Represented by Each Category of Trader
      16.2        9.0        5.6       12.0       26.6        8.2       21.3       18.5        9.9       10.1        5.5        1.1       15.5       15.5
 
Number of Traders in Each Category                                    Total Traders:       211
        10         32         25         26         39         37         38         41         40         10         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   394,867
Positions
   167,994    140,659    107,612          9      2,617      3,551     26,493     37,881     52,164        529      8,261      9,404     27,112     32,718
 
Changes from:       November 13, 2012                                Total Change is:     9,468
     2,420      5,402      2,868          0        602          3      1,150      1,304        265       -445         56       -357      3,564       -675
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       35.6       27.3        0.0        0.7        0.9        6.7        9.6       13.2        0.1        2.1        2.4        6.9        8.3
 
Number of Traders in Each Category                                    Total Traders:        76
        19         21         31          .          .          .         13         12         21          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 is12,286,751
Positions
 1,130,606  3,051,325  2,728,913    899,542    160,215    173,104  1,654,542    251,731  3,978,124     95,622    171,051    709,114    917,184  1,063,174
 
Changes from:       November 13, 2012                                Total Change is:  -188,143
   -59,249     27,411    -41,533     31,746    -58,510      5,214    108,879      1,673   -104,137    -52,488     19,021    -57,958    -18,616     20,676
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       24.8       22.2        7.3        1.3        1.4       13.5        2.0       32.4        0.8        1.4        5.8        7.5        8.7
 
Number of Traders in Each Category                                    Total Traders:       261
        28         54         80          9         12         18         65         51         93         13         19         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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    12,356
Positions
    10,628        591          0        560        984          0        716     10,458          1        234        245          0        217         77
 
Changes from:       November 13, 2012                                Total Change is:       609
       730         23          0         -1         99          0        -86        443          0        -20         30          0        -14         14
 
Percent of Open Interest Represented by Each Category of Trader
      86.0        4.8        0.0        4.5        8.0        0.0        5.8       84.6        0.0        1.9        2.0        0.0        1.8        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 November 20, 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    13,606
Positions
    11,299      6,136          0        961        871         41      1,049      6,418          0          0         91          0        256         49
 
Changes from:       November 13, 2012                                Total Change is:      -441
      -173       -347          0          0          2         -1       -225       -105          0          0          0          0        -42         10
 
Percent of Open Interest Represented by Each Category of Trader
      83.0       45.1        0.0        7.1        6.4        0.3        7.7       47.2        0.0        0.0        0.7        0.0        1.9        0.4
 
Number of Traders in Each Category                                    Total Traders:        30
         .          6          0          .          4          .          5         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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    40,328
Positions
     9,448      8,174      1,312      2,226      3,473        303     14,121     21,202      1,666      7,741      2,030          5      3,508      2,164
 
Changes from:       November 13, 2012                                Total Change is:       809
      -409        302         -9        121       -202         80      1,638       -141       -269       -155      1,372         -0       -187       -324
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       20.3        3.3        5.5        8.6        0.8       35.0       52.6        4.1       19.2        5.0        0.0        8.7        5.4
 
Number of Traders in Each Category                                    Total Traders:       100
         .          .          .          8          6          .         26         22          8         24          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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   418,381
Positions
   114,205     32,132     56,897     36,510     21,455     14,101     49,923    132,207     48,226      8,086     21,546     66,486     23,947     25,331
 
Changes from:       November 13, 2012                                Total Change is:    35,965
    -2,410        170     11,868        340      1,991      3,534     17,790      6,915     -3,965      4,544      8,937      6,842     -2,578       -327
 
Percent of Open Interest Represented by Each Category of Trader
      27.3        7.7       13.6        8.7        5.1        3.4       11.9       31.6       11.5        1.9        5.1       15.9        5.7        6.1
 
Number of Traders in Each Category                                    Total Traders:       179
        27          9         23         11         11         11         39         41         47         18         14         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     7,153
Positions
       263      4,078          0      3,597        476         84      1,833      1,574        902        349         30          0        125          9
 
Changes from:       November 13, 2012                                Total Change is:      -953
      -393        198          0         55         36         24       -837     -1,220          9        189          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       57.0        0.0       50.3        6.7        1.2       25.6       22.0       12.6        4.9        0.4        0.0        1.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          .          .          .          4          .          .          .          0
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Updated November 26, 2012