`Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 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   227,392
Positions
    20,511    103,367     43,117     23,252     18,453        784     71,143     20,480     13,799      7,357      7,181        345     47,084     19,866
 
Changes from:       December 11, 2012                                Total Change is:    42,005
    -9,390      8,681     36,797       -384      1,582       -197      7,839    -11,109      5,331       -355      1,486        -22      2,386       -545
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       45.5       19.0       10.2        8.1        0.3       31.3        9.0        6.1        3.2        3.2        0.2       20.7        8.7
 
Number of Traders in Each Category                                    Total Traders:        94
         4         14         12         10          4          4         35          9         14         12          6          6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 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    44,843
Positions
       435     16,954          6      1,744      2,697        173     16,655     11,119      1,093        604      3,293          0     24,133      9,509
 
Changes from:       December 11, 2012                                Total Change is:    -4,946
    -9,547     -2,550     -1,603        176        -76        -17      6,398      1,996     -4,512     -1,506      3,293     -1,232      6,897       -245
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       37.8        0.0        3.9        6.0        0.4       37.1       24.8        2.4        1.3        7.3        0.0       53.8       21.2
 
Number of Traders in Each Category                                    Total Traders:        35
         .          7          .          .          4          .         11          8          4          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 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   197,912
Positions
     2,768     57,020      1,481     23,029     30,720      2,103    114,132     44,001      4,474      4,164     35,259      1,740     44,023     21,116
 
Changes from:       December 11, 2012                                Total Change is:     7,508
    -9,270    -15,172     -2,124        789       -750        326     15,342      9,930     -1,140      1,247     15,512        530      1,808        396
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       28.8        0.7       11.6       15.5        1.1       57.7       22.2        2.3        2.1       17.8        0.9       22.2       10.7
 
Number of Traders in Each Category                                    Total Traders:       101
         .          9          5          7         13          4         35         15         10          8         11          6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 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   227,113
Positions
    85,336      6,779      9,574     53,288      8,697      2,637     24,599    111,750     14,468     17,214      5,314      2,249     17,746     65,644
 
Changes from:       December 11, 2012                                Total Change is:   -61,729
     1,566     -8,056    -23,757     -1,280     -1,044        -40    -25,968      7,324    -22,161     16,232    -10,526     -4,969     -1,352      1,501
 
Percent of Open Interest Represented by Each Category of Trader
      37.6        3.0        4.2       23.5        3.8        1.2       10.8       49.2        6.4        7.6        2.3        1.0        7.8       28.9
 
Number of Traders in Each Category                                    Total Traders:       125
         9          9          7          8          8          5         25         47         24          9         10          7
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 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   234,364
Positions
    19,734     23,283      8,739     45,300     36,707     11,108     54,396     59,919     20,600     15,287     12,227      5,884     53,316     55,897
 
Changes from:       December 11, 2012                                Total Change is:   -37,136
   -36,355    -22,430     -9,337        524     -3,157      2,862     18,720     -5,356     -2,562    -14,808      1,520      1,208      2,611        117
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        9.9        3.7       19.3       15.7        4.7       23.2       25.6        8.8        6.5        5.2        2.5       22.7       23.9
 
Number of Traders in Each Category                                    Total Traders:       183
        17         12         11         19         18         17         37         35         30         16         29         18
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 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   214,967
Positions
    11,309     83,466      2,698      4,210     44,452      1,440    143,579     42,376      6,087      1,380     10,432      1,889     42,376     22,128
 
Changes from:       December 11, 2012                                Total Change is:   -23,923
    -9,883     14,433    -11,193         24        674       -768      6,799    -15,486    -10,028       -688      2,499       -178      1,992     -3,876
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       38.8        1.3        2.0       20.7        0.7       66.8       19.7        2.8        0.6        4.9        0.9       19.7       10.3
 
Number of Traders in Each Category                                    Total Traders:       117
         6         11          6          4         10          4         35         32         17          5         14          9
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 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    73,504
Positions
    36,457     48,112     17,436      3,238          0          0      6,292        553      4,228      2,470          0      2,855        528        320
 
Changes from:       December 11, 2012                                Total Change is:    -9,515
    -2,958     -5,358     -4,026       -223          0        -35     -1,781        230       -374          0          0         -6       -112         54
 
Percent of Open Interest Represented by Each Category of Trader
      49.6       65.5       23.7        4.4        0.0        0.0        8.6        0.8        5.8        3.4        0.0        3.9        0.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        24
         5         13         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   212,190
Positions
    19,017    118,958          0     13,138        991          0    160,843     79,049          0      9,137     10,927        145      9,910      2,120
 
Changes from:       December 11, 2012                                Total Change is:   -39,697
    -6,769     12,839    -12,186     -6,963        576          0     15,328     -7,142    -29,340        356      1,084       -508        385     -5,020
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       56.1        0.0        6.2        0.5        0.0       75.8       37.3        0.0        4.3        5.1        0.1        4.7        1.0
 
Number of Traders in Each Category                                    Total Traders:       139
         5         10          0         12          4          0         72         13          0         18          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    40,302
Positions
    16,200     20,105        604      3,660          0          0      6,098      1,683        487     11,453     15,587      1,060        740        776
 
Changes from:       December 11, 2012                                Total Change is:     4,604
      -187      3,415        601      3,129          0          0        642          2        419       -103          0          0        103        167
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       49.9        1.5        9.1        0.0        0.0       15.1        4.2        1.2       28.4       38.7        2.6        1.8        1.9
 
Number of Traders in Each Category                                    Total Traders:        23
         .          5          .          .          0          0          7          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    42,446
Positions
     1,724     17,913          0        454          0          0     33,874     19,269        156        239      3,289         68      5,931      1,751
 
Changes from:       December 11, 2012                                Total Change is:     1,065
       100     -9,972     -1,014       -175          0          0      5,385     14,095     -2,638       -191      1,185       -108       -294       -483
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       42.2        0.0        1.1        0.0        0.0       79.8       45.4        0.4        0.6        7.7        0.2       14.0        4.1
 
Number of Traders in Each Category                                    Total Traders:        53
         .          7          0          .          0          0         24         11          .          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    79,946
Positions
    17,532     42,109     12,743      6,935          0        241     17,613      6,009      9,335      3,482        614      2,058     10,008      6,838
 
Changes from:       December 11, 2012                                Total Change is:    27,474
     3,154     10,799     11,324      1,997          0       -340     -1,222     -3,362      8,109      1,278       -490      1,194      1,982        240
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       52.7       15.9        8.7        0.0        0.3       22.0        7.5       11.7        4.4        0.8        2.6       12.5        8.6
 
Number of Traders in Each Category                                    Total Traders:        97
        18         17         17          8          0          .         25         12         16         10          4          5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    16,356
Positions
     5,809     11,029      1,887      1,410          0          0      4,138      1,908        338      1,659          0          0      1,116      1,195
 
Changes from:       December 11, 2012                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       67.4       11.5        8.6        0.0        0.0       25.3       11.7        2.1       10.1        0.0        0.0        6.8        7.3
 
Number of Traders in Each Category                                    Total Traders:        23
         4          9          .          .          0          0          4          .          5          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   127,179
Positions
    32,060     70,774     13,096     11,049          0        481     36,964     18,215      7,982      4,652      2,234      3,110     17,785     11,286
 
Changes from:       December 11, 2012                                Total Change is:    22,236
     3,304      8,155     10,259      1,173          0       -680       -708       -527      5,530        244         26      1,381      1,732     -1,909
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       55.6       10.3        8.7        0.0        0.4       29.1       14.3        6.3        3.7        1.8        2.4       14.0        8.9
 
Number of Traders in Each Category                                    Total Traders:        94
        17         17         13          7          0          .         27         12         16          8          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,097,639
Positions
    60,445    258,355     91,935    348,182    143,723     64,553    122,943    156,278    206,917     39,471     44,881     30,913    132,280    100,083
 
Changes from:       December 11, 2012                                Total Change is:    77,128
     2,896     18,356     35,944      5,468     -9,011      3,715      5,929        173     35,262     -3,391      3,592      3,093    -11,789    -13,998
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       23.5        8.4       31.7       13.1        5.9       11.2       14.2       18.9        3.6        4.1        2.8       12.1        9.1
 
Number of Traders in Each Category                                    Total Traders:       609
        39         41         56        123         48         66        122        108        125         54         71         63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   321,939
Positions
    19,871     82,128     27,322     82,781     27,853     11,237     28,096     38,862     57,142     10,727     16,666     13,109     71,653     47,618
 
Changes from:       December 11, 2012                                Total Change is:    28,785
    -1,799     13,994     18,618     -1,300       -352      1,875      3,513      2,629      5,549     -1,002      2,507      1,335      1,997    -17,370
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       25.5        8.5       25.7        8.7        3.5        8.7       12.1       17.7        3.3        5.2        4.1       22.3       14.8
 
Number of Traders in Each Category                                    Total Traders:       122
        12         11         12         25          7         15         21         22         38         12         10         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,878,501
Positions
   222,535    900,800    303,400  1,361,967    614,312    231,617    674,000    786,846    549,108    147,886    145,244     84,850    303,138    262,325
 
Changes from:       December 11, 2012                                Total Change is:   241,713
     9,367      7,699    100,736     30,156    -46,981     12,889     41,342     16,979    119,308    -12,112      5,261      8,958    -68,933     16,862
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       23.2        7.8       35.1       15.8        6.0       17.4       20.3       14.2        3.8        3.7        2.2        7.8        6.8
 
Number of Traders in Each Category                                    Total Traders:       565
        35         44         50        110         46         58        123         98        114         46         62         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   128,629
Positions
     4,843     42,537     10,509     60,891     57,534      1,765     32,946      8,983      2,097        930      2,341          0     14,648      2,864
 
Changes from:       December 11, 2012                                Total Change is:    11,065
    -1,736      3,748     10,490        558     -2,276        -86       -234     -2,796      1,859         79        -22          0        135        148
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       33.1        8.2       47.3       44.7        1.4       25.6        7.0        1.6        0.7        1.8        0.0       11.4        2.2
 
Number of Traders in Each Category                                    Total Traders:       102
         8         12          7         38         12          9         18          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   124,242
Positions
     4,323     38,341     35,696     26,070      7,965      6,729     27,181     13,644     13,157      1,649      3,375      1,743      7,694      3,593
 
Changes from:       December 11, 2012                                Total Change is:    17,769
       401      1,130      9,064        560     -1,176      5,635       -581        709      4,635         91       -360         80     -2,117     -1,950
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       30.9       28.7       21.0        6.4        5.4       21.9       11.0       10.6        1.3        2.7        1.4        6.2        2.9
 
Number of Traders in Each Category                                    Total Traders:       236
        16         30         25         32         21         16         70         36         35         18         12         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    26,924
Positions
    15,297     15,329      2,401      2,000          0        945      2,919      5,728          0        523          0        200      2,639      2,321
 
Changes from:       December 11, 2012                                Total Change is:     4,146
     1,018      1,183      2,053          0          0        945        330          0          0          0          0        100       -300       -135
 
Percent of Open Interest Represented by Each Category of Trader
      56.8       56.9        8.9        7.4        0.0        3.5       10.8       21.3        0.0        1.9        0.0        0.7        9.8        8.6
 
Number of Traders in Each Category                                    Total Traders:        22
         9          7          5          .          0          .          .          .          0          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   486,588
Positions
    67,379    237,306     44,229    120,531     40,007     28,740    145,596     63,865     41,497      8,244     19,488      5,098     25,274      6,357
 
Changes from:       December 11, 2012                                Total Change is:    68,116
    -1,629      1,195     33,599      2,979     -5,698     23,272     -8,791       -689     27,411        457     -1,800        -99     -9,084     -9,075
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       48.8        9.1       24.8        8.2        5.9       29.9       13.1        8.5        1.7        4.0        1.0        5.2        1.3
 
Number of Traders in Each Category                                    Total Traders:       236
        16         30         20         31         22         16         70         36         34         18         12         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   441,110
Positions
   101,917     30,638     50,726    129,662    192,750     36,190     84,232     98,729      6,787      3,935     11,308      1,073     26,588     12,909
 
Changes from:       December 11, 2012                                Total Change is:    54,182
    -7,987      3,264     36,544     -6,992     -8,365     14,965      5,304      5,044      3,986        306       -536        527      7,529     -1,248
 
Percent of Open Interest Represented by Each Category of Trader
      23.1        6.9       11.5       29.4       43.7        8.2       19.1       22.4        1.5        0.9        2.6        0.2        6.0        2.9
 
Number of Traders in Each Category                                    Total Traders:       260
        23         13         13         53         41         29         51         52         19         10         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    52,544
Positions
     3,666      6,387        100     21,387          0         81     13,657     22,152          0      4,122      1,396          0      9,531     22,428
 
Changes from:       December 11, 2012                                Total Change is:    -3,614
    -6,033      1,390       -120      5,264          0        -59      1,245      5,490     -1,070      1,601         32          0     -4,442     -9,277
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       12.2        0.2       40.7        0.0        0.2       26.0       42.2        0.0        7.8        2.7        0.0       18.1       42.7
 
Number of Traders in Each Category                                    Total Traders:        48
         4          .          .         15          0          .         12          9          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    58,730
Positions
     9,293      9,231      2,652      7,354      3,670          0     25,568      3,529        390      4,806        256          0      8,667     39,002
 
Changes from:       December 11, 2012                                Total Change is:   -12,301
    -4,508    -11,737     -4,760        452      1,210       -293      2,567     -7,795     -1,664        984     -3,086       -217     -4,862     16,041
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       15.7        4.5       12.5        6.2        0.0       43.5        6.0        0.7        8.2        0.4        0.0       14.8       66.4
 
Number of Traders in Each Category                                    Total Traders:        60
        13         10          6          5          .          0         18          5          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    91,761
Positions
     4,532     10,705     22,222     41,536     31,143      6,990      7,755     14,005      2,667        220          0          0      5,839      4,029
 
Changes from:       December 11, 2012                                Total Change is:    26,296
        35      1,498     21,405      2,035     -2,158       -314        -10      2,576      2,017          2          0          0      1,126      1,272
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       11.7       24.2       45.3       33.9        7.6        8.5       15.3        2.9        0.2        0.0        0.0        6.4        4.4
 
Number of Traders in Each Category                                    Total Traders:        73
         5          .          .         23         23          9          9          9          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   167,738
Positions
    16,849     71,801      7,486     74,062     15,707      5,755     19,307     33,817      9,568      6,505      2,270      2,321     25,885     19,013
 
Changes from:       December 11, 2012                                Total Change is:    16,895
    -3,417      3,282     -2,058      5,290     -3,392     -1,867      3,834      2,020      3,038        575        234      1,216     10,284     14,422
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       42.8        4.5       44.2        9.4        3.4       11.5       20.2        5.7        3.9        1.4        1.4       15.4       11.3
 
Number of Traders in Each Category                                    Total Traders:       132
        13         19         13         37         14         13         24          8          4         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   692,618
Positions
    10,939     96,188     32,188    241,897    145,072     79,435     72,244     63,288     72,269     19,891     32,516      6,879    156,876    164,785
 
Changes from:       December 11, 2012                                Total Change is:      -280
     2,121     -2,451      1,984      5,726    -18,773      1,479    -17,933     -1,270     13,639      1,170         80       -358     -8,108      5,390
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       13.9        4.6       34.9       20.9       11.5       10.4        9.1       10.4        2.9        4.7        1.0       22.6       23.8
 
Number of Traders in Each Category                                    Total Traders:       175
         8         17         18         40         31         41         27         36         43          8          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   366,573
Positions
         0    129,492          6    242,631     40,359     34,067      1,950     79,555      7,229     15,715     15,432          0     64,975     60,433
 
Changes from:       December 11, 2012                                Total Change is:    -4,241
         0      9,518          6     12,321     -5,744     -3,114     -3,472     -1,050     -6,133     -1,076        -95          0     -2,773      2,371
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.3        0.0       66.2       11.0        9.3        0.5       21.7        2.0        4.3        4.2        0.0       17.7       16.5
 
Number of Traders in Each Category                                    Total Traders:        63
         0         11          .         29          9         17          .          7          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,135,207
Positions
   102,004    133,496     36,822    276,840     78,075     54,891    270,031    612,333     93,127    158,512     35,032     11,806    131,175     79,625
 
Changes from:       December 11, 2012                                Total Change is:    58,966
   -11,467     20,922     -5,373      2,879      1,250     -3,599     59,866     67,861     -9,634     32,502     -5,944       -445     -5,764     -6,072
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       11.8        3.2       24.4        6.9        4.8       23.8       53.9        8.2       14.0        3.1        1.0       11.6        7.0
 
Number of Traders in Each Category                                    Total Traders:       226
        22         23         18         46         18         31         41         37         32         23         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    50,485
Positions
    27,134      9,210      6,245          0      1,809          0     10,029     26,372      6,067          8          0        270        732        512
 
Changes from:       December 11, 2012                                Total Change is:     7,526
    -1,240     -2,897      1,768       -150          0          0      4,550      6,250      2,529          7          0         72        -10       -196
 
Percent of Open Interest Represented by Each Category of Trader
      53.7       18.2       12.4        0.0        3.6        0.0       19.9       52.2       12.0        0.0        0.0        0.5        1.4        1.0
 
Number of Traders in Each Category                                    Total Traders:        47
        11          5         11          0          .          0         11         16         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,191,607
Positions
   140,795    140,559    144,461    396,280    791,759    202,458    565,981    151,274    266,680    116,154     96,912     42,501    316,297    355,003
 
Changes from:       December 11, 2012                                Total Change is:   127,013
    11,490       -643     34,306     -9,867      7,969     14,469     39,549     35,746     30,401     26,602    -12,590     -4,665    -15,272     22,021
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        6.4        6.6       18.1       36.1        9.2       25.8        6.9       12.2        5.3        4.4        1.9       14.4       16.2
 
Number of Traders in Each Category                                    Total Traders:       273
        22         30         43         21         61         51         56         49         69         12         22         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,585,713
Positions
   264,740    175,693     63,211    270,594    457,486    126,705    344,444    269,696    127,170    132,075     90,694     16,738    240,036    258,320
 
Changes from:       December 11, 2012                                Total Change is:   -54,085
    -9,089    -13,158        620     49,440    -11,148      7,451    -38,921    -11,250    -46,413     -8,264         78      3,028    -11,937     16,708
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       11.1        4.0       17.1       28.9        8.0       21.7       17.0        8.0        8.3        5.7        1.1       15.1       16.3
 
Number of Traders in Each Category                                    Total Traders:       194
        11         23         17         29         38         35         39         31         38          9         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   443,138
Positions
   172,242    189,178    106,363          0      2,939      3,401     68,952     35,768     58,159      3,907      7,866      9,895     20,219     29,570
 
Changes from:       December 11, 2012                                Total Change is:    89,103
    30,055     84,638      1,224          0        718         56     49,205     -1,794      8,179      2,120      1,928      1,060     -2,797     -6,907
 
Percent of Open Interest Represented by Each Category of Trader
      38.9       42.7       24.0        0.0        0.7        0.8       15.6        8.1       13.1        0.9        1.8        2.2        4.6        6.7
 
Number of Traders in Each Category                                    Total Traders:        84
        21         21         32          0          .          .         19          8         23          6          5          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,494,731
Positions
   916,418  2,750,505  2,375,449  1,017,022     91,241    143,274  1,313,661    297,422  3,143,459    142,278    136,914    521,895    921,274  1,034,571
 
Changes from:       December 11, 2012                                Total Change is:-2,275,997
   -89,422   -414,991   -444,745     39,720      4,356    -34,852   -294,123     26,147 -1,138,718    -30,795     -6,864   -209,601    -73,462    -56,729
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       26.2       22.6        9.7        0.9        1.4       12.5        2.8       30.0        1.4        1.3        5.0        8.8        9.9
 
Number of Traders in Each Category                                    Total Traders:       235
        22         52         72          9          8         17         56         49         86         10         18         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,770
Positions
     7,783        320          0         40      1,002          0        553      6,330          0        259      1,066          0        135         52
 
Changes from:       December 11, 2012                                Total Change is:    -4,583
    -2,082     -2,092          0       -498        -94          0     -1,616     -2,142       -311         25        100          0       -101        -44
 
Percent of Open Interest Represented by Each Category of Trader
      88.7        3.6        0.0        0.5       11.4        0.0        6.3       72.2        0.0        3.0       12.2        0.0        1.5        0.6
 
Number of Traders in Each Category                                    Total Traders:        27
         .          4          0          .          .          0          5          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     8,209
Positions
     6,998      2,158          0          0        864         40        987      4,857          0          0        261          0        184         29
 
Changes from:       December 11, 2012                                Total Change is:    -4,486
    -4,021     -3,727          0          0          1         -1        129       -123       -593          0         -1          0          0        -42
 
Percent of Open Interest Represented by Each Category of Trader
      85.2       26.3        0.0        0.0       10.5        0.5       12.0       59.2        0.0        0.0        3.2        0.0        2.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        24
         4          4          0          0          4          .          4          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    44,136
Positions
    11,246        710      1,595      1,682      5,766        400     19,579     29,855        732      6,176      1,878          0      2,726      3,200
 
Changes from:       December 11, 2012                                Total Change is:    -5,225
     1,944     -7,050       -383       -227        992         77     -1,866        240     -1,314     -3,097      1,044       -215       -144      1,383
 
Percent of Open Interest Represented by Each Category of Trader
      25.5        1.6        3.6        3.8       13.1        0.9       44.4       67.6        1.7       14.0        4.3        0.0        6.2        7.3
 
Number of Traders in Each Category                                    Total Traders:       101
         5          .          .          8          6          .         18         33          8         18         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   398,243
Positions
   109,702     25,563     46,264     24,954     18,482     16,283     39,757    131,453     45,887      9,592      4,899     79,521     26,283     29,891
 
Changes from:       December 11, 2012                                Total Change is:   -11,500
    -9,878      4,680       -324     -4,384        293     -1,335      1,468    -13,720     -1,398      1,940     -2,053       -181      2,592      2,538
 
Percent of Open Interest Represented by Each Category of Trader
      27.5        6.4       11.6        6.3        4.6        4.1       10.0       33.0       11.5        2.4        1.2       20.0        6.6        7.5
 
Number of Traders in Each Category                                    Total Traders:       164
        21         13         23          7         10          8         33         39         44         18         14         21
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Updated December 21, 2012