`Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   185,387
Positions
    29,901     94,686      6,320     23,637     16,871        981     63,304     31,588      8,467      7,711      5,695        367     44,698     20,411
 
Changes from:       December 4, 2012                                 Total Change is:     2,878
    -2,719      4,392     -2,153        529        462        248      7,247      2,245     -2,420      1,016        975     -1,029      2,160        158
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       51.1        3.4       12.7        9.1        0.5       34.1       17.0        4.6        4.2        3.1        0.2       24.1       11.0
 
Number of Traders in Each Category                                    Total Traders:        94
         5         15         11         10          4          5         32          9         15         12          6          5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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    49,790
Positions
     9,982     19,504      1,609      1,568      2,773        190     10,258      9,122      5,604      2,110          0      1,232     17,237      9,754
 
Changes from:       December 4, 2012                                 Total Change is:     3,527
     1,655      1,656      1,483          0          9          0        -72     -2,706      3,762       -688          0          0     -2,612       -677
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       39.2        3.2        3.1        5.6        0.4       20.6       18.3       11.3        4.2        0.0        2.5       34.6       19.6
 
Number of Traders in Each Category                                    Total Traders:        44
         6          9          5          .          4          .         10         10          9          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   190,404
Positions
    12,038     72,192      3,605     22,241     31,470      1,777     98,790     34,071      5,613      2,916     19,746      1,210     42,215     20,720
 
Changes from:       December 4, 2012                                 Total Change is:       373
     2,020      4,800        184        459         21       -273      1,227     -3,350     -1,944        505        617     -1,632       -172      1,951
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       37.9        1.9       11.7       16.5        0.9       51.9       17.9        2.9        1.5       10.4        0.6       22.2       10.9
 
Number of Traders in Each Category                                    Total Traders:       106
         5         13          7          8         13          .         33         18         15          5         10          5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   288,842
Positions
    83,770     14,835     33,331     54,568      9,741      2,677     50,566    104,426     36,630        983     15,841      7,218     19,098     64,143
 
Changes from:       December 4, 2012                                 Total Change is:    37,297
    -2,908        493     21,152        729       -100       -427     -2,447        762     17,518       -930       -205      3,359      1,250     -5,256
 
Percent of Open Interest Represented by Each Category of Trader
      29.0        5.1       11.5       18.9        3.4        0.9       17.5       36.2       12.7        0.3        5.5        2.5        6.6       22.2
 
Number of Traders in Each Category                                    Total Traders:       126
        11         11         12          8          9          6         23         46         27          5         12          8
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   271,500
Positions
    56,089     45,713     18,076     44,777     39,864      8,245     35,676     65,276     23,163     30,094     10,707      4,676     50,704     55,781
 
Changes from:       December 4, 2012                                 Total Change is:    -8,622
    -5,527     17,046      3,341     -1,627       -352     -1,822      9,201     -3,103    -10,916      2,236     -2,551     -2,844       -662     -7,421
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       16.8        6.7       16.5       14.7        3.0       13.1       24.0        8.5       11.1        3.9        1.7       18.7       20.5
 
Number of Traders in Each Category                                    Total Traders:       186
        21         15         12         16         18         16         29         43         36         20         24         17
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   238,891
Positions
    21,192     69,033     13,890      4,185     43,778      2,208    136,780     57,862     16,115      2,068      7,933      2,067     40,384     26,004
 
Changes from:       December 4, 2012                                 Total Change is:    12,471
       159     10,507     -1,750        -30        306        530      4,773     -7,584      9,270       -831      2,872       -666      1,015     -1,014
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       28.9        5.8        1.8       18.3        0.9       57.3       24.2        6.7        0.9        3.3        0.9       16.9       10.9
 
Number of Traders in Each Category                                    Total Traders:       117
         7         13          9          4         10          4         34         26         19          8         14          8
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    83,019
Positions
    39,415     53,470     21,462      3,461          0         35      8,073        323      4,602      2,470          0      2,861        640        266
 
Changes from:       December 4, 2012                                 Total Change is:     3,623
      -417        798      2,193        441          0         35        983        323        462          0          0          0        -74       -188
 
Percent of Open Interest Represented by Each Category of Trader
      47.5       64.4       25.9        4.2        0.0        0.0        9.7        0.4        5.5        3.0        0.0        3.4        0.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        26
         7         12         11          .          0          .          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   251,887
Positions
    25,786    106,119     12,186     20,101        415          0    145,515     86,191     29,340      8,781      9,843        653      9,525      7,140
 
Changes from:       December 4, 2012                                 Total Change is:    61,136
    -4,534       -933     11,515     -5,166          0          0     29,243     16,124     26,891      2,542      2,654        121        524      4,764
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       42.1        4.8        8.0        0.2        0.0       57.8       34.2       11.6        3.5        3.9        0.3        3.8        2.8
 
Number of Traders in Each Category                                    Total Traders:       148
         5         12          7         13          .          0         75         13         14         17          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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    35,698
Positions
    16,387     16,690          3        531          0          0      5,456      1,681         68     11,556     15,587      1,060        637        609
 
Changes from:       December 4, 2012                                 Total Change is:     1,574
       -36      1,603          3        -81          0          0      1,831          0         -3         16          0          0       -156        -29
 
Percent of Open Interest Represented by Each Category of Trader
      45.9       46.8        0.0        1.5        0.0        0.0       15.3        4.7        0.2       32.4       43.7        3.0        1.8        1.7
 
Number of Traders in Each Category                                    Total Traders:        25
         4          5          .          .          0          0          7          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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    41,381
Positions
     1,624     27,885      1,014        629          0          0     28,489      5,174      2,794        430      2,104        176      6,225      2,234
 
Changes from:       December 4, 2012                                 Total Change is:     9,214
        60      3,298        735       -242          0          0      4,726      2,705      2,307        135        301        -24      1,517       -108
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       67.4        2.5        1.5        0.0        0.0       68.8       12.5        6.8        1.0        5.1        0.4       15.0        5.4
 
Number of Traders in Each Category                                    Total Traders:        57
         .         10          4          .          0          0         25          9          8          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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    52,471
Positions
    14,378     31,310      1,419      4,938          0        581     18,836      9,371      1,226      2,204      1,104        864      8,026      6,597
 
Changes from:       December 4, 2012                                 Total Change is:     3,405
       389       -193        630       -346       -458         48      4,405      1,719       -940        -73        733        163       -872      1,702
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       59.7        2.7        9.4        0.0        1.1       35.9       17.9        2.3        4.2        2.1        1.6       15.3       12.6
 
Number of Traders in Each Category                                    Total Traders:        99
        17         18          4          8          0          .         30         15         13          5          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   104,943
Positions
    28,756     62,619      2,837      9,876          0      1,161     37,672     18,742      2,452      4,408      2,209      1,729     16,053     13,195
 
Changes from:       December 4, 2012                                 Total Change is:     6,810
       777       -386      1,260       -691       -916         96      8,809      3,438     -1,880       -145      1,465        327     -1,744      3,405
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       59.7        2.7        9.4        0.0        1.1       35.9       17.9        2.3        4.2        2.1        1.6       15.3       12.6
 
Number of Traders in Each Category                                    Total Traders:        99
        17         18          4          8          0          .         30         15         13          5          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,020,512
Positions
    57,549    239,999     55,992    342,714    152,734     60,838    117,014    156,105    171,655     42,862     41,289     27,819    144,070    114,081
 
Changes from:       December 4, 2012                                 Total Change is:    25,059
      -153     23,467      6,732     -5,213     -1,478     -2,691     11,336    -13,518     15,545      3,056     -1,159      3,613     -7,165     -5,451
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       23.5        5.5       33.6       15.0        6.0       11.5       15.3       16.8        4.2        4.0        2.7       14.1       11.2
 
Number of Traders in Each Category                                    Total Traders:       612
        39         42         46        124         53         67        110        114        119         60         69         57
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   293,154
Positions
    21,670     68,134      8,704     84,082     28,205      9,362     24,583     36,233     51,594     11,729     14,159     11,774     69,655     64,988
 
Changes from:       December 4, 2012                                 Total Change is:     3,185
    -9,096      5,502      1,341     -1,495       -708       -348      7,811     -2,550      2,335      1,158        990      1,539        -61     -4,917
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       23.2        3.0       28.7        9.6        3.2        8.4       12.4       17.6        4.0        4.8        4.0       23.8       22.2
 
Number of Traders in Each Category                                    Total Traders:       121
        12         10          8         25          8         13         19         24         38         10         12         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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 3,636,789
Positions
   213,167    893,101    202,663  1,331,812    661,293    218,728    632,658    769,867    429,800    159,998    139,983     75,891    372,071    245,463
 
Changes from:       December 4, 2012                                 Total Change is:   109,372
     9,969     55,081     61,697    -20,811     -6,068     -9,498     52,435    -20,035     31,241      8,850    -11,383     11,010    -35,522     -2,674
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       24.6        5.6       36.6       18.2        6.0       17.4       21.2       11.8        4.4        3.8        2.1       10.2        6.7
 
Number of Traders in Each Category                                    Total Traders:       565
        34         44         43        112         50         59        111        103        108         53         58         47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   117,564
Positions
     6,579     38,789         19     60,333     59,810      1,851     33,180     11,779        238        851      2,363          0     14,514      2,715
 
Changes from:       December 4, 2012                                 Total Change is:    -2,147
    -3,446      3,197          6     -1,771     -2,635         40      1,707     -2,545         60        205         87          0      1,052       -357
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       33.0        0.0       51.3       50.9        1.6       28.2       10.0        0.2        0.7        2.0        0.0       12.3        2.3
 
Number of Traders in Each Category                                    Total Traders:       101
         9         13          .         37         12          9         16          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   106,472
Positions
     3,923     37,210     26,632     25,510      9,141      1,094     27,762     12,935      8,521      1,557      3,735      1,662      9,811      5,542
 
Changes from:       December 4, 2012                                 Total Change is:      -173
    -1,348      4,469     -3,855      1,443       -669        -49      3,163       -645      1,178       -141       -115        425       -990       -912
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       34.9       25.0       24.0        8.6        1.0       26.1       12.1        8.0        1.5        3.5        1.6        9.2        5.2
 
Number of Traders in Each Category                                    Total Traders:       237
        14         29         16         31         21         12         71         39         25         16         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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    22,778
Positions
    14,279     14,146        348      2,000          0          0      2,589      5,728          0        523          0        100      2,939      2,456
 
Changes from:       December 4, 2012                                 Total Change is:    -3,488
    -1,845     -2,948         -6          0          0          0     -1,716       -245          0        246          0        100       -267       -389
 
Percent of Open Interest Represented by Each Category of Trader
      62.7       62.1        1.5        8.8        0.0        0.0       11.4       25.1        0.0        2.3        0.0        0.4       12.9       10.8
 
Number of Traders in Each Category                                    Total Traders:        21
         9          6          .          .          0          0          .          .          0          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   418,471
Positions
    69,008    236,111     10,630    117,552     45,705      5,468    154,386     64,554     14,085      7,787     21,289      5,197     34,358     15,432
 
Changes from:       December 4, 2012                                 Total Change is:    16,573
   -22,637     11,960      5,879      7,216     -3,345       -247     25,103     -1,291      5,182       -703        657        394     -3,615     -2,618
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       56.4        2.5       28.1       10.9        1.3       36.9       15.4        3.4        1.9        5.1        1.2        8.2        3.7
 
Number of Traders in Each Category                                    Total Traders:       237
        15         28         11         31         21         12         72         38         23         16         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   386,928
Positions
   109,904     27,374     14,182    136,654    201,115     21,225     78,928     93,684      2,801      3,629     11,844        546     19,059     14,156
 
Changes from:       December 4, 2012                                 Total Change is:     5,922
   -12,286      1,452      1,539      2,233     -1,134        809     11,434        107        695        682        631         52        763      1,771
 
Percent of Open Interest Represented by Each Category of Trader
      28.4        7.1        3.7       35.3       52.0        5.5       20.4       24.2        0.7        0.9        3.1        0.1        4.9        3.7
 
Number of Traders in Each Category                                    Total Traders:       254
        22         12          5         52         40         26         53         51         18          8         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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    56,158
Positions
     9,699      4,997        220     16,123          0        140     12,412     16,662      1,070      2,521      1,364          0     13,973     31,705
 
Changes from:       December 4, 2012                                 Total Change is:    12,535
        53        299        120      2,806          0         46      5,109      1,910      1,070     -2,588       -269         -1      5,920      9,360
 
Percent of Open Interest Represented by Each Category of Trader
      17.3        8.9        0.4       28.7        0.0        0.2       22.1       29.7        1.9        4.5        2.4        0.0       24.9       56.5
 
Number of Traders in Each Category                                    Total Traders:        55
         5          5          .         15          0          .         11         11          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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    71,031
Positions
    13,801     20,968      7,412      6,902      2,460        293     23,001     11,324      2,054      3,822      3,342        217     13,529     22,961
 
Changes from:       December 4, 2012                                 Total Change is:    16,438
      -194      4,201      3,462      1,100          0       -298      4,229      1,134        985        224        349        217      6,713      6,388
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       29.5       10.4        9.7        3.5        0.4       32.4       15.9        2.9        5.4        4.7        0.3       19.0       32.3
 
Number of Traders in Each Category                                    Total Traders:        76
        14         15         13          6          .          .         21         11          4          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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    65,465
Positions
     4,497      9,207        817     39,501     33,301      7,304      7,765     11,429        650        218          0          0      4,713      2,757
 
Changes from:       December 4, 2012                                 Total Change is:       618
       449        307         -6       -741       -611        227        231        843        423          0          0          0         35       -565
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       14.1        1.2       60.3       50.9       11.2       11.9       17.5        1.0        0.3        0.0        0.0        7.2        4.2
 
Number of Traders in Each Category                                    Total Traders:        72
         5          .          .         24         22          9          9          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   150,843
Positions
    20,266     68,519      9,544     68,772     19,099      7,622     15,473     31,797      6,530      5,930      2,036      1,105     15,601      4,591
 
Changes from:       December 4, 2012                                 Total Change is:    18,494
     2,956      3,015      4,501      1,785        739        883      1,113      5,280      3,657        109        -44         32      3,458        431
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       45.4        6.3       45.6       12.7        5.1       10.3       21.1        4.3        3.9        1.3        0.7       10.3        3.0
 
Number of Traders in Each Category                                    Total Traders:       126
        13         17          6         34         14         13         24          9          5         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   692,898
Positions
     8,818     98,638     30,204    236,172    163,845     77,957     90,177     64,558     58,630     18,721     32,436      7,236    164,983    159,395
 
Changes from:       December 4, 2012                                 Total Change is:   -40,001
     3,825    -31,004    -13,040     -8,803     28,568     -9,310    -15,030    -12,170     -5,099     -1,215      2,989      1,381      7,290     -2,315
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       14.2        4.4       34.1       23.6       11.3       13.0        9.3        8.5        2.7        4.7        1.0       23.8       23.0
 
Number of Traders in Each Category                                    Total Traders:       163
         5         19         18         40         28         37         30         27         36          6          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   370,814
Positions
         0    119,974          0    230,310     46,103     37,181      5,422     80,605     13,362     16,791     15,527          0     67,748     58,062
 
Changes from:       December 4, 2012                                 Total Change is:   -10,111
         0       -699        -42      1,999     -1,078       -437      2,169       -880    -10,622       -530          0          0     -2,648      3,646
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       32.4        0.0       62.1       12.4       10.0        1.5       21.7        3.6        4.5        4.2        0.0       18.3       15.7
 
Number of Traders in Each Category                                    Total Traders:        63
         0         10          0         29          9         16          .          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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 1,076,241
Positions
   113,471    112,574     42,195    273,960     76,825     58,490    210,165    544,471    102,762    126,009     40,977     12,251    136,938     85,697
 
Changes from:       December 4, 2012                                 Total Change is:    -4,662
     5,279     27,718    -25,508     17,171    -13,552     -2,254     -6,267     -3,125      7,445      1,310      3,263        316     -2,154      1,036
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       10.5        3.9       25.5        7.1        5.4       19.5       50.6        9.5       11.7        3.8        1.1       12.7        8.0
 
Number of Traders in Each Category                                    Total Traders:       226
        21         24         17         45         20         30         37         40         32         23         16         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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    42,959
Positions
    28,374     12,107      4,477        150      1,809          0      5,479     20,122      3,538          1          0        198        742        708
 
Changes from:       December 4, 2012                                 Total Change is:     3,551
     3,558        244       -237         50      1,427          0        330      2,291         -2          1          0        -61        -88       -111
 
Percent of Open Interest Represented by Each Category of Trader
      66.0       28.2       10.4        0.3        4.2        0.0       12.8       46.8        8.2        0.0        0.0        0.5        1.7        1.6
 
Number of Traders in Each Category                                    Total Traders:        46
        12          4         11          .          .          0         11         15          8          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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 2,064,594
Positions
   129,305    141,203    110,155    406,147    783,790    187,989    526,432    115,528    236,279     89,552    109,502     47,166    331,569    332,981
 
Changes from:       December 4, 2012                                 Total Change is:   103,266
    14,990      8,660     10,294     27,429     53,089        634    -12,784     25,223     52,496        175      2,494     -6,019     16,051    -43,606
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        6.8        5.3       19.7       38.0        9.1       25.5        5.6       11.4        4.3        5.3        2.3       16.1       16.1
 
Number of Traders in Each Category                                    Total Traders:       271
        17         34         42         24         59         51         64         42         66         12         19         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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 1,639,798
Positions
   273,829    188,850     62,591    221,154    468,634    119,255    383,365    280,946    173,583    140,338     90,616     13,710    251,973    241,613
 
Changes from:       December 4, 2012                                 Total Change is:   -30,091
    -2,749     34,105    -12,251     -2,149     15,762     -1,345      1,259    -72,009      8,967     -4,874        994      1,087    -18,037     -5,401
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       11.5        3.8       13.5       28.6        7.3       23.4       17.1       10.6        8.6        5.5        0.8       15.4       14.7
 
Number of Traders in Each Category                                    Total Traders:       209
        18         26         22         28         37         34         39         38         38         10         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   354,036
Positions
   142,187    104,540    105,139          0      2,221      3,345     19,746     37,563     49,979      1,788      5,938      8,835     23,016     36,476
 
Changes from:       December 4, 2012                                 Total Change is:    13,242
     3,962      7,998      4,633          0          0          0      5,816     -2,105     -1,866         24      2,085        530        143      1,966
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       29.5       29.7        0.0        0.6        0.9        5.6       10.6       14.1        0.5        1.7        2.5        6.5       10.3
 
Number of Traders in Each Category                                    Total Traders:        72
        18         20         30          0          .          .          8         14         19          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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 is12,770,728
Positions
 1,005,840  3,165,497  2,820,193    977,302     86,885    178,126  1,607,784    271,275  4,282,177    173,073    143,778    731,496    994,736  1,091,301
 
Changes from:       December 4, 2012                                 Total Change is:   285,588
   -82,219    101,699     29,221     41,920    -10,800      7,833     64,968     -6,749    153,561     17,953      2,560      7,241     45,111      1,022
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       24.8       22.1        7.7        0.7        1.4       12.6        2.1       33.5        1.4        1.1        5.7        7.8        8.5
 
Number of Traders in Each Category                                    Total Traders:       259
        26         56         81          9         11         17         56         61         95         14         17         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,353
Positions
     9,865      2,412          0        538      1,096          0      2,169      8,472        311        234        966          0        236         96
 
Changes from:       December 4, 2012                                 Total Change is:       264
      -919      1,722          0          0        112          0      1,187     -2,251        -38          0        696          0         34         23
 
Percent of Open Interest Represented by Each Category of Trader
      73.9       18.1        0.0        4.0        8.2        0.0       16.2       63.4        2.3        1.8        7.2        0.0        1.8        0.7
 
Number of Traders in Each Category                                    Total Traders:        31
         .          4          0          .          4          0          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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    12,695
Positions
    11,019      5,885          0          0        863         41        858      4,980        593          0        262          0        184         71
 
Changes from:       December 4, 2012                                 Total Change is:      -598
      -233       -344          0       -927         -5          0        155       -903        472          0        171          0        -65         11
 
Percent of Open Interest Represented by Each Category of Trader
      86.8       46.4        0.0        0.0        6.8        0.3        6.8       39.2        4.7        0.0        2.1        0.0        1.4        0.6
 
Number of Traders in Each Category                                    Total Traders:        26
         .          6          0          0          4          .          5          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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    49,362
Positions
     9,302      7,760      1,978      1,909      4,774        323     21,445     29,615      2,046      9,274        834        215      2,870      1,817
 
Changes from:       December 4, 2012                                 Total Change is:     4,901
      -529        283        379        -23        230        -28      4,977      7,083       -939      1,462       -677        -59       -339     -1,372
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       15.7        4.0        3.9        9.7        0.7       43.4       60.0        4.1       18.8        1.7        0.4        5.8        3.7
 
Number of Traders in Each Category                                    Total Traders:        96
         .          .          .          8          6          .         18         34         11         20          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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   409,743
Positions
   119,580     20,883     46,588     29,338     18,189     17,618     38,289    145,173     47,285      7,652      6,952     79,702     23,691     27,353
 
Changes from:       December 4, 2012                                 Total Change is:    13,612
    -4,821      5,525      2,645       -348     -1,153        480      7,220      4,258     -1,329      1,480     -5,220     16,984     -8,699     -8,578
 
Percent of Open Interest Represented by Each Category of Trader
      29.2        5.1       11.4        7.2        4.4        4.3        9.3       35.4       11.5        1.9        1.7       19.5        5.8        6.7
 
Number of Traders in Each Category                                    Total Traders:       178
        26         10         24          8         12          9         33         41         45         17         19         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 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     9,530
Positions
       238      4,421          0      3,831        538         79      4,109      3,585        902        240          0          0        131          5
 
Changes from:       December 4, 2012                                 Total Change is:       234
        37        -30          0        110         51          2         84        215          0          0          0          0          1         -4
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       46.4        0.0       40.2        5.6        0.8       43.1       37.6        9.5        2.5        0.0        0.0        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          4          .          .          4          4          .          .          0          0
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Updated December 14, 2012