BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,036
COMMITMENTS
       0      149        5    2,437    2,335    2,442    2,489      594      547

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -436)
    -145      -69        2     -277     -249     -420     -316      -16     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      0.2     80.3     76.9     80.4     82.0     19.6     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       11       11       13       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,089
COMMITMENTS
   7,487    9,324    1,002   19,400   16,475   27,889   26,801    4,200    5,288

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -3,580)
    -916    1,129     -308   -2,014   -3,221   -3,238   -2,400     -342   -1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     29.1      3.1     60.5     51.3     86.9     83.5     13.1     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15       19       10       29       27       51       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      261,218
COMMITMENTS
  87,328   34,517   40,154  102,257  144,187  229,739  218,858   31,479   42,360

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -3,013)
   1,676   -4,648     -888   -3,299    3,037   -2,511   -2,499     -502     -514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     13.2     15.4     39.1     55.2     87.9     83.8     12.1     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     112       59      103       55       89      230      218
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      319,039
COMMITMENTS
 110,701   54,006   38,656  141,903  170,558  291,260  263,220   27,779   55,819

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      2,115)
  -1,537     -562   -1,083    4,060    2,914    1,440    1,269      675      846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     16.9     12.1     44.5     53.5     91.3     82.5      8.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     124       72      103       88      158      268      290
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       12,366
COMMITMENTS
   3,964    4,903    1,967    3,622    2,408    9,553    9,278    2,813    3,088

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      2,147)
     257      346      566      492      102    1,315    1,014      832    1,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     39.6     15.9     29.3     19.5     77.3     75.0     22.7     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      30       27       20       26       22       66       66
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,152
COMMITMENTS
  12,676    4,213    4,659    7,872    6,680   25,207   15,552    5,945   15,600

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -608)
  -1,082     -473     -409      789      423     -702     -459       94     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     13.5     15.0     25.3     21.4     80.9     49.9     19.1     50.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      40       29       37       34       39       96       95
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      108,244
COMMITMENTS
   7,483      127    5,053   93,363  101,372  105,899  106,552    2,345    1,692

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      2,915)
      21        0      984      118      821    1,123    1,805    1,792    1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.1      4.7     86.3     93.7     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       15       15       18       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      150,326
COMMITMENTS
  31,022   51,193    1,003   91,372   74,694  123,397  126,890   26,929   23,436

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      7,095)
     953   -5,745      484    4,569   12,630    6,006    7,369    1,089     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     34.1      0.7     60.8     49.7     82.1     84.4     17.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      21       16        6       22       32       47       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,548
COMMITMENTS
   4,358   15,516       96   29,996    9,144   34,450   24,756    8,098   17,792

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      5,324)
    -592    1,239      -27    6,028    1,739    5,409    2,951      -85    2,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     36.5      0.2     70.5     21.5     81.0     58.2     19.0     41.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       16        2       13       14       19       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      130,231
COMMITMENTS
  18,219   39,081    1,145  108,274   83,916  127,638  124,142    2,593    6,089

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      9,337)
  11,680   -3,698      350   -2,548   12,995    9,482    9,647     -145     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     30.0      0.9     83.1     64.4     98.0     95.3      2.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      18       28        4       22       25       42       57
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      209,514
COMMITMENTS
  26,311   69,871      543  170,467  109,281  197,321  179,695   12,193   29,819

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     18,786)
   2,808     -292     -109   16,190   18,908   18,889   18,507     -103      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     33.3      0.3     81.4     52.2     94.2     85.8      5.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      19       30        5       28       27       48       61
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      178,625
COMMITMENTS
  56,817   18,546      154  102,825  135,080  159,796  153,780   18,829   24,845

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     12,346)
     655    2,931      132   12,291    9,199   13,078   12,262     -732       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     10.4      0.1     57.6     75.6     89.5     86.1     10.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      26       26        3       22       26       51       52
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      283,309
COMMITMENTS
  34,521  130,335    3,336  215,981   92,238  253,838  225,909   29,471   57,400

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      5,798)
   6,901   -1,587    1,031   -2,565   11,534    5,367   10,978      431   -5,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     46.0      1.2     76.2     32.6     89.6     79.7     10.4     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      29       71       18       51       48       90      127
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,597
COMMITMENTS
  10,745    6,888        1   15,376   18,497   26,122   25,386    1,475    2,211

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -680)
    -273     -412        1     -443     -115     -715     -526       35     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     25.0      0.0     55.7     67.0     94.7     92.0      5.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       18        1       11        9       19       28
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,495,479
COMMITMENTS
 421,163  1050396  1530478  5811534  4908218  7763175  7489092  732,304  1006387

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:   -226,128)
  -6,634 -145,642  -16,485 -166,123   56,755 -189,242 -105,372  -36,886 -120,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     12.4     18.0     68.4     57.8     91.4     88.2      8.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      31       61       78      132      137      217      233
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      926,993
COMMITMENTS
  58,477  102,580   33,072  702,025  671,268  793,574  806,920  133,419  120,073

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     24,712)
   9,656   -6,844    5,968    3,706   22,163   19,330   21,286    5,382    3,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     11.1      3.6     75.7     72.4     85.6     87.0     14.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
      89      115       57      236      247      356      388
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      323,580
COMMITMENTS
  31,581   20,026    1,545  203,025  246,222  236,151  267,793   87,429   55,787

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     24,472)
   8,401      137     -100    1,033   29,491    9,334   29,528   15,138   -5,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      6.2      0.5     62.7     76.1     73.0     82.8     27.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      12       19        8       60       62       76       85
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,017,064
COMMITMENTS
 235,240  513,531   56,876  2494999  2125228  2787115  2695635  229,949  321,429

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      1,199)
  27,608  -13,571    9,003   13,367  -36,641   49,978  -41,209  -48,779   42,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     17.0      1.9     82.7     70.4     92.4     89.3      7.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      526)
      85      112       47      213      218      324      351
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      117,150
COMMITMENTS
   8,394    5,420       32   97,197  106,679  105,623  112,131   11,527    5,019

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,835)
     -56     -146       23   -4,378   -2,187   -4,411   -2,310    1,576     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      4.6      0.0     83.0     91.1     90.2     95.7      9.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       8        6        1       51       38       59       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       94,208
COMMITMENTS
   9,450    4,711    1,144   64,924   72,412   75,517   78,267   18,691   15,941

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      6,007)
   1,858     -948      720    2,629    6,700    5,206    6,472      801     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      5.0      1.2     68.9     76.9     80.2     83.1     19.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      44       30       11       77       86      127      121
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       29,888
COMMITMENTS
     981      538       50   14,819   28,246   15,850   28,834   14,038    1,054

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:        815)
     981        0        0      101    1,086    1,082    1,086     -267     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      1.8      0.2     49.6     94.5     53.0     96.5     47.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       12       13       14       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      321,602
COMMITMENTS
  47,248   25,771      565  250,523  220,831  298,336  247,167   23,266   74,435

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     25,959)
   9,290      165   -1,307   12,638   28,070   20,621   26,928    5,338     -969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      8.0      0.2     77.9     68.7     92.8     76.9      7.2     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      44       30        9       73       82      121      117
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      142,807
COMMITMENTS
  53,653   23,829    2,955   68,285   99,239  124,893  126,023   17,914   16,784

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     18,047)
  19,346    2,064    2,916   -4,538   18,675   17,724   23,655      323   -5,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     16.7      2.1     47.8     69.5     87.5     88.2     12.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      17       24        4       24       27       43       53
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,676
COMMITMENTS
   3,741    5,042    1,511   19,114    9,649   24,366   16,202    6,310   14,474

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      2,357)
     357     -540    1,407      838    1,134    2,602    2,001     -245      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     16.4      4.9     62.3     31.5     79.4     52.8     20.6     47.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        8        4       21       11       31       21
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,054
COMMITMENTS
   4,104    7,442    2,277   37,238   16,749   43,619   26,468    6,435   23,586

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:        827)
    -633     -981      629    2,641     -465    2,637     -817   -1,810    1,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     14.9      4.5     74.4     33.5     87.1     52.9     12.9     47.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8       10        6       36       21       47       34
 

Updated December 9, 2011