BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,884
COMMITMENTS
      52      167       16    3,239    3,119    3,307    3,302      577      582

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        149)
      52        4       -1       85      159      136      162       13      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      4.3      0.4     83.4     80.3     85.1     85.0     14.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       13       13       16       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,695
COMMITMENTS
   8,328    9,275    1,120   20,469   18,719   29,917   29,114    4,778    5,581

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        939)
     308      325       93      519      675      920    1,093       19     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     26.7      3.2     59.0     54.0     86.2     83.9     13.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      17       17       12       30       28       55       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      236,617
COMMITMENTS
  70,236   45,212   36,167  103,450  118,004  209,853  199,383   26,764   37,234

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:         22)
  -2,619    6,434   -1,932    3,625   -4,025     -926      477      948     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     19.1     15.3     43.7     49.9     88.7     84.3     11.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      93       68       98       51       74      191      209
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      316,393
COMMITMENTS
 106,834   64,418   36,857  148,733  160,233  292,424  261,508   23,969   54,885

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      5,489)
   3,745    3,270   -1,727    3,643    2,495    5,661    4,038     -172    1,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     20.4     11.6     47.0     50.6     92.4     82.7      7.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     101       88      105       79      148      245      290
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,559
COMMITMENTS
   3,529    4,838    1,130    3,130    1,818    7,789    7,786    1,770    1,773

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -492)
    -192     -405      220     -253     -126     -225     -311     -267     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     50.6     11.8     32.7     19.0     81.5     81.5     18.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21       29       12       22       17       51       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,581
COMMITMENTS
  14,011    4,546    4,552    8,195    6,795   26,758   15,893    5,823   16,688

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      2,284)
   1,143       22      508      468      722    2,119    1,252      165    1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     14.0     14.0     25.2     20.9     82.1     48.8     17.9     51.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      47       29       38       32       39      103       95
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      119,294
COMMITMENTS
   6,938    1,287    3,193  108,752  113,886  118,883  118,366      411      928

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -327)
       0     -260        0     -200     -196     -200     -456     -127      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.1      2.7     91.2     95.5     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1       16       14       18       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      118,735
COMMITMENTS
  28,132   49,944      954   64,290   45,089   93,376   95,987   25,359   22,748

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -55,519)
   6,704    1,648   -9,600  -26,195  -48,628  -29,091  -56,580  -26,428    1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     42.1      0.8     54.1     38.0     78.6     80.8     21.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      23       13        2       19       21       43       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       35,741
COMMITMENTS
   3,829   14,627       41   24,740    2,623   28,610   17,291    7,131   18,450

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      2,721)
  -6,588    1,074       11    9,591      101    3,014    1,186     -293    1,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     40.9      0.1     69.2      7.3     80.0     48.4     20.0     51.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       13        1       10        8       17       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      117,370
COMMITMENTS
  18,228   43,913        0   96,564   66,582  114,792  110,495    2,578    6,875

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      1,018)
  -1,949    4,934      -24    2,822   -4,614      849      296      169      722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     37.4      0.0     82.3     56.7     97.8     94.1      2.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17       36        0       18       21       35       57
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      183,119
COMMITMENTS
  25,465   54,637       51  143,533  102,195  169,049  156,883   14,070   26,236

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -853)
  -1,068    2,165      -65       61   -1,813   -1,072      287      219   -1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     29.8      0.0     78.4     55.8     92.3     85.7      7.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       26        1       25       23       44       50
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      132,557
COMMITMENTS
  52,691   30,106        0   64,648   76,831  117,339  106,937   15,218   25,620

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        551)
     543    2,434       -1    1,985   -3,162    2,527     -729   -1,976    1,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     22.7      0.0     48.8     58.0     88.5     80.7     11.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      20       26        0       14       23       34       49
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      276,022
COMMITMENTS
  45,183  173,062      986  204,337   47,710  250,506  221,758   25,516   54,264

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      9,425)
  -4,374    9,808        9   15,498    1,990   11,133   11,807   -1,708   -2,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     62.7      0.4     74.0     17.3     90.8     80.3      9.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      27       73        9       44       40       77      116
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       10,181
COMMITMENTS
   6,571    5,166      225    1,540    2,351    8,336    7,742    1,845    2,439

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        739)
     836       43        0     -294      540      542      583      197      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.5     50.7      2.2     15.1     23.1     81.9     76.0     18.1     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9       15        1        5        3       14       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,467,044
COMMITMENTS
 300,435  812,444  1427533  5040350  4258995  6768318  6498972  698,726  968,072

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -93,222)
 -24,327  -72,890   11,500  -22,221  -22,801  -35,048  -84,191  -58,174   -9,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     10.9     19.1     67.5     57.0     90.6     87.0      9.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      34       51       69      120      124      196      213
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      764,761
COMMITMENTS
  54,238   98,727   33,895  553,760  524,778  641,893  657,401  122,868  107,360

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     19,370)
  -4,074    3,151    8,613   21,314    9,796   25,854   21,561   -6,483   -2,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     12.9      4.4     72.4     68.6     83.9     86.0     16.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      504)
      79       96       40      220      217      318      334
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      242,649
COMMITMENTS
  29,603   22,741    1,254  146,302  160,125  177,159  184,120   65,490   58,529

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      9,520)
   9,143    1,997      -30    5,171    7,755   14,284    9,722   -4,764     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      9.4      0.5     60.3     66.0     73.0     75.9     27.0     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
       9       11        5       50       49       62       62
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,610,560
COMMITMENTS
 244,844  501,597   41,539  2037288  1823267  2323671  2366403  286,889  244,157

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     49,252)
 -19,824   52,031   -3,043   80,716   10,207   57,849   59,195   -8,597   -9,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     19.2      1.6     78.0     69.8     89.0     90.6     11.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      482)
      78       95       37      200      199      294      315
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,902
COMMITMENTS
   6,832    6,211        9   90,963   95,213   97,804  101,433    8,098    4,469

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -1,007)
     191       72      -23     -543   -1,506     -375   -1,457     -632      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      5.9      0.0     85.9     89.9     92.4     95.8      7.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
       8        7        1       51       37       59       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       51,197
COMMITMENTS
   7,820    4,862      992   36,681   42,754   45,493   48,608    5,704    2,588

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:         32)
  -1,168      397      710      246   -1,005     -212      102      243      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      9.5      1.9     71.6     83.5     88.9     94.9     11.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      40       30        7       60       72      103      106
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      255,983
COMMITMENTS
  39,099   24,310    4,959  183,407  213,772  227,465  243,041   28,518   12,942

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        158)
  -5,838    1,986    3,548    1,231   -5,026   -1,059      508    1,217     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      9.5      1.9     71.6     83.5     88.9     94.9     11.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      40       30        7       60       72      103      106
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      111,210
COMMITMENTS
  60,302   27,665    2,738   29,967   65,001   93,007   95,404   18,203   15,806

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      6,393)
   8,255    1,360        0   -2,863    5,299    5,392    6,659    1,001     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.2     24.9      2.5     26.9     58.4     83.6     85.8     16.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      20       22        1       13       22       34       44
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       23,104
COMMITMENTS
   3,563    8,360        3   13,683    4,574   17,249   12,937    5,855   10,167

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        768)
     310       27        0      673      -50      983      -23     -215      791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     36.2      0.0     59.2     19.8     74.7     56.0     25.3     44.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       10        1       16        3       24       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       35,756
COMMITMENTS
   7,028    2,680    1,604   21,590   12,970   30,222   17,254    5,534   18,502

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      3,256)
    -312     -438      416    2,912   -1,303    3,016   -1,325      240    4,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      7.5      4.5     60.4     36.3     84.5     48.3     15.5     51.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9        6        2       21       16       30       24
 

Updated December 30, 2011