Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   179,385
Positions
    43,166     21,882     37,265     18,197     34,905        450     30,943     48,295     10,418      9,468      1,485        426     29,053     24,259
 
Changes from:       December 6, 2011                                 Total Change is:    16,527
     1,294      1,453     17,550     -1,663         -8          1       -968       -584        296        807         15       -601       -187     -1,593
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       12.2       20.8       10.1       19.5        0.3       17.2       26.9        5.8        5.3        0.8        0.2       16.2       13.5
 
Number of Traders in Each Category                                    Total Traders:        74
         8         13         13          5          4          .         13         16         11         13          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    58,801
Positions
    20,179      6,025      8,138        999        912        203     14,858     14,867      6,747          0        424          0      7,677     21,485
 
Changes from:       December 6, 2011                                 Total Change is:     9,280
     2,490       -584      4,124          0          5          0        221       -717      3,627          0        -40          0     -1,181      2,865
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       10.2       13.8        1.7        1.6        0.3       25.3       25.3       11.5        0.0        0.7        0.0       13.1       36.5
 
Number of Traders in Each Category                                    Total Traders:        42
         8          8         10          .          .          .          5         17          8          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   222,220
Positions
   150,128      2,426     13,340      7,652     78,537      3,362     22,872     81,788      8,910      3,103      2,762        216     12,636     30,878
 
Changes from:       December 6, 2011                                 Total Change is:     4,622
    -5,082     -1,278      8,652       -603     -1,119        278       -481     -5,427      4,652     -1,205       -194         43     -1,631       -985
 
Percent of Open Interest Represented by Each Category of Trader
      67.6        1.1        6.0        3.4       35.3        1.5       10.3       36.8        4.0        1.4        1.2        0.1        5.7       13.9
 
Number of Traders in Each Category                                    Total Traders:        92
        15          6         16          4         15          4         16         28         20          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   211,952
Positions
    17,995    116,853     27,964     63,825     10,743        877     65,507     10,566     14,139      2,152      1,894          0     19,493     28,916
 
Changes from:       December 6, 2011                                 Total Change is:    21,983
    -1,519        286     12,926        595        462       -597        640     -1,879     10,273        867       -278       -195     -1,006        986
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       55.1       13.2       30.1        5.1        0.4       30.9        5.0        6.7        1.0        0.9        0.0        9.2       13.6
 
Number of Traders in Each Category                                    Total Traders:        85
         6         12         14          7          8          4         22         21         19          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   366,747
Positions
   109,144     55,207     24,704     50,847     35,398      6,074     77,630    123,885     41,480     15,573      9,603      4,906     36,388     65,490
 
Changes from:       December 6, 2011                                 Total Change is:    26,832
     9,702     -4,430      4,499     -5,533      1,524      1,061     12,352     24,742      3,001      1,487     -2,447     -2,105      2,367        986
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       15.1        6.7       13.9        9.7        1.7       21.2       33.8       11.3        4.2        2.6        1.3        9.9       17.9
 
Number of Traders in Each Category                                    Total Traders:       189
        22         14         17         15         23         13         27         62         40          9         17         10
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Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   160,586
Positions
    46,220     49,622     16,739      2,572     41,809      1,128     59,967     25,988      5,686      7,253        446        699     20,321     18,469
 
Changes from:       December 6, 2011                                 Total Change is:     5,099
    -4,163      4,091      5,984          0         51         70      6,445      1,428     -4,378        656     -1,205       -225        709       -716
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       30.9       10.4        1.6       26.0        0.7       37.3       16.2        3.5        4.5        0.3        0.4       12.7       11.5
 
Number of Traders in Each Category                                    Total Traders:        84
        12         12         13          .          7          4         18         26         17          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   134,737
Positions
    45,614     38,638     80,695          0          0          0      4,067     11,065      1,507          0          0          0      2,854      2,832
 
Changes from:       December 6, 2011                                 Total Change is:    20,363
   -19,200    -20,144     39,672          0          0          0       -836       -523        218          0          0          0        509      1,140
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       28.7       59.9        0.0        0.0        0.0        3.0        8.2        1.1        0.0        0.0        0.0        2.1        2.1
 
Number of Traders in Each Category                                    Total Traders:        20
         7         10         15          0          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   125,833
Positions
    70,222     44,230      8,311     18,840      2,068        812     17,060     54,557      6,913        719      3,570        127      2,829      5,245
 
Changes from:       December 6, 2011                                 Total Change is:    -4,398
      -731     -5,187     -3,265        -55       -159        192       -886      4,917        199        121        -42       -209        236       -844
 
Percent of Open Interest Represented by Each Category of Trader
      55.8       35.1        6.6       15.0        1.6        0.6       13.6       43.4        5.5        0.6        2.8        0.1        2.2        4.2
 
Number of Traders in Each Category                                    Total Traders:        96
         7         12          6          6          5          .         21         31         11          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    28,686
Positions
    15,677     18,557        400          0        261          0     10,126      5,990        495        165        514          0      1,823      2,469
 
Changes from:       December 6, 2011                                 Total Change is:     1,089
      -183        931        196          0        -33          0        403       -617        325          0         29          0        348        258
 
Percent of Open Interest Represented by Each Category of Trader
      54.7       64.7        1.4        0.0        0.9        0.0       35.3       20.9        1.7        0.6        1.8        0.0        6.4        8.6
 
Number of Traders in Each Category                                    Total Traders:        41
         8          9          5          0          .          0          5         14          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is   107,998
Positions
    24,843     39,489     36,011      3,846      2,821         85     18,103      5,958     10,123      2,079      1,091      3,795      9,115      8,626
 
Changes from:       December 6, 2011                                 Total Change is:    39,307
     1,510      4,572     27,100         39          7       -278      2,391       -132      5,985        -31        -40      1,369      1,221        723
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       36.6       33.3        3.6        2.6        0.1       16.8        5.5        9.4        1.9        1.0        3.5        8.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       101
        20         15         22          6          7          .         22         19         23          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    26,843
Positions
    13,877     13,612      3,704        597        292          0      1,287      1,987      2,557      1,344          0      1,721      1,757      2,970
 
Changes from:       December 6, 2011                                 Total Change is:     8,096
       500      1,000      3,439          0          0          0        221       -468      2,507          0          0      1,331         98        288
 
Percent of Open Interest Represented by Each Category of Trader
      51.7       50.7       13.8        2.2        1.1        0.0        4.8        7.4        9.5        5.0        0.0        6.4        6.5       11.1
 
Number of Traders in Each Category                                    Total Traders:        25
         8          4          9          .          .          0          5          4          7          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   162,310
Positions
    40,040     69,862     46,505      6,497      5,057        169     39,993     14,303      8,772      4,158      4,870      1,461     14,716     11,312
 
Changes from:       December 6, 2011                                 Total Change is:    62,421
     3,868      8,991     45,475         78         14       -555      4,768      1,101      6,528        -63        -79         75      2,246        871
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       43.0       28.7        4.0        3.1        0.1       24.6        8.8        5.4        2.6        3.0        0.9        9.1        7.0
 
Number of Traders in Each Category                                    Total Traders:        98
        20         15         15          5          6          .         24         20         22          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,168,924
Positions
    93,275    157,076    157,595    349,280    215,782     72,106     95,524    155,606    197,710     19,552     42,663     32,551    151,332    137,836
 
Changes from:       December 6, 2011                                 Total Change is:    92,984
     1,586     -8,998     48,604      1,127     15,979      1,072      6,635      7,406     18,033      3,711      1,267      3,910      8,304      5,710
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       13.4       13.5       29.9       18.5        6.2        8.2       13.3       16.9        1.7        3.6        2.8       12.9       11.8
 
Number of Traders in Each Category                                    Total Traders:       579
        34         55         55        105         76         72         96        126        127         37         50         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   423,407
Positions
    67,106    107,757     32,797    101,622     46,767     15,914     38,078     64,541     60,444      4,179     11,970     12,317     90,950     70,900
 
Changes from:       December 6, 2011                                 Total Change is:    12,975
    10,887        392      7,488      1,681      4,037      1,590     -2,433     -1,731     -2,546      1,467     -1,713     -2,442     -2,717      7,900
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       25.4        7.7       24.0       11.0        3.8        9.0       15.2       14.3        1.0        2.8        2.9       21.5       16.7
 
Number of Traders in Each Category                                    Total Traders:       139
        14         14         17         25         16         16         21         34         48          6          9         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,727,585
Positions
   458,574    574,324    296,258  1,268,383    875,167    250,869    535,802    703,898    437,754     78,903    155,506     99,129    301,912    334,680
 
Changes from:       December 6, 2011                                 Total Change is:   400,046
     1,660      1,220    157,416        496     62,975     -5,854     31,065     31,407    117,174     -1,100      2,575     44,083     55,106    -10,950
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       15.4        7.9       34.0       23.5        6.7       14.4       18.9       11.7        2.1        4.2        2.7        8.1        9.0
 
Number of Traders in Each Category                                    Total Traders:       538
        37         51         49         94         69         63         92        119        115         32         44         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   132,263
Positions
    30,241     20,552      7,100     52,209     63,369     10,180     18,642     15,851      3,457      1,422      6,731          0      9,013      5,024
 
Changes from:       December 6, 2011                                 Total Change is:    15,095
     4,086        866      7,099      3,169      2,204        239       -147      1,274      3,421       -218         16        -25     -2,529          1
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       15.5        5.4       39.5       47.9        7.7       14.1       12.0        2.6        1.1        5.1        0.0        6.8        3.8
 
Number of Traders in Each Category                                    Total Traders:        92
        11         10         12         30         14         14          9         12          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   115,319
Positions
    20,106     40,137     19,894     22,641     10,825      1,641     18,549      9,159     10,359      1,489      3,748      1,156     19,483     18,401
 
Changes from:       December 6, 2011                                 Total Change is:    20,146
      -858      1,999      8,890      1,827      1,439        401      3,102       -208      4,681        493       -274        938        671      2,280
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       34.8       17.3       19.6        9.4        1.4       16.1        7.9        9.0        1.3        3.3        1.0       16.9       16.0
 
Number of Traders in Each Category                                    Total Traders:       219
        25         26         24         30         24         13         49         43         31          8         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    31,872
Positions
    11,794     23,478        154          0        300          0      4,574      4,246        374          0      2,112          0     14,976      1,208
 
Changes from:       December 6, 2011                                 Total Change is:     1,981
      -903      1,228         32          0          0          0      1,593        246        374          0          0        -50        935        151
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       73.7        0.5        0.0        0.9        0.0       14.4       13.3        1.2        0.0        6.6        0.0       47.0        3.8
 
Number of Traders in Each Category                                    Total Traders:        24
         8          8          .          0          .          0          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   417,233
Positions
    99,199    140,933     41,061    113,207     52,625      8,203    102,171     56,857     17,631      7,444      8,180      5,781     22,538     85,964
 
Changes from:       December 6, 2011                                 Total Change is:    90,823
     8,513     12,143     36,000      9,137      7,197      2,007     15,477      5,661     13,602      2,467     -1,371      4,940     -1,319     10,644
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       33.8        9.8       27.1       12.6        2.0       24.5       13.6        4.2        1.8        2.0        1.4        5.4       20.6
 
Number of Traders in Each Category                                    Total Traders:       219
        26         25         19         30         24         13         49         43         30          8         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   467,660
Positions
   213,315     29,244     36,833    108,667    213,960     27,974     47,996    104,469      8,814      2,831     24,937      2,179     19,051     19,250
 
Changes from:       December 6, 2011                                 Total Change is:    21,117
    -2,122     -3,026     12,145      3,765      5,289     -2,256         35      1,659      4,721      1,206        949      1,976      1,646       -341
 
Percent of Open Interest Represented by Each Category of Trader
      45.6        6.3        7.9       23.2       45.8        6.0       10.3       22.3        1.9        0.6        5.3        0.5        4.1        4.1
 
Number of Traders in Each Category                                    Total Traders:       242
        25          9         12         41         50         26         32         60         22          7         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    22,552
Positions
     6,262          0          0      7,259      1,649         82      3,542      8,295          0        216      3,896          0      5,191      8,630
 
Changes from:       December 6, 2011                                 Total Change is:    -8,124
    -3,063     -2,066     -1,071       -232     -1,099          0     -1,125      4,550     -1,514          0     -1,080          0     -1,119     -5,844
 
Percent of Open Interest Represented by Each Category of Trader
      27.8        0.0        0.0       32.2        7.3        0.4       15.7       36.8        0.0        1.0       17.3        0.0       23.0       38.3
 
Number of Traders in Each Category                                    Total Traders:        34
         6          0          0          8          4          .          7          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    30,842
Positions
     9,191      6,887        916      5,644      4,285        411      7,005      1,754         54      1,100        250          0      6,521     16,285
 
Changes from:       December 6, 2011                                 Total Change is:   -19,212
   -11,587       -303     -3,653     -2,087      1,598     -1,823      3,745     -6,116     -1,564     -2,109        170       -220         86     -7,301
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       22.3        3.0       18.3       13.9        1.3       22.7        5.7        0.2        3.6        0.8        0.0       21.1       52.8
 
Number of Traders in Each Category                                    Total Traders:        39
         8          8          .          5          .          .          7          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    50,830
Positions
     3,595      4,111      3,716     27,132     24,048      4,397      4,863     10,002      1,380        205          0          0      5,542      3,176
 
Changes from:       December 6, 2011                                 Total Change is:     6,658
      -190        958      3,483     -1,804      1,305         71      1,863     -1,433      1,376        205          0          0      1,654        898
 
Percent of Open Interest Represented by Each Category of Trader
       7.1        8.1        7.3       53.4       47.3        8.7        9.6       19.7        2.7        0.4        0.0        0.0       10.9        6.2
 
Number of Traders in Each Category                                    Total Traders:        54
         .          4          .         16         20          9          8          4          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    85,838
Positions
    15,622     24,062        842     28,066     24,694      2,193      8,286      7,473      5,604      2,153      2,695      1,777     21,295     16,498
 
Changes from:       December 6, 2011                                 Total Change is:    19,065
       726      1,449        746         86       -447        210       -387      1,618      3,903        -20        -32        356     13,445     11,262
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       28.0        1.0       32.7       28.8        2.6        9.7        8.7        6.5        2.5        3.1        2.1       24.8       19.2
 
Number of Traders in Each Category                                    Total Traders:        70
        12         11          4         12          9          7         11          6          4          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   681,946
Positions
    16,427    101,895     31,706    292,036    109,615    101,422     36,959     88,262     36,236      9,893     62,926     10,420    146,847    139,464
 
Changes from:       December 6, 2011                                 Total Change is:    18,134
    -3,611      7,870       -326     14,647      2,264      5,001     -2,547     -2,762      2,933       -397      2,122      1,122      1,312        -89
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       14.9        4.6       42.8       16.1       14.9        5.4       12.9        5.3        1.5        9.2        1.5       21.5       20.5
 
Number of Traders in Each Category                                    Total Traders:       143
         7         18         22         41         21         36         20         24         29          4          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   381,700
Positions
     5,119    154,084      4,576    266,825     17,369     37,190      1,837    121,632      3,220          0          0          0     62,933     43,629
 
Changes from:       December 6, 2011                                 Total Change is:   -24,141
         0     -6,929     -3,673     -6,411      1,682     -3,381          0     -4,720    -10,391          0          0          0       -285      3,271
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       40.4        1.2       69.9        4.6        9.7        0.5       31.9        0.8        0.0        0.0        0.0       16.5       11.4
 
Number of Traders in Each Category                                    Total Traders:        69
         .         12          4         36          7         21          .         11          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   740,340
Positions
    69,741     88,099     17,814    134,846    174,236     68,219    264,111    215,710     37,045     42,032     34,940      2,145    104,388    102,131
 
Changes from:       December 6, 2011                                 Total Change is:    64,491
    -5,325     22,019      1,778     -2,258     -1,977       -336     56,728     35,632      4,241      6,257      3,675      1,558      1,848     -2,100
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       11.9        2.4       18.2       23.5        9.2       35.7       29.1        5.0        5.7        4.7        0.3       14.1       13.8
 
Number of Traders in Each Category                                    Total Traders:       208
        12         25         12         30         45         38         34         38         28         10         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,714,868
Positions
    68,070    137,000     95,925    586,743    607,979    194,421    221,062    109,538    150,607     44,978     75,275     44,267    308,796    299,857
 
Changes from:       December 6, 2011                                 Total Change is:    79,594
       606     27,916     -2,767     54,058     47,367     -6,414     40,274     27,536    -27,824    -14,362     -4,115     18,027     17,995       -134
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        8.0        5.6       34.2       35.5       11.3       12.9        6.4        8.8        2.6        4.4        2.6       18.0       17.5
 
Number of Traders in Each Category                                    Total Traders:       237
        19         27         38         33         55         53         44         41         62          5         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,448,658
Positions
    72,339    156,121     76,362    381,695    480,559    157,746    191,862    163,211    115,101    197,546     67,915     16,079    239,928    215,564
 
Changes from:       December 6, 2011                                 Total Change is:   109,515
    -3,011     35,851     10,278     27,497     28,292      5,709     22,933     17,333     12,627      5,268      6,110      5,449     22,763    -12,134
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       10.8        5.3       26.3       33.2       10.9       13.2       11.3        7.9       13.6        4.7        1.1       16.6       14.9
 
Number of Traders in Each Category                                    Total Traders:       173
        10         27         24         23         39         40         32         24         26          8         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   717,354
Positions
   197,878    250,759    197,314      3,266      3,667      3,570     79,141     36,580    148,696     25,590      5,735     29,723     32,176     41,311
 
Changes from:       December 6, 2011                                 Total Change is:    14,844
    -6,892      8,526      8,450       -250          0          0      9,731      1,210       -152        942       -861      1,826      1,190     -4,154
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       35.0       27.5        0.5        0.5        0.5       11.0        5.1       20.7        3.6        0.8        4.1        4.5        5.8
 
Number of Traders in Each Category                                    Total Traders:       115
        24         30         44          .          .          .         22         20         35          .          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is14,932,650
Positions
 1,583,958  2,776,706  3,246,192  1,927,596    100,938    149,950    493,595    554,519  5,776,746    110,694    449,303    757,453    886,465  1,120,842
 
Changes from:       December 6, 2011                                 Total Change is:   394,285
    53,136    141,659     23,594    -61,827      4,581    -51,811     44,924    -26,703    241,501     22,315      2,411     51,059     71,396      7,995
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       18.6       21.7       12.9        0.7        1.0        3.3        3.7       38.7        0.7        3.0        5.1        5.9        7.5
 
Number of Traders in Each Category                                    Total Traders:       278
        32         62         90         11         12         19         58         62        113          9         20         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    11,784
Positions
     6,602      2,987          0      1,547        782         11      1,034      6,630        336      1,174        160          0      1,080        878
 
Changes from:       December 6, 2011                                 Total Change is:       757
       308       -580          0         12        -50          4          2      1,033       -420         40          0          0        811        770
 
Percent of Open Interest Represented by Each Category of Trader
      56.0       25.3        0.0       13.1        6.6        0.1        8.8       56.3        2.9       10.0        1.4        0.0        9.2        7.5
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          4          .          4          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    14,300
Positions
    10,424      6,703        190      1,367      2,187          0        926      3,737        969         40        305          0        384        209
 
Changes from:       December 6, 2011                                 Total Change is:       531
      -660        -69          0          0        102          0        246       -483        969          0          0          0        -24         12
 
Percent of Open Interest Represented by Each Category of Trader
      72.9       46.9        1.3        9.6       15.3        0.0        6.5       26.1        6.8        0.3        2.1        0.0        2.7        1.5
 
Number of Traders in Each Category                                    Total Traders:        30
         4          4          .          .          5          0          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    67,349
Positions
    18,487     46,281         27      5,249        308        304     26,326     13,868      2,920      4,902        372        136      8,997      3,132
 
Changes from:       December 6, 2011                                 Total Change is:     8,817
       225        487       -524        488          0        -36      4,294      6,176      1,042        712        160        132      2,484      1,380
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       68.7        0.0        7.8        0.5        0.5       39.1       20.6        4.3        7.3        0.6        0.2       13.4        4.6
 
Number of Traders in Each Category                                    Total Traders:       110
         5          6          .          6          .          .         43         16         11         28          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   150,430
Positions
    39,151     42,854     40,769     10,426        860      1,454     11,258     19,073     16,207        529      1,448     13,309     17,327     14,456
 
Changes from:       December 6, 2011                                 Total Change is:     1,936
       319     -4,283      1,456      1,412         84        225     -3,122        -34     -1,056       -901      1,079      1,527      2,076      2,938
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       28.5       27.1        6.9        0.6        1.0        7.5       12.7       10.8        0.4        1.0        8.8       11.5        9.6
 
Number of Traders in Each Category                                    Total Traders:        77
        11          9         15         11          .          7         17         15         23          .          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,944
Positions
     2,942         26         90      1,857      1,544         90     10,664      2,815         71          0     11,204      1,094        136         10
 
Changes from:       December 6, 2011                                 Total Change is:        62
      -139       -162         90         61         73          0        -88         35          0          0       -165        190        -52          1
 
Percent of Open Interest Represented by Each Category of Trader
      17.4        0.2        0.5       11.0        9.1        0.5       62.9       16.6        0.4        0.0       66.1        6.5        0.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        27
         4          .          .          5          4          .          5          5          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated December 16, 2011