MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,418
COMMITMENTS
   2,902    3,933      756   13,825   12,966   17,483   17,655    2,935    2,763

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        789)
     592      253     -100      918      544    1,410      697     -621       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     19.3      3.7     67.7     63.5     85.6     86.5     14.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      17       16       14       29       25       52       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      226,858
COMMITMENTS
  73,966   39,094   48,992   76,470  104,388  199,428  192,474   27,430   34,384

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -15,045)
  -9,996   -3,357   -7,422    1,948     -945  -15,470  -11,724      425   -3,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     17.2     21.6     33.7     46.0     87.9     84.8     12.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      86       76       91       57       83      205      206
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      330,086
COMMITMENTS
  99,901   62,362   64,857  132,597  149,226  297,355  276,445   32,731   53,641

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      4,685)
   6,227   -3,388    1,488   -1,537    5,939    6,178    4,039   -1,493      646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     18.9     19.6     40.2     45.2     90.1     83.7      9.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     111       91      126       89      152      276      323
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,650
COMMITMENTS
   4,714    2,273      824    2,364    5,739    7,902    8,836    2,748    1,814

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:       -159)
     346     -157      146     -612     -258     -120     -269      -39      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     21.3      7.7     22.2     53.9     74.2     83.0     25.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      45       16        9       22       31       74       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,026
COMMITMENTS
   9,497    6,713    4,642    8,541    5,596   22,680   16,951    6,346   12,075

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      2,410)
   1,140     -879      383      832    2,083    2,355    1,587       55      823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     23.1     16.0     29.4     19.3     78.1     58.4     21.9     41.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      34       35       26       42       37       91       87
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,674
COMMITMENTS
     505    1,746      190    3,711    2,600    4,406    4,536      268      138

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        250)
      95      149      -27      161      113      229      235       21       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     37.4      4.1     79.4     55.6     94.3     97.0      5.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        7        8       13       11       25       20
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       73,504
COMMITMENTS
   9,464    5,436    2,804   60,708   64,944   72,976   73,184      528      320

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -9,515)
     823     -185     -117  -10,109   -9,267   -9,403   -9,569     -112       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      7.4      3.8     82.6     88.4     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       14       17       17       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      219,922
COMMITMENTS
  81,493    7,215   11,277   81,681  183,505  174,451  201,997   45,471   17,925

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     41,835)
   7,273   -4,472    8,218   23,837   38,754   39,328   42,500    2,507     -665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      3.3      5.1     37.1     83.4     79.3     91.8     20.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      45        9        4       22       31       68       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,412
COMMITMENTS
  17,361   13,081        0    2,352   21,379   19,713   34,460   23,699    8,952

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -5,423)
   6,118    5,047   -4,057  -14,217   -5,966  -12,156   -4,976    6,733     -447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     30.1      0.0      5.4     49.2     45.4     79.4     54.6     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        8        0        3       13       15       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      212,190
COMMITMENTS
 169,413   21,664      145   32,722  188,261  202,280  210,070    9,910    2,120

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -39,697)
  14,117   15,639  -20,622  -33,577  -29,694  -40,082  -34,677      385   -5,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.8     10.2      0.1     15.4     88.7     95.3     99.0      4.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      95       13        1       12       19      107       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      188,472
COMMITMENTS
  79,375   51,339      103   66,225  119,542  145,703  170,984   42,769   17,488

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      4,844)
  14,622   14,540   -1,355  -10,137   -7,355    3,130    5,830    1,714     -986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     27.2      0.1     35.1     63.4     77.3     90.7     22.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      41       22        4       13       27       56       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      196,662
COMMITMENTS
  27,935  117,098      163  154,980   19,027  183,078  136,288   13,584   60,374

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -70,920)
  11,566    6,328  -11,360  -68,717  -66,154  -68,511  -71,186   -2,409      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     59.5      0.1     78.8      9.7     93.1     69.3      6.9     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      21       62        4       23       15       45       80
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      193,681
COMMITMENTS
  69,460   79,196    2,993   71,803   64,052  144,256  146,241   49,425   47,440

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -48,251)
  17,924   -3,963   -6,635  -61,552  -34,705  -50,263  -45,303    2,012   -2,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     40.9      1.5     37.1     33.1     74.5     75.5     25.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      52       56       19       42       40      101      108
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       40,302
COMMITMENTS
  21,614    8,086    1,088   16,860   30,352   39,562   39,526      740      776

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      4,604)
     471    3,357    1,020    3,010       60    4,501    4,437      103      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.6     20.1      2.7     41.8     75.3     98.2     98.1      1.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        4        5        5        7       17       13
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       42,446
COMMITMENTS
  31,830   17,600      156    4,529   22,939   36,515   40,695    5,931    1,751

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      1,065)
   2,270   12,640   -2,595    1,684   -8,497    1,359    1,548     -294     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.0     41.5      0.4     10.7     54.0     86.0     95.9     14.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      26       11        1        6       11       33       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,014,583
COMMITMENTS
 1298667  634,254  1495607  4336678  4898468  7130952  7028329  883,631  986,254

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:   -775,255)
-247,719 -192,402  -36,166 -421,069 -495,019 -704,954 -723,587  -70,301  -51,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      7.9     18.7     54.1     61.1     89.0     87.7     11.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      49       38       73      110      116      204      191
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      923,950
COMMITMENTS
 109,934   68,228   37,114  658,118  734,674  805,167  840,016  118,783   83,934

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     57,010)
     -63    1,942    3,904   65,642   66,480   69,483   72,326  -12,473  -15,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      7.4      4.0     71.2     79.5     87.1     90.9     12.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      561)
     135       84       67      263      231      428      354
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      244,816
COMMITMENTS
  23,444    7,358    3,767  154,302  194,921  181,513  206,046   63,303   38,770

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     23,085)
     646    1,588      109   20,800   39,545   21,555   41,242    1,530  -18,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      3.0      1.5     63.0     79.6     74.1     84.2     25.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      13        4        9       63       54       80       65
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,395,668
COMMITMENTS
 496,608  368,506  102,578  2519082  2698765  3118268  3169849  277,400  225,819

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    169,625)
  -3,922    1,394   19,353  224,210  134,674  239,641  155,421  -70,016   14,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     10.9      3.0     74.2     79.5     91.8     93.3      8.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      535)
     129       86       59      239      214      397      330
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      128,627
COMMITMENTS
  18,017    3,096       92   95,870  122,577  113,979  125,765   14,648    2,862

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     11,065)
     342   -1,958       92   10,496   12,783   10,930   10,917      135      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      2.4      0.1     74.5     95.3     88.6     97.8     11.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      17        4        2       59       41       77       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      120,814
COMMITMENTS
  15,849    7,283    2,577   94,833  107,599  113,259  117,459    7,554    3,355

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     17,460)
  -1,061     -986    1,047   19,610   19,398   19,596   19,459   -2,136   -1,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      6.0      2.1     78.5     89.1     93.7     97.2      6.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      67       25       19       93       95      170      130
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       26,916
COMMITMENTS
   1,221        0      200   22,864   24,403   24,285   24,603    2,631    2,313

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      4,146)
     330        0      100    4,016    4,181    4,446    4,281     -300     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      0.7     84.9     90.7     90.2     91.4      9.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       12       14       14       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      469,488
COMMITMENTS
  78,870   42,145    6,155  359,847  415,980  444,872  464,280   24,616    5,208

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     66,570)
  -5,682   -3,658    3,462   77,969   76,087   75,749   75,891   -9,179   -9,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      9.0      1.3     76.6     88.6     94.8     98.9      5.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      66       26       17       89       94      164      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      204,312
COMMITMENTS
 144,966   47,470      428   17,900  136,599  163,294  184,497   41,018   19,815

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -25,082)
   5,426   11,306   -4,966  -28,006  -27,517  -27,546  -21,177    2,464   -3,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.0     23.2      0.2      8.8     66.9     79.9     90.3     20.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      39       36        3       14       26       55       63
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       52,544
COMMITMENTS
  18,092   23,844      100   24,821    6,172   43,013   30,116    9,531   22,428

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -3,614)
   2,449    6,289   -1,070     -551      444      828    5,663   -4,442   -9,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     45.4      0.2     47.2     11.7     81.9     57.3     18.1     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      16       10        1       19        4       35       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,730
COMMITMENTS
  31,962    3,101       37   18,064   16,590   50,063   19,728    8,667   39,002

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -12,301)
   6,432   -5,890   -1,664  -12,207  -20,788   -7,439  -28,342   -4,862   16,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4      5.3      0.1     30.8     28.2     85.2     33.6     14.8     66.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      25        4        2       20       18       46       23
 

Updated December 21, 2012