MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,938
COMMITMENTS
   2,831    3,571      724   14,367   13,506   17,922   17,801    3,016    3,137

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        520)
     -71     -362      -32      542      540      439      146       81      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     17.1      3.5     68.6     64.5     85.6     85.0     14.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       14       14       27       25       50       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      243,122
COMMITMENTS
  80,945   39,426   52,954   79,863  114,438  213,762  206,818   29,360   36,304

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     16,264)
   6,979      332    3,962    3,393   10,050   14,334   14,344    1,930    1,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     16.2     21.8     32.8     47.1     87.9     85.1     12.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      93       72       92       60       82      211      209
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      329,903
COMMITMENTS
 104,154   58,152   67,057  126,265  150,674  297,476  275,883   32,427   54,020

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:       -183)
   4,253   -4,210    2,200   -6,332    1,448      121     -562     -304      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     17.6     20.3     38.3     45.7     90.2     83.6      9.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     110       93      128       81      154      272      324
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,703
COMMITMENTS
   4,589    2,347    1,083    2,354    5,693    8,026    9,123    2,677    1,580

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:         53)
    -125       74      259      -10      -46      124      287      -71     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     21.9     10.1     22.0     53.2     75.0     85.2     25.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      44       18        6       26       30       74       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,949
COMMITMENTS
   9,789    7,803    4,590    9,023    5,715   23,402   18,108    6,547   11,841

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        923)
     292    1,090      -52      482      119      722    1,157      201     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     26.1     15.3     30.1     19.1     78.1     60.5     21.9     39.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      33       31       25       44       39       93       84
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,899
COMMITMENTS
     554    1,841      151    3,919    2,806    4,624    4,798      275      101

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        225)
      49       95      -39      208      206      218      262        7      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     37.6      3.1     80.0     57.3     94.4     97.9      5.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        8        7       13       10       24       20
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       75,148
COMMITMENTS
  10,503    5,229    3,054   61,029   66,550   74,586   74,833      562      315

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      1,644)
   1,039     -207      250      321    1,606    1,610    1,649       34       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      7.0      4.1     81.2     88.6     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 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      140,965
COMMITMENTS
  72,777    9,425      457   26,014  114,327   99,248  124,209   41,717   16,756

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -78,957)
  -8,716    2,210  -10,820  -55,667  -69,178  -75,203  -77,788   -3,754   -1,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.6      6.7      0.3     18.5     81.1     70.4     88.1     29.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      40       11        2       18       23       58       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       48,634
COMMITMENTS
  21,897   10,462        0    1,917   30,401   23,814   40,863   24,820    7,771

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      5,222)
   4,536   -2,619        0     -435    9,022    4,101    6,403    1,121   -1,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     21.5      0.0      3.9     62.5     49.0     84.0     51.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14        8        0        2       16       16       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      200,460
COMMITMENTS
 157,338    7,983      110   30,890  190,677  188,338  198,770   12,122    1,690

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -11,730)
 -12,075  -13,681      -35   -1,832    2,416  -13,942  -11,300    2,212     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.5      4.0      0.1     15.4     95.1     94.0     99.2      6.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      84       14        1       16       19      100       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      181,219
COMMITMENTS
  74,466   37,145      234   64,162  126,925  138,862  164,304   42,357   16,915

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -7,253)
  -4,909  -14,194      131   -2,063    7,383   -6,841   -6,680     -412     -573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1     20.5      0.1     35.4     70.0     76.6     90.7     23.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      40       23        5       16       28       58       54
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      195,705
COMMITMENTS
  26,757  112,365       40  156,054   19,369  182,851  131,774   12,854   63,931

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:       -957)
  -1,178   -4,733     -123    1,074      342     -227   -4,514     -730    3,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     57.4      0.0     79.7      9.9     93.4     67.3      6.6     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      22       59        3       25       16       49       76
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      202,591
COMMITMENTS
  75,072   77,621    2,851   72,084   76,154  150,007  156,626   52,584   45,965

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      8,910)
   5,612   -1,575     -142      281   12,102    5,751   10,385    3,159   -1,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     38.3      1.4     35.6     37.6     74.0     77.3     26.0     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      53       51       18       42       42      101      105
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       41,054
COMMITMENTS
  22,347    7,583    1,091   16,945   31,718   40,383   40,392      671      662

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        752)
     733     -503        3       85    1,366      821      866      -69     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4     18.5      2.7     41.3     77.3     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        4        5        7        9       20       15
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       40,135
COMMITMENTS
  27,425   12,686      229    5,177   25,784   32,831   38,699    7,304    1,436

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -2,311)
  -4,405   -4,914       73      648    2,845   -3,684   -1,996    1,373     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.3     31.6      0.6     12.9     64.2     81.8     96.4     18.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      25       14        1        8       12       33       27
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,864,799
COMMITMENTS
 1101548  608,283  1494121  4372774  4746090  6968443  6848494  896,356  1016305

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:   -149,784)
-197,119  -25,971   -1,486   36,096 -152,378 -162,509 -179,835   12,725   30,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      7.7     19.0     55.6     60.3     88.6     87.1     11.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      50       38       74      112      119      207      197
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      728,890
COMMITMENTS
  89,259   64,037   13,486  513,860  575,556  616,605  653,078  112,285   75,812

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:   -195,059)
 -20,675   -4,191  -23,628 -144,258 -159,118 -188,561 -186,937   -6,498   -8,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      8.8      1.9     70.5     79.0     84.6     89.6     15.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      517)
     111       79       41      223      204      353      307
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      176,106
COMMITMENTS
  10,736    1,328    3,538  108,743  131,430  123,017  136,296   53,089   39,810

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -68,710)
 -12,708   -6,030     -229  -45,559  -63,491  -58,496  -69,750  -10,214    1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.8      2.0     61.7     74.6     69.9     77.4     30.1     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      11        3        4       51       44       64       51
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,763,921
COMMITMENTS
 400,228  321,154   42,127  2025586  2220631  2467941  2583912  295,980  180,009

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:   -631,747)
 -96,380  -47,352  -60,451 -493,496 -478,134 -650,327 -585,937   18,580  -45,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     11.6      1.5     73.3     80.3     89.3     93.5     10.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      490)
     105       81       38      200      188      324      288
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      113,575
COMMITMENTS
  17,948    2,484        0   83,727  108,690  101,675  111,174   11,900    2,401

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -15,052)
     -69     -612      -92  -12,143  -13,887  -12,304  -14,591   -2,748     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      2.2      0.0     73.7     95.7     89.5     97.9     10.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      17        3        0       52       41       69       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,825
COMMITMENTS
  14,343    6,688      239   37,715   49,579   52,297   56,506    6,528    2,319

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -61,988)
  -1,506     -596   -2,338  -57,119  -58,020  -60,962  -60,953   -1,026   -1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     11.4      0.4     64.1     84.3     88.9     96.1     11.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      46       23        6       69       72      117       99
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      294,127
COMMITMENTS
  71,716   33,438    1,196  188,574  247,896  261,486  282,530   32,641   11,597

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:   -175,361)
  -7,154   -8,707   -4,959 -171,273 -168,084 -183,386 -181,750    8,025    6,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     11.4      0.4     64.1     84.3     88.9     96.1     11.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      46       23        6       69       72      117       99
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      173,118
COMMITMENTS
 116,141   40,708      501   19,778  114,212  136,420  155,421   36,698   17,697

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -31,194)
 -28,825   -6,762       73    1,878  -22,387  -26,874  -29,076   -4,320   -2,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1     23.5      0.3     11.4     66.0     78.8     89.8     21.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      39       32        4       16       24       57       58
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       52,532
COMMITMENTS
  17,101   21,967      776   24,785   10,343   42,662   33,086    9,870   19,446

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        -12)
    -991   -1,877      676      -36    4,171     -351    2,970      339   -2,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     41.8      1.5     47.2     19.7     81.2     63.0     18.8     37.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      19        8        3       20        4       41       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       53,381
COMMITMENTS
  26,308    3,282      138   19,314   18,738   45,760   22,158    7,621   31,223

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -5,349)
  -5,654      181      101    1,250    2,148   -4,303    2,430   -1,046   -7,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.3      6.1      0.3     36.2     35.1     85.7     41.5     14.3     58.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      22        4        2       23       18       46       23
 

Updated December 28, 2012