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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,151
COMMITMENTS
     103      416        7    2,555    2,326    2,665    2,749      486      402

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        170)
       0       39        5      154      106      159      150       11       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     13.2      0.2     81.1     73.8     84.6     87.2     15.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        2       12       12       15       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,866
COMMITMENTS
   4,789    6,331      801   21,649   19,366   27,239   26,498    3,627    4,368

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        298)
    -249     -440       90      439      779      280      429       18     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     20.5      2.6     70.1     62.7     88.2     85.8     11.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      15       11       11       28       32       47       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      274,068
COMMITMENTS
  89,807   40,319   48,003  101,219  140,270  239,029  228,592   35,039   45,476

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:    -10,134)
   8,362   -6,302   -4,409   -8,284    8,812   -4,331   -1,899   -5,803   -8,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     14.7     17.5     36.9     51.2     87.2     83.4     12.8     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     114       66      110       53       87      243      215
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      338,012
COMMITMENTS
 132,994   60,813   37,690  142,279  181,842  312,963  280,345   25,049   57,667

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -2,192)
  16,474    3,114   -9,306   -5,225    3,851    1,943   -2,341   -4,135      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     18.0     11.2     42.1     53.8     92.6     82.9      7.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     139       83      100       68      168      269      302
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,275
COMMITMENTS
   4,086    4,896    1,056    3,451    2,249    8,593    8,201    1,682    2,074

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -439)
    -124      -30     -167      164       46     -127     -151     -312     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     47.6     10.3     33.6     21.9     83.6     79.8     16.4     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      28       33       13       23       20       58       62
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,060
COMMITMENTS
  14,926    5,175    5,726    8,326    8,504   28,978   19,405    7,082   16,655

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      2,559)
     986     -650      532      133    1,080    1,651      962      908    1,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     14.4     15.9     23.1     23.6     80.4     53.8     19.6     46.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      49       34       44       37       55      118      117
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       86,887
COMMITMENTS
  13,532    1,011    2,978   70,152   82,391   86,662   86,380      225      507

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,422)
     978       33      -97    3,624    4,044    4,505    3,980   -1,083     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      1.2      3.4     80.7     94.8     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1       16       15       19       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      123,074
COMMITMENTS
  23,343   48,138      106   74,197   48,610   97,646   96,854   25,428   26,220

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        129)
    -579     -697       72      159      514     -348     -111      477      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     39.1      0.1     60.3     39.5     79.3     78.7     20.7     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       26        3       27       21       46       47
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       26,097
COMMITMENTS
   3,829    6,072       43   13,243    7,283   17,115   13,398    8,982   12,699

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,780)
  -1,404      852        9    3,554       -3    2,159      858     -379      922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     23.3      0.2     50.7     27.9     65.6     51.3     34.4     48.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5       12        1        8       13       13       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       90,949
COMMITMENTS
   8,298   32,427      147   80,011   52,714   88,456   85,288    2,493    5,661

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      2,127)
     901      152        5    1,106    2,379    2,012    2,536      115     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     35.7      0.2     88.0     58.0     97.3     93.8      2.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       28        2       17       20       39       49
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      175,827
COMMITMENTS
  16,946   70,172      368  146,414   75,827  163,728  146,367   12,099   29,460

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -8,882)
   1,555   -7,191       18  -10,192    1,425   -8,619   -5,748     -263   -3,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     39.9      0.2     83.3     43.1     93.1     83.2      6.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      15       40        3       28       23       44       65
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      152,255
COMMITMENTS
  49,047   22,140       20   78,263  100,223  127,330  122,383   24,925   29,872

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -1,594)
  -5,143    3,069       17    5,113   -5,049      -13   -1,963   -1,581      369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     14.5      0.0     51.4     65.8     83.6     80.4     16.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      31       34        2       21       22       53       57
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      230,483
COMMITMENTS
  20,977   98,697      821  178,450   70,717  200,248  170,235   30,235   60,248

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      7,316)
   3,937    7,862      141    8,429    1,251   12,507    9,254   -5,191   -1,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     42.8      0.4     77.4     30.7     86.9     73.9     13.1     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      24       70       10       49       48       79      122
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,055
COMMITMENTS
  12,445    4,220        0    9,752   17,898   22,197   22,118    1,858    1,937

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -1,004)
     370   -1,017     -102   -1,842      360   -1,574     -759      570     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7     17.5      0.0     40.5     74.4     92.3     91.9      7.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       12        0        7        9       16       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,135,836
COMMITMENTS
 573,829  1229321  1279073  5599197  4688049  7452099  7196443  683,737  939,393

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:    -63,820)
 -70,871  347,069   18,495  -47,723 -506,509 -100,099 -140,945   36,279   77,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     15.1     15.7     68.8     57.6     91.6     88.5      8.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      40       53       77      132      134      223      227
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      892,321
COMMITMENTS
  52,644  123,260   25,454  676,071  600,557  754,169  749,271  138,152  143,051

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      5,473)
  -2,203    4,848    1,638    5,632   -1,590    5,067    4,896      405      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     13.8      2.9     75.8     67.3     84.5     84.0     15.5     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      590)
      80      139       54      231      262      347      421
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      291,559
COMMITMENTS
  26,262   23,165      797  198,293  185,085  225,352  209,047   66,207   82,512

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      7,097)
   3,634   -3,136     -216    3,902    8,915    7,320    5,563     -223    1,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      7.9      0.3     68.0     63.5     77.3     71.7     22.7     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      16       22        8       61       54       81       80
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,003,811
COMMITMENTS
 225,605  594,173   29,587  2388892  2077358  2644084  2701118  359,727  302,693

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -8,121)
 -19,345   49,758     -568    8,650  -52,523  -11,263   -3,333    3,142   -4,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     19.8      1.0     79.5     69.2     88.0     89.9     12.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      558)
      77      134       35      203      237      304      383
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,884
COMMITMENTS
   6,711    5,933      221   96,022   99,180  102,954  105,334    7,930    5,550

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -372)
    -771      290      175      310   -1,395     -286     -930      -86      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      5.4      0.2     86.6     89.4     92.8     95.0      7.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
       5        6        1       48       34       54       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       84,996
COMMITMENTS
  13,366    4,189    1,077   56,427   68,245   70,869   73,511   14,126   11,485

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      9,918)
   4,576   -1,135      479    1,597    9,324    6,652    8,669    3,266    1,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      4.9      1.3     66.4     80.3     83.4     86.5     16.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      46       33        9       83       81      133      119
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       20,077
COMMITMENTS
   1,716        0        0    9,224   18,640   10,940   18,640    9,137    1,437

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      4,800)
     861        0        0    2,109    4,485    2,970    4,485    1,830      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.0      0.0     45.9     92.8     54.5     92.8     45.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       10       11       12       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      324,594
COMMITMENTS
  62,854   25,550      780  236,013  248,024  299,647  274,354   24,947   50,240

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     25,589)
  21,976   -2,275   -1,004   -2,562   24,197   18,410   20,918    7,179    4,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      7.9      0.2     72.7     76.4     92.3     84.5      7.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      44       34        8       79       79      127      117
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      121,691
COMMITMENTS
  41,395   21,042        0   64,270   77,567  105,665   98,609   16,026   23,082

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,509)
   4,199   -5,401       -6   -3,412   10,364      781    4,957    2,728   -1,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     17.3      0.0     52.8     63.7     86.8     81.0     13.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      16       21        0       19       17       35       38
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       25,579
COMMITMENTS
   3,501    6,250       11   14,665    7,374   18,177   13,635    7,402   11,944

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        127)
     251     -161        6     -165     -730       92     -885       35    1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     24.4      0.0     57.3     28.8     71.1     53.3     28.9     46.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        7        1       20        7       27       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       34,265
COMMITMENTS
   6,770    3,127    1,555   18,192   17,239   26,517   21,921    7,748   12,344

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,256)
   1,431   -1,196      -37     -525   -3,233      869   -4,466      387    5,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      9.1      4.5     53.1     50.3     77.4     64.0     22.6     36.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9        5        3       21       20       32       26
```

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Updated October 21, 2011