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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,276
COMMITMENTS
     192      454        7    2,587    2,429    2,786    2,890      490      386

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        113)
      -9       16        7      143      129      141      152      -28      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     13.9      0.2     79.0     74.1     85.0     88.2     15.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        1       12       12       15       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,750
COMMITMENTS
   7,722    6,697      577   21,074   22,493   29,373   29,767    4,377    3,983

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,536)
     959      883      -62    1,055      511    1,952    1,332     -416      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     19.8      1.7     62.4     66.6     87.0     88.2     13.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19       13       12       29       35       54       54
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      246,474
COMMITMENTS
  68,188   53,590   45,546  106,248  109,728  219,982  208,864   26,492   37,610

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      4,518)
  -1,616     -898    6,792    1,281   -1,333    6,457    4,561   -1,939      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     21.7     18.5     43.1     44.5     89.3     84.7     10.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      95       75      106       50       75      208      211
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      329,081
COMMITMENTS
 100,764   55,971   51,494  151,353  163,147  303,611  270,612   25,470   58,469

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      8,453)
   2,709  -10,810    5,813     -453   12,533    8,069    7,536      384      917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     17.0     15.6     46.0     49.6     92.3     82.2      7.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     110       98      120       72      163      256      321
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,178
COMMITMENTS
   3,933    2,852    1,027    2,894    3,017    7,854    6,896    1,324    2,282

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -512)
     -40       -8      -49     -124     -303     -213     -360     -299     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     31.1     11.2     31.5     32.9     85.6     75.1     14.4     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       32       14       12       21       47       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,068
COMMITMENTS
  12,812    6,587    5,994    9,750    7,983   28,556   20,564    7,512   15,504

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      3,522)
   1,483     -256    1,317      299    1,068    3,099    2,129      423    1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     18.3     16.6     27.0     22.1     79.2     57.0     20.8     43.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      39       38       52       36       48      115      115
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       95,981
COMMITMENTS
  11,369      129    3,652   79,046   90,788   94,067   94,569    1,914    1,412

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -8,730)
     675        0     -222   -9,221   -6,887   -8,768   -7,109       38   -1,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      0.1      3.8     82.4     94.6     98.0     98.5      2.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        1        2       17       14       23       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      123,057
COMMITMENTS
  20,422   25,880    8,403   54,981   67,965   83,806  102,248   39,251   20,809

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      5,654)
   3,085    2,240    4,948     -847    3,513    7,186   10,701   -1,532   -5,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     21.0      6.8     44.7     55.2     68.1     83.1     31.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      23       21        6       29       29       56       52
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       21,500
COMMITMENTS
   7,258    3,037      167    1,780    8,112    9,205   11,316   12,295   10,184

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -22,328)
  -3,151   -1,879     -349  -17,232  -20,429  -20,732  -22,657   -1,596      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     14.1      0.8      8.3     37.7     42.8     52.6     57.2     47.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        8        2        6        9       16       18
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       76,010
COMMITMENTS
   8,251   25,141      149   64,078   44,732   72,478   70,022    3,532    5,988

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -43,065)
 -12,688    2,993   -4,245  -22,338  -38,425  -39,271  -39,677   -3,794   -3,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     33.1      0.2     84.3     58.9     95.4     92.1      4.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      17       39        3       14       19       32       60
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      143,678
COMMITMENTS
  14,106   73,861      397  115,619   40,077  130,122  114,335   13,556   29,343

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,558)
 -19,863   13,699     -287   32,047  -10,166   11,897    3,246  -10,339   -1,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     51.4      0.3     80.5     27.9     90.6     79.6      9.4     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      12       39        5       27       18       42       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      127,828
COMMITMENTS
  63,888   18,271        2   35,079   82,253   98,969  100,526   28,859   27,302

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -23,707)
  10,110     -552      -75  -34,872  -19,259  -24,837  -19,886    1,130   -3,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.0     14.3      0.0     27.4     64.3     77.4     78.6     22.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      35       29        1       15       20       50       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      201,556
COMMITMENTS
  19,920   99,380    1,282  147,760   44,819  168,962  145,481   32,594   56,075

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -62,944)
  -5,784   19,217     -546  -47,076  -71,000  -53,406  -52,329   -9,538  -10,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     49.3      0.6     73.3     22.2     83.8     72.2     16.2     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      26       72       10       46       48       80      122
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       22,307
COMMITMENTS
  16,511    2,946        0    2,437   18,019   18,948   20,965    3,359    1,342

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -12,357)
  -2,792    1,307     -163   -7,955  -12,708  -10,910  -11,564   -1,447     -793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.0     13.2      0.0     10.9     80.8     84.9     94.0     15.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14        9        0        9        8       23       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,484,343
COMMITMENTS
 903,877  945,345  1284151  5549424  5429845  7737452  7659341  746,891  825,002

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -1,116,324)
  44,325 -225,892 -181,814 -932,144 -593,493 -1069633 -1001199  -46,691 -115,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     11.1     15.1     65.4     64.0     91.2     90.3      8.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      48       50       82      129      140      231      233
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      849,368
COMMITMENTS
  57,426  128,659   10,816  636,462  558,855  704,703  698,329  144,665  151,039

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:   -473,305)
  -7,057  -34,612  -59,782 -386,620 -357,241 -453,458 -451,635  -19,847  -21,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     15.1      1.3     74.9     65.8     83.0     82.2     17.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
      81      144       43      213      257      325      414
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      265,258
COMMITMENTS
  16,106   25,876      785  186,763  158,642  203,654  185,303   61,604   79,955

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:   -239,508)
 -11,405  -57,384   -3,444 -204,728 -159,451 -219,577 -220,279  -19,931  -19,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      9.8      0.3     70.4     59.8     76.8     69.9     23.2     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      13       17        5       54       52       70       71
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,920,552
COMMITMENTS
 222,419  529,735   34,332  2248494  2001063  2505245  2565130  415,307  355,422

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -1,168,985)
-225,870 -133,750  -34,079 -909,458 -988,952 -1169407 -1156781      422  -12,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     18.1      1.2     77.0     68.5     85.8     87.8     14.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      556)
      77      139       34      191      237      292      387
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      104,855
COMMITMENTS
   6,311    5,034      422   90,813   94,188   97,546   99,644    7,309    5,211

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -20,083)
  -8,186      398      395  -10,355  -14,410  -18,146  -13,617   -1,937   -6,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      4.8      0.4     86.6     89.8     93.0     95.0      7.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
       6        6        1       50       36       56       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,986
COMMITMENTS
  10,434    5,388      288   45,426   52,003   56,148   57,679    5,838    4,307

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -65,563)
   3,024   -2,218   -2,866  -58,987  -52,548  -58,829  -57,632   -6,734   -7,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      8.7      0.5     73.3     83.9     90.6     93.1      9.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      42       31       14       74       85      124      122
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      309,930
COMMITMENTS
  52,168   26,939    1,441  227,132  260,017  280,741  288,397   29,189   21,533

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:   -163,868)
   8,171   -7,118   -3,937 -150,468 -152,340 -146,234 -163,395  -17,634     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      8.7      0.5     73.3     83.9     90.6     93.1      9.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      42       31       14       74       85      124      122
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       78,616
COMMITMENTS
  39,049   15,954        0   16,984   43,688   56,033   59,642   22,583   18,974

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -46,770)
 -10,965    2,874     -687  -30,093  -45,824  -41,745  -43,637   -5,025   -3,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7     20.3      0.0     21.6     55.6     71.3     75.9     28.7     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      22       20        0       12       16       34       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       26,440
COMMITMENTS
   3,223    7,624        0   16,016    6,826   19,239   14,450    7,201   11,990

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -680)
     150     -895       -1     -854       65     -705     -831       25      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     28.8      0.0     60.6     25.8     72.8     54.7     27.2     45.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        6        0       18        8       26       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       31,544
COMMITMENTS
   8,342    5,083      215   17,229   18,763   25,786   24,061    5,758    7,483

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -4,597)
    -688     -140      194    1,332   -4,493      838   -4,439   -5,435     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     16.1      0.7     54.6     59.5     81.7     76.3     18.3     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        7        3       23       18       34       26
```

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Updated September 23, 2011