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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,167
COMMITMENTS
     140      192        3    2,437    2,321    2,580    2,516      587      651

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        172)
      29        1        2      -42      150      -11      153      183       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      6.1      0.1     76.9     73.3     81.5     79.4     18.5     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       13       12       16       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,389
COMMITMENTS
   6,201    7,420    1,304   20,243   17,936   27,748   26,660    4,641    5,729

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      2,294)
     382     -205      116      602      889    1,100      800    1,194    1,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     22.9      4.0     62.5     55.4     85.7     82.3     14.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      16       15       16       27       29       53       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      249,630
COMMITMENTS
  80,976   38,591   35,189  104,980  136,707  221,145  210,487   28,485   39,143

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -2,600)
  -3,436    5,360   -4,751    5,621   -2,261   -2,566   -1,652      -34     -948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     15.5     14.1     42.1     54.8     88.6     84.3     11.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
     109       62      108       54       84      229      216
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      329,560
COMMITMENTS
 121,460   57,389   43,202  135,891  170,498  300,553  271,089   29,007   58,471

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      4,750)
  -2,534    4,072    1,432    2,476     -795    1,374    4,709    3,376       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     17.4     13.1     41.2     51.7     91.2     82.3      8.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     135       78      118       80      163      281      309
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,343
COMMITMENTS
   4,089    4,920      844    2,888    1,693    7,821    7,457    1,522    1,886

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -245)
     104      291        7      -42     -369       69      -71     -314     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     52.7      9.0     30.9     18.1     83.7     79.8     16.3     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      27       30       15       17       16       53       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,959
COMMITMENTS
  14,103    4,244    5,274    8,027    7,586   27,404   17,104    6,555   16,855

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        223)
     440      119      238     -629     -255       49      102      174      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     12.5     15.5     23.6     22.3     80.7     50.4     19.3     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      56       32       44       41       51      123      111
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       97,132
COMMITMENTS
   9,335      127    3,929   83,493   92,641   96,757   96,697      375      435

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -288)
  -1,971        0        0    1,722     -349     -249     -349      -39       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      0.1      4.0     86.0     95.4     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1       15       15       19       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      123,967
COMMITMENTS
  28,819   46,034      180   66,149   56,849   95,148  103,063   28,819   20,904

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,898)
     816    2,463     -399    1,848     -688    2,265    1,376     -367      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     37.1      0.1     53.4     45.9     76.8     83.1     23.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      19       18        2       21       25       42       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       30,206
COMMITMENTS
   5,308    7,212      127   15,308    9,213   20,743   16,552    9,463   13,654

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      4,667)
  -1,620    2,446      -16    6,787     -774    5,151    1,656     -484    3,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     23.9      0.4     50.7     30.5     68.7     54.8     31.3     45.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       12        1        9       12       15       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      105,696
COMMITMENTS
  17,858   32,879      733   84,032   67,365  102,623  100,977    3,073    4,719

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      7,356)
   4,771    1,725      270      634    4,033    5,675    6,028    1,681    1,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     31.1      0.7     79.5     63.7     97.1     95.5      2.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      18       23        3       22       24       41       50
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      150,702
COMMITMENTS
  23,355   56,219      436  112,483   70,020  136,274  126,675   14,428   24,027

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      2,724)
     748    4,490      142    5,634   -2,150    6,524    2,482   -3,800      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     37.3      0.3     74.6     46.5     90.4     84.1      9.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      23       28        4       31       22       55       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      142,233
COMMITMENTS
  49,916   16,236       32   71,117  100,819  121,065  117,087   21,168   25,146

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      3,252)
   5,596       -7     -126      332    4,980    5,802    4,847   -2,550   -1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     11.4      0.0     50.0     70.9     85.1     82.3     14.9     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      28       24        3       21       20       51       45
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      244,552
COMMITMENTS
  24,048  100,195    1,545  187,608   79,137  213,201  180,877   31,351   63,675

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     13,107)
  -3,895   17,995     -868   19,261   -9,838   14,498    7,289   -1,391    5,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     41.0      0.6     76.7     32.4     87.2     74.0     12.8     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      30       68       15       49       47       85      124
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,966
COMMITMENTS
  14,255    3,641        0    9,807   20,317   24,062   23,958    1,904    2,008

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,216)
    -330      606       -5    1,696      -62    1,361      539     -145      677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.9     14.0      0.0     37.8     78.2     92.7     92.3      7.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       13        0        6       10       14       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,620,542
COMMITMENTS
 514,727  1187248  1502877  5853443  4895230  7871047  7585355  749,495  1035187

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     31,590)
-224,463   38,924   71,379  224,687 -168,174   71,603  -57,871  -40,013   89,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     13.8     17.4     67.9     56.8     91.3     88.0      8.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      37       59       85      136      143      226      247
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      897,885
COMMITMENTS
  62,716  108,139   31,038  677,523  641,483  771,276  780,660  126,609  117,225

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     22,946)
   7,277   -1,259    1,546    5,037   17,858   13,860   18,145    9,086    4,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     12.0      3.5     75.5     71.4     85.9     86.9     14.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      584)
      89      132       51      241      249      362      400
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      305,369
COMMITMENTS
  30,982   18,377    1,654  203,685  220,550  236,321  240,581   69,048   64,788

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      8,793)
   2,544    2,222      418    1,083   -1,301    4,045    1,339    4,748    7,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      6.0      0.5     66.7     72.2     77.4     78.8     22.6     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      18       19        8       58       58       79       82
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,962,579
COMMITMENTS
 266,741  556,884   38,846  2369188  2104666  2674775  2700396  287,804  262,183

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     70,764)
  27,951  -13,116    1,352   19,771   95,795   49,074   84,031   21,690  -13,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     18.8      1.3     80.0     71.0     90.3     91.2      9.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      551)
      82      128       35      216      228      322      367
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      111,126
COMMITMENTS
   8,266    5,241        4   91,443  101,256   99,713  106,501   11,413    4,625

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      3,187)
     484     -222     -209      161    3,577      436    3,146    2,751       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      4.7      0.0     82.3     91.1     89.7     95.8     10.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
       8        6        1       51       36       59       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      102,002
COMMITMENTS
  14,905    3,454    2,967   64,589   80,354   82,461   86,775   19,541   15,227

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,382)
     -97     -518      374    1,501    2,384    1,779    2,240     -397     -858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      3.4      2.9     63.3     78.8     80.8     85.1     19.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      54       22       11       84       87      142      116
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       32,671
COMMITMENTS
   2,454      538       50   16,127   30,598   18,631   31,186   14,040    1,485

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,360)
       0      246        0    1,752    1,082    1,752    1,328     -392       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      1.6      0.2     49.4     93.7     57.0     95.5     43.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       10       14       12       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      346,653
COMMITMENTS
  74,524   26,848    2,316  242,310  248,780  319,150  277,944   27,503   68,709

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        110)
    -334   -3,668    1,722   -1,253    6,508      135    4,562      -25   -4,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      7.7      0.7     69.9     71.8     92.1     80.2      7.9     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      54       22        9       79       82      135      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      136,465
COMMITMENTS
  57,352   33,022        0   58,059   85,397  115,411  118,419   21,054   18,046

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -11,219)
  -7,133   -4,447        0    1,278   -2,479   -5,855   -6,926   -5,364   -4,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     24.2      0.0     42.5     62.6     84.6     86.8     15.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      23       21        0       19       17       42       38
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,041
COMMITMENTS
   4,108    9,250       67   19,559    7,538   23,734   16,855    6,307   13,186

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,038)
     927      325       48      437       40    1,412      413     -374      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     30.8      0.2     65.1     25.1     79.0     56.1     21.0     43.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       10        2       23        9       34       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       47,399
COMMITMENTS
   7,595    6,348    2,284   31,209   14,648   41,088   23,280    6,311   24,119

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -907)
    -116      -92      368   -1,297    2,876   -1,045    3,152      138   -4,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     13.4      4.8     65.8     30.9     86.7     49.1     13.3     50.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      10        6        3       33       22       44       30
```

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Updated November 18, 2011