```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        3,488
COMMITMENTS
     186      454       31    2,780    2,616    2,997    3,101      491      387

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:         59)
      -3       16       -1       94       92       90      107      -31      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     13.0      0.9     79.7     75.0     85.9     88.9     14.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        1       13       12       16       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       55,024
COMMITMENTS
   7,684    1,707   12,685   28,717   30,407   49,086   44,799    5,938   10,225

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,631)
     515      209      142    1,717    1,139    2,374    1,490     -743      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      3.1     23.1     52.2     55.3     89.2     81.4     10.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      25        8       22       41       42       73       65
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      298,841
COMMITMENTS
  70,743   38,187   83,818  115,726  133,811  270,288  255,816   28,553   43,025

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      8,293)
  -1,560   -1,558    9,848    2,069      -99   10,357    8,192   -2,064      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     12.8     28.0     38.7     44.8     90.4     85.6      9.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
     107       73      121       57       78      226      224
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      429,031
COMMITMENTS
 107,778   33,945  124,782  166,028  201,147  398,587  359,874   30,444   69,157

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      8,266)
   1,511  -10,896    6,084      362   12,607    7,957    7,794      309      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      7.9     29.1     38.7     46.9     92.9     83.9      7.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     128       89      142      108      178      310      346
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        9,258
COMMITMENTS
   3,929    2,816    1,080    2,899    3,048    7,909    6,944    1,350    2,314

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -520)
     -37       -4      -59     -121     -304     -218     -367     -303     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4     30.4     11.7     31.3     32.9     85.4     75.0     14.6     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       32       16       13       21       49       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       40,690
COMMITMENTS
  12,812    5,079    9,657   10,004    8,860   32,473   23,596    8,218   17,094

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      3,622)
   1,530     -366    1,429      214    1,163    3,174    2,227      448    1,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     12.5     23.7     24.6     21.8     79.8     58.0     20.2     42.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      43       36       59       44       51      127      123
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:       99,460
COMMITMENTS
  11,369      129    3,652   82,525   94,267   97,546   98,048    1,914    1,412

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -7,902)
     676        0     -223   -8,393   -6,059   -7,940   -6,281       38   -1,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      0.1      3.7     83.0     94.8     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        1        2       17       15       23       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      131,994
COMMITMENTS
  20,493   25,522   11,834   58,183   72,064   90,510  109,420   41,483   22,573

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      6,444)
   3,050    2,667    5,071     -309    3,766    7,812   11,504   -1,368   -5,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     19.3      9.0     44.1     54.6     68.6     82.9     31.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      26       21       15       32       32       64       62
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       30,969
COMMITMENTS
   7,124    3,675    5,304    5,079   10,793   17,507   19,772   13,462   11,197

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -22,042)
  -2,360   -1,513     -972  -17,383  -19,973  -20,715  -22,458   -1,327      416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     11.9     17.1     16.4     34.9     56.5     63.8     43.5     36.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6       12        9        7       12       21       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      150,632
COMMITMENTS
  14,905   74,002    2,856  117,549   42,972  135,310  119,830   15,322   30,802

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      2,671)
 -19,681   13,623      -43   32,256   -9,950   12,532    3,630   -9,861     -959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     49.1      1.9     78.0     28.5     89.8     79.6     10.2     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      17       36       13       29       22       51       66
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      139,582
COMMITMENTS
  63,612   18,827    5,106   40,350   85,664  109,068  109,597   30,515   29,985

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -21,931)
  10,171     -170      543  -33,964  -18,802  -23,250  -18,429    1,319   -3,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.6     13.5      3.7     28.9     61.4     78.1     78.5     21.9     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      35       33       17       23       22       68       62
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      250,477
COMMITMENTS
  20,051   95,936   34,304  158,552   55,832  212,906  186,072   37,570   64,405

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -61,191)
  -6,777   16,846      882  -46,121  -69,231  -52,016  -51,504   -9,175   -9,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     38.3     13.7     63.3     22.3     85.0     74.3     15.0     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      27       85       48       51       56      112      155
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   15,044,257
COMMITMENTS
 835,647  708,611  5828391  7564652  7599439 14228690 14136441  815,568  907,816

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -3,139,596)
 112,012  -27,790 -1768915 -1418161 -1196842 -3075065 -2993548  -64,531 -146,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      4.7     38.7     50.3     50.5     94.6     94.0      5.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      58       62      109      151      157      273      276
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:    1,010,148
COMMITMENTS
  56,289  125,040   66,106  732,427  655,999  854,822  847,145  155,326  163,003

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:   -572,750)
  -6,599  -31,272  -92,555 -448,761 -422,341 -547,916 -546,168  -24,835  -26,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     12.4      6.5     72.5     64.9     84.6     83.9     15.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      614)
      86      160       96      238      271      394      458
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      360,377
COMMITMENTS
  15,162   22,963   34,962  241,340  215,237  291,464  273,162   68,913   87,214

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:   -304,039)
 -12,283  -56,130  -23,793 -244,297 -200,981 -280,372 -280,904  -23,667  -23,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      6.4      9.7     67.0     59.7     80.9     75.8     19.1     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      18       25       31       73       65      111      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,248,858
COMMITMENTS
 220,430  525,179  140,925  2455434  2203809  2816790  2869914  432,068  378,944

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -1,343,557)
-228,205 -132,332  -87,191 -1022322 -1106800 -1337718 -1326323   -5,839  -17,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     16.2      4.3     75.6     67.8     86.7     88.3     13.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      568)
      81      145       84      213      252      352      424
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      104,878
COMMITMENTS
   6,311    5,034      422   90,816   94,208   97,549   99,664    7,329    5,214

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -20,089)
  -8,186      398      395  -10,352  -14,390  -18,143  -13,597   -1,946   -6,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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       51       36       57       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED 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:       62,770
COMMITMENTS
  10,485    5,312      525   45,836   52,494   56,847   58,332    5,923    4,439

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -66,608)
   2,964   -2,403   -3,129  -59,683  -53,100  -59,847  -58,632   -6,760   -7,975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      8.5      0.8     73.0     83.6     90.6     92.9      9.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      43       31       17       79       86      131      125
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      313,850
COMMITMENTS
  52,425   26,561    2,627  229,182  262,470  284,234  291,658   29,616   22,193

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:   -168,912)
   7,894   -8,044   -5,114 -153,949 -155,102 -151,169 -168,260  -17,742     -652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      8.5      0.8     73.0     83.6     90.6     92.9      9.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      43       31       17       79       86      131      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:       86,665
COMMITMENTS
  39,036   14,791    3,829   19,823   46,944   62,688   65,563   23,977   21,102

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -45,082)
 -11,118    2,317      490  -29,571  -44,969  -40,199  -42,161   -4,884   -2,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0     17.1      4.4     22.9     54.2     72.3     75.7     27.7     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      25       20       12       16       20       48       45
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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