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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,163
COMMITMENTS
     201      438        0    2,444    2,300    2,645    2,738      518      425

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:         54)
      30        9        0       97       32      127       41      -73       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     13.8      0.0     77.3     72.7     83.6     86.6     16.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        0       10       11       13       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,214
COMMITMENTS
   6,763    5,814      639   20,019   21,982   27,421   28,435    4,793    3,779

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:        966)
     624     -529      161      235    1,188    1,020      820      -54      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     18.0      2.0     62.1     68.2     85.1     88.3     14.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      18       12       13       29       33       53       52
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      241,956
COMMITMENTS
  69,804   54,488   38,754  104,967  111,061  213,525  204,303   28,431   37,653

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -10,313)
   1,807    2,042   -5,590   -5,983   -4,795   -9,766   -8,343     -547   -1,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     22.5     16.0     43.4     45.9     88.2     84.4     11.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      90       79      105       45       75      202      213
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      320,628
COMMITMENTS
  98,055   66,781   45,681  151,806  150,614  295,542  263,076   25,086   57,552

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      1,175)
   4,043   -3,080   -2,488      230    5,000    1,785     -568     -610    1,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     20.8     14.2     47.3     47.0     92.2     82.1      7.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     100      109      124       73      152      244      324
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,690
COMMITMENTS
   3,973    2,860    1,076    3,018    3,320    8,067    7,256    1,623    2,434

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:        245)
     -24   -1,154      392     -143    1,010      225      248       20       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     29.5     11.1     31.1     34.3     83.3     74.9     16.7     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       29       12       17       24       51       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,546
COMMITMENTS
  11,329    6,843    4,677    9,451    6,915   25,457   18,435    7,089   14,111

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:        718)
   1,055     -141      265     -660     -238      660     -114       58      832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     21.0     14.4     29.0     21.2     78.2     56.6     21.8     43.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      33       40       50       39       47      107      117
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      104,711
COMMITMENTS
  10,694      129    3,874   88,267   97,675  102,835  101,678    1,876    3,033

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      3,567)
   1,528     -871      988      210    1,311    2,726    1,428      841    2,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      0.1      3.7     84.3     93.3     98.2     97.1      1.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        1        2       18       14       25       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      117,403
COMMITMENTS
  17,337   23,640    3,455   55,828   64,452   76,620   91,547   40,783   25,856

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      8,213)
  -1,104    7,280    2,289    7,635   -2,714    8,820    6,855     -607    1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     20.1      2.9     47.6     54.9     65.3     78.0     34.7     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      19       21        8       31       30       53       56
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,828
COMMITMENTS
  10,409    4,916      516   19,012   28,541   29,937   33,973   13,891    9,855

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     -1,957)
  -2,180     -124      306    3,864     -525    1,990     -343   -3,947   -1,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     11.2      1.2     43.4     65.1     68.3     77.5     31.7     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12        8        6       18       14       32       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      119,075
COMMITMENTS
  20,939   22,148    4,394   86,416   83,157  111,749  109,699    7,326    9,376

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      7,945)
 -13,224    1,231    2,931   17,772    3,349    7,479    7,511      466      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     18.6      3.7     72.6     69.8     93.8     92.1      6.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      19       36        9       24       19       48       62
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      142,120
COMMITMENTS
  33,969   60,162      684   83,572   50,243  118,225  111,089   23,895   31,031

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     31,748)
   3,426   16,399      305   27,347    6,199   31,078   22,903      670    8,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     42.3      0.5     58.8     35.4     83.2     78.2     16.8     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      19       39        6       33       28       56       69
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      151,535
COMMITMENTS
  53,778   18,823       77   69,951  101,512  123,806  120,412   27,729   31,123

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     28,123)
   5,653    3,485     -718   22,738   26,150   27,673   28,917      450     -794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     12.4      0.1     46.2     67.0     81.7     79.5     18.3     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      32       26        4       28       23       62       51
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      264,500
COMMITMENTS
  25,704   80,163    1,828  194,836  115,819  222,368  197,810   42,132   66,690

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     54,985)
  -7,463   10,553     -593   66,042   32,769   57,986   42,729   -3,001   12,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     30.3      0.7     73.7     43.8     84.1     74.8     15.9     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      26       63       22       51       56       93      125
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       36,761
COMMITMENTS
  21,562   17,591       69   14,331   18,115   35,962   35,775      799      986

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      2,805)
     921    1,749        0    1,796      485    2,717    2,234       88      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.7     47.9      0.2     39.0     49.3     97.8     97.3      2.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        4        2        5        4       13        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       34,664
COMMITMENTS
  19,303    1,639      163   10,392   30,727   29,858   32,529    4,806    2,135

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      6,725)
      88       94      149    6,302    6,412    6,539    6,655      186       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7      4.7      0.5     30.0     88.6     86.1     93.8     13.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      15        7        2       10       10       25       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,600,667
COMMITMENTS
 859,552  1171237  1465965  6481568  6023338  8807085  8660540  793,582  940,127

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:   -101,326)
 -61,383  -59,156    1,580  -38,457  -71,953  -98,260 -129,529   -3,066   28,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     12.2     15.3     67.5     62.7     91.7     90.2      8.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      49       54       87      132      141      235      242
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,322,673
COMMITMENTS
  64,482  163,271   70,598  1023081  916,096  1158161  1149964  164,512  172,709

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    129,652)
   4,108   -5,222   14,549  105,845   96,101  124,501  105,428    5,151   24,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     12.3      5.3     77.3     69.3     87.6     86.9     12.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      620)
      87      150       84      258      282      400      465
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      504,766
COMMITMENTS
  27,511   83,260    4,229  391,491  318,093  423,231  405,582   81,535   99,184

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     64,288)
   4,029    6,114    2,108   54,469   44,044   60,606   52,266    3,682   12,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     16.5      0.8     77.6     63.0     83.8     80.4     16.2     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      22       19       14       76       66      106       91
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,089,537
COMMITMENTS
 448,289  663,485   68,411  3157952  2990015  3674652  3721911  414,885  367,626

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    326,821)
  47,880   -9,192   14,718  256,878  260,284  319,476  265,810    7,345   61,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     16.2      1.7     77.2     73.1     89.9     91.0     10.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      586)
      82      146       67      226      264      351      435
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      124,938
COMMITMENTS
  14,497    4,636       27  101,168  108,598  115,692  113,261    9,246   11,677

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     14,718)
     317        4       -4   11,580   11,160   11,893   11,160    2,825    3,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      3.7      0.0     81.0     86.9     92.6     90.7      7.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       6        5        1       59       41       65       47
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      127,549
COMMITMENTS
   7,409    7,605    3,155  104,413  104,551  114,977  115,311   12,572   12,237

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     21,546)
    -135      856    1,618   19,118   18,096   20,602   20,569      944      976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      6.0      2.5     81.9     82.0     90.1     90.4      9.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      29       38       23       92      104      135      152
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       32,789
COMMITMENTS
     634    2,818       55   28,893   22,080   29,582   24,953    3,207    7,836

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      5,333)
     111    1,227       19    4,707    3,406    4,837    4,652      496      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      8.6      0.2     88.1     67.3     90.2     76.1      9.8     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       15        9       18       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      473,798
COMMITMENTS
  43,997   34,057    5,378  377,600  412,357  426,975  451,792   46,823   22,006

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     81,064)
   3,753    3,125    3,014   72,057   73,448   78,824   79,587    2,240    1,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      7.2      1.1     79.7     87.0     90.1     95.4      9.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      29       37       21       89      104      130      150
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      125,386
COMMITMENTS
  50,014   13,080      687   47,077   89,512   97,778  103,279   27,608   22,107

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     -6,212)
 -12,233   -1,126   -4,754   11,552   -4,377   -5,435  -10,257     -777    4,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     10.4      0.5     37.5     71.4     78.0     82.4     22.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      23       16        4       15       25       39       44
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       27,120
COMMITMENTS
   3,073    8,519        1   16,870    6,761   19,944   15,281    7,176   11,839

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -15,030)
  -3,249     -354   -3,023     -910   -6,455   -7,182   -9,832   -7,848   -5,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     31.4      0.0     62.2     24.9     73.5     56.3     26.5     43.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        6        1       18        9       26       16
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,141
COMMITMENTS
   9,030    5,223       21   15,897   23,256   24,948   28,500   11,193    7,641

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -42,532)
  -4,520    2,325   -1,623   -7,284  -36,355  -13,427  -35,653  -29,105   -6,879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     14.5      0.1     44.0     64.3     69.0     78.9     31.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       8        8        1       23       18       32       26
```

----

Updated September 16, 2011