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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,376
COMMITMENTS
     103      437       11    2,780    2,489    2,894    2,937      482      439

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        225)
       0       21        4      225      163      229      188       -4       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     12.9      0.3     82.3     73.7     85.7     87.0     14.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2       14       12       17       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,954
COMMITMENTS
   5,698    7,073      886   21,814   19,566   28,398   27,525    3,556    4,429

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,088)
     909      742       85      165      200    1,159    1,027      -71       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     22.1      2.8     68.3     61.2     88.9     86.1     11.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      14       14       12       29       32       50       51
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      279,577
COMMITMENTS
  96,064   38,204   49,315   99,609  146,154  244,988  233,673   34,589   45,904

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      5,509)
   6,257   -2,115    1,312   -1,610    5,884    5,959    5,081     -450      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     13.7     17.6     35.6     52.3     87.6     83.6     12.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     115       77      126       53       89      260      236
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      336,771
COMMITMENTS
 134,475   61,607   37,522  139,412  180,289  311,409  279,418   25,362   57,353

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -1,241)
   1,481      794     -168   -2,867   -1,553   -1,554     -927      313     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     18.3     11.1     41.4     53.5     92.5     83.0      7.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     133       85       98       64      172      251      312
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,945
COMMITMENTS
   4,270    4,962      921    3,019    2,040    8,210    7,923    1,735    2,022

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -330)
     184       66     -135     -432     -209     -383     -278       53      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     49.9      9.3     30.4     20.5     82.6     79.7     17.4     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      31       30       14       20       20       60       62
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,066
COMMITMENTS
  15,267    4,729    5,737    8,349    8,039   29,353   18,505    6,713   17,561

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          6)
     341     -446       11       23     -465      375     -900     -369      906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     13.1     15.9     23.1     22.3     81.4     51.3     18.6     48.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      50       30       47       36       51      118      111
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       88,737
COMMITMENTS
  14,001      202    2,978   71,575   85,257   88,554   88,437      183      300

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,850)
     469     -809        0    1,423    2,866    1,892    2,057      -42     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      0.2      3.4     80.7     96.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       16       15       19       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,187
COMMITMENTS
  25,368   43,291      106   69,325   51,351   94,799   94,748   25,388   25,439

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -2,887)
   2,025   -4,847        0   -4,872    2,741   -2,847   -2,106      -40     -781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     36.0      0.1     57.7     42.7     78.9     78.8     21.1     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      16       23        3       27       22       46       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       27,697
COMMITMENTS
   5,077    6,280      113   11,183    7,376   16,373   13,769   11,324   13,928

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,600)
   1,248      208       70   -2,060       93     -742      371    2,342    1,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     22.7      0.4     40.4     26.6     59.1     49.7     40.9     50.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5       12        1       10       12       15       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       96,313
COMMITMENTS
  10,160   37,215      145   83,514   53,315   93,819   90,675    2,494    5,638

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      5,364)
   1,862    4,788       -2    3,503      601    5,363    5,387        1      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     38.6      0.2     86.7     55.4     97.4     94.1      2.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13       31        2       19       24       33       56
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      171,560
COMMITMENTS
  18,917   69,064      404  136,586   77,318  155,907  146,786   15,653   24,774

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -4,267)
   1,971   -1,108       36   -9,828    1,491   -7,821      419    3,554   -4,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     40.3      0.2     79.6     45.1     90.9     85.6      9.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      15       35        5       29       23       46       61
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      165,616
COMMITMENTS
  75,999   21,720       44   56,542  114,802  132,585  136,566   33,031   29,050

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     13,361)
  26,952     -420       24  -21,721   14,579    5,255   14,183    8,106     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     13.1      0.0     34.1     69.3     80.1     82.5     19.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      45       31        3       22       25       68       58
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      235,774
COMMITMENTS
  21,323   97,835      814  181,494   76,852  203,631  175,501   32,143   60,273

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      5,291)
     346     -862       -7    3,044    6,135    3,383    5,266    1,908       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     41.5      0.3     77.0     32.6     86.4     74.4     13.6     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      26       66        8       49       45       79      115
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,675
COMMITMENTS
  13,298    4,079        0    9,443   19,200   22,741   23,279    1,934    1,396

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        620)
     853     -141        0     -309    1,302      544    1,161       76     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9     16.5      0.0     38.3     77.8     92.2     94.3      7.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9       14        0        8       10       17       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,223,952
COMMITMENTS
 543,120  1194323  1300227  5657220  4794565  7500567  7289115  723,385  934,837

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     88,116)
 -30,709  -34,998   21,154   58,023  106,516   48,468   92,672   39,648   -4,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     14.5     15.8     68.8     58.3     91.2     88.6      8.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      38       50       76      132      139      220      229
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      896,677
COMMITMENTS
  54,024  118,743   31,206  675,945  610,951  761,175  760,900  135,502  135,777

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      4,356)
   1,380   -4,517    5,752     -126   10,395    7,006   11,630   -2,650   -7,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     13.2      3.5     75.4     68.1     84.9     84.9     15.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      578)
      74      137       51      232      259      340      413
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      295,815
COMMITMENTS
  32,006   20,129      793  196,686  198,316  229,485  219,238   66,330   76,577

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      4,256)
   5,744   -3,036       -4   -1,607   13,231    4,133   10,191      123   -5,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      6.8      0.3     66.5     67.0     77.6     74.1     22.4     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      15       18        7       59       55       78       76
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,004,309
COMMITMENTS
 235,710  618,694   26,441  2396297  2063176  2658448  2708311  345,861  295,998

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        498)
  10,105   24,521   -3,146    7,405  -14,182   14,364    7,193  -13,866   -6,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     20.6      0.9     79.8     68.7     88.5     90.1     11.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      549)
      71      133       36      207      234      301      380
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      108,847
COMMITMENTS
   7,915    5,927       59   92,378   97,389  100,352  103,375    8,495    5,472

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -2,037)
   1,204       -6     -162   -3,644   -1,791   -2,602   -1,959      565      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      5.4      0.1     84.9     89.5     92.2     95.0      7.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
       8        7        1       51       33       59       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       90,514
COMMITMENTS
  16,560    4,697    1,745   58,222   72,674   76,526   79,116   13,987   11,398

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      5,518)
   3,194      508      668    1,795    4,429    5,657    5,605     -139      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      5.2      1.9     64.3     80.3     84.5     87.4     15.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      51       25        9       81       81      137      110
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       23,028
COMMITMENTS
   2,085      292        0   11,372   21,692   13,457   21,984    9,571    1,044

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      2,951)
     369      292        0    2,148    3,052    2,517    3,344      434     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      1.3      0.0     49.4     94.2     58.4     95.5     41.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       10       11       12       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      337,429
COMMITMENTS
  79,729   29,381    1,370  234,248  254,910  315,347  285,661   22,082   51,768

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     12,835)
  16,875    3,831      590   -1,765    6,886   15,700   11,307   -2,865    1,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      8.7      0.4     69.4     75.5     93.5     84.7      6.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      50       25        8       77       77      131      106
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      126,816
COMMITMENTS
  45,831   22,760       50   62,659   79,953  108,540  102,763   18,276   24,053

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      5,125)
   4,436    1,718       50   -1,611    2,386    2,875    4,154    2,250      971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     17.9      0.0     49.4     63.0     85.6     81.0     14.4     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      20       21        2       18       18       38       41
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       26,427
COMMITMENTS
   4,144    7,106       12   15,367    7,594   19,523   14,712    6,904   11,715

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        848)
     643      856        1      702      220    1,346    1,077     -498     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     26.9      0.0     58.1     28.7     73.9     55.7     26.1     44.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        9        1       21        8       29       18
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       40,811
COMMITMENTS
   6,081    6,745    1,599   25,035   13,651   32,715   21,995    8,096   18,816

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      6,546)
    -689    3,618       44    6,843   -3,588    6,198       74      348    6,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     16.5      3.9     61.3     33.4     80.2     53.9     19.8     46.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9        9        3       23       21       34       31
```

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Updated October 28, 2011