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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,995
COMMITMENTS
     111      191        1    2,479    2,171    2,591    2,363      404      632

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:       -606)
     -41     -240      -10     -447     -528     -498     -778     -108      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      6.4      0.0     82.8     72.5     86.5     78.9     13.5     21.1

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 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,095
COMMITMENTS
   5,819    7,625    1,188   19,641   17,047   26,648   25,860    3,447    4,235

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -4,165)
    -531      301      163   -3,202   -3,575   -3,570   -3,111     -595   -1,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     25.3      3.9     65.3     56.6     88.5     85.9     11.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      14       16       14       27       29       51       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      252,230
COMMITMENTS
  84,412   33,231   39,940   99,359  138,968  223,711  212,139   28,519   40,091

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -23,165)
  -7,796   -1,960   -9,929     -782   -7,747  -18,507  -19,636   -4,658   -3,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     13.2     15.8     39.4     55.1     88.7     84.1     11.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
     114       56      107       50       85      223      217
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      324,810
COMMITMENTS
 123,994   53,317   41,770  133,415  171,293  299,179  266,380   25,631   58,430

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:       -500)
   5,825   -4,036   -2,759   -5,301    2,240   -2,235   -4,555    1,735    4,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     16.4     12.9     41.1     52.7     92.1     82.0      7.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     134       72      105       66      162      254      294
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,588
COMMITMENTS
   3,985    4,629      837    2,930    2,062    7,752    7,528    1,836    2,060

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:          0)
     -67     -104       40      -54       32      -81      -32       81       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     48.3      8.7     30.6     21.5     80.9     78.5     19.1     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       30       13       19       18       52       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,736
COMMITMENTS
  13,663    4,125    5,036    8,656    7,841   27,355   17,002    6,381   16,734

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      1,540)
    -164      169      617      706      488    1,159    1,274      381      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     12.2     14.9     25.7     23.2     81.1     50.4     18.9     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      51       28       39       38       51      111      105
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       97,420
COMMITMENTS
  11,306      127    3,929   81,771   92,990   97,006   97,046      414      374

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        360)
      41      127        0      917      153      958      280     -598       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      0.1      4.0     83.9     95.5     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 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      122,069
COMMITMENTS
  28,003   43,571      579   64,301   57,537   92,883  101,687   29,186   20,382

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      2,228)
     583    1,331      438     -176    1,197      845    2,966    1,383     -738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     35.7      0.5     52.7     47.1     76.1     83.3     23.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       19        3       22       24       44       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       25,539
COMMITMENTS
   6,928    4,766      143    8,521    9,987   15,592   14,896    9,947   10,643

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      1,932)
   3,704     -204      -27     -242    1,691    3,435    1,460   -1,503      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     18.7      0.6     33.4     39.1     61.1     58.3     38.9     41.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        9        1        9       12       18       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       98,340
COMMITMENTS
  13,087   31,154      463   83,398   63,332   96,948   94,949    1,392    3,391

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -7,616)
   2,892   -5,629      456   -9,344     -732   -5,996   -5,905   -1,620   -1,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     31.7      0.5     84.8     64.4     98.6     96.6      1.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      16       25        2       21       24       38       51
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      147,978
COMMITMENTS
  22,607   51,729      294  106,849   72,170  129,750  124,193   18,228   23,785

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -21,488)
  -1,789  -19,759     -204  -20,740   -1,549  -22,733  -21,512    1,245       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     35.0      0.2     72.2     48.8     87.7     83.9     12.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      18       24        2       28       21       46       47
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      138,981
COMMITMENTS
  44,320   16,243      158   70,785   95,839  115,263  112,240   23,718   26,741

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        936)
     649   -1,524   -1,093    1,805    2,100    1,361     -517     -425    1,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     11.7      0.1     50.9     69.0     82.9     80.8     17.1     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      28       23        4       21       19       53       42
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      231,445
COMMITMENTS
  27,943   82,200    2,413  168,347   88,975  198,703  173,588   32,742   57,857

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        216)
   1,632   -4,171   -1,173      848    2,421    1,307   -2,923   -1,091    3,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     35.5      1.0     72.7     38.4     85.9     75.0     14.1     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      28       63       15       52       48       88      119
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,750
COMMITMENTS
  14,585    3,035        5    8,111   20,379   22,701   23,419    2,049    1,331

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        729)
   1,191      296        5     -206      697      990      998     -261     -269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.9     12.3      0.0     32.8     82.3     91.7     94.6      8.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       12        1        6        9       15       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,588,952
COMMITMENTS
 739,190  1148324  1431498  5628756  5063404  7799444  7643226  789,508  945,726

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     98,458)
  26,371  -30,957   79,277  -72,408   -3,069   33,240   45,251   65,218   53,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     13.4     16.7     65.5     59.0     90.8     89.0      9.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      36       58       85      134      141      229      239
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      874,939
COMMITMENTS
  55,439  109,398   29,492  672,485  623,625  757,416  762,515  117,523  112,424

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     15,123)
  -1,907   -4,150    4,817    8,689   10,147   11,599   10,815    3,524    4,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     12.5      3.4     76.9     71.3     86.6     87.2     13.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      585)
      81      138       48      246      252      359      406
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      296,576
COMMITMENTS
  28,438   16,155    1,236  202,602  221,851  232,276  239,242   64,300   57,334

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      6,452)
   3,882   -5,041      -12    2,573    3,650    6,443   -1,403        9    7,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      5.4      0.4     68.3     74.8     78.3     80.7     21.7     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      15       20        8       61       58       81       81
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,891,815
COMMITMENTS
 238,790  570,000   37,494  2349417  2008871  2625701  2616365  266,114  275,450

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     43,354)
  -5,028   28,374      230   30,579   32,484   25,781   61,088   17,573  -17,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     19.7      1.3     81.2     69.5     90.8     90.5      9.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      552)
      78      132       32      220      230      318      374
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,939
COMMITMENTS
   7,782    5,463      213   91,282   97,679   99,277  103,355    8,662    4,584

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -3,462)
  -1,611      -10      143   -2,084   -3,896   -3,552   -3,763       90      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      5.1      0.2     84.6     90.5     92.0     95.8      8.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
       9        7        1       51       36       60       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      100,620
COMMITMENTS
  15,002    3,971    2,593   63,088   77,970   80,682   84,534   19,938   16,085

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      2,264)
  -1,353      372      580      411     -932     -362       20    2,626    2,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      3.9      2.6     62.7     77.5     80.2     84.0     19.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      56       27       12       81       81      141      116
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       31,311
COMMITMENTS
   2,454      292       50   14,375   29,516   16,879   29,858   14,432    1,453

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        901)
     123        0       50   -1,469      725   -1,296      775    2,197      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.9      0.2     45.9     94.3     53.9     95.4     46.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       10       13       12       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      346,543
COMMITMENTS
  74,858   30,516      594  243,563  242,272  319,015  273,382   27,528   73,161

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      6,813)
  -3,846    5,395     -885    9,401   -8,283    4,670   -3,773    2,143   10,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      8.8      0.2     70.3     69.9     92.1     78.9      7.9     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      55       28       10       77       77      135      112
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      147,684
COMMITMENTS
  64,485   37,469        0   56,781   87,876  121,266  125,345   26,418   22,339

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      8,627)
   7,688    6,538     -697   -3,835      803    3,156    6,644    5,471    1,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     25.4      0.0     38.4     59.5     82.1     84.9     17.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      24       21        0       19       17       43       38
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,003
COMMITMENTS
   3,181    8,925       19   19,122    7,498   22,322   16,442    6,681   12,561

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        197)
     493      -87       19     -503      220        9      152      188       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     30.8      0.1     65.9     25.9     77.0     56.7     23.0     43.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       10        1       22        9       29       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       48,306
COMMITMENTS
   7,711    6,440    1,916   32,506   11,772   42,133   20,128    6,173   28,178

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      1,223)
    -874    1,718     -506    3,802   -2,145    2,422     -933   -1,199    2,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     13.3      4.0     67.3     24.4     87.2     41.7     12.8     58.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      10        8        3       33       20       45       29
```

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Updated November 14, 2011