```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,420
COMMITMENTS
     159      429       36    2,628    2,533    2,822    2,997      598      423

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -1,057)
     -27     -251      -42     -870     -849     -940   -1,142     -118       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     12.5      1.0     76.8     74.0     82.5     87.6     17.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1       10       11       12       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       50,706
COMMITMENTS
   6,701    1,430   11,936   25,310   27,877   43,947   41,243    6,759    9,463

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -9,198)
  -2,778      124   -2,461   -3,266   -5,439   -8,505   -7,776     -694   -1,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      2.8     23.5     49.9     55.0     86.7     81.3     13.3     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      23        6       20       38       39       67       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      300,548
COMMITMENTS
  68,210   36,599   80,460  120,399  138,421  269,070  255,480   31,478   45,068

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      4,868)
     321    6,474   -3,645    5,152      416    1,828    3,245    3,041    1,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     12.2     26.8     40.1     46.1     89.5     85.0     10.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     104       74      127       58       81      226      239
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      413,292
COMMITMENTS
 101,912   50,661  114,459  166,671  182,411  383,042  347,530   30,250   65,761

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      9,241)
   6,506    4,089       52    1,099    2,746    7,657    6,888    1,584    2,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     12.3     27.7     40.3     44.1     92.7     84.1      7.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     112      104      144       96      156      284      340
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,517
COMMITMENTS
   3,992    3,977      735    3,163    2,336    7,890    7,048    1,628    2,469

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        -99)
      24     -894       53       47      549      125     -292     -224      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.9     41.8      7.7     33.2     24.5     82.9     74.1     17.1     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      23       33       14       16       18       48       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,195
COMMITMENTS
  10,309    5,754    7,616   10,537    7,882   28,462   21,253    7,733   14,943

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        357)
      17      -84      -61      -91      209     -135       64      492      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     15.9     21.0     29.1     21.8     78.6     58.7     21.4     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      32       33       48       44       53      104      119
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      103,363
COMMITMENTS
   9,164    1,000    2,888   90,276   98,581  102,328  102,469    1,035      894

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -1,640)
      -0        0        0   -1,498   -1,478   -1,498   -1,478     -142     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      1.0      2.8     87.3     95.4     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        1        3       18       15       25       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      124,353
COMMITMENTS
  18,241   15,686    7,024   53,756   75,074   79,021   97,784   45,332   26,568

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      3,056)
  -6,506    6,101    1,601    7,481   -3,936    2,576    3,766      481     -709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     12.6      5.6     43.2     60.4     63.5     78.6     36.5     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      26       17       16       34       32       64       61
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       61,980
COMMITMENTS
  11,641    5,962    7,621   21,607   34,370   40,869   47,953   21,111   14,027

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      5,518)
  -1,768    1,115    3,287    3,976    1,189    5,495    5,591       23      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      9.6     12.3     34.9     55.5     65.9     77.4     34.1     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11        9        9       15       15       32       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      111,130
COMMITMENTS
  34,163   20,917    1,463   68,644   79,808  104,270  102,188    6,860    8,942

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -225)
  -6,791      843      969    5,805   -2,525      -17     -713     -208      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7     18.8      1.3     61.8     71.8     93.8     92.0      6.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      18       38        9       24       18       45       64
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      118,499
COMMITMENTS
  30,272   44,083    3,345   58,986   46,739   92,602   94,167   25,897   24,332

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     16,513)
    -796   13,407    1,100   21,690   -1,006   21,993   13,500   -5,480    3,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     37.2      2.8     49.8     39.4     78.1     79.5     21.9     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      26       27       13       32       30       64       64
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      137,956
COMMITMENTS
  47,859   15,003    7,767   53,007   80,388  108,633  103,158   29,323   34,798

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -2,341)
  -6,146    2,081    1,034    6,883   -8,663    1,771   -5,548   -4,112    3,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7     10.9      5.6     38.4     58.3     78.7     74.8     21.3     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      34       28       21       32       22       77       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      272,472
COMMITMENTS
  33,630   66,177   45,005  142,555   98,464  221,189  209,645   51,282   62,827

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     44,068)
  -9,597   24,490    8,397   49,580    3,221   48,381   36,108   -4,314    7,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     24.3     16.5     52.3     36.1     81.2     76.9     18.8     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      42       68       55       60       61      133      153
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       33,956
COMMITMENTS
  20,641   15,842       69   12,535   17,630   33,245   33,541      711      415

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -5,455)
   2,125    2,982   -5,020   -2,355   -3,776   -5,250   -5,814     -205      359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.8     46.7      0.2     36.9     51.9     97.9     98.8      2.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        2        2        5        6       14        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,939
COMMITMENTS
  19,215    1,545       14    4,090   24,315   23,319   25,874    4,620    2,065

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      1,083)
   1,262      157      -57     -535      256      670      356      413      727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.8      5.5      0.1     14.6     87.0     83.5     92.6     16.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      20        7        1        9        9       29       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,147,369
COMMITMENTS
 784,806  807,283  7495122  8983340  8816986 17263268 17119391  884,101  1027978

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    445,798)
 -48,837   78,244  389,358  116,874  -10,480  457,395  457,122  -11,597  -11,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      4.4     41.3     49.5     48.6     95.1     94.3      4.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      58       67      114      153      158      277      285
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,444,454
COMMITMENTS
  60,169  162,557  139,693  1068514  976,666  1268376  1278917  176,078  165,537

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    103,226)
   1,666    2,068   23,392   66,541   72,645   91,599   98,106   11,626    5,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     11.3      9.7     74.0     67.6     87.8     88.5     12.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      636)
      95      161      109      260      274      425      476
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      592,088
COMMITMENTS
  25,058   74,004   51,468  426,235  367,984  502,762  493,456   89,326   98,632

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     59,818)
   3,057   13,691    6,343   43,391   33,644   52,792   53,678    7,027    6,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     12.5      8.7     72.0     62.2     84.9     83.3     15.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      25       26       35       82       69      125      112
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,261,831
COMMITMENTS
 402,423  669,638  214,255  3211395  3043411  3828073  3927304  433,758  334,527

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    217,036)
  61,844   10,687   16,446  115,746  195,008  194,037  222,142   23,000   -5,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     15.7      5.0     75.4     71.4     89.8     92.2     10.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      593)
      88      150       93      234      262      381      446
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,251
COMMITMENTS
  14,180    4,632       31   89,588   97,438  103,799  102,101    6,452    8,150

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:         76)
   3,719     -314   -1,046   -3,969    1,202   -1,296     -158    1,372      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      4.2      0.0     81.3     88.4     94.1     92.6      5.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
       6        5        2       48       37       54       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      107,938
COMMITMENTS
   7,678    6,849    2,098   86,403   87,589   96,179   96,536   11,759   11,402

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      4,180)
   2,211   -1,252   -1,859    1,892    6,113    2,243    3,002    1,936    1,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      6.3      1.9     80.0     81.1     89.1     89.4     10.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      32       35       18       86       97      133      136
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       27,516
COMMITMENTS
     570    1,634       44   24,186   18,674   24,799   20,352    2,717    7,164

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        219)
    -159   -1,166       -9      244        0       76   -1,175      143    1,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      5.9      0.2     87.9     67.9     90.1     74.0      9.9     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        4        2       15        6       19       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      402,108
COMMITMENTS
  40,897   31,426    4,917  311,084  344,575  356,899  380,918   45,210   21,190

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     19,803)
   5,778   -6,501   -3,177    8,238   30,564   10,839   20,886    8,964   -1,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      7.8      1.2     77.4     85.7     88.8     94.7     11.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      33       33       18       82       94      127      133
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      140,163
COMMITMENTS
  61,827   13,876    8,955   39,332   97,351  110,115  120,183   30,048   19,980

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     11,826)
   1,480    1,461    5,541    2,387    7,503    9,409   14,506    2,416   -2,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.1      9.9      6.4     28.1     69.5     78.6     85.7     21.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      30       15       12       19       26       52       50
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,150
COMMITMENTS
   6,322    8,873    3,024   17,780   13,216   27,126   25,113   15,024   17,037

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     11,049)
    -421   -2,520    3,024      -75    2,486    2,528    2,990    8,521    8,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     21.1      7.2     42.2     31.4     64.4     59.6     35.6     40.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      11       12        5       20       16       35       29
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       78,673
COMMITMENTS
  13,550    2,898    1,644   23,181   59,611   38,375   64,153   40,298   14,520

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     16,047)
  -1,957     -755      856    4,583    7,581    3,482    7,682   12,565    8,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      3.7      2.1     29.5     75.8     48.8     81.5     51.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      16        7        4       28       32       46       41
```

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Updated September 9, 2011