```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,344
COMMITMENTS
     140      192        3    2,556    2,452    2,699    2,647      645      698

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        191)
      29        1        2      -34      162       -3      165      193       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.7      0.1     76.4     73.3     80.7     79.1     19.3     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       14       12       17       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       57,283
COMMITMENTS
   8,321    2,828   13,830   28,596   27,823   50,747   44,482    6,537   12,802

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      4,645)
   1,084       42      919    1,136    1,772    3,139    2,733    1,506    1,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      4.9     24.1     49.9     48.6     88.6     77.7     11.4     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      24       10       22       35       35       67       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      299,672
COMMITMENTS
  79,551   19,694   77,731  112,288  157,824  269,571  255,249   30,102   44,423

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -3,458)
  -3,994    5,110   -4,806    5,358   -2,883   -3,443   -2,579      -16     -879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      6.6     25.9     37.5     52.7     90.0     85.2     10.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
     118       58      119       62       89      247      224
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      429,323
COMMITMENTS
 125,966   29,494  121,925  149,880  209,053  397,771  360,472   31,552   68,851

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      6,123)
  -2,529    3,088    2,311    2,325      283    2,108    5,683    4,016      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      6.9     28.4     34.9     48.7     92.7     84.0      7.3     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      425)
     147       80      141      107      176      324      337
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| 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
   4,063    4,944      916    2,959    1,721    7,939    7,581    1,578    1,936

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -167)
      86      315       40        3     -366      129      -11     -297     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.7     51.9      9.6     31.1     18.1     83.4     79.7     16.6     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      27       30       16       18       16       54       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,588
COMMITMENTS
  14,588    2,521    8,835    8,251    8,620   31,674   19,976    6,915   18,612

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        852)
     599       46      756     -706     -378      649      425      203      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8      6.5     22.9     21.4     22.3     82.1     51.8     17.9     48.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      61       32       53       45       54      136      119
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,813
COMMITMENTS
   9,335      127    3,929   89,174   98,322  102,438  102,378      375      435

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:         67)
  -1,971        0        0    2,077        6      106        6      -39       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.1      3.8     86.7     95.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1       15       16       19       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      134,482
COMMITMENTS
  28,696   44,639    4,575   69,745   62,834  103,015  112,047   31,467   22,435

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      2,706)
     751    2,674       -1    2,017     -234    2,766    2,439      -60      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     33.2      3.4     51.9     46.7     76.6     83.3     23.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      21       18       12       25       27       52       51
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       36,641
COMMITMENTS
   5,235    6,703    3,628   17,642   11,699   26,506   22,030   10,135   14,610

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      5,625)
  -1,519    2,175      440    7,017      -86    5,938    2,529     -314    3,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     18.3      9.9     48.1     31.9     72.3     60.1     27.7     39.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        9        7       12       14       24       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      105,696
COMMITMENTS
  17,858   32,879      733   84,032   67,365  102,623  100,977    3,073    4,719

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      7,356)
   4,771    1,725      270      634    4,033    5,675    6,028    1,681    1,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     31.1      0.7     79.5     63.7     97.1     95.5      2.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      18       23        3       22       24       41       50
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      156,988
COMMITMENTS
  23,588   55,436    3,212  114,200   73,043  141,001  131,691   15,987   25,297

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      2,809)
     803    4,357      385    5,359   -1,882    6,547    2,860   -3,737      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     35.3      2.0     72.7     46.5     89.8     83.9     10.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      24       27       11       32       26       61       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      153,994
COMMITMENTS
  48,711   16,383    5,192   76,827  103,951  130,729  125,526   23,265   28,468

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      3,186)
   5,404     -506     -304      250    5,037    5,350    4,227   -2,163   -1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     10.6      3.4     49.9     67.5     84.9     81.5     15.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      26       31       20       25       23       61       64
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      291,503
COMMITMENTS
  24,011   94,582   33,888  195,808   90,432  253,707  218,902   37,796   72,601

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     21,296)
  -3,167   19,153    4,051   20,550   -7,713   21,433   15,491     -138    5,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     32.4     11.6     67.2     31.0     87.0     75.1     13.0     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      37       73       42       58       54      117      147
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,966
COMMITMENTS
  14,255    3,641        0    9,807   20,317   24,062   23,958    1,904    2,008

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,216)
    -330      606       -5    1,696      -62    1,361      539     -145      677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.9     14.0      0.0     37.8     78.2     92.7     92.3      7.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       13        0        6       10       14       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,614,908
COMMITMENTS
 328,169  953,127  5815685  7635169  6696472 13779024 13465284  835,884  1149624

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:   -380,437)
-241,015  -18,301 -362,928  246,918 -103,978 -357,026 -485,208  -23,411  104,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      6.5     39.8     52.2     45.8     94.3     92.1      5.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      48       66      105      154      156      261      277
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,065,240
COMMITMENTS
  62,662  108,231   87,497  779,438  740,816  929,597  936,544  135,643  128,696

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     19,134)
   6,491   -2,387      562    3,930   18,799   10,983   16,974    8,151    2,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     10.2      8.2     73.2     69.5     87.3     87.9     12.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      614)
     100      146      112      261      266      428      457
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      398,909
COMMITMENTS
  30,811   19,070   33,912  259,364  274,147  324,087  327,129   74,822   71,780

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      2,958)
   1,496    1,874     -890   -1,348   -3,550     -742   -2,566    3,700    5,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      4.8      8.5     65.0     68.7     81.2     82.0     18.8     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      23       28       40       81       69      125      116
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,331,654
COMMITMENTS
 267,117  553,665  160,066  2600366  2333342  3027550  3047073  304,104  284,581

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     80,879)
  31,530  -14,747      705   26,393  111,747   58,628   97,704   22,252  -16,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     16.6      4.8     78.1     70.0     90.9     91.5      9.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      568)
      87      137       94      232      248      380      418
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      111,149
COMMITMENTS
   8,266    5,241        4   91,449  101,273   99,719  106,518   11,430    4,631

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      3,186)
     484     -222     -209      159    3,579      434    3,148    2,753       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      4.7      0.0     82.3     91.1     89.7     95.8     10.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
       8        6        1       52       36       60       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      103,133
COMMITMENTS
  14,943    3,379    3,248   65,271   81,069   83,462   87,696   19,672   15,438

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,434)
     -86     -484      320    1,578    2,442    1,812    2,278     -378     -844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      3.3      3.1     63.3     78.6     80.9     85.0     19.1     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      55       22       14       86       88      145      120
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       32,678
COMMITMENTS
   2,454      538       50   16,127   30,598   18,631   31,186   14,047    1,492

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,360)
       0      246        0    1,752    1,082    1,752    1,328     -392       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      1.6      0.2     49.4     93.6     57.0     95.4     43.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       10       14       12       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      352,278
COMMITMENTS
  74,713   26,474    3,720  245,720  252,355  324,154  282,549   28,125   69,730

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        369)
    -279   -3,498    1,449     -871    6,800      298    4,751       71   -4,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      7.5      1.1     69.8     71.6     92.0     80.2      8.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      55       22       13       82       83      140      115
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      145,755
COMMITMENTS
  57,141   32,062    4,054   61,604   89,469  122,799  125,584   22,956   20,170

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -9,954)
  -7,171   -4,299      424    1,856   -1,946   -4,892   -5,821   -5,062   -4,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2     22.0      2.8     42.3     61.4     84.3     86.2     15.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      27       19       12       23       23       55       49
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,041
COMMITMENTS
   4,108    9,250       67   19,559    7,538   23,734   16,855    6,307   13,186

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,038)
     927      325       48      437       40    1,412      413     -374      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     30.8      0.2     65.1     25.1     79.0     56.1     21.0     43.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       10        2       23        9       34       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       47,399
COMMITMENTS
   7,595    6,348    2,284   31,209   14,648   41,088   23,280    6,311   24,119

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -907)
    -116      -92      368   -1,297    2,876   -1,045    3,152      138   -4,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     13.4      4.8     65.8     30.9     86.7     49.1     13.3     50.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      10        6        3       33       22       44       30
```

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Updated November 18, 2011