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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,601
COMMITMENTS
     152      431       11    2,926    2,699    3,089    3,141      512      460

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        225)
      49       -6        0      146      210      195      204       30       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     12.0      0.3     81.3     75.0     85.8     87.2     14.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        2       13       13       17       17
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,260
COMMITMENTS
   6,350    7,324    1,025   22,843   20,622   30,218   28,971    4,042    5,289

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      2,306)
     652      251      139    1,029    1,056    1,820    1,446      486      860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     21.4      3.0     66.7     60.2     88.2     84.6     11.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       13       14       28       32       53       51
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      275,395
COMMITMENTS
  92,208   35,191   49,869  100,141  146,715  242,218  231,775   33,177   43,620

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -4,182)
  -3,856   -3,013      554      532      561   -2,770   -1,898   -1,412   -2,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     12.8     18.1     36.4     53.3     88.0     84.2     12.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     122       62      118       55       88      254      228
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      325,310
COMMITMENTS
 118,169   57,353   44,529  138,716  169,053  301,414  270,935   23,896   54,375

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -11,461)
 -16,306   -4,254    7,007     -696  -11,236   -9,995   -8,483   -1,466   -2,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     17.6     13.7     42.6     52.0     92.7     83.3      7.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     124       83      109       65      160      247      308
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| 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
   4,052    4,733      797    2,984    2,030    7,833    7,560    1,755    2,028

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -357)
    -218     -229     -124      -35      -10     -377     -363       20        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     49.4      8.3     31.1     21.2     81.7     78.8     18.3     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      26       30       14       18       16       54       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,196
COMMITMENTS
  13,827    3,956    4,419    7,950    7,353   26,196   15,728    6,000   16,468

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -3,870)
  -1,440     -773   -1,318     -399     -686   -3,157   -2,777     -713   -1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     12.3     13.7     24.7     22.8     81.4     48.9     18.6     51.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      43       32       38       37       49      108      102
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       97,060
COMMITMENTS
  11,265        0    3,929   80,854   92,837   96,048   96,766    1,012      294

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      8,323)
  -2,736     -202      951    9,279    7,580    7,494    8,329      829       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      0.0      4.0     83.3     95.6     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       16       15       20       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      119,841
COMMITMENTS
  27,420   42,240      141   64,477   56,340   92,038   98,721   27,803   21,120

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -346)
   2,052   -1,051       35   -4,848    4,989   -2,761    3,973    2,415   -4,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     35.2      0.1     53.8     47.0     76.8     82.4     23.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      20       20        3       25       21       47       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       23,607
COMMITMENTS
   3,224    4,970      170    8,763    8,296   12,157   13,436   11,450   10,171

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -4,090)
  -1,853   -1,310       57   -2,420      920   -4,216     -333      126   -3,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     21.1      0.7     37.1     35.1     51.5     56.9     48.5     43.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3       11        1       10       11       13       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      105,956
COMMITMENTS
  10,195   36,783        7   92,742   64,064  102,944  100,854    3,012    5,102

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      9,643)
      35     -432     -138    9,228   10,749    9,125   10,179      518     -536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     34.7      0.0     87.5     60.5     97.2     95.2      2.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      14       28        1       20       23       34       52
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      169,466
COMMITMENTS
  24,396   71,488      498  127,589   73,719  152,483  145,705   16,983   23,761

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -2,094)
   5,479    2,424       94   -8,997   -3,599   -3,424   -1,081    1,330   -1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     42.2      0.3     75.3     43.5     90.0     86.0     10.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21       30        5       30       21       53       54
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      138,045
COMMITMENTS
  43,671   17,767    1,251   68,980   93,739  113,902  112,757   24,143   25,288

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -27,571)
 -32,328   -3,953    1,207   12,438  -21,063  -18,683  -23,809   -8,888   -3,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     12.9      0.9     50.0     67.9     82.5     81.7     17.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      27       27        4       26       18       56       46
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      231,229
COMMITMENTS
  26,311   86,371    3,586  167,499   86,554  197,396  176,511   33,833   54,718

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -4,545)
   4,988  -11,464    2,772  -13,995    9,702   -6,235    1,010    1,690   -5,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     37.4      1.6     72.4     37.4     85.4     76.3     14.6     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      33       72       17       50       48       90      130
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,021
COMMITMENTS
  13,394    2,739        0    8,317   19,682   21,711   22,421    2,310    1,600

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -654)
      96   -1,340        0   -1,126      482   -1,030     -858      376      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.8     11.4      0.0     34.6     81.9     90.4     93.3      9.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       12        0        7       10       17       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,490,494
COMMITMENTS
 712,819  1179281  1352221  5701164  5066473  7766204  7597975  724,290  892,519

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    266,542)
 169,699  -15,042   51,994   43,944  271,908  265,637  308,860      905  -42,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     13.9     15.9     67.1     59.7     91.5     89.5      8.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      43       51       81      134      143      229      238
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      859,816
COMMITMENTS
  57,346  113,548   24,674  663,797  613,478  745,817  751,700  113,999  108,116

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -36,861)
   3,322   -5,196   -6,531  -12,149    2,527  -15,358   -9,200  -21,503  -27,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     13.2      2.9     77.2     71.3     86.7     87.4     13.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      576)
      81      133       50      238      255      351      407
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      290,124
COMMITMENTS
  24,556   21,196    1,248  200,029  218,201  225,833  240,645   64,291   49,479

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -5,691)
  -7,450    1,067      455    3,343   19,885   -3,652   21,407   -2,039  -27,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      7.3      0.4     68.9     75.2     77.8     82.9     22.2     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      17       17        9       61       59       83       80
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,848,461
COMMITMENTS
 243,818  541,626   37,264  2318838  1976387  2599920  2555277  248,541  293,184

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:   -155,848)
   8,108  -77,068   10,823  -77,459  -86,789  -58,528 -153,034  -97,320   -2,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     19.0      1.3     81.4     69.4     91.3     89.7      8.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      543)
      75      130       35      212      230      310      372
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      111,401
COMMITMENTS
   9,393    5,473       70   93,366  101,575  102,829  107,118    8,572    4,283

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      2,554)
   1,478     -454       11      988    4,186    2,477    3,743       77   -1,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      4.9      0.1     83.8     91.2     92.3     96.2      7.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      10        7        1       52       35       62       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       98,356
COMMITMENTS
  16,355    3,599    2,013   62,676   78,902   81,044   84,514   17,312   13,842

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      7,842)
    -205   -1,098      268    4,455    6,228    4,518    5,398    3,325    2,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      3.7      2.0     63.7     80.2     82.4     85.9     17.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      55       23       11       80       81      141      109
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       30,410
COMMITMENTS
   2,331      292        0   15,844   28,791   18,175   29,083   12,235    1,327

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      7,382)
     246        0        0    4,472    7,099    4,718    7,099    2,664      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      1.0      0.0     52.1     94.7     59.8     95.6     40.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0        9       13       11       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      339,730
COMMITMENTS
  78,704   25,121    1,479  234,162  250,555  314,345  277,155   25,385   62,575

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      2,301)
  -1,025   -4,260      109      -86   -4,355   -1,002   -8,506    3,303   10,807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      7.4      0.4     68.9     73.8     92.5     81.6      7.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      54       23       10       77       77      136      105
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      139,057
COMMITMENTS
  56,797   30,931      697   60,616   87,073  118,110  118,701   20,947   20,356

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     12,241)
  10,966    8,171      647   -2,043    7,120    9,570   15,938    2,671   -3,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     22.2      0.5     43.6     62.6     84.9     85.4     15.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      23       24        2       16       18       40       43
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,806
COMMITMENTS
   2,688    9,012        0   19,625    7,278   22,313   16,290    6,493   12,516

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      2,379)
  -1,456    1,906      -12    4,258     -316    2,790    1,578     -411      801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     31.3      0.0     68.1     25.3     77.5     56.6     22.5     43.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       10        0       23        8       30       18
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       47,083
COMMITMENTS
   8,585    4,722    2,422   28,704   13,917   39,711   21,061    7,372   26,022

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      6,272)
   2,504   -2,023      823    3,669      266    6,996     -934     -724    7,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     10.0      5.1     61.0     29.6     84.3     44.7     15.7     55.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      11        6        3       29       20       42       27
```

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Updated November 10, 2011