```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,573
COMMITMENTS
     186      488       24    2,878    2,641    3,088    3,153      485      419

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:         85)
      -0       34       -6       97       24       91       52       -6       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     13.7      0.7     80.5     73.9     86.4     88.3     13.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       13       12       17       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       58,603
COMMITMENTS
   8,274    2,248   13,471   31,224   31,685   52,968   47,404    5,634   11,199

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      3,579)
     590      541      786    2,507    1,278    3,883    2,605     -304      974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      3.8     23.0     53.3     54.1     90.4     80.9      9.6     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      22       12       21       40       41       72       64
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      300,130
COMMITMENTS
  70,861   33,422   82,839  117,386  138,055  271,086  254,316   29,044   45,815

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      1,289)
     118   -4,764     -979    1,660    4,244      798   -1,500      492    2,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     11.1     27.6     39.1     46.0     90.3     84.7      9.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
     106       71      118       60       81      231      219
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      432,838
COMMITMENTS
 105,757   30,279  130,098  167,551  207,040  403,405  367,417   29,433   65,421

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      3,807)
  -2,021   -3,666    5,316    1,523    5,893    4,819    7,543   -1,011   -3,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      7.0     30.1     38.7     47.8     93.2     84.9      6.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     133       81      143      110      177      308      346
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,447
COMMITMENTS
   3,870    3,407      944    2,857    2,659    7,672    7,010    1,775    2,438

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        189)
     -59      591     -136      -42     -389     -237       65      426      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.0     36.1     10.0     30.2     28.1     81.2     74.2     18.8     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      22       29       17       10       18       44       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,992
COMMITMENTS
  13,330    5,248   10,408    9,884    8,374   33,622   24,030    8,370   17,962

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      1,302)
     519      169      751     -120     -486    1,150      434      152      868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7     12.5     24.8     23.5     19.9     80.1     57.2     19.9     42.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      49       44       59       44       50      131      125
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       87,430
COMMITMENTS
  12,185      226    3,857   68,627   81,437   84,669   85,520    2,761    1,910

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -12,030)
     816       97      205  -13,898  -12,830  -12,877  -12,528      847      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      0.3      4.4     78.5     93.1     96.8     97.8      3.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        2       17       17       22       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      100,493
COMMITMENTS
  21,427   41,399    5,286   37,280   27,655   63,993   74,340   36,500   26,153

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -31,501)
     934   15,877   -6,548  -20,902  -44,409  -26,517  -35,080   -4,984    3,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     41.2      5.3     37.1     27.5     63.7     74.0     36.3     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      24       25       11       27       24       55       56
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       34,139
COMMITMENTS
   4,918    3,334    7,848   10,160   10,271   22,926   21,453   11,213   12,686

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      3,170)
  -2,206     -341    2,544    5,080     -522    5,419    1,681   -2,249    1,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      9.8     23.0     29.8     30.1     67.2     62.8     32.8     37.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8       10       11       10       12       26       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       83,098
COMMITMENTS
  10,211   30,837      245   70,683   45,722   81,139   76,804    1,959    6,294

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      7,088)
   1,960    5,696       96    6,605      990    8,661    6,782   -1,573      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     37.1      0.3     85.1     55.0     97.6     92.4      2.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      20       42        3       14       21       36       64
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      163,120
COMMITMENTS
  14,402   78,256    4,144  129,807   46,481  148,353  128,881   14,767   34,239

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     12,488)
    -504    4,254    1,288   12,258    3,509   13,043    9,052     -555    3,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     48.0      2.5     79.6     28.5     90.9     79.0      9.1     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12       45       14       28       21       49       71
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      138,521
COMMITMENTS
  61,075   19,440    5,519   43,005   81,603  109,598  106,562   28,923   31,959

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -1,061)
  -2,537      613      413    2,655   -4,061      531   -3,035   -1,591    1,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.1     14.0      4.0     31.0     58.9     79.1     76.9     20.9     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      34       33       18       26       24       69       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      271,955
COMMITMENTS
  20,328   99,971   39,737  172,017   64,089  232,081  203,796   39,874   68,159

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     21,478)
     277    4,035    5,433   13,465    8,257   19,174   17,725    2,304    3,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     36.8     14.6     63.3     23.6     85.3     74.9     14.7     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      32       85       49       55       60      117      164
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       34,997
COMMITMENTS
  18,703   16,831       66   15,739   17,098   34,508   33,995      489    1,002

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -1,764)
  -2,859     -760       -3    1,408   -1,017   -1,454   -1,780     -310       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.4     48.1      0.2     45.0     48.9     98.6     97.1      1.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        5        1        6        5       12       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,804
COMMITMENTS
  14,475    4,884        0    7,068   16,921   21,543   21,805    2,261    1,999

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      1,497)
  -2,036    1,938        0    4,631   -1,098    2,595      840   -1,098      657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.8     20.5      0.0     29.7     71.1     90.5     91.6      9.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       11        0        9        8       20       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,597,496
COMMITMENTS
 726,503  665,170  5541337  7553697  7494409 13821536 13700917  775,960  896,579

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:   -446,761)
-109,144  -43,441 -287,054  -10,955 -105,029 -407,153 -435,525  -39,608  -11,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      4.6     38.0     51.7     51.3     94.7     93.9      5.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      53       60      104      152      156      267      270
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,068,260
COMMITMENTS
  58,977  123,444   87,561  774,738  699,567  921,276  910,572  146,984  157,688

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     58,112)
   2,688   -1,596   21,455   42,311   43,568   66,454   63,427   -8,342   -5,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     11.6      8.2     72.5     65.5     86.2     85.2     13.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      609)
      87      159      104      238      268      396      461
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      395,481
COMMITMENTS
  22,328   30,553   39,630  262,937  232,945  324,895  303,128   70,586   92,353

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     35,104)
   7,166    7,590    4,668   21,597   17,708   33,431   29,966    1,673    5,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      7.7     10.0     66.5     58.9     82.2     76.6     17.8     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      23       27       36       75       65      119      107
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,363,898
COMMITMENTS
 266,995  548,200  155,908  2559002  2333113  2981905  3037221  381,993  326,678

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    115,040)
  46,565   23,021   14,982  103,568  129,304  165,116  167,307  -50,075  -52,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     16.3      4.6     76.1     69.4     88.6     90.3     11.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
      82      145       90      213      247      353      424
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,332
COMMITMENTS
   6,534    4,836       34   92,840   96,277   99,408  101,147    6,924    5,185

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      1,454)
     223     -198     -388    2,024    2,069    1,859    1,483     -405      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      4.5      0.0     87.3     90.5     93.5     95.1      6.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       6        5        1       50       37       56       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       77,888
COMMITMENTS
  10,703    5,750    1,781   54,915   59,705   67,398   67,236   10,489   10,652

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     15,118)
     218      438    1,256    9,078    7,211   10,552    8,905    4,566    6,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      7.4      2.3     70.5     76.7     86.5     86.3     13.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      40       39       17       79       93      127      141
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,521
COMMITMENTS
   2,058        0        0    5,122   11,405    7,180   11,405    6,341    2,116

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -19,305)
   1,400   -2,837      -63  -23,771  -10,675  -22,434  -13,575    3,129   -5,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      0.0      0.0     37.9     84.4     53.1     84.4     46.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        0        9       10       12       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      321,836
COMMITMENTS
  50,000   35,527    2,129  248,964  241,500  301,092  279,156   20,744   42,680

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      7,986)
  -2,426    8,967     -498   19,782  -20,970   16,858  -12,502   -8,872   20,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     11.0      0.7     77.4     75.0     93.6     86.7      6.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      38       40       16       77       90      123      138
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       94,759
COMMITMENTS
  29,119   23,197    5,770   40,079   41,894   74,968   70,861   19,792   23,898

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      8,094)
  -9,917    8,407    1,941   20,257   -5,050   12,280    5,298   -4,185    2,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7     24.5      6.1     42.3     44.2     79.1     74.8     20.9     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      27       22       16       18       19       51       51
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       25,772
COMMITMENTS
   4,245    6,028        2   14,756    8,406   19,003   14,436    6,769   11,336

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -668)
   1,022   -1,596        2   -1,260    1,580     -236      -14     -432     -654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     23.4      0.0     57.3     32.6     73.7     56.0     26.3     44.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11        5        1       19        8       30       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       30,635
COMMITMENTS
   5,448    4,964      603   17,862   20,813   23,913   26,380    6,722    4,255

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -909)
  -2,894     -119      388      633    2,050   -1,873    2,319      964   -3,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     16.2      2.0     58.3     67.9     78.1     86.1     21.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       8        9        4       22       22       33       32
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:        9,013
COMMITMENTS
   3,847    1,214        0    4,122    7,287    7,969    8,501    1,044      512

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.7     13.5      0.0     45.7     80.8     88.4     94.3     11.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        0        8        2       14        7
```

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Updated September 30, 2011