```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        3,812
COMMITMENTS
     151      431       31    3,091    2,877    3,273    3,339      539      473

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        213)
      48       -5       -3      142      206      186      197       27       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     11.3      0.8     81.1     75.5     85.9     87.6     14.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       14       13       18       17
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       57,236
COMMITMENTS
   7,674    3,097   12,587   31,414   29,572   51,674   45,255    5,562   11,981

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      3,531)
   1,133      312      457    1,263    1,673    2,852    2,441      679    1,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      5.4     22.0     54.9     51.7     90.3     79.1      9.7     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      21       13       22       38       38       69       63
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED 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:        3,714
COMMITMENTS
     610        8      211    2,667    2,747    3,488    2,966      226      748

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        153)
       5       -7        2      150      164      157      158       -4       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      0.2      5.7     71.8     74.0     93.9     79.9      6.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2        6       12       10       14
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      326,219
COMMITMENTS
  92,484   15,341   92,283  106,576  169,365  291,343  276,989   34,876   49,230

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -4,917)
  -4,053   -2,283     -332      864      450   -3,521   -2,165   -1,396   -2,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      4.7     28.3     32.7     51.9     89.3     84.9     10.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     134       60      133       64       90      275      237
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      425,094
COMMITMENTS
 122,727   30,475  122,226  153,461  206,948  398,414  359,649   26,680   65,446

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -10,223)
 -16,320   -1,357    6,996      254  -12,905   -9,071   -7,267   -1,151   -2,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      7.2     28.8     36.1     48.7     93.7     84.6      6.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     136       83      137      100      172      305      336
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        9,678
COMMITMENTS
   4,043    4,734      838    3,010    2,050    7,890    7,622    1,787    2,056

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -467)
    -203     -233     -180      -63      -58     -445     -471      -22        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.8     48.9      8.7     31.1     21.2     81.5     78.8     18.5     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      26       31       15       18       16       55       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       36,326
COMMITMENTS
  14,196    2,331    7,577    8,194    8,326   29,967   18,234    6,359   18,093

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -4,779)
  -1,024     -196   -2,527     -475     -757   -4,026   -3,480     -753   -1,299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1      6.4     20.9     22.6     22.9     82.5     50.2     17.5     49.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      50       31       46       41       51      121      109
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:      102,857
COMMITMENTS
  11,265        0    3,929   86,651   98,634  101,845  102,563    1,012      294

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      8,450)
  -2,736     -202      951    9,406    7,707    7,621    8,456      829       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      0.0      3.8     84.2     95.9     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       16       16       20       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      133,935
COMMITMENTS
  27,303   39,528    6,643   69,379   64,581  103,324  110,751   30,611   23,183

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        681)
   1,852   -1,167      872   -4,096    5,575   -1,372    5,280    2,053   -4,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     29.5      5.0     51.8     48.2     77.1     82.7     22.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      24       18       12       28       25       56       51
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       29,839
COMMITMENTS
   3,091    5,014    3,478   11,323   10,334   17,892   18,826   11,947   11,013

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -4,275)
  -1,738   -1,153     -354   -2,341    1,117   -4,433     -389      157   -3,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     16.8     11.7     37.9     34.6     60.0     63.1     40.0     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5       10        7       13       14       22       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      177,969
COMMITMENTS
  24,326   70,889    4,543  130,973   77,344  159,843  152,777   18,126   25,192

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -1,527)
   5,326    1,778    1,078   -8,894   -2,842   -2,489       14      962   -1,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     39.8      2.6     73.6     43.5     89.8     85.8     10.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      22       29       12       31       25       59       60
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      155,283
COMMITMENTS
  43,506   19,063    8,358   77,266   99,530  129,130  126,950   26,153   28,332

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -24,063)
 -32,046   -2,265    1,635   14,994  -19,723  -15,416  -20,352   -8,646   -3,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     12.3      5.4     49.8     64.1     83.2     81.8     16.8     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      26       34       24       31       22       72       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      289,306
COMMITMENTS
  26,230   80,760   43,276  179,692  101,595  249,198  225,631   40,108   63,675

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      5,993)
   4,404  -12,353   10,375  -12,065   13,366    2,714   11,388    3,279   -5,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     27.9     15.0     62.1     35.1     86.1     78.0     13.9     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      38       87       59       56       55      128      167
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   14,850,260
COMMITMENTS
 541,634  1001995  6045992  7473253  6820347 14060880 13868334  789,381  981,926

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    656,577)
 153,524    7,094  397,676  103,860  294,914  655,060  699,684    1,517  -43,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      6.7     40.7     50.3     45.9     94.7     93.4      5.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      46       64      104      150      154      261      270
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:    1,032,206
COMMITMENTS
  58,471  111,857   84,383  761,640  712,784  904,494  909,024  127,712  123,182

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -15,087)
   3,768   -5,739   -1,634     -243   16,659    1,891    9,286  -16,978  -24,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     10.8      8.2     73.8     69.1     87.6     88.1     12.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      603)
      99      139      108      254      266      410      457
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      394,300
COMMITMENTS
  25,466   21,039   37,858  257,016  275,501  320,339  334,397   73,961   59,903

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      7,050)
  -7,410    1,421    1,817   10,675   27,304    5,081   30,541    1,969  -23,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      5.3      9.6     65.2     69.9     81.2     84.8     18.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      28       21       38       80       71      124      114
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,189,530
COMMITMENTS
 245,492  534,558  152,160  2523121  2186416  2920773  2873134  268,757  316,396

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:   -110,684)
   9,510  -82,182   29,130  -54,586  -53,223  -15,947 -106,276  -94,737   -4,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     16.8      4.8     79.1     68.5     91.6     90.1      8.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      556)
      86      131       90      226      244      362      415
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      111,426
COMMITMENTS
   9,393    5,473       70   93,366  101,575  102,829  107,118    8,597    4,308

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      2,557)
   1,478     -454       11      985    4,167    2,474    3,724       83   -1,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      4.9      0.1     83.8     91.2     92.3     96.1      7.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      10        7        1       52       35       62       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED 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:       99,470
COMMITMENTS
  16,435    3,551    2,299   63,281   79,596   82,015   85,447   17,455   14,023

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      8,112)
    -170   -1,068      261    4,661    6,465    4,752    5,657    3,361    2,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      3.6      2.3     63.6     80.0     82.5     85.9     17.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      56       23       15       83       83      146      114
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       30,422
COMMITMENTS
   2,331      292        0   15,844   28,791   18,175   29,083   12,247    1,339

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      7,384)
     246        0        0    4,472    7,099    4,718    7,099    2,666      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      1.0      0.0     52.1     94.6     59.7     95.6     40.3      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
OPTION AND FUTURES COMBINED 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:      345,238
COMMITMENTS
  79,103   24,882    2,910  237,185  254,025  319,198  281,818   26,040   63,420

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      3,640)
    -851   -4,112       74      946   -3,171      168   -7,208    3,471   10,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      7.2      0.8     68.7     73.6     92.5     81.6      7.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      55       23       14       81       79      142      110
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      159,897
COMMITMENTS
  58,348   34,250    9,471   69,449   93,527  137,268  137,248   22,629   22,649

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     20,370)
  12,338   13,693    2,508    3,249    8,457   18,095   24,658    2,274   -4,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5     21.4      5.9     43.4     58.5     85.8     85.8     14.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      30       23       15       22       23       56       57
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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