```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,154
COMMITMENTS
     111      191        1    2,590    2,289    2,702    2,481      452      672

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:       -659)
     -40     -240      -30     -501     -587     -571     -858      -87      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      6.1      0.0     82.1     72.6     85.7     78.7     14.3     21.3

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 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       52,638
COMMITMENTS
   7,236    2,786   12,911   27,460   26,052   47,607   41,748    5,031   10,890

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -4,598)
    -437     -311      324   -3,954   -3,520   -4,067   -3,507     -532   -1,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      5.3     24.5     52.2     49.5     90.4     79.3      9.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      22       13       21       34       33       65       58
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      303,131
COMMITMENTS
  83,545   14,584   82,537  106,931  160,707  273,013  257,828   30,117   45,303

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -23,088)
  -8,939     -757   -9,746      355   -8,658  -18,330  -19,161   -4,758   -3,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      4.8     27.2     35.3     53.0     90.1     85.1      9.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     124       54      121       61       88      244      228
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      423,200
COMMITMENTS
 128,495   26,405  119,614  147,554  208,770  395,664  354,789   27,536   68,411

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -1,895)
   5,768   -4,070   -2,612   -5,907    1,822   -2,751   -4,859      856    2,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4      6.2     28.3     34.9     49.3     93.5     83.8      6.5     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     143       76      129      101      175      305      326
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,684
COMMITMENTS
   3,977    4,629      876    2,956    2,087    7,809    7,593    1,875    2,092

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:          7)
     -66     -106       38      -54       38      -81      -29       88       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1     47.8      9.0     30.5     21.6     80.6     78.4     19.4     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      24       30       14       19       18       53       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,737
COMMITMENTS
  13,989    2,475    8,079    8,957    8,998   31,025   19,551    6,712   18,185

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      1,410)
    -207      144      502      763      672    1,058    1,318      353       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      6.6     21.4     23.7     23.8     82.2     51.8     17.8     48.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      60       24       47       43       53      125      111
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,745
COMMITMENTS
  11,306      127    3,929   87,096   98,315  102,331  102,371      414      374

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:       -112)
      41      127        0      445     -319      486     -192     -598       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      0.1      3.8     84.8     95.7     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 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      131,776
COMMITMENTS
  27,945   41,965    4,575   67,728   63,068  100,249  109,608   31,527   22,168

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -2,158)
     643    2,437   -2,067   -1,651   -1,513   -3,075   -1,144      917   -1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     31.8      3.5     51.4     47.9     76.1     83.2     23.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      22       18       11       26       27       54       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       31,016
COMMITMENTS
   6,754    4,528    3,188   10,625   11,786   20,567   19,502   10,448   11,514

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      1,177)
   3,663     -486     -290     -697    1,451    2,676      676   -1,499      501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     14.6     10.3     34.3     38.0     66.3     62.9     33.7     37.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        9        7       12       14       27       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       98,340
COMMITMENTS
  13,087   31,154      463   83,398   63,332   96,948   94,949    1,392    3,391

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -7,616)
   2,892   -5,629      456   -9,344     -732   -5,996   -5,905   -1,620   -1,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     31.7      0.5     84.8     64.4     98.6     96.6      1.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      16       25        2       21       24       38       51
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      154,179
COMMITMENTS
  22,786   51,079    2,827  108,841   74,925  134,454  128,831   19,725   25,348

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -23,790)
  -1,540  -19,810   -1,716  -22,132   -2,420  -25,389  -23,946    1,599      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     33.1      1.8     70.6     48.6     87.2     83.6     12.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      20       22        8       29       25       52       52
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      150,807
COMMITMENTS
  43,307   16,889    5,496   76,577   98,914  125,379  121,300   25,428   29,508

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -4,475)
    -200   -2,174   -2,861     -689     -616   -3,751   -5,651     -725    1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     11.2      3.6     50.8     65.6     83.1     80.4     16.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      28       27       19       26       22       62       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      270,208
COMMITMENTS
  27,178   75,428   29,838  175,258   98,145  232,274  203,411   37,934   66,797

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -19,099)
     948   -5,331  -13,439   -4,433   -3,450  -16,924  -22,220   -2,175    3,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     27.9     11.0     64.9     36.3     86.0     75.3     14.0     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      29       72       38       58       54      111      141
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,750
COMMITMENTS
  14,585    3,035        5    8,111   20,379   22,701   23,419    2,049    1,331

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        729)
   1,191      296        5     -206      697      990      998     -261     -269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.9     12.3      0.0     32.8     82.3     91.7     94.6      8.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       12        1        6        9       15       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,995,345
COMMITMENTS
 569,185  971,428  6178614  7388251  6800450 14136050 13950491  859,295  1044853

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    145,084)
  27,550  -30,567  132,622  -85,002  -19,897   75,170   82,157   69,914   62,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      6.5     41.2     49.3     45.4     94.3     93.0      5.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      43       68      105      150      153      260      269
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,046,106
COMMITMENTS
  56,171  110,617   86,935  775,507  722,017  918,614  919,570  127,492  126,537

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     13,900)
  -2,300   -1,240    2,553   13,867    9,233   14,120   10,546     -220    3,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     10.6      8.3     74.1     69.0     87.8     87.9     12.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      612)
      88      155      106      264      263      424      452
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      395,951
COMMITMENTS
  29,315   17,196   34,802  260,713  277,698  324,830  329,696   71,122   66,255

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      1,651)
   3,849   -3,843   -3,056    3,697    2,197    4,490   -4,701   -2,839    6,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      4.3      8.8     65.8     70.1     82.0     83.3     18.0     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      25       25       41       81       69      126      115
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,250,775
COMMITMENTS
 235,588  568,412  159,361  2573973  2221595  2968922  2949369  281,853  301,406

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     61,245)
  -9,905   33,854    7,202   50,852   35,179   48,149   76,235   13,095  -14,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     17.5      4.9     79.2     68.3     91.3     90.7      8.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      565)
      78      143       87      236      244      375      413
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,962
COMMITMENTS
   7,782    5,463      213   91,290   97,694   99,285  103,370    8,677    4,592

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -3,464)
  -1,611      -10      143   -2,076   -3,881   -3,544   -3,748       80      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      5.1      0.2     84.6     90.5     92.0     95.7      8.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
       9        7        1       52       36       61       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      101,699
COMMITMENTS
  15,029    3,862    2,928   63,693   78,627   81,650   85,417   20,049   16,282

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      2,229)
  -1,406      311      629      412     -969     -364      -29    2,594    2,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      3.8      2.9     62.6     77.3     80.3     84.0     19.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      56       28       16       85       81      146      120
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       31,318
COMMITMENTS
   2,454      292       50   14,375   29,516   16,879   29,858   14,439    1,460

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        895)
     123        0       50   -1,469      725   -1,296      775    2,191      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.9      0.2     45.9     94.2     53.9     95.3     46.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       10       13       12       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      351,909
COMMITMENTS
  74,993   29,972    2,272  246,591  245,554  323,856  277,797   28,053   74,112

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      6,671)
  -4,110    5,089     -639    9,406   -8,471    4,658   -4,020    2,013   10,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      8.5      0.6     70.1     69.8     92.0     78.9      8.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      55       29       15       82       77      142      116
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      155,709
COMMITMENTS
  64,313   36,362    3,629   59,748   91,415  127,690  131,406   28,019   24,303

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -4,188)
   5,965    2,112   -5,841   -9,701   -2,113   -9,578   -5,842    5,390    1,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3     23.4      2.3     38.4     58.7     82.0     84.4     18.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      27       20       11       21       22       54       47
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,003
COMMITMENTS
   3,181    8,925       19   19,122    7,498   22,322   16,442    6,681   12,561

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        197)
     493      -87       19     -503      220        9      152      188       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     30.8      0.1     65.9     25.9     77.0     56.7     23.0     43.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       10        1       22        9       29       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       48,306
COMMITMENTS
   7,711    6,440    1,916   32,506   11,772   42,133   20,128    6,173   28,178

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      1,223)
    -874    1,718     -506    3,802   -2,145    2,422     -933   -1,199    2,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     13.3      4.0     67.3     24.4     87.2     41.7     12.8     58.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      10        8        3       33       20       45       29
```

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Updated November 14, 2011