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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       51,983
COMMITMENTS
   5,957    2,158   11,809   29,175   26,793   46,941   40,760    5,041   11,223

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -6,620)
  -2,316      -91   -1,662   -2,049   -4,891   -6,027   -6,644     -593       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      4.2     22.7     56.1     51.5     90.3     78.4      9.7     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      20        8       20       37       35       63       57
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      321,731
COMMITMENTS
  73,078   24,526   98,727  116,692  148,285  288,497  271,539   33,234   50,192

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     21,601)
   2,217   -8,897   15,889     -694   10,231   17,411   17,223    4,190    4,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      7.6     30.7     36.3     46.1     89.7     84.4     10.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     121       62      122       61       85      251      221
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      455,176
COMMITMENTS
 115,455   29,790  143,766  165,691  216,426  424,912  389,982   30,264   65,194

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     22,338)
   9,698     -489   13,668   -1,859    9,385   21,507   22,565      831     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      6.5     31.6     36.4     47.5     93.4     85.7      6.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
     137       92      143      115      187      334      351
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,009
COMMITMENTS
   4,187    4,542    1,415    3,263    2,485    8,865    8,442    2,143    2,566

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      1,561)
     317    1,135      471      406     -173    1,193    1,433      368      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0     41.3     12.9     29.6     22.6     80.5     76.7     19.5     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      28       30       20       21       21       57       69
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,106
COMMITMENTS
  13,656    3,661    8,910    9,323    9,135   31,890   21,706    7,217   17,400

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,886)
     326   -1,587   -1,497     -561      760   -1,733   -2,324   -1,153     -562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      9.4     22.8     23.8     23.4     81.5     55.5     18.5     44.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      51       31       52       41       51      124      116
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       89,492
COMMITMENTS
  13,260      497    3,222   71,415   84,305   87,897   88,024    1,595    1,468

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      2,062)
   1,075      271     -635    2,788    2,868    3,228    2,504   -1,166     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      0.6      3.6     79.8     94.2     98.2     98.4      1.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        1       17       16       21       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      123,238
COMMITMENTS
  22,720   37,607    7,294   54,265   46,834   84,279   91,735   38,960   31,504

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     22,745)
   1,293   -3,792    2,008   16,985   19,179   20,285   17,395    2,460    5,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     30.5      5.9     44.0     38.0     68.4     74.4     31.6     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      23       26       13       30       28       60       60
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       38,494
COMMITMENTS
   3,191    4,796    9,655   14,841   11,163   27,688   25,614   10,806   12,879

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      4,355)
  -1,727    1,462    1,807    4,682      892    4,763    4,161     -408      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     12.5     25.1     38.6     29.0     71.9     66.5     28.1     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4       13       11       11       12       24       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       89,418
COMMITMENTS
   6,904   32,335      137   79,626   50,792   86,667   83,264    2,751    6,154

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      6,320)
  -3,307    1,498     -108    8,943    5,070    5,528    6,460      792     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     36.2      0.2     89.0     56.8     96.9     93.1      3.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       35        1       17       21       40       56
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      193,492
COMMITMENTS
  15,728   84,739   10,603  154,184   65,427  180,516  160,769   12,977   32,723

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     30,372)
   1,326    6,483    6,459   24,377   18,945   32,163   31,888   -1,790   -1,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     43.8      5.5     79.7     33.8     93.3     83.1      6.7     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      18       44       17       29       23       54       77
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      146,847
COMMITMENTS
  60,608   18,111    5,467   52,329   90,184  118,403  113,761   28,444   33,086

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      8,326)
    -467   -1,329      -52    9,324    8,580    8,805    7,199     -479    1,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3     12.3      3.7     35.6     61.4     80.6     77.5     19.4     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      30       38       19       27       22       69       67
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      294,371
COMMITMENTS
  19,707   98,604   47,914  187,016   79,552  254,637  226,070   39,734   68,301

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     22,416)
    -621   -1,367    8,177   15,000   15,464   22,556   22,274     -140      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     33.5     16.3     63.5     27.0     86.5     76.8     13.5     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      30       88       55       57       57      123      164
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       32,190
COMMITMENTS
  11,826   16,978    5,136   14,769    9,111   31,731   31,225      459      965

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,807)
  -6,877      147    5,070     -970   -7,987   -2,777   -2,770      -30      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7     52.7     16.0     45.9     28.3     98.6     97.0      1.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        5        1        6        5       11       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,211
COMMITMENTS
  12,929    7,363      102   11,686   16,078   24,717   23,543    1,494    2,668

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      2,407)
  -1,546    2,479      102    4,618     -843    3,174    1,738     -767      669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.3     28.1      0.4     44.6     61.3     94.3     89.8      5.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10       12        1        9        9       19       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,665,725
COMMITMENTS
 618,861  608,793  5691199  7571293  7392575 13881353 13692567  784,372  973,158

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     68,229)
-107,642  -56,378  149,863   17,596 -101,834   59,816   -8,349    8,413   76,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      4.2     38.8     51.6     50.4     94.7     93.4      5.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      58       56      105      147      154      261      269
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,133,466
COMMITMENTS
  54,581  119,856   99,370  820,251  757,765  974,201  976,991  159,264  156,475

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     65,206)
  -4,396   -3,587   11,808   45,514   58,197   52,925   66,418   12,280   -1,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     10.6      8.8     72.4     66.9     85.9     86.2     14.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      622)
      92      158      113      248      282      414      480
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      415,933
COMMITMENTS
  21,841   28,785   44,099  271,487  250,885  337,426  323,769   78,507   92,163

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     20,452)
    -487   -1,768    4,469    8,550   17,941   12,531   20,641    7,921     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      6.9     10.6     65.3     60.3     81.1     77.8     18.9     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      24       30       42       78       70      125      119
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,587,665
COMMITMENTS
 266,847  558,503  173,207  2743821  2534395  3183875  3266105  403,789  321,559

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    223,766)
    -148   10,303   17,300  184,819  201,282  201,970  228,884   21,796   -5,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     15.6      4.8     76.5     70.6     88.7     91.0     11.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      575)
      88      143       95      222      259      370      437
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      117,610
COMMITMENTS
   6,931    5,679      422  102,223  107,145  109,576  113,246    8,034    4,364

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     11,278)
     397      843      388    9,383   10,868   10,168   12,099    1,110     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      4.8      0.4     86.9     91.1     93.2     96.3      6.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
       6        8        1       49       35       56       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       81,268
COMMITMENTS
   8,978    7,964    2,138   58,752   60,272   69,869   70,374   11,399   10,894

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      3,380)
  -1,725    2,214      358    3,837      567    2,470    3,138      910      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      9.8      2.6     72.3     74.2     86.0     86.6     14.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      42       40       19       81       86      132      136
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,378
COMMITMENTS
   1,367        0        0    6,914   14,064    8,281   14,064    7,097    1,314

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      1,857)
    -691        0        0    1,792    2,659    1,101    2,659      756     -802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.0      0.0     45.0     91.5     53.9     91.5     46.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       11       12       13       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      329,452
COMMITMENTS
  40,905   42,669    7,843  259,190  231,039  307,938  281,551   21,514   47,901

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      7,616)
  -9,095    7,142    5,715   10,226  -10,461    6,846    2,395      770    5,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     13.0      2.4     78.7     70.1     93.5     85.5      6.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      40       41       18       78       82      127      132
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      120,990
COMMITMENTS
  35,452   22,580    9,492   57,540   60,380  102,484   92,453   18,506   28,537

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     26,230)
   6,333     -617    3,722   17,461   18,487   27,516   21,592   -1,286    4,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3     18.7      7.8     47.6     49.9     84.7     76.4     15.3     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      20       26       18       19       26       51       58
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       25,487
COMMITMENTS
   3,943    6,558        5   14,145    7,644   18,093   14,207    7,394   11,280

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:       -285)
    -302      530        3     -611     -762     -910     -229      625      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     25.7      0.0     55.5     30.0     71.0     55.7     29.0     44.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10        8        1       18        7       28       16
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,915
COMMITMENTS
   5,385    3,722    1,930   17,148   25,112   24,463   30,764   12,452    6,151

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      6,280)
     -63   -1,242    1,327     -714    4,299      550    4,384    5,730    1,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     10.1      5.2     46.5     68.0     66.3     83.3     33.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        7        2       20       21       29       28
```

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Updated October 7, 2011