```
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY 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:       30,567
COMMITMENTS
   5,764    6,868      555   20,713   18,614   27,032   26,037    3,535    4,530

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -4,771)
  -2,627     -518       -7   -1,696   -4,483   -4,330   -5,008     -441      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     22.5      1.8     67.8     60.9     88.4     85.2     11.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       11       12       28       30       48       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY 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:      260,230
COMMITMENTS
  71,301   44,260   51,090  106,805  121,084  229,196  216,434   31,034   43,796

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     13,819)
   2,969   -4,684    7,338     -605    7,218    9,702    9,872    4,117    3,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     17.0     19.6     41.0     46.5     88.1     83.2     11.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     110       63      112       52       84      235      212
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY 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:      340,399
COMMITMENTS
 107,804   56,160   56,795  148,697  172,766  313,296  285,721   27,103   54,678

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     12,772)
  11,500    2,874    3,945   -4,339    6,214   11,106   13,033    1,666     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     16.5     16.7     43.7     50.8     92.0     83.9      8.0     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     127       92      118       81      169      281      320
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY 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:       10,856
COMMITMENTS
   4,208    4,545    1,356    3,224    2,427    8,788    8,328    2,068    2,528

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      1,492)
     338    1,117      451      369     -193    1,158    1,375      334      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     41.9     12.5     29.7     22.4     81.0     76.7     19.0     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      27       31       17       20       20       55       66
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY 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:       34,723
COMMITMENTS
  13,647    5,445    5,267    9,049    8,296   27,963   19,008    6,760   15,715

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -1,970)
     247   -1,674     -714     -594      910   -1,061   -1,478     -909     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     15.7     15.2     26.1     23.9     80.5     54.7     19.5     45.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      46       34       45       35       49      112      111
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY 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:       84,545
COMMITMENTS
  13,260      497    3,222   66,468   79,358   82,950   83,077    1,595    1,468

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:        816)
   1,075      271     -635    1,542    1,622    1,982    1,258   -1,166     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      0.6      3.8     78.6     93.9     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        1       17       15       21       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY 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:      103,733
COMMITMENTS
  22,713   38,395      159   47,148   36,124   70,020   74,678   33,713   29,055

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     17,587)
   1,393   -3,475      125   14,810   14,979   16,328   11,629    1,259    5,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     37.0      0.2     45.5     34.8     67.5     72.0     32.5     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      23       23        2       26       26       51       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY 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:       24,964
COMMITMENTS
   5,110    6,219      183   10,368    6,941   15,661   13,343    9,303   11,621

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      1,841)
  -1,508    2,025      -27    4,121      -26    2,586    1,972     -745     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     24.9      0.7     41.5     27.8     62.7     53.4     37.3     46.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7       10        4        8        9       17       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:      175,500
COMMITMENTS
  14,929   83,653      306  148,769   60,087  164,004  144,046   11,496   31,454

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     20,818)
     641    5,355      -47   21,954   16,950   22,548   22,258   -1,730   -1,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     47.7      0.2     84.8     34.2     93.4     82.1      6.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      12       47        3       27       18       40       67
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY 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:      134,724
COMMITMENTS
  60,867   17,405        0   46,805   86,267  107,672  103,672   27,052   31,052

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      8,992)
    -299   -1,439       -1    9,465    8,677    9,165    7,237     -173    1,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     12.9      0.0     34.7     64.0     79.9     77.0     20.1     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      29       32        0       21       19       50       51
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY 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:      220,839
COMMITMENTS
  18,104  100,801      794  169,387   60,185  188,285  161,780   32,554   59,059

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      5,667)
  -1,601   -1,377     -246    9,769    8,247    7,922    6,624   -2,255     -957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     45.6      0.4     76.7     27.3     85.3     73.3     14.7     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      23       74       10       51       48       80      126
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:    8,328,105
COMMITMENTS
 777,324  906,705  1284131  5549676  5261941  7611131  7452777  716,974  875,328

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -50,616)
 -68,199  -19,205   26,426   -5,975 -119,827  -47,748 -112,606   -2,868   61,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     10.9     15.4     66.6     63.2     91.4     89.5      8.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      47       50       79      133      138      231      228
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY 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:      925,564
COMMITMENTS
  56,382  124,086   27,934  694,185  630,180  778,501  782,200  147,063  143,364

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     44,471)
  -3,402   -3,678    4,085   33,096   46,059   33,779   46,466   10,692   -1,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     13.4      3.0     75.0     68.1     84.1     84.5     15.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      597)
      83      145       54      223      266      343      430
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY 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:      296,855
COMMITMENTS
  22,585   31,250      823  201,904  180,164  225,312  212,237   71,543   84,618

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     11,121)
     135   -1,774      188    3,501   13,461    3,824   11,875    7,297     -754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     10.5      0.3     68.0     60.7     75.9     71.5     24.1     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      15       26        8       57       57       77       86
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY 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:    3,143,543
COMMITMENTS
 268,305  563,504   36,231  2461407  2250078  2765943  2849813  377,600  293,730

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    166,750)
  -2,939    5,226    4,742  147,974  162,989  149,777  172,957   16,973   -6,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     17.9      1.2     78.3     71.6     88.0     90.7     12.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
      84      137       35      201      242      308      391
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY 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:      117,580
COMMITMENTS
   6,931    5,679      422  102,219  107,119  109,572  113,220    8,008    4,360

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     11,272)
     397      843      388    9,379   10,842   10,164   12,073    1,108     -801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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       34       56       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY 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:       79,939
COMMITMENTS
   8,892    7,949    1,812   58,018   59,442   68,723   69,203   11,217   10,736

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      3,112)
  -1,757    2,158      278    3,748      443    2,269    2,879      843      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      9.9      2.3     72.6     74.4     86.0     86.6     14.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      41       40       13       78       83      125      130
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY 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:       15,366
COMMITMENTS
   1,367        0        0    6,914   14,064    8,281   14,064    7,085    1,302

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      1,856)
    -691        0        0    1,792    2,659    1,101    2,659      755     -803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY 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:      322,866
COMMITMENTS
  40,475   42,593    6,213  255,520  226,890  302,208  275,696   20,658   47,170

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      6,280)
  -9,258    6,861    5,318    9,782  -11,081    5,842    1,098      438    5,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     13.2      1.9     79.1     70.3     93.6     85.4      6.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      39       41       12       74       79      119      126
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY 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:      100,016
COMMITMENTS
  35,937   23,026        5   49,285   51,991   85,227   75,022   14,789   24,994

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     17,436)
   6,515   -1,229       -8   13,610   14,538   20,117   13,301   -2,681    4,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     23.0      0.0     49.3     52.0     85.2     75.0     14.8     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      18       23        2       16       20       34       45
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
```

----

Updated October 7, 2011