```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,429
COMMITMENTS
     189      438       31    2,687    2,525    2,907    2,994      522      435

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:          9)
      31        9       -4       59       -8       85       -4      -77       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     12.8      0.9     78.4     73.6     84.8     87.3     15.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        1       11       11       14       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       53,393
COMMITMENTS
   7,169    1,498   12,543   27,000   29,268   46,712   43,309    6,682   10,084

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      2,687)
     469       68      607    1,689    1,391    2,765    2,066      -77      621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      2.8     23.5     50.6     54.8     87.5     81.1     12.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      23        7       21       40       42       70       63
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      290,548
COMMITMENTS
  72,304   39,744   73,970  113,657  133,909  259,931  247,624   30,617   42,924

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -10,000)
   4,094    3,146   -6,491   -6,742   -4,512   -9,139   -7,856     -861   -2,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     13.7     25.5     39.1     46.1     89.5     85.2     10.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      99       81      119       54       78      219      227
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      420,766
COMMITMENTS
 106,267   44,841  118,698  165,665  188,541  390,630  352,080   30,136   68,686

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      7,474)
   4,355   -5,820    4,239   -1,006    6,130    7,588    4,549     -114    2,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     10.7     28.2     39.4     44.8     92.8     83.7      7.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     115      105      143      108      169      298      349
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,779
COMMITMENTS
   3,967    2,820    1,140    3,020    3,352    8,126    7,312    1,652    2,467

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:        262)
     -25   -1,157      404     -143    1,016      237      263       25       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.6     28.8     11.7     30.9     34.3     83.1     74.8     16.9     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       29       15       18       24       54       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,068
COMMITMENTS
  11,281    5,446    8,227    9,790    7,696   29,299   21,369    7,769   15,699

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:        873)
     972     -309      611     -746     -186      837      117       36      756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4     14.7     22.2     26.4     20.8     79.0     57.6     21.0     42.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      35       40       57       46       51      118      126
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      107,362
COMMITMENTS
  10,693      129    3,875   90,918  100,325  105,486  104,329    1,876    3,033

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      3,999)
   1,529     -871      987      642    1,744    3,158    1,860      841    2,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.1      3.6     84.7     93.4     98.3     97.2      1.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        1        3       18       15       25       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      125,550
COMMITMENTS
  17,443   22,855    6,763   58,492   68,298   82,698   97,916   42,852   27,633

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      1,197)
    -798    7,168     -260    4,735   -6,776    3,677      132   -2,480    1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     18.2      5.4     46.6     54.4     65.9     78.0     34.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      18       23       15       34       31       61       60
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,011
COMMITMENTS
   9,484    5,189    6,276   22,462   30,766   38,221   42,230   14,790   10,781

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     -8,969)
  -2,158     -774   -1,345      855   -3,604   -2,648   -5,723   -6,321   -3,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      9.8     11.8     42.4     58.0     72.1     79.7     27.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11       10       12       19       16       36       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      119,075
COMMITMENTS
  20,939   22,148    4,394   86,416   83,157  111,749  109,699    7,326    9,376

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      7,945)
 -13,224    1,231    2,931   17,772    3,349    7,479    7,511      466      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     18.6      3.7     72.6     69.8     93.8     92.1      6.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      19       36        9       24       19       48       62
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      147,961
COMMITMENTS
  34,586   60,379    2,899   85,293   52,922  122,778  116,199   25,183   31,762

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     29,462)
   4,315   16,296     -446   26,307    6,183   30,176   22,032     -714    7,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     40.8      2.0     57.6     35.8     83.0     78.5     17.0     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      22       38       14       34       30       63       75
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      161,513
COMMITMENTS
  53,441   18,997    4,563   74,313  104,466  132,317  128,026   29,196   33,487

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     23,557)
   5,582    3,995   -3,204   21,306   24,078   23,684   24,868     -127   -1,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     11.8      2.8     46.0     64.7     81.9     79.3     18.1     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      32       30       17       30       24       71       62
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      311,668
COMMITMENTS
  26,827   79,090   33,423  204,673  125,063  264,923  237,575   46,745   74,092

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     39,196)
  -6,802   12,913  -11,582   62,118   26,599   43,733   27,930   -4,537   11,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     25.4     10.7     65.7     40.1     85.0     76.2     15.0     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      32       70       47       55       59      115      148
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       36,761
COMMITMENTS
  21,562   17,591       69   14,331   18,115   35,962   35,775      799      986

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      2,805)
     921    1,749        0    1,796      485    2,717    2,234       88      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.7     47.9      0.2     39.0     49.3     97.8     97.3      2.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        4        2        5        4       13        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       34,664
COMMITMENTS
  19,303    1,639      163   10,392   30,727   29,858   32,529    4,806    2,135

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      6,725)
      88       94      149    6,302    6,412    6,539    6,655      186       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.7      4.7      0.5     30.0     88.6     86.1     93.8     13.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      15        7        2       10       10       25       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,183,854
COMMITMENTS
 723,635  736,402  7597307  8982813  8796281 17303755 17129989  880,099  1053865

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     36,485)
 -61,171  -70,881  102,185     -527  -20,705   40,486   10,598   -4,002   25,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.0     41.8     49.4     48.4     95.2     94.2      4.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      53       74      114      154      159      277      286
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,582,898
COMMITMENTS
  62,888  156,312  158,661  1181188  1078340  1402737  1393313  180,161  189,585

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    138,445)
   2,719   -6,245   18,968  112,673  101,674  134,361  114,397    4,083   24,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      9.9     10.0     74.6     68.1     88.6     88.0     11.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      646)
      95      165      128      278      290      457      502
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      664,415
COMMITMENTS
  27,445   79,093   58,755  485,637  416,218  571,836  554,066   92,580  110,349

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     72,328)
   2,386    5,089    7,287   59,401   48,234   69,074   60,610    3,254   11,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     11.9      8.8     73.1     62.6     86.1     83.4     13.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      25       28       37       87       76      133      120
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,592,415
COMMITMENTS
 448,636  657,511  228,116  3477756  3310609  4154508  4196237  437,907  396,178

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    330,584)
  46,213  -12,126   13,861  266,361  267,199  326,435  268,933    4,149   61,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     14.3      5.0     75.7     72.1     90.5     91.4      9.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      601)
      87      154      112      250      275      410      469
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      124,967
COMMITMENTS
  14,497    4,636       27  101,168  108,598  115,692  113,261    9,275   11,706

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     14,716)
     317        4       -4   11,580   11,160   11,893   11,160    2,823    3,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      3.7      0.0     81.0     86.9     92.6     90.6      7.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       6        5        1       59       41       65       47
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      129,378
COMMITMENTS
   7,521    7,715    3,654  105,519  105,594  116,694  116,964   12,683   12,414

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     21,440)
    -157      866    1,556   19,116   18,005   20,515   20,428      924    1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      6.0      2.8     81.6     81.6     90.2     90.4      9.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      31       39       27       95      106      145      154
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       32,825
COMMITMENTS
     658    2,837       63   28,893   22,080   29,614   24,980    3,212    7,845

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      5,309)
      88    1,203       19    4,707    3,406    4,814    4,628      494      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      8.6      0.2     88.0     67.3     90.2     76.1      9.8     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        2       15        9       19       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      482,762
COMMITMENTS
  44,532   34,605    7,741  383,130  417,571  435,403  459,918   47,358   22,844

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     80,654)
   3,635    3,179    2,824   72,046   72,997   78,505   79,000    2,149    1,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      7.2      1.6     79.4     86.5     90.2     95.3      9.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      31       38       26       93      106      141      153
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      131,747
COMMITMENTS
  50,155   12,473    3,339   49,394   91,912  102,887  107,724   28,861   24,023

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     -8,416)
 -11,673   -1,403   -5,617   10,061   -5,439   -7,228  -12,459   -1,187    4,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1      9.5      2.5     37.5     69.8     78.1     81.8     21.9     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      26       15       11       18       27       49       48
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       27,120
COMMITMENTS
   3,073    8,519        1   16,870    6,761   19,944   15,281    7,176   11,839

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -15,030)
  -3,249     -354   -3,023     -910   -6,455   -7,182   -9,832   -7,848   -5,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     31.4      0.0     62.2     24.9     73.5     56.3     26.5     43.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        6        1       18        9       26       16
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,141
COMMITMENTS
   9,030    5,223       21   15,897   23,256   24,948   28,500   11,193    7,641

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -42,532)
  -4,520    2,325   -1,623   -7,284  -36,355  -13,427  -35,653  -29,105   -6,879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     14.5      0.1     44.0     64.3     69.0     78.9     31.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       8        8        1       23       18       32       26
```

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Updated September 16, 2011