```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,147
COMMITMENTS
     103      377        2    2,538    2,359    2,643    2,738      504      409

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:       -426)
     -83     -111      -22     -340     -282     -445     -415       19      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     12.0      0.1     80.6     75.0     84.0     87.0     16.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       13       11       15       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       52,158
COMMITMENTS
   5,693    2,155   11,841   29,662   26,928   47,196   40,924    4,962   11,234

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:        175)
    -264       -3       33      487      135      255      164      -80       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      4.1     22.7     56.9     51.6     90.5     78.5      9.5     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      20        9       21       36       35       63       58
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      348,729
COMMITMENTS
  81,231   24,572  105,054  119,530  159,027  305,814  288,652   42,915   60,077

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     26,998)
   8,153       46    6,326    2,838   10,742   17,318   17,114    9,681    9,885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      7.0     30.1     34.3     45.6     87.7     82.8     12.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
     125       65      129       62       87      263      227
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      426,029
COMMITMENTS
 120,449   30,911  113,872  160,576  214,418  394,897  359,201   31,132   66,828

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -29,147)
   4,994    1,121  -29,894   -5,115   -2,008  -30,015  -30,781      868    1,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3      7.3     26.7     37.7     50.3     92.7     84.3      7.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     148       78      143      106      180      332      342
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,884
COMMITMENTS
   4,194    4,954    1,281    3,356    2,252    8,831    8,487    2,053    2,397

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:       -125)
       7      412     -134       93     -233      -34       45      -91     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5     45.5     11.8     30.8     20.7     81.1     78.0     18.9     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      25       33       19       22       19       57       66
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,282
COMMITMENTS
  13,895    3,920    9,245    8,513    8,348   31,653   21,512    6,630   16,770

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:       -824)
     239      259      334     -810     -787     -237     -194     -587     -630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3     10.2     24.1     22.2     21.8     82.7     56.2     17.3     43.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      48       32       53       41       49      124      115
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       87,865
COMMITMENTS
  12,554      978    3,075   70,928   82,747   86,557   86,800    1,308    1,065

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -1,627)
    -706      481     -147     -487   -1,558   -1,340   -1,224     -287     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      1.1      3.5     80.7     94.2     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        1       16       16       19       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      134,839
COMMITMENTS
  24,015   46,937    5,191   77,790   54,885  106,997  107,014   27,842   27,825

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     11,601)
   1,295    9,330   -2,102   23,525    8,051   22,718   15,279  -11,117   -3,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     34.8      3.9     57.7     40.7     79.4     79.4     20.6     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      21       24       13       30       26       58       56
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       32,093
COMMITMENTS
   4,845    4,700    4,871   12,525    9,998   22,241   19,569    9,852   12,524

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -6,401)
   1,654      -97   -4,784   -2,317   -1,165   -5,447   -6,046     -954     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     14.6     15.2     39.0     31.2     69.3     61.0     30.7     39.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       11        8       12       14       25       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       88,822
COMMITMENTS
   7,397   32,275      142   78,905   50,335   86,444   82,752    2,378    6,070

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:       -596)
     493      -60        5     -721     -457     -223     -512     -373      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     36.3      0.2     88.8     56.7     97.3     93.2      2.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18       32        2       16       20       35       53
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      190,968
COMMITMENTS
  15,423   77,057    3,107  158,709   77,007  177,239  157,171   13,729   33,797

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -2,525)
    -305   -7,682   -7,497    4,525   11,581   -3,277   -3,598      752    1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     40.4      1.6     83.1     40.3     92.8     82.3      7.2     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      15       41       12       31       22       53       68
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      162,670
COMMITMENTS
  54,076   19,927    3,450   77,273  107,901  134,799  131,277   27,871   31,393

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     15,823)
  -6,532    1,816   -2,017   24,944   17,717   16,396   17,516     -572   -1,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     12.2      2.1     47.5     66.3     82.9     80.7     17.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      30       34       15       26       22       65       62
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      266,323
COMMITMENTS
  17,562   87,393   30,350  178,799   79,123  226,712  196,866   39,612   69,457

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -28,048)
  -2,144  -11,211  -17,564   -8,217     -429  -27,925  -29,204     -123    1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     32.8     11.4     67.1     29.7     85.1     73.9     14.9     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      31       75       42       55       56      106      153
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,059
COMMITMENTS
  12,075    5,237      102   11,594   17,538   23,771   22,877    1,288    2,182

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -1,152)
    -854   -2,126        0      -92    1,460     -946     -666     -206     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.2     20.9      0.4     46.3     70.0     94.9     91.3      5.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       12        1        8        9       17       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,315,986
COMMITMENTS
 497,264  624,751  5428580  7681769  7309050 13607613 13362381  708,373  953,605

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:   -349,740)
-121,597   15,958 -262,619  110,476  -83,525 -273,740 -330,187  -76,000  -19,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      4.4     37.9     53.7     51.1     95.1     93.3      4.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      42       64      101      149      154      254      269
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,077,441
COMMITMENTS
  53,397  116,880   90,364  787,741  716,123  931,502  923,367  145,940  154,075

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -56,024)
  -1,183   -2,976   -9,006  -32,511  -41,642  -42,700  -53,624  -13,325   -2,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     10.8      8.4     73.1     66.5     86.5     85.7     13.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      596)
      81      155      114      238      271      398      464
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      390,416
COMMITMENTS
  23,034   24,808   40,984  255,660  237,886  319,678  303,678   70,738   86,738

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -25,517)
   1,194   -3,978   -3,115  -15,827  -12,999  -17,748  -20,092   -7,768   -5,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      6.4     10.5     65.5     60.9     81.9     77.8     18.1     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      25       30       42       80       69      128      118
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,435,127
COMMITMENTS
 239,714  548,262  159,001  2660402  2391182  3059118  3098445  376,009  336,682

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:   -152,538)
 -27,133  -10,241  -14,206  -83,419 -143,213 -124,758 -167,661  -27,780   15,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     16.0      4.6     77.4     69.6     89.1     90.2     10.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      550)
      71      144       96      210      251      349      425
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      111,283
COMMITMENTS
   7,482    5,643       46   95,712  100,575  103,240  106,264    8,043    5,019

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -6,327)
     551      -36     -376   -6,511   -6,570   -6,336   -6,982        9      655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      5.1      0.0     86.0     90.4     92.8     95.5      7.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
       7        8        2       44       34       52       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       76,369
COMMITMENTS
   8,840    5,283      906   55,653   59,729   65,400   65,917   10,969   10,452

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -4,899)
    -138   -2,682   -1,232   -3,099     -543   -4,469   -4,457     -430     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      6.9      1.2     72.9     78.2     85.6     86.3     14.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      33       36       19       79       87      121      133
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,287
COMMITMENTS
     855        0        0    7,115   14,155    7,970   14,155    7,317    1,132

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:        -90)
    -512        0        0      201       91     -311       91      221     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      0.0     46.5     92.6     52.1     92.6     47.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0        9       12       11       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      305,410
COMMITMENTS
  41,132   27,618    3,326  242,692  227,869  287,150  258,812   18,260   46,597

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -24,043)
     227  -15,052   -4,518  -16,498   -3,169  -20,789  -22,739   -3,254   -1,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      9.0      1.1     79.5     74.6     94.0     84.7      6.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      32       36       18       78       84      118      130
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      127,408
COMMITMENTS
  37,171   25,335    4,403   70,960   71,107  112,534  100,845   14,874   26,563

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:      6,419)
   1,719    2,755   -5,089   13,420   10,726   10,050    8,393   -3,632   -1,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2     19.9      3.5     55.7     55.8     88.3     79.2     11.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      23       22       14       19       22       47       53
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       25,452
COMMITMENTS
   3,250    6,411        5   14,830    8,104   18,085   14,520    7,367   10,932

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:        -35)
    -693     -147        0      685      460       -8      313      -27     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     25.2      0.0     58.3     31.8     71.1     57.0     28.9     43.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        7        1       20        8       28       16
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       33,009
COMMITMENTS
   5,339    4,323    1,592   18,717   20,472   25,648   26,387    7,361    6,622

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -3,906)
     -46      601     -338    1,569   -4,640    1,185   -4,377   -5,091      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     13.1      4.8     56.7     62.0     77.7     79.9     22.3     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7        7        3       20       24       30       31
```

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Updated October 14, 2011