```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,332
COMMITMENTS
     103      407       32    2,699    2,472    2,833    2,910      499      422

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        185)
       0       30       30      161      113      191      172       -5       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     12.2      1.0     81.0     74.2     85.0     87.3     15.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2       13       12       16       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       52,236
COMMITMENTS
   5,516    1,848   11,769   30,004   27,694   47,289   41,311    4,947   10,925

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:         78)
    -176     -307      -73      342      766       93      387      -15     -309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      3.5     22.5     57.4     53.0     90.5     79.1      9.5     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      20        9       21       37       37       64       60
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,556
COMMITMENTS
     607       23      198    2,529    2,582    3,335    2,804      221      753

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      0.7      5.6     71.1     72.6     93.8     78.8      6.2     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2        6       13       10       15
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      325,173
COMMITMENTS
  90,739   18,417   91,417  106,301  163,208  288,458  273,042   36,716   52,131

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:    -23,556)
   9,508   -6,155  -13,637  -13,228    4,181  -17,357  -15,610   -6,199   -7,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9      5.7     28.1     32.7     50.2     88.7     84.0     11.3     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     126       61      124       63       90      263      225
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      431,701
COMMITMENTS
 138,157   30,779  110,837  155,339  221,534  404,334  363,150   27,367   68,551

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      5,672)
  17,708     -132   -3,035   -5,237    7,116    9,437    3,949   -3,765    1,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0      7.1     25.7     36.0     51.3     93.7     84.1      6.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     165       69      130      102      182      327      331
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,464
COMMITMENTS
   4,074    4,920    1,123    3,524    2,301    8,721    8,344    1,744    2,121

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -420)
    -120      -34     -158      168       48     -110     -143     -309     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9     47.0     10.7     33.7     22.0     83.3     79.7     16.7     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      28       34       16       24       21       61       65
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,167
COMMITMENTS
  14,924    3,077   10,104    8,645    9,546   33,673   22,727    7,494   18,440

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      2,885)
   1,029     -843      860      131    1,198    2,021    1,215      864    1,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      7.5     24.5     21.0     23.2     81.8     55.2     18.2     44.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      54       33       53       45       58      133      125
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       91,181
COMMITMENTS
  13,532    1,011    2,978   74,446   86,685   90,956   90,674      225      507

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,316)
     978       33      -97    3,518    3,938    4,399    3,874   -1,083     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      1.1      3.3     81.6     95.1     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1       16       16       19       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      136,051
COMMITMENTS
  23,396   45,749    5,601   78,417   56,222  107,414  107,572   28,637   28,479

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,212)
    -619   -1,189      410      627    1,337      418      558      794      653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     33.6      4.1     57.6     41.3     79.0     79.1     21.0     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      18       24       12       30       23       57       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       33,376
COMMITMENTS
   3,570    5,660    4,425   15,933    9,789   23,927   19,873    9,449   13,503

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,283)
  -1,275      960     -447    3,408     -209    1,686      304     -403      979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     17.0     13.3     47.7     29.3     71.7     59.5     28.3     40.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       12        7       12       14       23       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       90,949
COMMITMENTS
   8,298   32,427      147   80,011   52,714   88,456   85,288    2,493    5,661

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      2,127)
     901      152        5    1,106    2,379    2,012    2,536      115     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     35.7      0.2     88.0     58.0     97.3     93.8      2.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       28        2       17       20       39       49
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      182,742
COMMITMENTS
  16,862   69,960    3,148  149,005   78,602  169,016  151,710   13,727   31,032

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -8,225)
   1,439   -7,097       41   -9,703    1,595   -8,223   -5,461       -2   -2,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     38.3      1.7     81.5     43.0     92.5     83.0      7.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      15       40        9       30       25       49       70
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      163,974
COMMITMENTS
  48,565   22,004    5,928   83,258  103,847  137,751  131,779   26,223   32,194

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,304)
  -5,511    2,077    2,478    5,985   -4,053    2,952      502   -1,648      801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     13.4      3.6     50.8     63.3     84.0     80.4     16.0     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      32       36       23       28       24       74       69
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      277,258
COMMITMENTS
  21,383   94,769   32,923  187,772   81,237  242,078  208,929   35,181   68,329

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     10,935)
   3,821    7,376    2,573    8,972    2,114   15,366   12,063   -4,431   -1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     34.2     11.9     67.7     29.3     87.3     75.4     12.7     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      36       79       49       55       56      115      160
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,055
COMMITMENTS
  12,445    4,220        0    9,752   17,898   22,197   22,118    1,858    1,937

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -1,004)
     370   -1,017     -102   -1,842      360   -1,574     -759      570     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.7     17.5      0.0     40.5     74.4     92.3     91.9      7.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       12        0        7        9       16       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,083,422
COMMITMENTS
 427,757  996,571  5583566  7323324  6474122 13334648 13054259  748,774  1029163

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:   -232,564)
 -69,507  371,820  154,986 -358,444 -834,928 -272,965 -308,122   40,401   75,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      7.1     39.6     52.0     46.0     94.7     92.7      5.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      39       68      100      147      152      254      265
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,099,229
COMMITMENTS
  51,463  123,067   97,370  803,802  723,550  952,635  943,986  146,593  155,243

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     21,787)
  -1,934    6,186    7,006   16,062    7,427   21,134   20,619      654    1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     11.2      8.9     73.1     65.8     86.7     85.9     13.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      626)
      86      164      118      254      277      421      480
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      406,365
COMMITMENTS
  26,862   21,113   44,255  264,562  252,825  335,679  318,193   70,686   88,172

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     15,949)
   3,827   -3,694    3,271    8,902   14,938   16,001   14,515      -52    1,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      5.2     10.9     65.1     62.2     82.6     78.3     17.4     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      27       27       43       81       67      130      115
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,464,316
COMMITMENTS
 218,381  605,140  170,201  2696200  2353624  3084781  3128964  379,535  335,352

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     29,190)
 -21,334   56,878   11,199   35,798  -37,558   25,664   30,520    3,526   -1,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     17.5      4.9     77.8     67.9     89.0     90.3     11.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      578)
      74      154       98      225      256      369      439
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,911
COMMITMENTS
   6,711    5,933      221   96,022   99,180  102,954  105,334    7,957    5,577

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -372)
    -771      290      175      310   -1,395     -286     -930      -86      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      5.3      0.2     86.6     89.4     92.8     95.0      7.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
       5        6        1       48       34       54       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       86,694
COMMITMENTS
  13,364    4,054    1,541   57,556   69,322   72,461   74,916   14,233   11,778

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     10,325)
   4,523   -1,229      635    1,903    9,593    7,061    8,999    3,264    1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      4.7      1.8     66.4     80.0     83.6     86.4     16.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      48       33       16       87       83      142      125
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       20,090
COMMITMENTS
   1,716        0        0    9,224   18,640   10,940   18,640    9,150    1,450

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      4,803)
     861        0        0    2,109    4,485    2,970    4,485    1,833      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.0      0.0     45.9     92.8     54.5     92.8     45.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       10       11       12       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      333,020
COMMITMENTS
  62,845   24,874    3,098  241,660  253,409  307,603  281,381   25,417   51,639

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     27,610)
  21,713   -2,744     -228   -1,032   25,539   20,454   22,568    7,157    5,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      7.5      0.9     72.6     76.1     92.4     84.5      7.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      46       34       15       84       81      137      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      132,881
COMMITMENTS
  41,580   19,011    5,817   67,606   82,411  115,003  107,239   17,878   25,642

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      5,473)
   4,409   -6,324    1,414   -3,354   11,304    2,468    6,394    3,004     -921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3     14.3      4.4     50.9     62.0     86.5     80.7     13.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      20       21       11       22       23       48       49
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       25,579
COMMITMENTS
   3,501    6,250       11   14,665    7,374   18,177   13,635    7,402   11,944

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        127)
     251     -161        6     -165     -730       92     -885       35    1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     24.4      0.0     57.3     28.8     71.1     53.3     28.9     46.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        7        1       20        7       27       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       34,265
COMMITMENTS
   6,770    3,127    1,555   18,192   17,239   26,517   21,921    7,748   12,344

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,256)
   1,431   -1,196      -37     -525   -3,233      869   -4,466      387    5,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      9.1      4.5     53.1     50.3     77.4     64.0     22.6     36.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9        5        3       21       20       32       26
```

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Updated October 21, 2011