```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,599
COMMITMENTS
     103      436       35    2,950    2,671    3,087    3,142      512      457

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        267)
       0       29        3      251      199      254      232       13       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     12.1      1.0     82.0     74.2     85.8     87.3     14.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       15       12       18       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       53,705
COMMITMENTS
   6,541    2,785   12,130   30,150   27,899   48,822   42,814    4,884   10,892

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,469)
   1,025      937      361      146      205    1,533    1,503      -63      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      5.2     22.6     56.1     51.9     90.9     79.7      9.1     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19       13       21       38       38       67       62
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,561
COMMITMENTS
     605       16      209    2,517    2,583    3,330    2,808      231      754

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:          5)
      -2       -7       10      -13        1       -4        4        9        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      0.4      5.9     70.7     72.5     93.5     78.8      6.5     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 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      331,136
COMMITMENTS
  96,537   17,624   92,615  105,711  168,915  294,864  279,155   36,272   51,981

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      5,962)
   5,798     -793    1,198     -590    5,707    6,407    6,112     -444     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      5.3     28.0     31.9     51.0     89.0     84.3     11.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     125       74      140       63       92      282      244
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      435,317
COMMITMENTS
 139,047   31,832  115,231  153,208  219,853  407,486  366,915   27,831   68,402

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      3,616)
     890    1,053    4,393   -2,132   -1,681    3,152    3,765      464     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9      7.3     26.5     35.2     50.5     93.6     84.3      6.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
     158       72      130      100      185      313      341
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,144
COMMITMENTS
   4,246    4,968    1,017    3,072    2,108    8,336    8,093    1,809    2,052

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -320)
     172       47     -105     -452     -193     -385     -251       65      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.9     49.0     10.0     30.3     20.8     82.2     79.8     17.8     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      32       30       17       21       20       63       64
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,105
COMMITMENTS
  15,220    2,528   10,103    8,670    9,083   33,993   21,714    7,112   19,391

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        -62)
     296     -549       -1       25     -463      320   -1,013     -382      951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0      6.1     24.6     21.1     22.1     82.7     52.8     17.3     47.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      54       30       54       41       53      128      119
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       94,407
COMMITMENTS
  14,001      202    2,978   77,245   90,927   94,224   94,107      183      300

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      3,227)
     469     -809        0    2,800    4,243    3,269    3,434      -42     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      0.2      3.2     81.8     96.3     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       16       16       19       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      133,253
COMMITMENTS
  25,451   40,695    5,770   73,475   59,006  104,695  105,471   28,558   27,782

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -2,798)
   2,055   -5,054      169   -4,943    2,784   -2,719   -2,101      -79     -696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     30.5      4.3     55.1     44.3     78.6     79.2     21.4     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      20       19       12       30       24       57       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       34,114
COMMITMENTS
   4,829    6,167    3,832   13,663    9,217   22,324   19,215   11,790   14,899

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        738)
   1,259      507     -593   -2,270     -572   -1,603     -658    2,341    1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     18.1     11.2     40.1     27.0     65.4     56.3     34.6     43.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       12        8       13       14       25       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       96,313
COMMITMENTS
  10,160   37,215      145   83,514   53,315   93,819   90,675    2,494    5,638

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      5,364)
   1,862    4,788       -2    3,503      601    5,363    5,387        1      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     38.6      0.2     86.7     55.4     97.4     94.1      2.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13       31        2       19       24       33       56
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      179,496
COMMITMENTS
  19,000   69,111    3,465  139,867   80,186  162,332  152,763   17,164   26,733

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -3,247)
   2,138     -849      317   -9,138    1,584   -6,683    1,052    3,437   -4,299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     38.5      1.9     77.9     44.7     90.4     85.1      9.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      16       34       11       30       25       51       65
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      179,345
COMMITMENTS
  75,552   21,328    6,722   62,272  119,253  144,546  147,303   34,799   32,042

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     15,372)
  26,987     -676      794  -20,986   15,405    6,795   15,524    8,576     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.1     11.9      3.7     34.7     66.5     80.6     82.1     19.4     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      44       37       25       27       28       88       73
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      283,313
COMMITMENTS
  21,826   93,113   32,901  191,757   88,229  246,484  214,243   36,829   69,071

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      6,055)
     443   -1,657      -22    3,986    6,992    4,407    5,314    1,648      741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     32.9     11.6     67.7     31.1     87.0     75.6     13.0     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      35       77       48       55       54      114      155
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,675
COMMITMENTS
  13,298    4,079        0    9,443   19,200   22,741   23,279    1,934    1,396

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        620)
     853     -141        0     -309    1,302      544    1,161       76     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.9     16.5      0.0     38.3     77.8     92.2     94.3      7.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9       14        0        8       10       17       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,193,684
COMMITMENTS
 388,110  994,901  5648316  7369393  6525433 13405820 13168650  787,864  1025033

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:    110,262)
 -39,647   -1,670   64,750   46,069   51,311   71,172  114,392   39,090   -4,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      7.0     39.8     51.9     46.0     94.4     92.8      5.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      44       60      101      148      154      254      266
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,047,293
COMMITMENTS
  54,703  117,596   86,017  761,883  696,125  902,603  899,737  144,690  147,555

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:    -51,936)
   3,240   -5,471  -11,353  -41,919  -27,425  -50,033  -44,248   -1,903   -7,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     11.2      8.2     72.7     66.5     86.2     85.9     13.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      605)
      88      149      109      248      271      403      462
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      387,250
COMMITMENTS
  32,876   19,618   36,041  246,341  248,197  315,259  303,856   71,991   83,395

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:    -19,115)
   6,014   -1,495   -8,214  -18,221   -4,628  -20,420  -14,337    1,305   -4,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      5.1      9.3     63.6     64.1     81.4     78.5     18.6     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      25       23       37       75       64      118      106
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,300,214
COMMITMENTS
 235,982  616,740  123,030  2577707  2239639  2936720  2979409  363,494  320,804

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:   -164,103)
  17,602   11,600  -47,171 -118,493 -113,984 -148,062 -149,555  -16,041  -14,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     18.7      3.7     78.1     67.9     89.0     90.3     11.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
      77      140       92      224      251      359      425
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      108,869
COMMITMENTS
   7,915    5,927       59   92,381   97,408  100,355  103,394    8,514    5,475

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -2,042)
   1,204       -6     -162   -3,641   -1,772   -2,599   -1,940      557     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      5.4      0.1     84.9     89.5     92.2     95.0      7.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
       8        7        1       52       33       60       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       91,358
COMMITMENTS
  16,605    4,620    2,038   58,620   73,131   77,263   79,789   14,095   11,568

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      4,664)
   3,241      566      497    1,064    3,809    4,802    4,873     -138     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      5.1      2.2     64.2     80.0     84.6     87.3     15.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      52       25       14       83       83      142      115
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       23,038
COMMITMENTS
   2,085      292        0   11,372   21,692   13,457   21,984    9,581    1,054

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      2,948)
     369      292        0    2,148    3,052    2,517    3,344      431     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      1.3      0.0     49.4     94.2     58.4     95.4     41.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       10       11       12       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      341,599
COMMITMENTS
  79,954   28,994    2,836  236,239  257,196  319,030  289,026   22,569   52,573

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      8,579)
  17,109    4,120     -262   -5,421    3,787   11,426    7,645   -2,848      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      8.5      0.8     69.2     75.3     93.4     84.6      6.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      51       25       13       80       79      137      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      139,527
COMMITMENTS
  46,010   20,557    6,962   66,200   85,070  119,173  112,589   20,354   26,938

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      6,646)
   4,431    1,546    1,145   -1,406    2,659    4,170    5,350    2,476    1,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0     14.7      5.0     47.4     61.0     85.4     80.7     14.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      25       22       15       22       23       53       54
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       26,427
COMMITMENTS
   4,144    7,106       12   15,367    7,594   19,523   14,712    6,904   11,715

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        848)
     643      856        1      702      220    1,346    1,077     -498     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     26.9      0.0     58.1     28.7     73.9     55.7     26.1     44.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        9        1       21        8       29       18
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       40,811
COMMITMENTS
   6,081    6,745    1,599   25,035   13,651   32,715   21,995    8,096   18,816

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      6,546)
    -689    3,618       44    6,843   -3,588    6,198       74      348    6,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     16.5      3.9     61.3     33.4     80.2     53.9     19.8     46.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9        9        3       23       21       34       31
```

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Updated October 28, 2011