```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,792
COMMITMENTS
      68        1      164    2,884    3,282    3,116    3,447      676      346

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      4.3     76.0     86.5     82.2     90.9     17.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       16       11       19       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,195
COMMITMENTS
   6,343    2,224   11,353   22,306   26,292   40,002   39,870    8,193    8,325

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,398)
     880      -54      486      369      644    1,735    1,076     -336      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      4.6     23.6     46.3     54.6     83.0     82.7     17.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      23        7       20       36       31       65       52
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      264,476
COMMITMENTS
  72,351   31,002   86,417   82,184  102,435  240,952  219,855   23,524   44,621

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      5,671)
   2,601   -5,904    5,254     -631    2,998    7,225    2,348   -1,554    3,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     11.7     32.7     31.1     38.7     91.1     83.1      8.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     102       86      132       58       75      240      230
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      364,685
COMMITMENTS
  92,814   45,885  101,287  139,964  164,668  334,065  311,839   30,620   52,846

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     12,504)
   6,245  -10,711    6,714       78   13,084   13,037    9,087     -534    3,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     12.6     27.8     38.4     45.2     91.6     85.5      8.4     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     114      108      149      122      156      318      350
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,309
COMMITMENTS
   3,994    2,210      561    2,910    4,868    7,465    7,639    1,844    1,670

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,412)
     821       37      150      319    1,173    1,290    1,360      122       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.9     23.7      6.0     31.3     52.3     80.2     82.1     19.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      38       21       14       30       34       78       60
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,932
COMMITMENTS
   7,380    6,859    7,839    9,760    4,954   24,979   19,652    6,953   12,280

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -2,343)
    -147   -2,375     -378   -1,665       -0   -2,190   -2,753     -152      411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     21.5     24.5     30.6     15.5     78.2     61.5     21.8     38.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      29       42       43       50       45      106      115
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,618
COMMITMENTS
     170    1,403      854    4,903    4,155    5,927    6,412      691      205

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        423)
    -199      175      108      552      181      461      463      -38      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     21.2     12.9     74.1     62.8     89.6     96.9     10.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        8       11       13       12       25       26
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       88,251
COMMITMENTS
   8,126    5,307    2,326   77,124   80,219   87,576   87,852      675      399

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        728)
     123      235        0      529      494      652      729       76       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      6.0      2.6     87.4     90.9     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       15       16       17       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      194,597
COMMITMENTS
  99,150    7,834    7,856   47,665  158,509  154,671  174,200   39,926   20,397

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -8,585)
  -7,395   -3,354      626    3,971   -6,531   -2,798   -9,259   -5,787      675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.0      4.0      4.0     24.5     81.5     79.5     89.5     20.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      44       17       18       25       31       78       57
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       37,850
COMMITMENTS
  10,756    8,395       36   10,000   17,966   20,792   26,397   17,058   11,453

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        314)
     467   -3,086       27      943    3,561    1,437      502   -1,123     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     22.2      0.1     26.4     47.5     54.9     69.7     45.1     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13       10        2       10       13       23       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      207,606
COMMITMENTS
 136,680    4,278    1,101   61,211  199,724  198,992  205,103    8,614    2,503

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -1,176)
  -3,107      -53      425    1,690   -2,079     -992   -1,707     -184      531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.8      2.1      0.5     29.5     96.2     95.9     98.8      4.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      78       11        8       20       20      103       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      166,547
COMMITMENTS
  56,209   36,293    6,078   71,450   99,686  133,737  142,057   32,810   24,490

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -7,114)
   2,274    2,734      985     -720  -15,873    2,540  -12,154   -9,654    5,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     21.8      3.6     42.9     59.9     80.3     85.3     19.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      32       25       14       24       32       64       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      154,087
COMMITMENTS
  25,688   42,702    9,415  102,931   51,154  138,034  103,270   16,053   50,816

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     10,122)
 -17,502   10,887    2,372   29,520  -14,737   14,390   -1,478   -4,268   11,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     27.7      6.1     66.8     33.2     89.6     67.0     10.4     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      20       46       19       29       25       59       80
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      260,177
COMMITMENTS
  37,913   97,267   25,497  150,669   75,086  214,080  197,850   46,097   62,327

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -2,244)
  -3,952   -1,635      179    2,530      880   -1,243     -575   -1,001   -1,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     37.4      9.8     57.9     28.9     82.3     76.0     17.7     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      43       74       50       53       61      127      154
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       27,696
COMMITMENTS
  18,772      496       59    8,178   26,671   27,009   27,226      687      470

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:         38)
      -1      -36        0       28      210       27      174       11     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.8      1.8      0.2     29.5     96.3     97.5     98.3      2.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        1        1        7        9       16       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       29,139
COMMITMENTS
  20,528    4,179      131    4,011   22,716   24,670   27,026    4,469    2,113

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:       -348)
    -118     -183       -6       61     -686      -63     -875     -285      527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.4     14.3      0.4     13.8     78.0     84.7     92.7     15.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      26       11        1        5       12       32       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,990,454
COMMITMENTS
 1384687  397,818  3886132  5786208  6671244 11057027 10955194  933,426  1035259

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    203,361)
 -71,157  -33,039   89,076  207,036  143,710  224,955  199,748  -21,595    3,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      3.3     32.4     48.3     55.6     92.2     91.4      7.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      66       36       88      129      134      234      230
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      941,091
COMMITMENTS
  96,056   84,671   58,822  662,889  710,891  817,767  854,385  123,324   86,706

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     12,531)
  -4,923   13,436    2,519   14,588      849   12,185   16,805      345   -4,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      9.0      6.3     70.4     75.5     86.9     90.8     13.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      606)
     154      102      114      254      240      459      405
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      272,596
COMMITMENTS
   9,966   14,343   19,183  173,469  200,046  202,618  233,573   69,978   39,024

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      4,562)
    -301    6,835     -893    2,184    2,217      991    8,159    3,571   -3,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      5.3      7.0     63.6     73.4     74.3     85.7     25.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      20       12       26       67       60       96       89
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,342,474
COMMITMENTS
 461,346  382,535  167,301  2447095  2554224  3075742  3104059  266,732  238,415

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     39,846)
  -6,374   49,742      327   62,020   -6,841   55,973   43,227  -16,127   -3,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     11.4      5.0     73.2     76.4     92.0     92.9      8.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      559)
     139       98       98      231      220      418      368
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      112,710
COMMITMENTS
  14,849    3,278      788   85,848  105,975  101,485  110,041   11,225    2,669

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -1,000)
    -729      -79      561      857   -1,460      689     -978   -1,689      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      2.9      0.7     76.2     94.0     90.0     97.6     10.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      16        3        1       56       37       72       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       76,133
COMMITMENTS
  17,440    7,327    1,485   50,319   64,201   69,244   73,013    6,888    3,119

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -4,100)
  -3,812      939     -486     -596   -4,735   -4,894   -4,281      795      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      9.6      2.0     66.1     84.3     91.0     95.9      9.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      60       38       16       70       76      136      124
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      380,664
COMMITMENTS
  87,202   36,636    7,426  251,593  321,004  346,222  365,067   34,442   15,597

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -20,498)
 -19,061    4,696   -2,429   -2,982  -23,675  -24,472  -21,407    3,974      909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      9.6      2.0     66.1     84.3     91.0     95.9      9.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      60       38       16       70       76      136      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      183,979
COMMITMENTS
  83,499   38,806    7,292   64,692  111,937  155,482  158,034   28,496   25,945

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      8,184)
   5,966   -1,148      925    1,863    8,604    8,754    8,381     -570     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4     21.1      4.0     35.2     60.8     84.5     85.9     15.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      31       30       20       24       33       65       73
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       25,635
COMMITMENTS
   3,564    4,545        0   16,536    7,828   20,100   12,373    5,535   13,262

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        438)
  -1,979    1,565        0    2,792      135      813    1,700     -375   -1,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     17.7      0.0     64.5     30.5     78.4     48.3     21.6     51.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        5        0       16        9       24       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       31,445
COMMITMENTS
   6,783    6,021      241   18,242   19,373   25,266   25,635    6,179    5,810

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -10,106)
     -80   -2,126       26   -6,092     -836   -6,146   -2,936   -3,960   -7,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     19.1      0.8     58.0     61.6     80.3     81.5     19.7     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      13        8        3       23       20       36       31
```

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Updated October 26, 2012