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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,514
COMMITMENTS
       0       60       32    3,054    3,156    3,086    3,248      428      266

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:         11)
       0       -4        5        5        1       10        2        1        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      0.9     86.9     89.8     87.8     92.4     12.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       17       12       19       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,211
COMMITMENTS
   3,989    3,579    1,276   15,221   17,947   20,486   22,802    5,725    3,409

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        868)
    -228     -120      151      569      655      492      686      376      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     13.7      4.9     58.1     68.5     78.2     87.0     21.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      19       14       16       27       27       55       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      241,316
COMMITMENTS
  81,917   74,061   46,922   86,471   87,466  215,310  208,449   26,006   32,867

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -8,463)
     977    5,799   -9,516      632   -3,905   -7,907   -7,622     -556     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     30.7     19.4     35.8     36.2     89.2     86.4     10.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     103       92      104       51       74      213      226
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      294,358
COMMITMENTS
  99,463   65,135   48,976  118,019  135,047  266,458  249,158   27,900   45,200

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -8,233)
   4,394   -7,075      664  -13,905       -8   -8,847   -6,419      614   -1,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     22.1     16.6     40.1     45.9     90.5     84.6      9.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     120       90      114       72      136      261      287
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,182
COMMITMENTS
   3,246    2,537      563    2,900    3,725    6,709    6,825    1,473    1,357

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:         83)
      50      476      -50      154     -336      154       90      -71       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     31.0      6.9     35.4     45.5     82.0     83.4     18.0     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      27       16        7       21       23       54       42
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,911
COMMITMENTS
   6,493    9,504    7,586   11,565    4,588   25,644   21,678    7,267   11,233

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:       -420)
    -186      120      198     -506     -209     -494      109       74     -529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     28.9     23.1     35.1     13.9     77.9     65.9     22.1     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      23       49       42       37       33       89      104
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,639
COMMITMENTS
     189    1,522       53    4,923    3,854    5,165    5,429      474      210

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:         56)
      20      -23       11       21       83       52       71        4      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     27.0      0.9     87.3     68.3     91.6     96.3      8.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        8        8       10       10       19       21
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       89,750
COMMITMENTS
   8,503    5,363    4,094   76,576   80,023   89,173   89,480      577      270

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -6,800)
   1,642     -457     -896   -7,884   -5,328   -7,138   -6,681      338     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      6.0      4.6     85.3     89.2     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        2       15       18       18       22
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      296,999
COMMITMENTS
 126,688   14,807   10,371  111,793  250,531  248,852  275,709   48,147   21,290

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     42,401)
  10,142      121   -7,532   40,927   50,542   43,537   43,131   -1,136     -730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7      5.0      3.5     37.6     84.4     83.8     92.8     16.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      44       23        7       26       33       74       59
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       38,449
COMMITMENTS
  13,626   18,153        0   10,522    8,590   24,148   26,743   14,301   11,706

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -19,582)
   1,978   -2,462   -1,746  -20,562  -13,710  -20,330  -17,918      748   -1,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     47.2      0.0     27.4     22.3     62.8     69.6     37.2     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7       11        0        7        7       14       18
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      214,921
COMMITMENTS
 140,375   22,228      713   64,559  189,832  205,647  212,773    9,274    2,148

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -94,323)
  13,207   17,303  -53,786  -55,561  -57,899  -96,140  -94,382    1,817       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.3     10.3      0.3     30.0     88.3     95.7     99.0      4.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      82       10        5       15       22       98       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      151,305
COMMITMENTS
  52,597   38,185      578   57,416   94,768  110,591  133,531   40,714   17,774

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -30,377)
   3,285  -15,493   -4,134  -30,172   -7,623  -31,021  -27,250      644   -3,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     25.2      0.4     37.9     62.6     73.1     88.3     26.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      37       23        4       17       33       55       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      128,862
COMMITMENTS
  41,500   26,024    1,099   63,586   69,015  106,185   96,138   22,677   32,724

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -47,756)
 -19,362   -2,065   -1,816  -19,209  -39,127  -40,387  -43,008   -7,369   -4,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     20.2      0.9     49.3     53.6     82.4     74.6     17.6     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       29        5       20       23       47       53
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      234,394
COMMITMENTS
  48,817  122,299    1,411  140,884   53,819  191,112  177,529   43,282   56,865

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -98,243)
   5,637  -14,539  -14,672  -89,356  -63,338  -98,391  -92,549      148   -5,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     52.2      0.6     60.1     23.0     81.5     75.7     18.5     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      46       58       11       45       50       97      113
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       16,541
COMMITMENTS
  14,673   14,003       28    1,202    2,062   15,903   16,093      638      448

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        429)
   1,033      238      -50     -566      222      417      410       12       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.7     84.7      0.2      7.3     12.5     96.1     97.3      3.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        3        1        5        5       13        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       29,331
COMMITMENTS
  20,402    3,797      129    4,067   23,695   24,598   27,621    4,733    1,710

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      2,179)
   6,761      188     -600   -4,048    2,914    2,113    2,502       66     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.6     12.9      0.4     13.9     80.8     83.9     94.2     16.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      21       12        1        3       15       25       27
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,981,332
COMMITMENTS
 1625666  524,825  1239637  4279456  5293447  7144759  7057909  836,573  923,423

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:   -414,591)
  82,117   18,677 -162,640 -290,682 -268,161 -371,205 -412,124  -43,386   -2,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      6.6     15.5     53.6     66.3     89.5     88.4     10.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      64       30       77      115      126      217      207
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      976,025
COMMITMENTS
  97,385   78,729   31,347  705,594  761,757  834,326  871,833  141,699  104,193

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    104,567)
   4,571   -2,183    6,338   96,651  105,582  107,560  109,738   -2,994   -5,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      8.1      3.2     72.3     78.0     85.5     89.3     14.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
     121      101       63      261      251      412      386
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      259,144
COMMITMENTS
  16,134    7,519    1,129  168,207  199,133  185,470  207,781   73,674   51,363

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     26,406)
   4,903      894   -4,193   21,429   42,599   22,139   39,300    4,267  -12,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      2.9      0.4     64.9     76.8     71.6     80.2     28.4     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
       8        7       10       68       60       82       71
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,584,406
COMMITMENTS
 452,811  402,604  104,536  2686934  2813118  3244281  3320258  340,125  264,148

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    390,804)
  16,770    3,044   34,227  376,110  314,917  427,107  352,188  -36,303   38,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     11.2      2.9     75.0     78.5     90.5     92.6      9.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      547)
     118      101       58      232      232      378      364
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      148,076
COMMITMENTS
  17,088    3,953        0  117,367  139,157  134,455  143,110   13,621    4,966

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     23,928)
     504      534     -241   22,081   22,383   22,344   22,676    1,584    1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      2.7      0.0     79.3     94.0     90.8     96.6      9.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      17        4        0       61       42       78       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      146,791
COMMITMENTS
  29,756    4,152    3,317   98,773  130,117  131,845  137,585   14,946    9,206

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     31,065)
  -2,518     -241    2,041   31,987   28,423   31,511   30,223     -447      841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      2.8      2.3     67.3     88.6     89.8     93.7     10.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      86       24       22       89       89      183      128
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       27,225
COMMITMENTS
     486    1,661        0   19,197   24,504   19,683   26,165    7,542    1,060

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      4,478)
     245      430        0    4,426    4,026    4,671    4,456     -193       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      6.1      0.0     70.5     90.0     72.3     96.1     27.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        0        8       15        9       18
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      597,830
COMMITMENTS
 152,443   18,547   10,490  397,878  528,064  560,811  557,101   37,019   40,729

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    132,933)
 -10,437       20    6,831  137,807  121,986  134,201  128,837   -1,268    4,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      3.1      1.8     66.6     88.3     93.8     93.2      6.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      87       24       20       85       87      178      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      174,458
COMMITMENTS
 117,009   47,763       20   24,935  106,185  141,964  153,968   32,494   20,490

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -44,452)
   9,472    8,485   -5,620  -51,122  -44,641  -47,270  -41,776    2,818   -2,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1     27.4      0.0     14.3     60.9     81.4     88.3     18.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35       27        2       15       28       51       56
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       21,611
COMMITMENTS
   1,964    4,295        0   13,481    6,260   15,445   10,555    6,166   11,056

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -14,093)
  -1,991   -5,889     -320   -8,855   -1,031  -11,166   -7,240   -2,927   -6,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     19.9      0.0     62.4     29.0     71.5     48.8     28.5     51.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        0       16        6       22        9
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       28,140
COMMITMENTS
   7,525    3,903      152   14,863   15,314   22,540   19,369    5,600    8,771

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -45,173)
  -5,665   -5,118   -4,647  -33,468   -4,194  -43,780  -13,959   -1,393  -31,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     13.9      0.5     52.8     54.4     80.1     68.8     19.9     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12        6        2       19       15       32       22
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,475
COMMITMENTS
   5,880    1,377        0    3,248    8,835    9,128   10,212    1,347      263

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        825)
    -176     -145        0      757    1,217      581    1,072      244     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.1     13.1      0.0     31.0     84.3     87.1     97.5     12.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        3        0        7        2       16        5
```

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Updated September 21, 2012