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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY 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:        2,984
COMMITMENTS
      91       46       28    2,422    2,644    2,541    2,718      443      266

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.5      0.9     81.2     88.6     85.2     91.1     14.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       15       11       17       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY 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:       26,410
COMMITMENTS
   4,939    4,600      929   14,935   17,091   20,803   22,620    5,607    3,790

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        635)
     318      -26      231      482      294    1,031      499     -396      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     17.4      3.5     56.6     64.7     78.8     85.6     21.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      18       12       13       25       23       51       40
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY 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:      219,932
COMMITMENTS
  75,265   46,299   47,403   75,481   89,034  198,149  182,736   21,783   37,196

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      5,734)
   2,321   -5,358    4,935      -17    2,897    7,239    2,474   -1,505    3,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     21.1     21.6     34.3     40.5     90.1     83.1      9.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      92       83      107       49       73      209      215
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY 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:      292,522
COMMITMENTS
  92,376   70,420   48,815  123,499  127,503  264,690  246,738   27,832   45,784

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      8,200)
   5,550  -11,321    5,121   -1,912   11,389    8,759    5,189     -559    3,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     24.1     16.7     42.2     43.6     90.5     84.3      9.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
      85      116      122       85      141      257      316
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY 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:        8,987
COMMITMENTS
   4,024    2,295      328    2,859    4,753    7,211    7,376    1,776    1,611

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,381)
     775      -10      177      313    1,165    1,265    1,332      116       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8     25.5      3.6     31.8     52.9     80.2     82.1     19.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      36       20       10       27       34       72       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY 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:       26,607
COMMITMENTS
   7,525    7,761    3,810    9,181    4,177   20,516   15,748    6,091   10,859

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -2,533)
    -210   -2,288     -556   -1,619      -68   -2,385   -2,912     -148      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     29.2     14.3     34.5     15.7     77.1     59.2     22.9     40.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      25       40       37       41       34       91       98
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY 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:        4,865
COMMITMENTS
     154    1,232      160    4,141    3,343    4,455    4,735      410      130

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        231)
      53        7       77      140      145      270      229      -39        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     25.3      3.3     85.1     68.7     91.6     97.3      8.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        9        9       12       11       21       24
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:      178,102
COMMITMENTS
  98,566    9,478      900   41,195  149,052  140,661  159,430   37,441   18,672

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -11,364)
  -7,803   -3,141     -237    2,897   -8,730   -5,143  -12,108   -6,221      744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.3      5.3      0.5     23.1     83.7     79.0     89.5     21.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      41       17        6       22       27       64       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY 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:       36,769
COMMITMENTS
  10,756    8,395       36    9,807   17,808   20,599   26,239   16,170   10,530

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        282)
     467   -3,086       27      829    3,533    1,323      474   -1,041     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     22.8      0.1     26.7     48.4     56.0     71.4     44.0     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13       10        2        8       13       21       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      155,791
COMMITMENTS
  54,879   36,482    1,475   68,873   94,981  125,227  132,938   30,564   22,853

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -8,663)
     869    2,071    1,235      -72  -16,983    2,032  -13,677  -10,695    5,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     23.4      0.9     44.2     61.0     80.4     85.3     19.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      28       26        8       22       29       55       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY 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:      137,135
COMMITMENTS
  25,550   43,746      829   97,898   45,592  124,277   90,167   12,858   46,968

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      5,792)
 -17,217   11,065     -282   28,594  -16,185   11,095   -5,402   -5,303   11,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     31.9      0.6     71.4     33.2     90.6     65.8      9.4     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      17       46        4       27       20       46       68
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY 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:      216,842
COMMITMENTS
  38,171   93,390    3,069  133,705   64,140  174,945  160,599   41,897   56,243

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -2,967)
  -3,870   -2,146     -351    2,659      550   -1,562   -1,947   -1,405   -1,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     43.1      1.4     61.7     29.6     80.7     74.1     19.3     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      40       59       10       47       49       92      113
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:       29,136
COMMITMENTS
  20,528    4,179      131    4,011   22,716   24,670   27,026    4,466    2,110

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:       -350)
    -118     -183       -6       61     -686      -63     -875     -287      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5     14.3      0.4     13.8     78.0     84.7     92.8     15.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      26       11        1        5       12       32       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY 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:    8,398,818
COMMITMENTS
 1439754  526,767  1352471  4707429  5526647  7499654  7405885  899,164  992,933

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    126,996)
 -88,616  -21,771   79,832  158,088   66,712  149,304  124,773  -22,308    2,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      6.3     16.1     56.0     65.8     89.3     88.2     10.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      58       32       79      116      124      214      206
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY 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:      805,026
COMMITMENTS
  94,431   83,642   19,874  580,247  626,046  694,552  729,563  110,474   75,464

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     20,682)
  -5,718   14,358    4,776   24,493    5,801   23,551   24,935   -2,869   -4,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     10.4      2.5     72.1     77.8     86.3     90.6     13.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
     121       95       45      241      218      387      333
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY 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:      207,176
COMMITMENTS
  10,255   13,603      207  134,059  160,247  144,521  174,057   62,655   33,119

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      8,234)
    -457    6,729      -50    6,612    5,371    6,105   12,050    2,129   -3,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      6.6      0.1     64.7     77.3     69.8     84.0     30.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
       9        6        2       53       47       63       54
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY 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:    2,989,251
COMMITMENTS
 458,269  387,584   60,947  2230938  2328997  2750154  2777528  239,097  211,723

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     62,240)
  -6,856   57,593    4,680   89,406    2,152   87,230   64,425  -24,990   -2,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     13.0      2.0     74.6     77.9     92.0     92.9      8.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      532)
     117       94       42      220      197      362      308
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY 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 TRADERS
    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+
FUTURES ONLY 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:       74,182
COMMITMENTS
  17,347    7,469      713   49,452   63,025   67,511   71,206    6,671    2,976

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -3,737)
  -3,768      756     -184     -560   -4,513   -4,511   -3,940      774      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     10.1      1.0     66.7     85.0     91.0     96.0      9.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      58       38       11       68       74      130      119
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY 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:      370,909
COMMITMENTS
  86,733   37,345    3,563  247,259  315,123  337,555  356,031   33,354   14,878

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -18,687)
 -18,839    3,782     -918   -2,798  -22,566  -22,555  -19,702    3,868    1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     10.1      1.0     66.7     85.0     91.0     96.0      9.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      58       38       11       68       74      130      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY 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:      168,663
COMMITMENTS
  83,602   37,951      875   57,541  107,131  142,018  145,957   26,645   22,706

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      6,496)
   5,800   -1,407      332    1,119    8,019    7,251    6,944     -755     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.6     22.5      0.5     34.1     63.5     84.2     86.5     15.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      28       29        9       19       31       51       65
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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