```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,285
COMMITMENTS
       0       64      104    3,535    3,826    3,640    3,994      646      291

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:         71)
       0        4        2       76       50       78       55       -7       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      2.4     82.5     89.3     84.9     93.2     15.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       19       12       21       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       51,030
COMMITMENTS
   6,713    1,773   11,949   23,947   28,880   42,610   42,602    8,420    8,427

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      2,457)
     735      -59      829      877    1,452    2,441    2,222       16      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      3.5     23.4     46.9     56.6     83.5     83.5     16.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      29        4       20       40       37       71       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      277,119
COMMITMENTS
  70,320   55,375   89,452   90,858   92,564  250,631  237,391   26,488   39,728

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -18,191)
  -8,961   -3,210   -4,250   -2,734  -10,017  -15,945  -17,477   -2,246     -714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     20.0     32.3     32.8     33.4     90.4     85.7      9.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     105       89      126       65       79      234      243
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      370,355
COMMITMENTS
  87,326   40,304  115,422  136,687  163,997  339,434  319,723   30,921   50,632

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -6,730)
 -12,066      794    4,302      912   -9,118   -6,852   -4,022      122   -2,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     10.9     31.2     36.9     44.3     91.7     86.3      8.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     136       90      148      116      153      322      337
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,295
COMMITMENTS
   3,326    2,336      679    2,714    3,721    6,719    6,736    1,576    1,560

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        -79)
      76     -142        2     -191      -93     -113     -233       34      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.1     28.2      8.2     32.7     44.9     81.0     81.2     19.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      29       18        9       18       23       53       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,990
COMMITMENTS
   8,015    9,365   11,942   12,334    5,403   32,291   26,711    7,699   13,280

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        866)
   1,473      696     -277      167      -15    1,363      404     -497      462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     23.4     29.9     30.8     13.5     80.7     66.8     19.3     33.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      31       53       47       50       42      110      124
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,163
COMMITMENTS
     482    1,656      604    5,408    4,594    6,494    6,855      669      309

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        360)
     261      155       94      118      154      474      403     -113      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     23.1      8.4     75.5     64.1     90.7     95.7      9.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        7       10       12       11       23       23
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       87,849
COMMITMENTS
   8,398    5,072    2,047   76,808   80,290   87,253   87,409      596      440

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -2,372)
    -105     -291   -2,047     -239     -204   -2,391   -2,542       19      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      5.8      2.3     87.4     91.4     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       14       17       16       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      223,820
COMMITMENTS
 123,578   16,389    6,977   42,737  180,467  173,292  203,832   50,528   19,988

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -87,056)
  -2,846    3,593  -10,103  -75,024  -76,627  -87,973  -83,137      917   -3,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.2      7.3      3.1     19.1     80.6     77.4     91.1     22.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      44       20       19       26       32       83       59
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       38,781
COMMITMENTS
  13,567   14,419      228    8,855   13,298   22,650   27,945   16,131   10,836

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:       -873)
     -59   -3,734      228   -1,698    4,560   -1,529    1,054      656   -1,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0     37.2      0.6     22.8     34.3     58.4     72.1     41.6     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12       12        1        6       11       19       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      220,035
COMMITMENTS
 147,245    5,989      616   63,298  211,008  211,159  217,613    8,876    2,422

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      5,114)
   6,870  -16,239      -97   -1,261   21,176    5,512    4,840     -398      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.9      2.7      0.3     28.8     95.9     96.0     98.9      4.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      89       12        5       18       22      108       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      183,172
COMMITMENTS
  60,387   33,534    5,366   73,139  125,474  138,893  164,374   44,279   18,798

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     21,273)
   8,165   -4,770      -44   10,339   27,078   18,460   22,263    2,814     -990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0     18.3      2.9     39.9     68.5     75.8     89.7     24.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      35       26       14       23       35       66       67
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      149,641
COMMITMENTS
  46,848   24,940    5,497   70,238   80,899  122,583  111,336   27,058   38,305

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      9,111)
   5,053      429   -1,022    2,670    7,038    6,701    6,445    2,410    2,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3     16.7      3.7     46.9     54.1     81.9     74.4     18.1     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      25       27       14       26       27       58       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      271,670
COMMITMENTS
  51,506  106,802   29,805  142,329   75,421  223,641  212,028   48,029   59,642

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -14,710)
   4,614  -17,761      839  -20,891    7,120  -15,439   -9,801      728   -4,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     39.3     11.0     52.4     27.8     82.3     78.0     17.7     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      47       70       47       53       64      129      152
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       19,088
COMMITMENTS
  17,257   16,513       28    1,164    2,098   18,449   18,639      639      449

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      2,547)
   2,584    2,510        0      -38       36    2,546    2,546        1        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    90.4     86.5      0.1      6.1     11.0     96.7     97.6      3.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        3        1        5        5       13        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       32,787
COMMITMENTS
  23,389    3,424      130    3,973   27,511   27,492   31,065    5,295    1,722

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      3,456)
   2,987     -373        1      -94    3,816    2,894    3,444      562       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.3     10.4      0.4     12.1     83.9     83.9     94.7     16.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      23       13        1        4       14       28       27
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,461,244
COMMITMENTS
 1579650  414,726  3615776  5389148  6435301 10584575 10465804  876,669  995,440

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    435,450)
   4,312  -28,296  215,346  206,368  212,604  426,026  399,654    9,425   35,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      3.6     31.5     47.0     56.1     92.4     91.3      7.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      75       35       83      129      132      238      223
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      883,152
COMMITMENTS
  96,838   74,982   49,192  609,206  668,594  755,236  792,768  127,916   90,384

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:   -281,829)
     229   -8,999  -31,143 -222,413 -209,255 -253,327 -249,397  -28,502  -32,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      8.5      5.6     69.0     75.7     85.5     89.8     14.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      590)
     139      106      105      243      242      430      406
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      252,558
COMMITMENTS
   7,173    8,828   17,261  160,403  183,504  184,838  209,593   67,720   42,964

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:   -104,283)
 -10,573   -1,928   -3,928  -73,983  -79,271  -88,484  -85,127  -15,800  -19,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      3.5      6.8     63.5     72.7     73.2     83.0     26.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      14       11       21       61       58       85       81
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,152,972
COMMITMENTS
 467,039  349,481  140,940  2244011  2425450  2851990  2915871  300,982  237,101

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:   -887,726)
  20,396  -68,968 -102,463 -742,149 -649,919 -824,215 -821,350  -63,511  -66,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     11.1      4.5     71.2     76.9     90.5     92.5      9.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      551)
     131      103       95      222      223      397      377
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      116,639
COMMITMENTS
  19,480    3,598      222   83,565  110,360  103,267  114,180   13,372    2,459

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -31,437)
   2,392     -355      222  -33,802  -28,797  -31,188  -28,930     -249   -2,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      3.1      0.2     71.6     94.6     88.5     97.9     11.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      19        4        2       58       38       77       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       83,857
COMMITMENTS
  28,608    3,530    1,574   46,362   76,127   76,544   81,232    7,313    2,625

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -65,425)
  -1,353      168   -2,994  -53,313  -55,638  -57,660  -58,464   -7,765   -6,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1      4.2      1.9     55.3     90.8     91.3     96.9      8.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      81       25       15       68       71      154      106
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      419,285
COMMITMENTS
 143,038   17,651    7,872  231,809  380,637  382,720  406,161   36,566   13,124

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:   -190,931)
 -10,426    3,051   -8,878 -170,581 -155,671 -189,885 -161,497   -1,046  -29,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1      4.2      1.9     55.3     90.8     91.3     96.9      8.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      81       25       15       68       71      154      106
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      194,399
COMMITMENTS
 118,606   28,668    8,380   31,201  133,073  158,187  170,121   36,212   24,278

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      5,005)
   2,083  -18,139      336       21   21,479    2,441    3,676    2,565    1,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.0     14.7      4.3     16.1     68.5     81.4     87.5     18.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      34       30       21       23       33       70       71
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       20,773
COMMITMENTS
   1,320    4,284        0   12,155    6,547   13,475   10,831    7,298    9,942

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:       -838)
    -644      -11        0   -1,326      287   -1,970      276    1,132   -1,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     20.6      0.0     58.5     31.5     64.9     52.1     35.1     47.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        3        0       16        7       20       10
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       28,962
COMMITMENTS
   6,593    3,251      319   16,560   15,518   23,472   19,088    5,490    9,874

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        822)
    -932     -652      167    1,697      204      932     -281     -110    1,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     11.2      1.1     57.2     53.6     81.0     65.9     19.0     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10        5        2       23       16       34       22
```

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Updated September 28, 2012