```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,173
COMMITMENTS
       0       62       93    3,432    3,752    3,524    3,907      648      265

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         25)
       0       31       -2       32      -19       30       10       -5       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      2.2     82.2     89.9     84.5     93.6     15.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       19       11       21       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       46,172
COMMITMENTS
   5,507    1,871   10,675   22,087   25,949   38,269   38,495    7,903    7,677

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -600)
    -515      -47      -92      292      -37     -316     -176     -285     -425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      4.1     23.1     47.8     56.2     82.9     83.4     17.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      28        6       21       38       35       69       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      304,584
COMMITMENTS
  80,745   54,954  101,584   92,574  106,788  274,903  263,326   29,681   41,258

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     16,123)
   6,095    5,569   10,382   -1,401    1,338   15,075   17,289    1,048   -1,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     18.0     33.4     30.4     35.1     90.3     86.5      9.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     116       97      136       60       76      242      257
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      384,487
COMMITMENTS
  96,012   47,712  108,372  150,089  172,903  354,472  328,987   30,015   55,501

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     12,230)
   4,421   -2,029    2,429    3,132    8,555    9,981    8,956    2,249    3,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     12.4     28.2     39.0     45.0     92.2     85.6      7.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      425)
     135      102      156      110      152      332      341
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,280
COMMITMENTS
   3,202    1,997      729    2,760    4,158    6,690    6,884    1,591    1,397

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:       -940)
    -659     -242      -84       65     -623     -679     -949     -261        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7     24.1      8.8     33.3     50.2     80.8     83.1     19.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      29       16        8       20       24       55       44
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,674
COMMITMENTS
   6,628    8,495   12,098   12,720    5,535   31,446   26,129    8,229   13,546

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -1,343)
    -747     -858      -19     -805       90   -1,571     -787      228     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     21.4     30.5     32.1     14.0     79.3     65.9     20.7     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      29       47       44       48       45      102      117
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,663
COMMITMENTS
     193    1,508      475    5,250    4,313    5,919    6,297      745      367

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        -69)
      -5       99      -97       47      -77      -55      -76      -14        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     22.6      7.1     78.8     64.7     88.8     94.5     11.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        8        9       11       11       20       23
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       97,350
COMMITMENTS
   6,861    5,820    4,990   85,260   86,151   97,111   96,961      239      389

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      2,663)
   1,468      232        0    1,909    2,437    3,377    2,669     -714       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      6.0      5.1     87.6     88.5     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        3       17       19       21       24
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      267,371
COMMITMENTS
 116,276   12,902   23,805   76,170  206,081  216,251  242,788   51,120   24,583

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     78,690)
  27,408   -8,781   15,640   30,951   74,308   73,999   81,167    4,690   -2,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5      4.8      8.9     28.5     77.1     80.9     90.8     19.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      47       21       22       29       35       92       62
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       58,831
COMMITMENTS
  11,648   20,615    1,746   31,150   22,496   44,544   44,857   14,287   13,974

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,494)
   2,635   -1,510    1,733   -2,680    3,388    1,688    3,611     -194   -2,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     35.0      3.0     52.9     38.2     75.7     76.2     24.3     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       10        4       12       16       24       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      309,244
COMMITMENTS
 127,168    4,925   54,499  120,120  247,731  301,787  307,155    7,457    2,089

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     86,589)
  25,671   -5,691   48,404   11,194   44,295   85,269   87,008    1,320     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1      1.6     17.6     38.8     80.1     97.6     99.3      2.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      81       14       18       21       23      113       51
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      188,730
COMMITMENTS
  49,703   54,253    7,218   90,891  104,809  147,813  166,280   40,917   22,449

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     46,604)
   8,487    5,716    3,485   29,499   43,616   41,471   52,817    5,134   -6,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     28.7      3.8     48.2     55.5     78.3     88.1     21.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      35       27       17       33       33       80       66
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      185,224
COMMITMENTS
  60,874   27,378    6,330   86,502  111,363  153,706  145,071   31,518   40,153

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     21,537)
   5,629   -1,229      852    9,720   16,540   16,200   16,163    5,337    5,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9     14.8      3.4     46.7     60.1     83.0     78.3     17.0     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      31       31       17       28       34       67       75
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      373,921
COMMITMENTS
  43,056  138,136   37,743  246,151  127,953  326,949  303,831   46,972   70,090

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      4,867)
     -86  -10,439      193    1,335   14,703    1,442    4,457    3,425      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     36.9     10.1     65.8     34.2     87.4     81.3     12.6     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      49       76       57       54       55      137      156
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       16,112
COMMITMENTS
  13,640   13,765       78    1,768    1,840   15,486   15,683      626      429

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -1,966)
    -436     -278     -421     -825     -972   -1,682   -1,671     -284     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    84.7     85.4      0.5     11.0     11.4     96.1     97.3      3.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        4        1        5        5       12       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,152
COMMITMENTS
  13,641    3,609      729    8,115   20,781   22,485   25,119    4,667    2,033

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,759)
  -1,174      195      601      844      945      271    1,741    1,488       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.2     13.3      2.7     29.9     76.5     82.8     92.5     17.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      20       10        3       14       13       37       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,887,954
COMMITMENTS
 1611162  502,918  4449292  5897004  6953545 11957458 11905755  930,496  982,199

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    237,309)
 127,816   16,926  -13,269  102,467  219,387  217,014  223,043   20,295   14,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      3.9     34.5     45.8     54.0     92.8     92.4      7.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      69       41       90      135      139      250      235
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,029,904
COMMITMENTS
  91,783   86,150   65,082  713,211  750,068  870,076  901,301  159,828  128,603

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     30,137)
  10,305   -6,224    1,590   15,437   34,202   27,332   29,568    2,805      569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      8.4      6.3     69.3     72.8     84.5     87.5     15.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      597)
     121      123      116      258      257      444      432
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      314,815
COMMITMENTS
  11,601    8,548   22,442  200,763  207,684  234,806  238,674   80,008   76,141

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        890)
   3,712   -2,493      156   -4,100    3,084     -233      747    1,123      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      2.7      7.1     63.8     66.0     74.6     75.8     25.4     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      12       13       21       68       61       93       83
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,575,446
COMMITMENTS
 431,921  419,024  182,188  2562236  2711922  3176345  3313134  399,101  262,312

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    146,234)
  26,815  -24,807   13,322   97,688  155,593  137,826  144,109    8,408    2,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     11.7      5.1     71.7     75.8     88.8     92.7     11.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      564)
     118      116      107      238      239      413      405
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      124,148
COMMITMENTS
  16,584    3,419      241   95,286  116,774  112,111  120,434   12,037    3,714

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      2,727)
     186     -317     -947    2,746    5,092    1,985    3,828      742   -1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      2.8      0.2     76.8     94.1     90.3     97.0      9.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      19        3        1       56       40       76       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      118,001
COMMITMENTS
  32,452    3,842    2,301   67,691  103,223  102,443  109,365   15,558    8,636

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,997)
  -1,668   -1,349      395    1,670    2,835      398    1,881    1,599      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      3.3      1.9     57.4     87.5     86.8     92.7     13.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      85       25       19       77       80      168      118
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,758
COMMITMENTS
     241    1,231        0   14,771   20,478   15,012   21,709    7,746    1,049

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,111)
       0        0        0      701    1,209      701    1,209      410      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      5.4      0.0     64.9     90.0     66.0     95.4     34.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0        8       12        9       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      476,217
COMMITMENTS
 163,772   15,770    8,786  264,599  413,723  437,157  438,279   39,060   37,938

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      4,430)
  -8,366   -6,775    2,004    4,846    8,129   -1,515    3,358    5,945    1,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4      3.3      1.8     55.6     86.9     91.8     92.0      8.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      86       24       17       73       78      163      115
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      231,918
COMMITMENTS
 106,863   36,856   13,557   80,729  156,264  201,148  206,677   30,769   25,241

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     19,658)
  -5,777  -13,882    2,496   23,003   31,455   19,722   20,069      -63     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.1     15.9      5.8     34.8     67.4     86.7     89.1     13.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      33       31       26       26       34       76       74
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,704
COMMITMENTS
   3,955   10,184      320   22,336    7,291   26,611   17,795    9,093   17,909

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      4,132)
   1,325   -1,356      180    1,738    3,061    3,243    1,885      889    2,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     28.5      0.9     62.6     20.4     74.5     49.8     25.5     50.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        6        2       19        6       27       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       73,313
COMMITMENTS
  13,190    9,021    4,799   48,331   19,508   66,320   33,328    6,993   39,985

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     16,448)
     780      946    3,407   11,087    4,109   15,274    8,462    1,174    7,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     12.3      6.5     65.9     26.6     90.5     45.5      9.5     54.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      16        9        5       28       21       46       33
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:        9,650
COMMITMENTS
   6,056    1,522        0    2,491    7,618    8,547    9,140    1,103      510

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.8     15.8      0.0     25.8     78.9     88.6     94.7     11.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        3        0        6        2       15        5
```

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Updated September 14, 2012