MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,568
COMMITMENTS
   5,038    6,771      711   21,210   18,587   26,959   26,069    3,609    4,499

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:          1)
    -726      -97      156      497      -27      -73       32       74      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     22.2      2.3     69.4     60.8     88.2     85.3     11.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      15       11       12       27       30       47       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      284,202
COMMITMENTS
  81,445   46,621   52,412  109,503  131,458  243,360  230,491   40,842   53,711

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     23,972)
  10,144    2,361    1,322    2,698   10,374   14,164   14,057    9,808    9,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     16.4     18.4     38.5     46.3     85.6     81.1     14.4     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     119       62      117       53       84      245      217
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      340,204
COMMITMENTS
 116,520   57,699   46,996  147,504  177,991  311,020  282,686   29,184   57,518

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:       -195)
   8,716    1,539   -9,799   -1,193    5,225   -2,276   -3,035    2,081    2,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     17.0     13.8     43.4     52.3     91.4     83.1      8.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     131       87      118       74      164      278      316
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,714
COMMITMENTS
   4,210    4,926    1,223    3,287    2,203    8,720    8,352    1,994    2,362

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:       -142)
       2      381     -133       63     -224      -68       24      -74     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     46.0     11.4     30.7     20.6     81.4     78.0     18.6     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       32       15       21       18       55       62
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,501
COMMITMENTS
  13,940    5,825    5,194    8,193    7,424   27,327   18,443    6,174   15,058

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -1,222)
     293      380      -73     -856     -872     -636     -565     -586     -657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     17.4     15.5     24.5     22.2     81.6     55.1     18.4     44.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      44       33       45       35       48      112      109
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       83,465
COMMITMENTS
  12,554      978    3,075   66,528   78,347   82,157   82,400    1,308    1,065

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -1,080)
    -706      481     -147       60   -1,011     -793     -677     -287     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      1.2      3.7     79.7     93.9     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        1       16       15       19       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      122,945
COMMITMENTS
  23,922   48,835       34   74,038   48,096   97,994   96,965   24,951   25,980

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     19,212)
   1,209   10,440     -125   26,890   11,972   27,974   22,287   -8,762   -3,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     39.7      0.0     60.2     39.1     79.7     78.9     20.3     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       26        2       27       24       48       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       24,317
COMMITMENTS
   5,233    5,220       34    9,689    7,286   14,956   12,540    9,361   11,777

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:       -647)
     123     -999     -149     -679      345     -705     -803       58      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     21.5      0.1     39.8     30.0     61.5     51.6     38.5     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       11        1        8       13       15       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       88,822
COMMITMENTS
   7,397   32,275      142   78,905   50,335   86,444   82,752    2,378    6,070

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:       -596)
     493      -60        5     -721     -457     -223     -512     -373      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     36.3      0.2     88.8     56.7     97.3     93.2      2.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18       32        2       16       20       35       53
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      184,709
COMMITMENTS
  15,391   77,363      350  156,606   74,402  172,347  152,115   12,362   32,594

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:      9,209)
     462   -6,290       44    7,837   14,315    8,343    8,069      866    1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     41.9      0.2     84.8     40.3     93.3     82.4      6.7     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      15       40        4       29       21       46       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      153,849
COMMITMENTS
  54,190   19,071        3   73,150  105,272  127,343  124,346   26,506   29,503

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     19,125)
  -6,677    1,666        3   26,345   19,005   19,671   20,674     -546   -1,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     12.4      0.0     47.5     68.4     82.8     80.8     17.2     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      30       32        1       21       20       52       52
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      223,167
COMMITMENTS
  17,040   90,835      680  170,021   69,466  187,741  160,981   35,426   62,186

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:      2,328)
  -1,064   -9,966     -114      634    9,281     -544     -799    2,872    3,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     40.7      0.3     76.2     31.1     84.1     72.1     15.9     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      19       71        8       48       50       72      124
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,059
COMMITMENTS
  12,075    5,237      102   11,594   17,538   23,771   22,877    1,288    2,182

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -1,152)
    -854   -2,126        0      -92    1,460     -946     -666     -206     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.2     20.9      0.4     46.3     70.0     94.9     91.3      5.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       12        1        8        9       17       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,199,656
COMMITMENTS
 644,700  882,252  1260578  5646920  5194558  7552198  7337388  647,458  862,268

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:   -128,449)
-132,624  -24,453  -23,553   97,244  -67,383  -58,933 -115,389  -69,516  -13,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     10.8     15.4     68.9     63.4     92.1     89.5      7.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      40       49       73      133      139      220      228
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      886,848
COMMITMENTS
  54,846  118,412   23,816  670,439  602,146  749,101  744,374  137,747  142,474

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -38,715)
  -1,535   -5,674   -4,118  -23,746  -28,033  -29,399  -37,825   -9,316     -890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     13.4      2.7     75.6     67.9     84.5     83.9     15.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      567)
      72      140       56      216      257      328      416
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      284,462
COMMITMENTS
  22,628   26,301    1,013  194,391  176,170  218,032  203,484   66,430   80,978

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -12,393)
      43   -4,949      190   -7,513   -3,994   -7,280   -8,753   -5,113   -3,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      9.2      0.4     68.3     61.9     76.6     71.5     23.4     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      15       25        8       60       55       81       82
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,011,932
COMMITMENTS
 244,950  544,415   30,155  2380242  2129881  2655347  2704451  356,585  307,481

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:   -131,611)
 -23,355  -19,089   -6,076  -81,165 -120,197 -110,596 -145,362  -21,015   13,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     18.1      1.0     79.0     70.7     88.2     89.8     11.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
      71      133       36      190      233      287      378
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      111,256
COMMITMENTS
   7,482    5,643       46   95,712  100,575  103,240  106,264    8,016    4,992

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -6,324)
     551      -36     -376   -6,507   -6,544   -6,332   -6,956        8      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      5.1      0.0     86.0     90.4     92.8     95.5      7.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
       7        8        2       44       34       52       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,078
COMMITMENTS
   8,790    5,324      598   54,830   58,920   64,217   64,842   10,861   10,236

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -4,861)
    -103   -2,625   -1,215   -3,188     -522   -4,505   -4,361     -356     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      7.1      0.8     73.0     78.5     85.5     86.4     14.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      31       37       14       75       85      113      129
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,277
COMMITMENTS
     855        0        0    7,115   14,155    7,970   14,155    7,307    1,122

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:        -89)
    -512        0        0      201       91     -311       91      222     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.0      0.0     46.6     92.7     52.2     92.7     47.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0        9       12       11       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      299,005
COMMITMENTS
  40,878   27,825    1,784  238,575  223,827  281,237  253,436   17,768   45,569

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -23,861)
     403  -14,768   -4,429  -16,945   -3,063  -20,971  -22,260   -2,890   -1,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      9.3      0.6     79.8     74.9     94.1     84.8      5.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      30       37       13       73       82      109      126
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      118,182
COMMITMENTS
  37,196   26,443        6   67,682   67,203  104,884   93,652   13,298   24,530

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     18,166)
   1,259    3,417        1   18,397   15,212   19,657   18,630   -1,491     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     22.4      0.0     57.3     56.9     88.7     79.2     11.3     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      18       25        2       15       17       33       44
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       25,452
COMMITMENTS
   3,250    6,411        5   14,830    8,104   18,085   14,520    7,367   10,932

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:        -35)
    -693     -147        0      685      460       -8      313      -27     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     25.2      0.0     58.3     31.8     71.1     57.0     28.9     43.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        7        1       20        8       28       16
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       33,009
COMMITMENTS
   5,339    4,323    1,592   18,717   20,472   25,648   26,387    7,361    6,622

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -3,906)
     -46      601     -338    1,569   -4,640    1,185   -4,377   -5,091      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     13.1      4.8     56.7     62.0     77.7     79.9     22.3     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7        7        3       20       24       30       31
 

Updated October 14, 2011