BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY 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:        3,560
COMMITMENTS
       0       69       24    3,120    3,183    3,144    3,276      416      284

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:         46)
       0        9       -8       66       27       58       28      -12       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.7     87.6     89.4     88.3     92.0     11.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       17       12       19       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/25/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,802
COMMITMENTS
   5,034    4,295    1,201   15,978   18,805   22,213   24,301    5,589    3,501

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,591)
   1,045      716      -75      757      858    1,727    1,499     -136       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     15.4      4.3     57.5     67.6     79.9     87.4     20.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      21       12       13       28       27       56       45
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY 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:      225,629
COMMITMENTS
  73,431   70,418   44,217   84,017   78,918  201,665  193,553   23,964   32,076

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -15,687)
  -8,486   -3,643   -2,705   -2,454   -8,548  -13,645  -14,896   -2,042     -791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     31.2     19.6     37.2     35.0     89.4     85.8     10.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      89       90      108       53       72      206      222
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY 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:      284,818
COMMITMENTS
  91,022   64,696   49,437  117,015  128,517  257,474  242,650   27,344   42,168

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -9,540)
  -8,441     -439      461   -1,004   -6,530   -8,984   -6,508     -556   -3,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     22.7     17.4     41.1     45.1     90.4     85.2      9.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     113       89      120       84      140      263      301
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY 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:        8,085
COMMITMENTS
   3,312    2,383      566    2,699    3,628    6,577    6,577    1,508    1,508

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        -97)
      66     -154        3     -201      -97     -132     -248       35      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     29.5      7.0     33.4     44.9     81.3     81.3     18.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      28       18        8       17       23       52       44
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY 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:       33,243
COMMITMENTS
   8,071   10,182    6,855   11,573    4,559   26,499   21,596    6,744   11,647

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        332)
   1,578      678     -731        8      -29      855      -82     -523      414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     30.6     20.6     34.8     13.7     79.7     65.0     20.3     35.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      25       52       43       39       32       94      108
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY 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:        5,797
COMMITMENTS
     216    1,596       84    5,026    3,916    5,326    5,596      471      201

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        158)
      27       74       31      103       62      161      167       -3       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     27.5      1.4     86.7     67.6     91.9     96.5      8.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        7        8       11       10       20       21
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY 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:       87,388
COMMITMENTS
   8,398    5,072    2,047   76,347   79,829   86,792   86,948      596      440

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -2,362)
    -105     -291   -2,047     -229     -194   -2,381   -2,532       19      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY 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:      210,066
COMMITMENTS
 123,643   18,297      788   36,716  173,003  161,147  192,088   48,919   17,978

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -86,933)
  -3,045    3,490   -9,583  -75,077  -77,528  -87,705  -83,621      772   -3,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.9      8.7      0.4     17.5     82.4     76.7     91.4     23.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      40       20        5       21       29       64       52
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY 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:       37,328
COMMITMENTS
  13,567   14,471        0    8,659   13,129   22,226   27,600   15,102    9,728

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -1,121)
     -59   -3,682        0   -1,863    4,539   -1,922      857      801   -1,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     38.8      0.0     23.2     35.2     59.5     73.9     40.5     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12       12        0        5       10       17       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      172,103
COMMITMENTS
  60,809   33,672      135   67,667  121,589  128,611  155,396   43,492   16,707

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     20,798)
   8,212   -4,513     -443   10,251   26,821   18,020   21,865    2,778   -1,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     19.6      0.1     39.3     70.6     74.7     90.3     25.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      36       23        4       17       33       55       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY 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:      137,692
COMMITMENTS
  47,318   26,207       10   65,054   76,712  112,382  102,929   25,310   34,763

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      8,830)
   5,818      183   -1,089    1,468    7,697    6,197    6,791    2,633    2,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     19.0      0.0     47.2     55.7     81.6     74.8     18.4     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       27        1       22       23       46       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY 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:      218,363
COMMITMENTS
  53,345  103,583    1,694  119,654   59,930  174,693  165,207   43,670   53,156

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -16,031)
   4,528  -18,716      283  -21,230    6,111  -16,419  -12,322      388   -3,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     47.4      0.8     54.8     27.4     80.0     75.7     20.0     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      45       53       11       46       53       97      111
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:    8,177,263
COMMITMENTS
 1588117  453,959  1295257  4445495  5468184  7328869  7217400  848,394  959,863

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    195,931)
 -37,549  -70,866   55,620  166,039  174,737  184,110  159,491   11,821   36,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      5.6     15.8     54.4     66.9     89.6     88.3     10.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      75       25       75      115      125      219      203
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY 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:      754,465
COMMITMENTS
  96,443   70,052   14,686  525,973  590,713  637,103  675,452  117,362   79,013

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:   -221,560)
    -942   -8,677  -16,661 -179,620 -171,043 -197,223 -196,381  -24,337  -25,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      9.3      1.9     69.7     78.3     84.4     89.5     15.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      550)
     117       92       43      226      230      363      345
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY 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:      188,201
COMMITMENTS
   7,390    7,479      262  119,665  143,648  127,317  151,389   60,884   36,812

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -70,943)
  -8,744      -40     -867  -48,542  -55,485  -58,153  -56,392  -12,790  -14,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      4.0      0.1     63.6     76.3     67.6     80.4     32.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
       8        5        3       44       51       54       57
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY 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:    2,831,321
COMMITMENTS
 461,514  329,114   55,874  2031542  2235327  2548930  2620315  282,391  211,006

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:   -753,085)
   8,703  -73,490  -48,662 -655,392 -577,791 -695,351 -699,943  -57,734  -53,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     11.6      2.0     71.8     78.9     90.0     92.5     10.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      523)
     117       90       40      207      209      342      321
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY 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 TRADERS
    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+
FUTURES ONLY 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:       82,047
COMMITMENTS
  28,512    3,827      658   45,679   75,074   74,849   79,560    7,199    2,488

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -64,744)
  -1,244     -324   -2,658  -53,094  -55,043  -56,996  -58,025   -7,747   -6,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      4.7      0.8     55.7     91.5     91.2     97.0      8.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      77       26       11       65       70      147      102
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY 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:      410,237
COMMITMENTS
 142,560   19,137    3,291  228,393  375,371  374,244  397,799   35,993   12,438

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:   -187,593)
  -9,883      590   -7,199 -169,485 -152,693 -186,567 -159,302   -1,026  -28,291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      4.7      0.8     55.7     91.5     91.2     97.0      8.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      77       26       11       65       70      147      102
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY 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:      178,886
COMMITMENTS
 119,144   29,582      174   24,563  127,147  143,881  156,903   35,005   21,983

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      4,428)
   2,135  -18,181      154     -372   20,962    1,917    2,935    2,511    1,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6     16.5      0.1     13.7     71.1     80.4     87.7     19.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       27        2       14       30       47       58
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
 

Updated September 28, 2012