MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,775
COMMITMENTS
   4,621    4,626      698   14,453   16,797   19,772   22,121    6,003    3,654

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        527)
    -242      171      -98      487      410      147      483      380       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     17.9      2.7     56.1     65.2     76.7     85.8     23.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      16       14       13       24       23       49       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      214,198
COMMITMENTS
  72,944   51,657   42,468   75,498   86,137  190,910  180,262   23,288   33,936

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -8,387)
   1,554   -7,360   -6,396   -3,023    5,555   -7,865   -8,201     -522     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     24.1     19.8     35.2     40.2     89.1     84.2     10.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      81       92       99       46       73      194      218
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      284,322
COMMITMENTS
  86,826   81,741   43,694  125,411  116,114  255,931  241,549   28,391   42,773

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      5,924)
     116    2,289    3,507    1,004     -770    4,627    5,026    1,297      898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     28.7     15.4     44.1     40.8     90.0     85.0     10.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      85      117      117       94      133      256      314
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,606
COMMITMENTS
   3,249    2,305      151    2,546    3,588    5,946    6,044    1,660    1,562

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        490)
     201     -294      -74      159      754      286      386      204      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7     30.3      2.0     33.5     47.2     78.2     79.5     21.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      30       18        7       21       26       57       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,140
COMMITMENTS
   7,735   10,049    4,366   10,800    4,245   22,901   18,660    6,239   10,480

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:       -130)
     675      454     -449     -174       23       52       28     -182     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     34.5     15.0     37.1     14.6     78.6     64.0     21.4     36.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      24       52       34       46       28       92       99
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,634
COMMITMENTS
     101    1,225       83    4,001    3,198    4,185    4,506      449      128

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:         36)
     -11      -33        0       61       67       50       34      -14        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     26.4      1.8     86.3     69.0     90.3     97.2      9.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        7        7       11       10       18       22
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       87,523
COMMITMENTS
   8,003    5,072    2,326   76,595   79,725   86,924   87,123      599      400

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:       -365)
     179        0        0     -641     -323     -462     -323       97      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      5.8      2.7     87.5     91.1     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       16       16       18       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      189,466
COMMITMENTS
 106,369   12,619    1,137   38,298  157,782  145,804  171,538   43,662   17,928

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -3,127)
      69    1,947      428   -2,165   -4,490   -1,668   -2,115   -1,459   -1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.1      6.7      0.6     20.2     83.3     77.0     90.5     23.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      39       22        5       21       25       62       51
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       36,487
COMMITMENTS
  10,289   11,481        9    8,978   14,275   19,276   25,765   17,211   10,722

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      1,223)
  -1,387     -501        6     -615    2,933   -1,996    2,438    3,219   -1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     31.5      0.0     24.6     39.1     52.8     70.6     47.2     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        9        1        6       11       15       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      208,782
COMMITMENTS
 139,787    4,331      676   59,521  201,803  199,984  206,810    8,798    1,972

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:       -475)
     395    1,331      196     -593     -962       -2      565     -473   -1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0      2.1      0.3     28.5     96.7     95.8     99.1      4.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      97       13        6       17       21      117       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      164,454
COMMITMENTS
  54,010   34,411      240   68,945  111,964  123,195  146,615   41,259   17,839

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      2,997)
    -180    2,793      -66     -682      445     -928    3,172    3,925     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     20.9      0.1     41.9     68.1     74.9     89.2     25.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      32       24        4       19       31       52       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      131,343
COMMITMENTS
  42,767   32,681    1,111   69,304   61,777  113,182   95,569   18,161   35,774

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      3,901)
   1,989    4,817    1,079    2,783   -3,857    5,851    2,039   -1,950    1,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     24.9      0.8     52.8     47.0     86.2     72.8     13.8     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      21       37        6       24       21       47       62
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      219,809
COMMITMENTS
  42,041   95,536    3,420  131,046   63,590  176,507  162,546   43,302   57,263

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -7,732)
   2,095  -16,980      218  -11,496    3,446   -9,183  -13,316    1,451    5,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     43.5      1.6     59.6     28.9     80.3     73.9     19.7     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      40       53       11       48       49       93      108
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       27,658
COMMITMENTS
  18,773      532       59    8,150   26,461   26,982   27,052      676      606

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      6,863)
     200        0        0    6,721    6,739    6,921    6,739      -58      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.9      1.9      0.2     29.5     95.7     97.6     97.8      2.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        1        1        7        9       16       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       29,486
COMMITMENTS
  20,646    4,362      137    3,950   23,402   24,733   27,901    4,753    1,585

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -1,011)
    -429       -3        0       93     -721     -336     -724     -675     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.0     14.8      0.5     13.4     79.4     83.9     94.6     16.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      28       12        1        5       13       34       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,271,822
COMMITMENTS
 1528370  548,538  1272639  4549341  5459935  7350350  7281112  921,472  990,710

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     45,814)
  76,398   68,008  -54,245   29,509  -10,102   51,662    3,661   -5,848   42,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      6.6     15.4     55.0     66.0     88.9     88.0     11.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      59       39       77      114      121      217      203
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      784,344
COMMITMENTS
 100,149   69,284   15,099  555,753  620,245  671,001  704,628  113,343   79,717

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      9,058)
   4,191   -4,794      592    2,233    7,525    7,015    3,323    2,043    5,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      8.8      1.9     70.9     79.1     85.5     89.8     14.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      566)
     136       87       41      234      220      386      332
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      198,942
COMMITMENTS
  10,712    6,874      257  127,447  154,876  138,416  162,007   60,526   36,935

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      4,075)
     357      -96      -41    3,446      743    3,762      606      313    3,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      3.5      0.1     64.1     77.8     69.6     81.4     30.4     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      11        8        2       50       48       62       57
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,927,011
COMMITMENTS
 465,125  329,991   56,267  2141532  2326845  2662924  2713103  264,087  213,908

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     24,914)
  12,693  -29,968    9,639   -6,066   33,912   16,266   13,583    8,648   11,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     11.3      1.9     73.2     79.5     91.0     92.7      9.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      534)
     132       85       37      215      198      362      305
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      113,710
COMMITMENTS
  15,578    3,357      227   84,991  107,435  100,796  111,019   12,914    2,691

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        205)
    -628      -50      -36      122      310     -542      224      747      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      3.0      0.2     74.7     94.5     88.6     97.6     11.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      17        3        2       53       38       70       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       77,919
COMMITMENTS
  21,114    6,713      896   50,011   67,538   72,022   75,147    5,897    2,773

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -1,839)
  -3,291   -1,151     -298    2,023     -351   -1,566   -1,800     -274      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      8.6      1.2     64.2     86.7     92.4     96.4      7.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      76       29       11       75       74      155      110
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      389,596
COMMITMENTS
 105,572   33,563    4,481  250,057  337,689  360,110  375,733   29,486   13,863

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -9,196)
 -16,453   -5,756   -1,488   10,113   -1,757   -7,828   -9,001   -1,368     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      8.6      1.2     64.2     86.7     92.4     96.4      7.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      76       29       11       75       74      155      110
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      162,167
COMMITMENTS
  77,802   39,358      543   56,422   99,112  134,767  139,013   27,400   23,154

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:       -635)
    -722      648     -180    1,420       91      518      559   -1,153   -1,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     24.3      0.3     34.8     61.1     83.1     85.7     16.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      28       30        5       17       30       46       64
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       25,197
COMMITMENTS
   5,543    2,980        0   13,744    7,693   19,287   10,673    5,910   14,524

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      4,412)
   3,054      756        0    1,364      265    4,418    1,021       -6    3,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     11.8      0.0     54.5     30.5     76.5     42.4     23.5     57.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        4        0       18        9       26       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       41,551
COMMITMENTS
   6,863    8,147      215   24,334   20,209   31,412   28,571   10,139   12,980

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      7,010)
   2,681    1,742      145     -315    1,552    2,511    3,439    4,499    3,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     19.6      0.5     58.6     48.6     75.6     68.8     24.4     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      12       11        2       23       20       36       32
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:        9,597
COMMITMENTS
   5,481    1,592        0    3,168    7,790    8,649    9,382      948      215

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        301)
    -376      601        0      778     -337      402      264     -101       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1     16.6      0.0     33.0     81.2     90.1     97.8      9.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        3        0        6        2       15        5
 

Updated June 29, 2007