```
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     3,362:       145        207          3      2,609      2,503      2,757      2,713:       605        649
Old  :     3,362:       145        207          3      2,609      2,503      2,757      2,713:       605        649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :       195:         5         15          0        172        182        177        197:        18         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        6.2        0.1       77.6       74.4       82.0       80.7:      18.0       19.3
Old  :     100.0:       4.3        6.2        0.1       77.6       74.4       82.0       80.7:      18.0       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          2         13         13         17         15:
Old  :        23:         2          2          2         13         13         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       56.5       73.4       69.1       53.2       54.7       66.8       64.5
Old  :                 56.5       56.5       73.4       69.1       53.2       54.7       66.8       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    34,480:     8,040      8,465      1,055     20,996     19,037     30,091     28,557:     4,389      5,923
Old  :    34,480:     8,040      8,465      1,055     20,996     19,037     30,091     28,557:     4,389      5,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     2,091:     1,839      1,045       -249        753      1,101      2,343      1,897:      -252        194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       24.6        3.1       60.9       55.2       87.3       82.8:      12.7       17.2
Old  :     100.0:      23.3       24.6        3.1       60.9       55.2       87.3       82.8:      12.7       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        16         15         13         27         31         51         51:
Old  :        77:        16         15         13         27         31         51         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       31.1       60.1       52.1       45.3       30.7       58.3       51.0
Old  :                 47.0       31.1       60.1       52.1       45.3       30.7       58.3       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   253,609:    79,958     35,807     37,958    106,444    136,336    224,360    210,101:    29,249     43,508
Old  :   250,732:    79,669     36,062     37,228    105,746    134,523    222,643    207,813:    28,089     42,919
Other:     2,877:       987        443         32        698      1,813      1,717      2,288:     1,160        589
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     3,979:    -1,018     -2,784      2,769      1,464       -371      3,215       -386:       764      4,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       14.1       15.0       42.0       53.8       88.5       82.8:      11.5       17.2
Old  :     100.0:      31.8       14.4       14.8       42.2       53.7       88.8       82.9:      11.2       17.1
Other:     100.0:      34.3       15.4        1.1       24.3       63.0       59.7       79.5:      40.3       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:       107         69        107         54         82        231        213:
Old  :       293:       107         73        105         54         82        229        213:
Other:        43:        11          8          2          6         17         19         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       19.3       30.2       27.4       17.3       17.1       28.8       24.3
Old  :                 17.7       19.3       30.5       27.5       17.5       17.2       29.1       24.2
Other:                 35.0       47.9       49.5       62.6       35.0       47.9       49.5       62.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   322,239:   111,987     53,835     43,077    138,432    167,273    293,496    264,185:    28,743     58,054
Old  :   322,239:   111,987     53,835     43,077    138,432    167,273    293,496    264,185:    28,743     58,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -7,321:    -9,473     -3,554       -125      2,541     -3,225     -7,057     -6,904:      -264       -417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       16.7       13.4       43.0       51.9       91.1       82.0:       8.9       18.0
Old  :     100.0:      34.8       16.7       13.4       43.0       51.9       91.1       82.0:       8.9       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       135         63        113         81        163        271        300:
Old  :       394:       135         63        113         81        163        271        300:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       13.3       32.7       20.6       19.7       12.7       31.7       19.4
Old  :                 19.7       13.3       32.7       20.6       19.7       12.7       31.7       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,526:     3,757      4,279      1,357      2,832      2,265      7,946      7,901:     1,580      1,625
Old  :     9,526:     3,757      4,279      1,357      2,832      2,265      7,946      7,901:     1,580      1,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :       183:      -332       -641        513        -56        572        125        444:        58       -261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4       44.9       14.2       29.7       23.8       83.4       82.9:      16.6       17.1
Old  :     100.0:      39.4       44.9       14.2       29.7       23.8       83.4       82.9:      16.6       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        23         32         14         19         22         54         61:
Old  :        87:        23         32         14         19         22         54         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       24.1       54.5       39.6       39.3       23.7       52.3       37.4
Old  :                 39.3       24.1       54.5       39.6       39.3       23.7       52.3       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    32,505:    13,800      4,213      5,532      7,135      6,748     26,467     16,493:     6,038     16,012
Old  :    32,505:    13,800      4,213      5,532      7,135      6,748     26,467     16,493:     6,038     16,012
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -1,454:      -303        -31        258       -892       -838       -937       -611:      -517       -843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5       13.0       17.0       22.0       20.8       81.4       50.7:      18.6       49.3
Old  :     100.0:      42.5       13.0       17.0       22.0       20.8       81.4       50.7:      18.6       49.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        52         31         35         35         49        109        101:
Old  :       153:        52         31         35         35         49        109        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2        9.2       27.0       15.1       16.2        7.0       24.2       11.4
Old  :                 16.2        9.2       27.0       15.1       16.2        7.0       24.2       11.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   105,529:     9,335        127      3,929     91,720    100,838    104,984    104,894:       545        635
Old  :   105,529:     9,335        127      3,929     91,720    100,838    104,984    104,894:       545        635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     8,397:         0          0          0      8,227      8,197      8,227      8,197:       170        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        0.1        3.7       86.9       95.6       99.5       99.4:       0.5        0.6
Old  :     100.0:       8.8        0.1        3.7       86.9       95.6       99.5       99.4:       0.5        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          1          1         15         15         19         17:
Old  :        22:         4          1          1         15         15         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       70.3       85.3       86.5       57.6       58.1       64.9       65.2
Old  :                 70.6       70.3       85.3       86.5       57.6       58.1       64.9       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   129,151:    29,041     51,185        194     73,856     54,766    103,091    106,145:    26,060     23,006
Old  :   129,151:    29,041     51,185        194     73,856     54,766    103,091    106,145:    26,060     23,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     5,184:       222      5,151         14      7,707     -2,083      7,943      3,082:    -2,759      2,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       39.6        0.2       57.2       42.4       79.8       82.2:      20.2       17.8
Old  :     100.0:      22.5       39.6        0.2       57.2       42.4       79.8       82.2:      20.2       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        17         20          3         25         25         44         46:
Old  :        76:        17         20          3         25         25         44         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       56.2       57.8       64.7       41.5       56.1       57.1       63.0
Old  :                 41.8       56.2       57.8       64.7       41.5       56.1       57.1       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    31,022:     4,049      9,919        121     17,929      7,588     22,099     17,628:     8,923     13,394
Old  :    31,022:     4,049      9,919        121     17,929      7,588     22,099     17,628:     8,923     13,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :       816:    -1,259      2,707         -6      2,621     -1,625      1,356      1,076:      -540       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       32.0        0.4       57.8       24.5       71.2       56.8:      28.8       43.2
Old  :     100.0:      13.1       32.0        0.4       57.8       24.5       71.2       56.8:      28.8       43.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4         14          1         10         11         14         26:
Old  :        35:         4         14          1         10         11         14         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       32.6       65.2       40.8       53.0       32.6       64.1       39.9
Old  :                 53.0       32.6       65.2       40.8       53.0       32.6       64.1       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   116,535:     6,166     37,748        806    102,807     67,935    109,779    106,489:     6,756     10,046
Old  :   116,535:     6,166     37,748        806    102,807     67,935    109,779    106,489:     6,756     10,046
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    10,839:   -11,692      4,869         73     18,775        570      7,156      5,512:     3,683      5,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       32.4        0.7       88.2       58.3       94.2       91.4:       5.8        8.6
Old  :     100.0:       5.3       32.4        0.7       88.2       58.3       94.2       91.4:       5.8        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        17         31          2         22         26         40         59:
Old  :        89:        17         31          2         22         26         40         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.8       42.1       83.6       60.6       69.8       40.5       72.7       52.1
Old  :                 69.8       42.1       83.6       60.6       69.8       40.5       72.7       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   160,287:    20,691     57,325        553    126,010     75,198    147,254    133,076:    13,033     27,211
Old  :   160,287:    20,691     57,325        553    126,010     75,198    147,254    133,076:    13,033     27,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     9,585:    -2,664      1,106        117     13,527      5,178     10,980      6,401:    -1,395      3,184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       35.8        0.3       78.6       46.9       91.9       83.0:       8.1       17.0
Old  :     100.0:      12.9       35.8        0.3       78.6       46.9       91.9       83.0:       8.1       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        20         31          4         29         22         50         56:
Old  :        91:        20         31          4         29         22         50         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       50.6       63.1       60.0       43.7       49.2       62.3       58.6
Old  :                 43.9       50.6       63.1       60.0       43.7       49.2       62.3       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   149,571:    57,018     13,838         58     71,333    111,966    128,409    125,862:    21,162     23,709
Old  :   149,571:    57,018     13,838         58     71,333    111,966    128,409    125,862:    21,162     23,709
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     7,338:     7,102     -2,398         26        216     11,147      7,344      8,775:        -6     -1,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1        9.3        0.0       47.7       74.9       85.9       84.1:      14.1       15.9
Old  :     100.0:      38.1        9.3        0.0       47.7       74.9       85.9       84.1:      14.1       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        30         22          3         22         21         54         44:
Old  :        88:        30         22          3         22         21         54         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       60.7       61.9       68.6       49.6       60.6       61.4       68.2
Old  :                 49.6       60.7       61.9       68.6       49.6       60.6       61.4       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   260,064:    25,943    111,011      3,180    199,707     81,373    228,830    195,564:    31,234     64,500
Old  :   260,064:    25,943    111,011      3,180    199,707     81,373    228,830    195,564:    31,234     64,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    15,512:     1,895     10,816      1,635     12,099      2,236     15,629     14,687:      -117        825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       42.7        1.2       76.8       31.3       88.0       75.2:      12.0       24.8
Old  :     100.0:      10.0       42.7        1.2       76.8       31.3       88.0       75.2:      12.0       24.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        29         67         17         51         45         89        120:
Old  :       175:        29         67         17         51         45         89        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       26.8       54.7       36.8       41.9       26.8       52.3       36.3
Old  :                 44.2       26.8       54.7       36.8       41.9       26.8       52.3       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    26,870:    12,639      4,723          0     12,745     19,574     25,384     24,297:     1,486      2,573
Old  :    26,870:    12,639      4,723          0     12,745     19,574     25,384     24,297:     1,486      2,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :       904:    -1,616      1,082          0      2,938       -743      1,322        339:      -418        565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0       17.6        0.0       47.4       72.8       94.5       90.4:       5.5        9.6
Old  :     100.0:      47.0       17.6        0.0       47.4       72.8       94.5       90.4:       5.5        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         8         16          0          6         10         14         26:
Old  :        39:         8         16          0          6         10         14         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.1       53.6       89.9       68.8       77.1       53.6       89.9       68.8
Old  :                 77.1       53.6       89.9       68.8       77.1       53.6       89.9       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  : 8,641,460:   418,666  1,223,778  1,561,474  5,949,653  4,824,218  7,929,793  7,609,470:   711,667  1,031,990
Old  : 8,641,460:   418,666  1,223,778  1,561,474  5,949,653  4,824,218  7,929,793  7,609,470:   711,667  1,031,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    20,918:   -96,061     36,530     58,597     96,210    -71,012     58,746     24,115:   -37,828     -3,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       14.2       18.1       68.9       55.8       91.8       88.1:       8.2       11.9
Old  :     100.0:       4.8       14.2       18.1       68.9       55.8       91.8       88.1:       8.2       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        33         69         85        135        145        225        255:
Old  :       268:        33         69         85        135        145        225        255:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       23.0       46.8       35.5       30.1       17.4       36.9       23.8
Old  :                 35.3       23.0       46.8       35.5       30.1       17.4       36.9       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   901,580:    53,817    110,744     23,833    694,906    649,763    772,556    784,341:   129,024    117,240
Old  :   901,580:    53,817    110,744     23,833    694,906    649,763    772,556    784,341:   129,024    117,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     3,695:    -8,898      2,605     -7,205     17,383      8,280      1,280      3,680:     2,415         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       12.3        2.6       77.1       72.1       85.7       87.0:      14.3       13.0
Old  :     100.0:       6.0       12.3        2.6       77.1       72.1       85.7       87.0:      14.3       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       578:        85        130         52        240        256        358        407:
Old  :       578:        85        130         52        240        256        358        407:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       10.9       26.3       18.7       13.6        8.8       21.9       15.0
Old  :                 16.7       10.9       26.3       18.7       13.6        8.8       21.9       15.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   294,476:    21,425     17,669      1,420    201,823    208,412    224,668    227,501:    69,808     66,975
Old  :   294,476:    21,425     17,669      1,420    201,823    208,412    224,668    227,501:    69,808     66,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :   -10,893:    -9,557       -708       -234     -1,862    -12,138    -11,653    -13,080:       760      2,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        6.0        0.5       68.5       70.8       76.3       77.3:      23.7       22.7
Old  :     100.0:       7.3        6.0        0.5       68.5       70.8       76.3       77.3:      23.7       22.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        13         16          7         62         54         78         74:
Old  :       120:        13         16          7         62         54         78         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       24.2       35.8       34.5       24.2       23.5       33.8       31.8
Old  :                 25.4       24.2       35.8       34.5       24.2       23.5       33.8       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,035,521:   231,750    535,165     42,277  2,465,413  2,206,756  2,739,440  2,784,198:   296,081    251,323
Old  : 3,035,521:   231,750    535,165     42,277  2,465,413  2,206,756  2,739,440  2,784,198:   296,081    251,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    72,942:   -34,991    -21,719      3,431     96,225    102,090     64,665     83,802:     8,277    -10,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       17.6        1.4       81.2       72.7       90.2       91.7:       9.8        8.3
Old  :     100.0:       7.6       17.6        1.4       81.2       72.7       90.2       91.7:       9.8        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       549:        81        128         40        214        234        321        377:
Old  :       549:        81        128         40        214        234        321        377:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       11.9       32.1       20.0       19.6       11.6       28.9       19.2
Old  :                 22.2       11.9       32.1       20.0       19.6       11.6       28.9       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   117,120:     8,349      5,152      1,275     98,107    105,106    107,731    111,533:     9,389      5,587
Old  :   117,120:     8,349      5,152      1,275     98,107    105,106    107,731    111,533:     9,389      5,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     5,994:        83        -89      1,271      6,664      3,850      8,018      5,032:    -2,024        962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        4.4        1.1       83.8       89.7       92.0       95.2:       8.0        4.8
Old  :     100.0:       7.1        4.4        1.1       83.8       89.7       92.0       95.2:       8.0        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:         9          6          1         52         33         61         40:
Old  :        88:         9          6          1         52         33         61         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       39.5       51.6       61.9       32.3       39.4       49.3       58.2
Old  :                 33.2       39.5       51.6       61.9       32.3       39.4       49.3       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    94,718:    10,511      7,344      1,704     63,666     69,695     75,882     78,744:    18,836     15,974
Old  :    94,718:    10,511      7,344      1,704     63,666     69,695     75,882     78,744:    18,836     15,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -7,284:    -4,394      3,891     -1,263       -923    -10,659     -6,579     -8,031:      -705        747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        7.8        1.8       67.2       73.6       80.1       83.1:      19.9       16.9
Old  :     100.0:      11.1        7.8        1.8       67.2       73.6       80.1       83.1:      19.9       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        45         32         12         77         86        128        124:
Old  :       212:        45         32         12         77         86        128        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       25.4       37.9       39.3       23.0       25.2       31.7       34.7
Old  :                 28.0       25.4       37.9       39.3       23.0       25.2       31.7       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    30,644:       980        538         50     15,210     28,634     16,240     29,222:    14,404      1,422
Old  :    30,644:       980        538         50     15,210     28,634     16,240     29,222:    14,404      1,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -2,027:    -1,474          0          0       -917     -1,964     -2,391     -1,964:       364        -63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        1.8        0.2       49.6       93.4       53.0       95.4:      47.0        4.6
Old  :     100.0:       3.2        1.8        0.2       49.6       93.4       53.0       95.4:      47.0        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          1          1          9         13         11         14:
Old  :        23:         1          1          1          9         13         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       59.7       51.0       85.5       40.7       59.7       50.9       85.5
Old  :                 40.7       59.7       51.0       85.5       40.7       59.7       50.9       85.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   320,368:    51,867     38,243      4,060    242,282    205,305    298,209    247,608:    22,159     72,760
Old  :   320,368:    51,867     38,243      4,060    242,282    205,305    298,209    247,608:    22,159     72,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :   -26,285:   -22,657     11,395      1,744        -28    -43,475    -20,941    -30,336:    -5,344      4,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       11.9        1.3       75.6       64.1       93.1       77.3:       6.9       22.7
Old  :     100.0:      16.2       11.9        1.3       75.6       64.1       93.1       77.3:       6.9       22.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        44         33         10         72         82        121        120:
Old  :       211:        44         33         10         72         82        121        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       20.3       42.8       31.0       30.5       20.1       42.0       30.8
Old  :                 31.0       20.3       42.8       31.0       30.5       20.1       42.0       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   128,192:    43,450     25,490          7     63,506     83,333    106,963    108,830:    21,229     19,362
Old  :   128,192:    43,450     25,490          7     63,506     83,333    106,963    108,830:    21,229     19,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -8,273:   -13,902     -7,532          7      5,447     -2,064     -8,448     -9,589:       175      1,316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       19.9        0.0       49.5       65.0       83.4       84.9:      16.6       15.1
Old  :     100.0:      33.9       19.9        0.0       49.5       65.0       83.4       84.9:      16.6       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        20         24          1         20         20         40         45:
Old  :        77:        20         24          1         20         20         40         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       49.6       66.3       65.6       45.9       48.6       66.3       64.6
Old  :                 45.9       49.6       66.3       65.6       45.9       48.6       66.3       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    30,572:     4,507      8,130         47     19,381      8,114     23,935     16,291:     6,637     14,281
Old  :    30,572:     4,507      8,130         47     19,381      8,114     23,935     16,291:     6,637     14,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :       531:       399     -1,120        -20       -178        576        201       -564:       330      1,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       26.6        0.2       63.4       26.5       78.3       53.3:      21.7       46.7
Old  :     100.0:      14.7       26.6        0.2       63.4       26.5       78.3       53.3:      21.7       46.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         8          8          1         22         10         30         19:
Old  :        45:         8          8          1         22         10         30         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       33.7       46.5       45.6       27.6       33.7       46.1       45.6
Old  :                 27.9       33.7       46.5       45.6       27.6       33.7       46.1       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    49,442:     7,752      7,464      1,793     32,836     16,505     42,381     25,762:     7,061     23,680
Old  :    49,442:     7,752      7,464      1,793     32,836     16,505     42,381     25,762:     7,061     23,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     2,043:       157      1,116       -491      1,627      1,857      1,293      2,482:       750       -439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       15.1        3.6       66.4       33.4       85.7       52.1:      14.3       47.9
Old  :     100.0:      15.7       15.1        3.6       66.4       33.4       85.7       52.1:      14.3       47.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        10          8          3         32         22         44         31:
Old  :        67:        10          8          3         32         22         44         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       19.4       45.8       32.5       29.2       18.7       44.8       29.5
Old  :                 30.2       19.4       45.8       32.5       29.2       18.7       44.8       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 28, 2011