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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :     4,422:       120        849        114      3,464      3,237      3,698      4,200:       725        222
Old  :     4,422:       120        849        114      3,464      3,237      3,698      4,200:       725        222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :      -550:       -76       -196        -22       -431       -243       -529       -461:       -22        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       19.2        2.6       78.3       73.2       83.6       95.0:      16.4        5.0
Old  :     100.0:       2.7       19.2        2.6       78.3       73.2       83.6       95.0:      16.4        5.0
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  :        24:         1          4          2         12         11         15         15:
Old  :        24:         1          4          2         12         11         15         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  :                 55.2       56.8       75.0       76.5       54.7       53.5       69.6       69.4
Old  :                 55.2       56.8       75.0       76.5       54.7       53.5       69.6       69.4
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :    52,060:     7,772      1,698     11,937     24,642     28,632     44,351     42,268:     7,709      9,792
Old  :    52,060:     7,772      1,698     11,937     24,642     28,632     44,351     42,268:     7,709      9,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    -6,838:    -1,113       -131     -1,948     -3,862     -4,135     -6,923     -6,214:        85       -624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        3.3       22.9       47.3       55.0       85.2       81.2:      14.8       18.8
Old  :     100.0:      14.9        3.3       22.9       47.3       55.0       85.2       81.2:      14.8       18.8
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  :        84:        26          7         23         36         37         70         60:
Old  :        84:        26          7         23         36         37         70         60:
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  :                 30.3       31.0       43.4       45.6       29.8       29.4       36.7       41.2
Old  :                 30.3       31.0       43.4       45.6       29.8       29.4       36.7       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :     4,091:     1,934          0         38      1,922      3,286      3,894      3,324:       197        767
Old  :     4,091:     1,934          0         38      1,922      3,286      3,894      3,324:       197        767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :      -606:      -496          0         -2       -131       -447       -630       -449:        24       -157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.3        0.0        0.9       47.0       80.3       95.2       81.3:       4.8       18.7
Old  :     100.0:      47.3        0.0        0.9       47.0       80.3       95.2       81.3:       4.8       18.7
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  :        21:         4          0          1          6         12         10         13:
Old  :        21:         4          0          1          6         12         10         13:
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  :                 71.7       55.1       91.2       74.6       71.7       55.1       91.2       74.6
Old  :                 71.7       55.1       91.2       74.6       71.7       55.1       91.2       74.6
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :   283,121:    60,830     35,718     79,596    118,885    130,285    259,310    245,599:    23,811     37,523
Old  :   173,696:    46,781     46,836     37,536     75,807     68,784    160,124    153,156:    13,572     20,540
Other:   109,425:    33,031      7,863     23,078     43,078     61,501     99,187     92,443:    10,239     16,982
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :     5,523:      -204       -981      2,050      2,732      4,049      4,578      5,118:       945        404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       12.6       28.1       42.0       46.0       91.6       86.7:       8.4       13.3
Old  :     100.0:      26.9       27.0       21.6       43.6       39.6       92.2       88.2:       7.8       11.8
Other:     100.0:      30.2        7.2       21.1       39.4       56.2       90.6       84.5:       9.4       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        91         73        106         55         73        207        207:
Old  :       249:        83         87         88         39         68        170        197:
Other:       166:        59         29         40         47         62        127        114:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       20.8       32.1       30.4       18.6       18.3       30.2       26.0
Old  :                 22.1       20.3       33.2       28.5       21.6       17.9       31.7       25.3
Other:                 21.3       24.6       35.8       38.4       20.9       21.6       34.5       32.3
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :   431,785:    94,761     33,759    129,844    179,736    197,377    404,341    360,981:    27,444     70,805
Old  :   431,785:    94,761     33,759    129,844    179,736    197,377    404,341    360,981:    27,444     70,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :     4,196:       544     -2,123      1,519        197      4,465      2,261      3,861:     1,935        335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        7.8       30.1       41.6       45.7       93.6       83.6:       6.4       16.4
Old  :     100.0:      21.9        7.8       30.1       41.6       45.7       93.6       83.6:       6.4       16.4
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  :       404:       106         94        139        101        175        292        341:
Old  :       404:       106         94        139        101        175        292        341:
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  :                 21.9       14.9       32.7       21.4       21.2       12.5       31.3       17.1
Old  :                 21.9       14.9       32.7       21.4       21.2       12.5       31.3       17.1
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :     9,313:     3,881      4,499        542      2,965      2,313      7,388      7,354:     1,924      1,958
Old  :     9,313:     3,881      4,499        542      2,965      2,313      7,388      7,354:     1,924      1,958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :      -511:       -73       -223       -194       -139        281       -406       -136:      -105       -375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       48.3        5.8       31.8       24.8       79.3       79.0:      20.7       21.0
Old  :     100.0:      41.7       48.3        5.8       31.8       24.8       79.3       79.0:      20.7       21.0
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  :        82:        25         33         13         13         18         46         57:
Old  :        82:        25         33         13         13         18         46         57:
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  :                 42.1       23.9       57.8       39.0       42.1       23.9       57.8       38.3
Old  :                 42.1       23.9       57.8       39.0       42.1       23.9       57.8       38.3
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :    44,430:    14,920      3,249     10,119     12,173     10,039     37,211     23,408:     7,219     21,023
Old  :    44,430:    14,920      3,249     10,119     12,173     10,039     37,211     23,408:     7,219     21,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :     1,645:     1,581       -219        511       -765        629      1,328        920:       317        725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        7.3       22.8       27.4       22.6       83.8       52.7:      16.2       47.3
Old  :     100.0:      33.6        7.3       22.8       27.4       22.6       83.8       52.7:      16.2       47.3
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  :       172:        47         29         45         46         72        121        127:
Old  :       172:        47         29         45         46         72        121        127:
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  :                 17.9       10.7       31.7       17.4       17.8        5.9       30.1        9.2
Old  :                 17.9       10.7       31.7       17.4       17.8        5.9       30.1        9.2
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :   102,974:    13,948          0        501     86,852    101,355    101,301    101,855:     1,673      1,119
Old  :   102,974:    13,948          0        501     86,852    101,355    101,301    101,855:     1,673      1,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :       781:       794       -527        125       -244      1,181        675        779:       106          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        0.0        0.5       84.3       98.4       98.4       98.9:       1.6        1.1
Old  :     100.0:      13.5        0.0        0.5       84.3       98.4       98.4       98.9:       1.6        1.1
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  :        26:         8          0          3         16         16         24         19:
Old  :        26:         8          0          3         16         16         24         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  :                 73.3       68.2       86.3       85.6       65.4       56.0       71.4       67.6
Old  :                 73.3       68.2       86.3       85.6       65.4       56.0       71.4       67.6
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :   117,168:    30,645     25,273      3,416     30,492     67,627     64,553     96,316:    52,615     20,851
Old  :   117,168:    30,645     25,273      3,416     30,492     67,627     64,553     96,316:    52,615     20,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    15,866:     8,772      1,526        904     -1,281     16,164      8,395     18,594:     7,471     -2,727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       21.6        2.9       26.0       57.7       55.1       82.2:      44.9       17.8
Old  :     100.0:      26.2       21.6        2.9       26.0       57.7       55.1       82.2:      44.9       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  :        86:        31         15          8         23         31         60         48:
Old  :        86:        31         15          8         23         31         60         48:
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  :                 14.9       32.4       23.3       45.9       13.9       32.4       21.9       45.7
Old  :                 14.9       32.4       23.3       45.9       13.9       32.4       21.9       45.7
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :    50,203:    15,986     10,516        790      7,991     25,972     24,767     37,279:    25,435     12,924
Old  :    50,203:    15,986     10,516        790      7,991     25,972     24,767     37,279:    25,435     12,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    -3,896:    -5,507       -980         66      2,403     -2,699     -3,038     -3,613:      -858       -283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       20.9        1.6       15.9       51.7       49.3       74.3:      50.7       25.7
Old  :     100.0:      31.8       20.9        1.6       15.9       51.7       49.3       74.3:      50.7       25.7
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  :        43:        16          7          4         13         14         29         25:
Old  :        43:        16          7          4         13         14         29         25:
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  :                 17.3       50.1       27.5       62.0       17.3       50.1       27.5       61.5
Old  :                 17.3       50.1       27.5       62.0       17.3       50.1       27.5       61.5
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :   125,229:    89,492      6,548        246     26,965    116,012    116,703    122,806:     8,526      2,423
Old  :   125,229:    89,492      6,548        246     26,965    116,012    116,703    122,806:     8,526      2,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    26,299:    29,659     -7,208          0     -5,398     33,454     24,261     26,246:     2,038         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.5        5.2        0.2       21.5       92.6       93.2       98.1:       6.8        1.9
Old  :     100.0:      71.5        5.2        0.2       21.5       92.6       93.2       98.1:       6.8        1.9
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  :       116:        68         11          1         18         23         87         34:
Old  :       116:        68         11          1         18         23         87         34:
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  :                 36.5       64.1       52.5       83.5       36.5       64.0       52.5       83.3
Old  :                 36.5       64.1       52.5       83.5       36.5       64.0       52.5       83.3
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :   125,918:    28,736     60,096      3,400     68,757     35,785    100,893     99,281:    25,025     26,637
Old  :   125,918:    28,736     60,096      3,400     68,757     35,785    100,893     99,281:    25,025     26,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    15,687:       392     13,989        -55     13,340        768     13,677     14,703:     2,010        985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       47.7        2.7       54.6       28.4       80.1       78.8:      19.9       21.2
Old  :     100.0:      22.8       47.7        2.7       54.6       28.4       80.1       78.8:      19.9       21.2
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  :        90:        20         35         12         25         24         53         63:
Old  :        90:        20         35         12         25         24         53         63:
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  :                 28.2       30.3       43.8       41.7       28.2       29.8       42.7       41.3
Old  :                 28.2       30.3       43.8       41.7       28.2       29.8       42.7       41.3
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :   102,714:    34,607     20,335      3,596     39,551     45,770     77,754     69,700:    24,960     33,014
Old  :   102,714:    34,607     20,335      3,596     39,551     45,770     77,754     69,700:    24,960     33,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :       489:       262       -660        239       -729      2,369       -228      1,947:       717     -1,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       19.8        3.5       38.5       44.6       75.7       67.9:      24.3       32.1
Old  :     100.0:      33.7       19.8        3.5       38.5       44.6       75.7       67.9:      24.3       32.1
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  :       102:        34         32         19         28         21         69         65:
Old  :       102:        34         32         19         28         21         69         65:
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  :                 21.8       28.2       34.6       39.4       21.6       27.7       33.9       38.8
Old  :                 21.8       28.2       34.6       39.4       21.6       27.7       33.9       38.8
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :   237,636:    81,120     36,579     28,270     67,057    123,353    176,447    188,201:    61,189     49,435
Old  :   237,636:    81,120     36,579     28,270     67,057    123,353    176,447    188,201:    61,189     49,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    10,179:    13,129      3,343       -407     -3,315      9,545      9,407     12,482:       772     -2,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       15.4       11.9       28.2       51.9       74.3       79.2:      25.7       20.8
Old  :     100.0:      34.1       15.4       11.9       28.2       51.9       74.3       79.2:      25.7       20.8
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  :       184:        59         57         57         43         54        127        143:
Old  :       184:        59         57         57         43         54        127        143:
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  :                 21.0       22.3       31.3       30.3       20.9       21.6       30.3       29.6
Old  :                 21.0       22.3       31.3       30.3       20.9       21.6       30.3       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    38,168:    34,133     10,098         66      2,518     27,682     36,717     37,846:     1,451        322
Old  :    38,168:    34,133     10,098         66      2,518     27,682     36,717     37,846:     1,451        322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :      -476:     3,938    -17,111     -4,834        396     21,542       -500       -403:        24        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.4       26.5        0.2        6.6       72.5       96.2       99.2:       3.8        0.8
Old  :     100.0:      89.4       26.5        0.2        6.6       72.5       96.2       99.2:       3.8        0.8
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  :        22:        12          1          1          3          7         15          9:
Old  :        22:        12          1          1          3          7         15          9:
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  :                 88.8       90.5       93.3       99.0       88.6       90.5       93.1       99.0
Old  :                 88.8       90.5       93.3       99.0       88.6       90.5       93.1       99.0
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :    30,520:    22,648      3,662          0      3,381     25,687     26,029     29,349:     4,491      1,171
Old  :    30,520:    22,648      3,662          0      3,381     25,687     26,029     29,349:     4,491      1,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :       868:       406       -216          0        383      1,250        789      1,034:        79       -166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.2       12.0        0.0       11.1       84.2       85.3       96.2:      14.7        3.8
Old  :     100.0:      74.2       12.0        0.0       11.1       84.2       85.3       96.2:      14.7        3.8
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  :        42:        19          9          0          7          8         26         17:
Old  :        42:        19          9          0          7          8         26         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  :                 54.8       71.9       70.7       87.5       54.8       71.9       70.7       87.5
Old  :                 54.8       71.9       70.7       87.5       54.8       71.9       70.7       87.5
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :16,045,964: 1,162,168    574,292  5,441,733  8,517,223  9,000,754 15,121,124 15,016,779:   924,840  1,029,185
Old  :16,045,964: 1,162,168    574,292  5,441,733  8,517,223  9,000,754 15,121,124 15,016,779:   924,840  1,029,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :  -148,538:   -19,244     26,880    108,061   -213,161   -259,863   -124,344   -124,922:   -24,194    -23,616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        3.6       33.9       53.1       56.1       94.2       93.6:       5.8        6.4
Old  :     100.0:       7.2        3.6       33.9       53.1       56.1       94.2       93.6:       5.8        6.4
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  :       307:        62         67        114        159        161        289        282:
Old  :       307:        62         67        114        159        161        289        282:
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  :                 33.3       21.2       41.9       35.1       24.0       13.3       27.4       19.6
Old  :                 33.3       21.2       41.9       35.1       24.0       13.3       27.4       19.6
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :   910,680:    70,660     94,127     74,609    643,097    642,766    788,365    811,502:   122,315     99,178
Old  :   910,680:    70,660     94,127     74,609    643,097    642,766    788,365    811,502:   122,315     99,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    14,950:     2,380     11,223     10,945      5,124     -9,840     18,448     12,327:    -3,498      2,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       10.3        8.2       70.6       70.6       86.6       89.1:      13.4       10.9
Old  :     100.0:       7.8       10.3        8.2       70.6       70.6       86.6       89.1:      13.4       10.9
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  :       569:        98        135        111        237        227        408        401:
Old  :       569:        98        135        111        237        227        408        401:
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  :                 14.4       16.0       21.5       24.6       11.5       14.2       17.5       21.2
Old  :                 14.4       16.0       21.5       24.6       11.5       14.2       17.5       21.2
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :   352,677:    22,577     26,042     32,569    222,764    251,240    277,910    309,851:    74,768     42,827
Old  :   352,677:    22,577     26,042     32,569    222,764    251,240    277,910    309,851:    74,768     42,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    12,036:     2,754      1,288      4,244      6,710      4,139     13,707      9,670:    -1,671      2,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        7.4        9.2       63.2       71.2       78.8       87.9:      21.2       12.1
Old  :     100.0:       6.4        7.4        9.2       63.2       71.2       78.8       87.9:      21.2       12.1
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  :       132:        19         25         35         70         60        110        100:
Old  :       132:        19         25         35         70         60        110        100:
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  :                 18.8       24.0       28.0       35.5       17.6       20.2       26.1       31.7
Old  :                 18.8       24.0       28.0       35.5       17.6       20.2       26.1       31.7
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 with Delta-adjusted Options and Futures Combined, July 5, 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  : 2,790,012:   304,560    404,572    146,054  2,101,663  1,957,629  2,552,276  2,508,255:   237,735    281,757
Old  : 2,790,012:   304,560    404,572    146,054  2,101,663  1,957,629  2,552,276  2,508,255:   237,735    281,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    14,571:    19,528     71,076     12,106     -7,929    -69,897     23,705     13,285:    -9,134      1,286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       14.5        5.2       75.3       70.2       91.5       89.9:       8.5       10.1
Old  :     100.0:      10.9       14.5        5.2       75.3       70.2       91.5       89.9:       8.5       10.1
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  :       518:        92        121         94        209        207        360        363:
Old  :       518:        92        121         94        209        207        360        363:
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  :                 18.0       14.1       26.9       22.8       15.6       13.6       23.6       20.6
Old  :                 18.0       14.1       26.9       22.8       15.6       13.6       23.6       20.6
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :   105,094:    13,413      5,989          0     82,378     93,350     95,791     99,339:     9,303      5,755
Old  :   105,094:    13,413      5,989          0     82,378     93,350     95,791     99,339:     9,303      5,755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    -1,656:     3,353        451          0     -5,236     -1,846     -1,883     -1,395:       228       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        5.7        0.0       78.4       88.8       91.1       94.5:       8.9        5.5
Old  :     100.0:      12.8        5.7        0.0       78.4       88.8       91.1       94.5:       8.9        5.5
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:        10          5          0         50         38         60         43:
Old  :        91:        10          5          0         50         38         60         43:
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  :                 33.7       39.2       52.5       56.8       33.4       39.2       51.4       56.6
Old  :                 33.7       39.2       52.5       56.8       33.4       39.2       51.4       56.6
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :    60,674:    13,309      9,335      1,525     40,117     46,264     54,952     57,125:     5,722      3,549
Old  :    60,674:    13,309      9,335      1,525     40,117     46,264     54,952     57,125:     5,722      3,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :     5,697:     6,231        377        193     -1,544      5,170      4,880      5,741:       816        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       15.4        2.5       66.1       76.3       90.6       94.2:       9.4        5.8
Old  :     100.0:      21.9       15.4        2.5       66.1       76.3       90.6       94.2:       9.4        5.8
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  :       237:        53         48         23         77         82        142        141:
Old  :       237:        53         48         23         77         82        142        141:
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  :                 28.9       21.7       41.7       35.0       28.8       21.7       41.1       34.6
Old  :                 28.9       21.7       41.7       35.0       28.8       21.7       41.1       34.6
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :   303,371:    66,547     46,676      7,627    200,584    231,321    274,758    285,624:    28,612     17,746
Old  :   303,371:    66,547     46,676      7,627    200,584    231,321    274,758    285,624:    28,612     17,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    28,483:    31,153      1,885        967     -7,719     25,851     24,401     28,703:     4,082       -220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       15.4        2.5       66.1       76.3       90.6       94.2:       9.4        5.8
Old  :     100.0:      21.9       15.4        2.5       66.1       76.3       90.6       94.2:       9.4        5.8
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  :       237:        53         48         23         77         82        142        141:
Old  :       237:        53         48         23         77         82        142        141:
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  :                 28.9       21.7       41.7       35.0       28.8       21.7       41.1       34.6
Old  :                 28.9       21.7       41.7       35.0       28.8       21.7       41.1       34.6
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :   130,287:    82,750     20,642      2,762      7,902     89,540     93,414    112,944:    36,873     17,344
Old  :   130,287:    82,750     20,642      2,762      7,902     89,540     93,414    112,944:    36,873     17,344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    30,072:    23,647      8,208        138       -946     25,488     22,839     33,834:     7,233     -3,762
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.5       15.8        2.1        6.1       68.7       71.7       86.7:      28.3       13.3
Old  :     100.0:      63.5       15.8        2.1        6.1       68.7       71.7       86.7:      28.3       13.3
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  :        86:        37         20         13         14         26         58         52:
Old  :        86:        37         20         13         14         26         58         52:
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  :                 42.6       36.3       49.0       58.4       42.6       36.0       48.9       58.1
Old  :                 42.6       36.3       49.0       58.4       42.6       36.0       48.9       58.1
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :    35,341:    10,374     11,873          1     18,405     15,568     28,780     27,442:     6,561      7,899
Old  :    35,341:    10,374     11,873          1     18,405     15,568     28,780     27,442:     6,561      7,899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :     4,328:     1,748      3,538          0      2,805        184      4,553      3,722:      -225        606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       33.6        0.0       52.1       44.1       81.4       77.6:      18.6       22.4
Old  :     100.0:      29.4       33.6        0.0       52.1       44.1       81.4       77.6:      18.6       22.4
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  :        54:        18          9          1         16         14         35         23:
Old  :        54:        18          9          1         16         14         35         23:
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  :                 31.7       42.1       50.2       62.8       31.2       42.0       45.4       57.8
Old  :                 31.7       42.1       50.2       62.8       31.2       42.0       45.4       57.8
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 with Delta-adjusted Options and Futures Combined, July 5, 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  :    47,706:    15,733      3,838        429     24,730     21,862     40,892     26,129:     6,814     21,577
Old  :    47,706:    15,733      3,838        429     24,730     21,862     40,892     26,129:     6,814     21,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :     6,867:     3,618        596         48      2,658     -1,878      6,324     -1,234:       543      8,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        8.0        0.9       51.8       45.8       85.7       54.8:      14.3       45.2
Old  :     100.0:      33.0        8.0        0.9       51.8       45.8       85.7       54.8:      14.3       45.2
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  :        60:        16          9          2         23         18         40         28:
Old  :        60:        16          9          2         23         18         40         28:
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  :                 28.2       24.9       44.5       36.5       27.5       23.5       42.4       34.6
Old  :                 28.2       24.9       44.5       36.5       27.5       23.5       42.4       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 8, 2011