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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :     4,185:       135        655         76      3,312      3,223      3,523      3,953:       662        232
Old  :     4,185:       135        655         76      3,312      3,223      3,523      3,953:       662        232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :      -750:       -71       -211        -51       -545       -474       -667       -736:       -84        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       15.7        1.8       79.1       77.0       84.2       94.5:      15.8        5.5
Old  :     100.0:       3.2       15.7        1.8       79.1       77.0       84.2       94.5:      15.8        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  :        25:         2          3          2         13         13         16         17:
Old  :        25:         2          3          2         13         13         16         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  :                 52.0       52.9       77.0       73.9       51.0       51.0       68.6       69.3
Old  :                 52.0       52.9       77.0       73.9       51.0       51.0       68.6       69.3
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, August 9, 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  :    55,190:     8,748      1,409     13,798     24,346     29,161     46,892     44,369:     8,298     10,821
Old  :    55,190:     8,748      1,409     13,798     24,346     29,161     46,892     44,369:     8,298     10,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -6,983:    -2,766       -144     -1,340     -2,449     -4,170     -6,555     -5,655:      -428     -1,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        2.6       25.0       44.1       52.8       85.0       80.4:      15.0       19.6
Old  :     100.0:      15.9        2.6       25.0       44.1       52.8       85.0       80.4:      15.0       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        25          6         23         36         37         69         60:
Old  :        81:        25          6         23         36         37         69         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  :                 30.9       29.7       44.7       43.7       30.4       29.0       37.7       40.4
Old  :                 30.9       29.7       44.7       43.7       30.4       29.0       37.7       40.4
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, August 9, 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  :     3,828:     1,433         82        105      2,076      2,969      3,614      3,155:       214        673
Old  :     3,828:     1,433         82        105      2,076      2,969      3,614      3,155:       214        673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :      -700:      -490         -1         17       -265       -627       -738       -611:        39        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        2.1        2.7       54.2       77.6       94.4       82.4:       5.6       17.6
Old  :     100.0:      37.4        2.1        2.7       54.2       77.6       94.4       82.4:       5.6       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          2          2          6         11         10         14:
Old  :        21:         3          2          2          6         11         10         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       48.4       88.7       71.6       67.6       48.4       88.6       71.6
Old  :                 67.7       48.4       88.7       71.6       67.6       48.4       88.6       71.6
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, August 9, 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  :   310,255:    77,515     26,776     88,888    113,873    148,282    280,276    263,946:    29,979     46,309
Old  :   133,429:    52,635     43,820     24,165     46,184     47,564    122,984    115,548:    10,445     17,881
Other:   176,826:    57,927     16,003     31,677     67,688    100,718    157,292    148,398:    19,533     28,428
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :     1,629:    -2,324       -882      2,670      2,356         29      2,702      1,818:    -1,073       -189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        8.6       28.7       36.7       47.8       90.3       85.1:       9.7       14.9
Old  :     100.0:      39.4       32.8       18.1       34.6       35.6       92.2       86.6:       7.8       13.4
Other:     100.0:      32.8        9.1       17.9       38.3       57.0       89.0       83.9:      11.0       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:       125         59        123         64         85        246        225:
Old  :       282:        98         89         60         38         80        166        199:
Other:       227:        88         37         64         60         78        182        154:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       20.4       25.9       30.1       15.4       16.9       24.8       24.6
Old  :                 18.9       14.5       29.1       22.7       18.9       11.5       27.8       18.5
Other:                 18.5       25.9       30.3       37.6       18.4       22.3       28.9       32.7
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   388,787:    94,822     34,149     98,172    170,061    190,840    363,056    323,161:    25,731     65,626
Old  :   388,787:    94,822     34,149     98,172    170,061    190,840    363,056    323,161:    25,731     65,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -36,085:    -4,623     -2,015    -26,907     -1,885     -7,672    -33,415    -36,594:    -2,670        509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        8.8       25.3       43.7       49.1       93.4       83.1:       6.6       16.9
Old  :     100.0:      24.4        8.8       25.3       43.7       49.1       93.4       83.1:       6.6       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:        95         93        124        104        170        276        325:
Old  :       391:        95         93        124        104        170        276        325:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       15.7       33.7       22.4       21.7       13.4       33.1       18.8
Old  :                 22.0       15.7       33.7       22.4       21.7       13.4       33.1       18.8
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, August 9, 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  :    11,180:     4,166      4,862      1,578      3,333      2,067      9,077      8,508:     2,104      2,672
Old  :    11,180:     4,166      4,862      1,578      3,333      2,067      9,077      8,508:     2,104      2,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :       338:       325        772        -72        -19       -693        234          7:       104        331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       43.5       14.1       29.8       18.5       81.2       76.1:      18.8       23.9
Old  :     100.0:      37.3       43.5       14.1       29.8       18.5       81.2       76.1:      18.8       23.9
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  :        96:        26         33         24         19         22         60         75:
Old  :        96:        26         33         24         19         22         60         75:
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  :                 36.8       19.8       51.3       32.2       36.8       19.8       48.8       31.7
Old  :                 36.8       19.8       51.3       32.2       36.8       19.8       48.8       31.7
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, August 9, 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  :    39,837:    10,985      3,988      9,204     10,797      8,341     30,986     21,533:     8,851     18,305
Old  :    39,837:    10,985      3,988      9,204     10,797      8,341     30,986     21,533:     8,851     18,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -4,552:    -2,711        162       -703       -600     -1,521     -4,014     -2,063:      -537     -2,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       10.0       23.1       27.1       20.9       77.8       54.1:      22.2       45.9
Old  :     100.0:      27.6       10.0       23.1       27.1       20.9       77.8       54.1:      22.2       45.9
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  :       160:        46         28         47         51         63        123        120:
Old  :       160:        46         28         47         51         63        123        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       10.9       30.4       17.0       16.8        7.1       25.8       10.3
Old  :                 18.0       10.9       30.4       17.0       16.8        7.1       25.8       10.3
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, August 9, 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  :   108,737:    12,330      1,439      2,033     92,706    103,967    107,069    107,439:     1,668      1,298
Old  :   108,737:    12,330      1,439      2,033     92,706    103,967    107,069    107,439:     1,668      1,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :     1,724:    -4,901      1,380         19      5,409       -927        527        473:     1,197      1,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        1.3        1.9       85.3       95.6       98.5       98.8:       1.5        1.2
Old  :     100.0:      11.3        1.3        1.9       85.3       95.6       98.5       98.8:       1.5        1.2
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  :        28:         8          1          3         17         16         26         19:
Old  :        28:         8          1          3         17         16         26         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  :                 69.4       64.9       83.3       83.4       61.9       52.7       68.1       63.3
Old  :                 69.4       64.9       83.3       83.4       61.9       52.7       68.1       63.3
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, August 9, 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  :   131,618:    38,940     14,834      4,429     40,503     87,066     83,872    106,329:    47,746     25,289
Old  :   131,618:    38,940     14,834      4,429     40,503     87,066     83,872    106,329:    47,746     25,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -15,181:   -17,741     -1,603     -1,063      7,135    -17,021    -11,669    -19,688:    -3,511      4,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       11.3        3.4       30.8       66.2       63.7       80.8:      36.3       19.2
Old  :     100.0:      29.6       11.3        3.4       30.8       66.2       63.7       80.8:      36.3       19.2
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  :        87:        27         19         13         28         31         65         53:
Old  :        87:        27         19         13         28         31         65         53:
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  :                 23.9       32.5       32.4       46.4       23.7       32.0       30.9       45.8
Old  :                 23.9       32.5       32.4       46.4       23.7       32.0       30.9       45.8
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, August 9, 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  :    61,664:    15,060      9,610      2,639     18,513     29,700     36,211     41,949:    25,452     19,715
Old  :    61,664:    15,060      9,610      2,639     18,513     29,700     36,211     41,949:    25,452     19,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -7,167:   -10,752     -4,317     -2,005      6,051        246     -6,706     -6,076:      -461     -1,091
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       15.6        4.3       30.0       48.2       58.7       68.0:      41.3       32.0
Old  :     100.0:      24.4       15.6        4.3       30.0       48.2       58.7       68.0:      41.3       32.0
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  :        50:        15         15          5         15         14         32         32:
Old  :        50:        15         15          5         15         14         32         32:
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  :                 21.4       34.5       31.6       45.9       21.4       33.4       31.2       43.4
Old  :                 21.4       34.5       31.6       45.9       21.4       33.4       31.2       43.4
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, August 9, 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  :   117,845:    56,912     15,619      2,113     50,510     92,781    109,535    110,513:     8,310      7,332
Old  :   117,845:    56,912     15,619      2,113     50,510     92,781    109,535    110,513:     8,310      7,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -12,395:   -39,245      7,946      1,881     24,386    -27,145    -12,978    -17,318:       583      4,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.3       13.3        1.8       42.9       78.7       92.9       93.8:       7.1        6.2
Old  :     100.0:      48.3       13.3        1.8       42.9       78.7       92.9       93.8:       7.1        6.2
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  :        99:        38         25          4         21         18         63         44:
Old  :        99:        38         25          4         21         18         63         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       59.1       66.1       74.7       47.9       59.0       66.1       74.3
Old  :                 47.9       59.1       66.1       74.7       47.9       59.0       66.1       74.3
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, August 9, 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  :   111,016:    41,052     40,954      2,011     39,176     45,548     82,238     88,512:    28,778     22,504
Old  :   111,016:    41,052     40,954      2,011     39,176     45,548     82,238     88,512:    28,778     22,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :     1,227:    -1,630      2,696     -1,023      3,340        221        687      1,895:       540       -667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       36.9        1.8       35.3       41.0       74.1       79.7:      25.9       20.3
Old  :     100.0:      37.0       36.9        1.8       35.3       41.0       74.1       79.7:      25.9       20.3
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:        30         20          8         23         28         56         53:
Old  :        86:        30         20          8         23         28         56         53:
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  :                 17.8       32.5       31.1       43.9       17.8       32.1       30.6       43.2
Old  :                 17.8       32.5       31.1       43.9       17.8       32.1       30.6       43.2
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, August 9, 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  :   132,679:    53,860     11,951      5,007     38,702     86,939     97,569    103,898:    35,109     28,781
Old  :   132,679:    53,860     11,951      5,007     38,702     86,939     97,569    103,898:    35,109     28,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -33,589:   -25,109     -7,990     -3,169       -783    -14,259    -29,061    -25,419:    -4,528     -8,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        9.0        3.8       29.2       65.5       73.5       78.3:      26.5       21.7
Old  :     100.0:      40.6        9.0        3.8       29.2       65.5       73.5       78.3:      26.5       21.7
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  :        85:        27         24         14         25         25         59         56:
Old  :        85:        27         24         14         25         25         59         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       40.1       40.7       55.4       30.9       39.4       40.7       53.1
Old  :                 30.9       40.1       40.7       55.4       30.9       39.4       40.7       53.1
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, August 9, 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  :   223,641:    49,266     57,077     27,870     95,370     89,348    172,506    174,295:    51,135     49,346
Old  :   223,641:    49,266     57,077     27,870     95,370     89,348    172,506    174,295:    51,135     49,346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -14,300:    -7,414      1,376     -4,016     -2,702    -12,763    -14,132    -15,404:      -168      1,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       25.5       12.5       42.6       40.0       77.1       77.9:      22.9       22.1
Old  :     100.0:      22.0       25.5       12.5       42.6       40.0       77.1       77.9:      22.9       22.1
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  :       182:        38         63         48         53         59        121        140:
Old  :       182:        38         63         48         53         59        121        140:
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  :                 15.9       17.6       26.1       25.2       15.6       16.0       25.8       23.2
Old  :                 15.9       17.6       26.1       25.2       15.6       16.0       25.8       23.2
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, August 9, 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  :    28,943:    21,588      1,161        133      2,937     25,502     24,658     26,796:     4,285      2,147
Old  :    28,943:    21,588      1,161        133      2,937     25,502     24,658     26,796:     4,285      2,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -4,845:    -4,220       -521          0        397     -5,135     -3,823     -5,656:    -1,022        811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.6        4.0        0.5       10.1       88.1       85.2       92.6:      14.8        7.4
Old  :     100.0:      74.6        4.0        0.5       10.1       88.1       85.2       92.6:      14.8        7.4
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  :        41:        20          6          1          5         10         26         16:
Old  :        41:        20          6          1          5         10         26         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       74.8       71.0       88.3       56.8       74.8       71.0       88.3
Old  :                 56.8       74.8       71.0       88.3       56.8       74.8       71.0       88.3
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, August 9, 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  :18,468,944: 1,239,109    671,651  7,089,231  9,160,630  9,634,451 17,488,970 17,395,332:   979,975  1,073,612
Old  :18,468,944: 1,239,109    671,651  7,089,231  9,160,630  9,634,451 17,488,970 17,395,332:   979,975  1,073,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   602,507:    62,081    -28,139    698,185   -153,010    -61,403    607,257    608,644:    -4,750     -6,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        3.6       38.4       49.6       52.2       94.7       94.2:       5.3        5.8
Old  :     100.0:       6.7        3.6       38.4       49.6       52.2       94.7       94.2:       5.3        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  :       308:        61         67        113        156        160        285        284:
Old  :       308:        61         67        113        156        160        285        284:
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  :                 32.6       23.0       42.3       36.0       21.7       12.0       24.8       17.2
Old  :                 32.6       23.0       42.3       36.0       21.7       12.0       24.8       17.2
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, August 9, 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  : 1,352,378:    74,185    114,737    176,304    907,765    886,244  1,158,254  1,177,284:   194,123    175,094
Old  : 1,352,378:    74,185    114,737    176,304    907,765    886,244  1,158,254  1,177,284:   194,123    175,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   300,665:   -12,569     28,869     85,140    193,739    140,089    266,311    254,098:    34,354     46,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        8.5       13.0       67.1       65.5       85.6       87.1:      14.4       12.9
Old  :     100.0:       5.5        8.5       13.0       67.1       65.5       85.6       87.1:      14.4       12.9
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  :       637:       117        144        127        264        268        449        473:
Old  :       637:       117        144        127        264        268        449        473:
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  :                 11.2       12.0       20.2       19.8        7.4        6.7       12.8       11.4
Old  :                 11.2       12.0       20.2       19.8        7.4        6.7       12.8       11.4
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, August 9, 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  :   544,361:    19,527     68,715     71,985    323,557    341,393    415,069    482,093:   129,292     62,268
Old  :   544,361:    19,527     68,715     71,985    323,557    341,393    415,069    482,093:   129,292     62,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   129,553:       997     33,806     25,895     75,792     56,731    102,684    116,432:    26,869     13,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       12.6       13.2       59.4       62.7       76.2       88.6:      23.8       11.4
Old  :     100.0:       3.6       12.6       13.2       59.4       62.7       76.2       88.6:      23.8       11.4
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  :       147:        28         26         38         74         67        120        113:
Old  :       147:        28         26         38         74         67        120        113:
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  :                 15.1       20.5       25.1       32.5       13.1       16.1       18.8       23.2
Old  :                 15.1       20.5       25.1       32.5       13.1       16.1       18.8       23.2
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, August 9, 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  : 4,040,081:   516,708    473,524    278,177  2,921,040  2,724,253  3,715,924  3,475,954:   324,158    564,128
Old  : 4,040,081:   516,708    473,524    278,177  2,921,040  2,724,253  3,715,924  3,475,954:   324,158    564,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   855,558:   109,301    152,449    119,095    589,737    416,789    818,134    688,333:    37,424    167,225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       11.7        6.9       72.3       67.4       92.0       86.0:       8.0       14.0
Old  :     100.0:      12.8       11.7        6.9       72.3       67.4       92.0       86.0:       8.0       14.0
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  :       589:       113        129        110        236        250        402        437:
Old  :       589:       113        129        110        236        250        402        437:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       10.9       25.7       19.1       13.6       10.2       21.6       16.4
Old  :                 16.1       10.9       25.7       19.1       13.6       10.2       21.6       16.4
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, August 9, 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  :   107,467:    15,736      4,928          0     85,109     95,889    100,845    100,817:     6,622      6,650
Old  :   107,467:    15,736      4,928          0     85,109     95,889    100,845    100,817:     6,622      6,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :     1,093:     4,668        197     -1,353        100      1,714      3,415        558:    -2,322        534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        4.6        0.0       79.2       89.2       93.8       93.8:       6.2        6.2
Old  :     100.0:      14.6        4.6        0.0       79.2       89.2       93.8       93.8:       6.2        6.2
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  :        94:        10          5          0         53         38         63         43:
Old  :        94:        10          5          0         53         38         63         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  :                 27.4       36.0       44.2       54.5       27.4       35.4       43.3       53.8
Old  :                 27.4       36.0       44.2       54.5       27.4       35.4       43.3       53.8
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, August 9, 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  :    85,157:    13,547      4,788      3,006     59,799     70,795     76,352     78,589:     8,805      6,568
Old  :    85,157:    13,547      4,788      3,006     59,799     70,795     76,352     78,589:     8,805      6,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -6,745:    -5,896       -920     -2,606      2,328     -3,856     -6,173     -7,382:      -572        637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        5.6        3.5       70.2       83.1       89.7       92.3:      10.3        7.7
Old  :     100.0:      15.9        5.6        3.5       70.2       83.1       89.7       92.3:      10.3        7.7
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  :       210:        51         19         19         82         92        139        125:
Old  :       210:        51         19         19         82         92        139        125:
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  :                 30.7       28.6       41.8       39.3       27.4       19.8       35.6       29.2
Old  :                 30.7       28.6       41.8       39.3       27.4       19.8       35.6       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :    15,441:       501      2,624          0     10,767     10,989     11,269     13,614:     4,172      1,827
Old  :    15,441:       501      2,624          0     10,767     10,989     11,269     13,614:     4,172      1,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -2,873:    -3,425        178         -8        429     -2,943     -3,004     -2,773:       131       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       17.0        0.0       69.7       71.2       73.0       88.2:      27.0       11.8
Old  :     100.0:       3.2       17.0        0.0       69.7       71.2       73.0       88.2:      27.0       11.8
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  :        23:         2          6          1          7          8         10         14:
Old  :        23:         2          6          1          7          8         10         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       60.5       72.3       79.3       59.9       60.5       72.3       79.3
Old  :                 59.9       60.5       72.3       79.3       59.9       60.5       72.3       79.3
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, August 9, 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  :   348,584:    72,124     17,715      8,134    245,159    299,029    325,417    324,879:    23,166     23,705
Old  :   348,584:    72,124     17,715      8,134    245,159    299,029    325,417    324,879:    23,166     23,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -19,361:   -27,495    -20,632      2,151      9,497     -4,567    -15,847    -23,047:    -3,515      3,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        5.1        2.3       70.3       85.8       93.4       93.2:       6.6        6.8
Old  :     100.0:      20.7        5.1        2.3       70.3       85.8       93.4       93.2:       6.6        6.8
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  :       207:        50         18         16         80         90        135        119:
Old  :       207:        50         18         16         80         90        135        119:
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  :                 32.1       29.5       43.1       40.5       32.1       29.5       42.5       40.2
Old  :                 32.1       29.5       43.1       40.5       32.1       29.5       42.5       40.2
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, August 9, 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  :   113,967:    40,696     13,640      3,394     40,473     73,890     84,563     90,924:    29,404     23,043
Old  :   113,967:    40,696     13,640      3,394     40,473     73,890     84,563     90,924:    29,404     23,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -27,537:   -50,374     -2,092        409     29,312    -31,925    -20,654    -33,608:    -6,883      6,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       12.0        3.0       35.5       64.8       74.2       79.8:      25.8       20.2
Old  :     100.0:      35.7       12.0        3.0       35.5       64.8       74.2       79.8:      25.8       20.2
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  :        70:        27         16         12         18         19         50         42:
Old  :        70:        27         16         12         18         19         50         42:
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  :                 42.0       42.0       51.7       59.5       41.8       41.9       50.8       59.2
Old  :                 42.0       42.0       51.7       59.5       41.8       41.9       50.8       59.2
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, August 9, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    30,783:     6,467     11,055          0     17,158     12,466     23,625     23,521:     7,158      7,262
Old  :    30,783:     6,467     11,055          0     17,158     12,466     23,625     23,521:     7,158      7,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -5,205:    -3,162     -3,097          0     -2,321     -2,010     -5,483     -5,107:       278        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       35.9        0.0       55.7       40.5       76.7       76.4:      23.3       23.6
Old  :     100.0:      21.0       35.9        0.0       55.7       40.5       76.7       76.4:      23.3       23.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        11         11          0         17         14         28         25:
Old  :        52:        11         11          0         17         14         28         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  :                 34.7       40.2       51.9       55.4       34.0       40.2       51.1       55.4
Old  :                 34.7       40.2       51.9       55.4       34.0       40.2       51.1       55.4
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, August 9, 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  :    72,198:    21,798      4,696        865     15,120     57,723     37,783     63,284:    34,415      8,914
Old  :    72,198:    21,798      4,696        865     15,120     57,723     37,783     63,284:    34,415      8,914
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    11,924:       -45       -253       -169     -4,443     10,311     -4,657      9,889:    16,581      2,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        6.5        1.2       20.9       80.0       52.3       87.7:      47.7       12.3
Old  :     100.0:      30.2        6.5        1.2       20.9       80.0       52.3       87.7:      47.7       12.3
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  :        69:        19          7          2         17         31         37         39:
Old  :        69:        19          7          2         17         31         37         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       32.2       26.6       51.3       15.7       31.5       26.2       50.6
Old  :                 16.2       32.2       26.6       51.3       15.7       31.5       26.2       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 12, 2011