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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, July 26, 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  :     4,142:       266        862          6      3,181      3,053      3,453      3,921:       689        221
Old  :     4,142:       266        862          6      3,181      3,053      3,453      3,921:       689        221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       107:        92          6         -2          3         97         93        101:        14          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       20.8        0.1       76.8       73.7       83.4       94.7:      16.6        5.3
Old  :     100.0:       6.4       20.8        0.1       76.8       73.7       83.4       94.7:      16.6        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          3          2         10         11         13         15:
Old  :        23:         2          3          2         10         11         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       56.3       78.0       77.2       58.0       54.7       77.7       75.1
Old  :                 58.4       56.3       78.0       77.2       58.0       54.7       77.7       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, July 26, 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  :    37,916:     9,154      5,669      2,008     20,649     25,344     31,811     33,021:     6,105      4,895
Old  :    37,916:     9,154      5,669      2,008     20,649     25,344     31,811     33,021:     6,105      4,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       503:       300        -83        180        105      1,033        585      1,130:       -82       -627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       15.0        5.3       54.5       66.8       83.9       87.1:      16.1       12.9
Old  :     100.0:      24.1       15.0        5.3       54.5       66.8       83.9       87.1:      16.1       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  :        91:        29         11         19         32         32         70         54:
Old  :        91:        29         11         19         32         32         70         54:
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  :                 37.9       39.5       47.0       56.6       37.9       37.4       46.7       54.3
Old  :                 37.9       39.5       47.0       56.6       37.9       37.4       46.7       54.3
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 - Futures Only, July 26, 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  :     3,843:     1,936        143          1      1,739      3,146      3,676      3,290:       167        553
Old  :     3,843:     1,936        143          1      1,739      3,146      3,676      3,290:       167        553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :        70:        -5         33         -1         72         16         66         48:         4         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.4        3.7        0.0       45.3       81.9       95.7       85.6:       4.3       14.4
Old  :     100.0:      50.4        3.7        0.0       45.3       81.9       95.7       85.6:       4.3       14.4
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  :        20:         3          2          1          5         11          9         13:
Old  :        20:         3          2          1          5         11          9         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.7       58.2       95.6       77.5       80.7       58.2       95.4       77.5
Old  :                 80.7       58.2       95.6       77.5       80.7       58.2       95.4       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, July 26, 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  :   247,692:    73,514     49,836     41,334    104,964    118,738    219,812    209,908:    27,880     37,784
Old  :   112,614:    49,289     46,908      5,271     46,990     45,011    101,550     97,190:    11,064     15,424
Other:   135,078:    48,076     26,779     12,212     57,974     73,727    118,262    112,718:    16,816     22,360
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     3,692:     1,717     -3,306      1,670     -1,432      4,202      1,955      2,566:     1,737      1,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       20.1       16.7       42.4       47.9       88.7       84.7:      11.3       15.3
Old  :     100.0:      43.8       41.7        4.7       41.7       40.0       90.2       86.3:       9.8       13.7
Other:     100.0:      35.6       19.8        9.0       42.9       54.6       87.6       83.4:      12.4       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:       109         56         93         53         78        206        196:
Old  :       260:        91         80         40         29         71        144        169:
Other:       202:        66         41         48         45         70        140        139:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       20.3       31.7       28.5       19.3       18.0       31.1       25.8
Old  :                 23.7       13.7       34.8       23.9       23.7       13.3       34.7       22.7
Other:                 23.4       26.9       37.1       35.9       23.3       25.3       36.0       34.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, July 26, 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  :   313,397:    93,518     57,698     40,282    154,066    158,479    287,866    256,459:    25,531     56,938
Old  :   313,397:    93,518     57,698     40,282    154,066    158,479    287,866    256,459:    25,531     56,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :   -10,013:    -1,415      6,213     -5,364       -459     -6,667     -7,238     -5,818:    -2,775     -4,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       18.4       12.9       49.2       50.6       91.9       81.8:       8.1       18.2
Old  :     100.0:      29.8       18.4       12.9       49.2       50.6       91.9       81.8:       8.1       18.2
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  :       381:        98         91        107         87        161        247        310:
Old  :       381:        98         91        107         87        161        247        310:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       13.5       38.0       21.4       25.2       13.2       37.5       20.6
Old  :                 25.2       13.5       38.0       21.4       25.2       13.2       37.5       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,463:     3,822      3,847      1,058      2,998      2,493      7,878      7,398:     1,585      2,065
Old  :     9,463:     3,822      3,847      1,058      2,998      2,493      7,878      7,398:     1,585      2,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       561:        -4         26        491        130        -13        617        504:       -56         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4       40.7       11.2       31.7       26.3       83.3       78.2:      16.7       21.8
Old  :     100.0:      40.4       40.7       11.2       31.7       26.3       83.3       78.2:      16.7       21.8
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  :        82:        19         33         11         13         19         41         60:
Old  :        82:        19         33         11         13         19         41         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  :                 44.7       18.7       60.9       33.3       44.7       18.2       60.0       31.5
Old  :                 44.7       18.7       60.9       33.3       44.7       18.2       60.0       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, July 26, 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  :    39,567:    14,296      6,236      5,968     11,765      9,331     32,029     21,535:     7,538     18,032
Old  :    39,567:    14,296      6,236      5,968     11,765      9,331     32,029     21,535:     7,538     18,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :      -909:      -865        398       -455        180        197     -1,140        140:       231     -1,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       15.8       15.1       29.7       23.6       80.9       54.4:      19.1       45.6
Old  :     100.0:      36.1       15.8       15.1       29.7       23.6       80.9       54.4:      19.1       45.6
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  :       171:        44         34         44         43         68        116        129:
Old  :       171:        44         34         44         43         68        116        129:
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  :                 18.5        9.3       33.6       14.6       18.3        7.9       32.7       11.5
Old  :                 18.5        9.3       33.6       14.6       18.3        7.9       32.7       11.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   102,891:    16,498          0      1,964     83,827    100,867    102,289    102,831:       602         60
Old  :   102,891:    16,498          0      1,964     83,827    100,867    102,289    102,831:       602         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       490:     1,496          0      1,468     -2,221       -609        743        859:      -253       -369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        0.0        1.9       81.5       98.0       99.4       99.9:       0.6        0.1
Old  :     100.0:      16.0        0.0        1.9       81.5       98.0       99.4       99.9:       0.6        0.1
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  :        27:         8          0          2         17         15         25         17:
Old  :        27:         8          0          2         17         15         25         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  :                 72.5       66.9       87.6       84.5       66.3       55.1       73.2       67.7
Old  :                 72.5       66.9       87.6       84.5       66.3       55.1       73.2       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, July 26, 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  :   128,807:    52,884     16,743         10     27,531     93,417     80,425    110,170:    48,382     18,637
Old  :   128,807:    52,884     16,743         10     27,531     93,417     80,425    110,170:    48,382     18,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     4,088:       261     -8,116         10      2,438     11,640      2,709      3,534:     1,379        554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1       13.0        0.0       21.4       72.5       62.4       85.5:      37.6       14.5
Old  :     100.0:      41.1       13.0        0.0       21.4       72.5       62.4       85.5:      37.6       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        39         10          1         22         29         61         40:
Old  :        91:        39         10          1         22         29         61         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       41.6       29.7       60.3       21.7       41.0       29.6       59.6
Old  :                 21.8       41.6       29.7       60.3       21.7       41.0       29.6       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, July 26, 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  :    53,513:    21,103     13,226          1      6,473     28,080     27,577     41,307:    25,936     12,206
Old  :    53,513:    21,103     13,226          1      6,473     28,080     27,577     41,307:    25,936     12,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     1,380:       -56      3,561        -46      1,399     -1,825      1,297      1,690:        83       -310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4       24.7        0.0       12.1       52.5       51.5       77.2:      48.5       22.8
Old  :     100.0:      39.4       24.7        0.0       12.1       52.5       51.5       77.2:      48.5       22.8
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  :        50:        18         12          1         12         12         31         24:
Old  :        50:        18         12          1         12         12         31         24:
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  :                 20.4       49.6       31.3       62.6       20.4       49.5       31.3       62.5
Old  :                 20.4       49.6       31.3       62.6       20.4       49.5       31.3       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, July 26, 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  :   137,823:   103,288     11,375        254     26,024    124,088    129,566    135,717:     8,257      2,106
Old  :   137,823:   103,288     11,375        254     26,024    124,088    129,566    135,717:     8,257      2,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     2,560:     2,979        332       -370       -157      2,815      2,452      2,777:       108       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.9        8.3        0.2       18.9       90.0       94.0       98.5:       6.0        1.5
Old  :     100.0:      74.9        8.3        0.2       18.9       90.0       94.0       98.5:       6.0        1.5
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  :       114:        67         13          2         16         21         85         34:
Old  :       114:        67         13          2         16         21         85         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       66.0       56.9       82.7       42.3       65.8       56.9       82.3
Old  :                 42.3       66.0       56.9       82.7       42.3       65.8       56.9       82.3
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 - Futures Only, July 26, 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  :    97,415:    33,312     32,090        464     38,197     43,231     71,973     75,785:    25,442     21,630
Old  :    97,415:    33,312     32,090        464     38,197     43,231     71,973     75,785:    25,442     21,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :      -876:     7,301       -635        -67    -14,822      2,175     -7,588      1,473:     6,712     -2,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       32.9        0.5       39.2       44.4       73.9       77.8:      26.1       22.2
Old  :     100.0:      34.2       32.9        0.5       39.2       44.4       73.9       77.8:      26.1       22.2
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  :        86:        29         22          3         21         25         51         49:
Old  :        86:        29         22          3         21         25         51         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       25.0       39.1       38.8       25.0       24.1       38.8       37.5
Old  :                 25.0       25.0       39.1       38.8       25.0       24.1       38.8       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, July 26, 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  :   138,932:    72,114     20,812        146     31,950     86,498    104,210    107,456:    34,722     31,476
Old  :   138,932:    72,114     20,812        146     31,950     86,498    104,210    107,456:    34,722     31,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     9,279:     8,579       -568       -116         76      7,662      8,539      6,978:       740      2,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9       15.0        0.1       23.0       62.3       75.0       77.3:      25.0       22.7
Old  :     100.0:      51.9       15.0        0.1       23.0       62.3       75.0       77.3:      25.0       22.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        40         31          5         22         24         67         55:
Old  :       109:        40         31          5         22         24         67         55:
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  :                 29.6       38.0       40.4       52.7       29.6       37.6       40.4       52.1
Old  :                 29.6       38.0       40.4       52.7       29.6       37.6       40.4       52.1
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 - Futures Only, July 26, 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  :   183,690:    60,177     43,139      1,077     71,503     97,247    132,757    141,463:    50,933     42,227
Old  :   183,690:    60,177     43,139      1,077     71,503     97,247    132,757    141,463:    50,933     42,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     3,376:     1,597     -6,195         55     -5,696     13,562     -4,044      7,422:     7,420     -4,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       23.5        0.6       38.9       52.9       72.3       77.0:      27.7       23.0
Old  :     100.0:      32.8       23.5        0.6       38.9       52.9       72.3       77.0:      27.7       23.0
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  :       162:        47         43         15         41         52         95        103:
Old  :       162:        47         43         15         41         52         95        103:
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  :                 17.1       23.9       29.4       33.3       16.9       22.1       29.1       31.5
Old  :                 17.1       23.9       29.4       33.3       16.9       22.1       29.1       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    20,632:    16,582     12,279         72      2,526      8,061     19,180     20,412:     1,452        220
Old  :    20,632:    16,582     12,279         72      2,526      8,061     19,180     20,412:     1,452        220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     2,588:     2,701      1,754          0          0        821      2,701      2,575:      -113         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.4       59.5        0.3       12.2       39.1       93.0       98.9:       7.0        1.1
Old  :     100.0:      80.4       59.5        0.3       12.2       39.1       93.0       98.9:       7.0        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        11          2          2          3          7         15         10:
Old  :        22:        11          2          2          3          7         15         10:
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  :                 80.5       90.3       88.7       98.0       80.2       90.3       88.4       97.9
Old  :                 80.5       90.3       88.7       98.0       80.2       90.3       88.4       97.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, July 26, 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  :    32,793:    25,241      1,950        114      2,498     29,111     27,853     31,175:     4,940      1,618
Old  :    32,793:    25,241      1,950        114      2,498     29,111     27,853     31,175:     4,940      1,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     1,721:     1,877         24          0       -247      1,735      1,630      1,759:        91        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.0        5.9        0.3        7.6       88.8       84.9       95.1:      15.1        4.9
Old  :     100.0:      77.0        5.9        0.3        7.6       88.8       84.9       95.1:      15.1        4.9
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  :        44:        22          7          1          5         11         28         18:
Old  :        44:        22          7          1          5         11         28         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       70.1       70.3       87.2       54.4       70.1       70.3       87.2
Old  :                 54.4       70.1       70.3       87.2       54.4       70.1       70.3       87.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, July 26, 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  :10,110,078: 1,208,436  1,054,818  1,210,355  6,811,818  6,859,507  9,230,609  9,124,680:   879,469    985,398
Old  :10,110,078: 1,208,436  1,054,818  1,210,355  6,811,818  6,859,507  9,230,609  9,124,680:   879,469    985,398
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    84,579:    77,083     11,221     27,858     24,610     80,628    129,551    119,707:   -44,972    -35,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       10.4       12.0       67.4       67.8       91.3       90.3:       8.7        9.7
Old  :     100.0:      12.0       10.4       12.0       67.4       67.8       91.3       90.3:       8.7        9.7
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  :       276:        47         61         78        136        148        236        244:
Old  :       276:        47         61         78        136        148        236        244:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       23.2       48.8       37.0       38.9       18.8       44.7       30.0
Old  :                 40.5       23.2       48.8       37.0       38.9       18.8       44.7       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, July 26, 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  :   802,406:    75,764     85,577     26,234    573,700    599,429    675,698    711,240:   126,707     91,166
Old  :   802,406:    75,764     85,577     26,234    573,700    599,429    675,698    711,240:   126,707     91,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    10,041:     4,233      1,166      1,900       -211      4,363      5,922      7,428:     4,120      2,613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       10.7        3.3       71.5       74.7       84.2       88.6:      15.8       11.4
Old  :     100.0:       9.4       10.7        3.3       71.5       74.7       84.2       88.6:      15.8       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  :       532:       105         95         51        224        219        354        342:
Old  :       532:       105         95         51        224        219        354        342:
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  :                 16.4       17.1       24.3       26.0       13.2       16.2       20.2       25.0
Old  :                 16.4       17.1       24.3       26.0       13.2       16.2       20.2       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, July 26, 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  :   286,111:    27,449     27,085      1,088    174,480    222,530    203,017    250,703:    83,094     35,408
Old  :   286,111:    27,449     27,085      1,088    174,480    222,530    203,017    250,703:    83,094     35,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    13,591:     4,705        363        -43      2,696     12,417      7,358     12,737:     6,233        854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        9.5        0.4       61.0       77.8       71.0       87.6:      29.0       12.4
Old  :     100.0:       9.6        9.5        0.4       61.0       77.8       71.0       87.6:      29.0       12.4
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  :       120:        17         17          5         55         54         73         75:
Old  :       120:        17         17          5         55         54         73         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  :                 24.5       28.0       35.4       42.1       23.1       25.1       33.3       39.3
Old  :                 24.5       28.0       35.4       42.1       23.1       25.1       33.3       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,581,474:   324,025    374,910     43,280  1,996,102  1,884,495  2,363,407  2,302,685:   218,067    278,789
Old  : 2,581,474:   324,025    374,910     43,280  1,996,102  1,884,495  2,363,407  2,302,685:   218,067    278,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :   -17,748:    22,239     28,614    -14,886    -14,535    -40,271     -7,182    -26,543:   -10,566      8,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       14.5        1.7       77.3       73.0       91.6       89.2:       8.4       10.8
Old  :     100.0:      12.6       14.5        1.7       77.3       73.0       91.6       89.2:       8.4       10.8
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  :       498:       101         92         40        198        197        318        311:
Old  :       498:       101         92         40        198        197        318        311:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       14.7       28.7       24.5       16.8       14.7       25.7       24.2
Old  :                 18.8       14.7       28.7       24.5       16.8       14.7       25.7       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, July 26, 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  :   109,699:    13,555      5,093        241     86,679     99,123    100,475    104,457:     9,224      5,242
Old  :   109,699:    13,555      5,093        241     86,679     99,123    100,475    104,457:     9,224      5,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :      -294:    -1,247       -254        241        449       -427       -557       -440:       263        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        4.6        0.2       79.0       90.4       91.6       95.2:       8.4        4.8
Old  :     100.0:      12.4        4.6        0.2       79.0       90.4       91.6       95.2:       8.4        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        12          5          1         51         38         63         44:
Old  :        94:        12          5          1         51         38         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  :                 30.7       41.1       49.9       58.4       30.3       41.1       49.4       58.3
Old  :                 30.7       41.1       49.9       58.4       30.3       41.1       49.4       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, July 26, 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  :    90,825:    22,269      5,621      5,394     54,104     75,145     81,767     86,160:     9,058      4,665
Old  :    90,825:    22,269      5,621      5,394     54,104     75,145     81,767     86,160:     9,058      4,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :      -455:    -1,148     -1,657        148        932        781        -68       -729:      -387        274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        6.2        5.9       59.6       82.7       90.0       94.9:      10.0        5.1
Old  :     100.0:      24.5        6.2        5.9       59.6       82.7       90.0       94.9:      10.0        5.1
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  :       232:        72         24         14         74         86        153        117:
Old  :       232:        72         24         14         74         86        153        117:
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  :                 24.1       30.7       37.8       47.9       23.3       24.3       34.3       38.6
Old  :                 24.1       30.7       37.8       47.9       23.3       24.3       34.3       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, July 26, 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  :    17,957:     4,193      2,203          0      9,660     14,303     13,853     16,506:     4,104      1,451
Old  :    17,957:     4,193      2,203          0      9,660     14,303     13,853     16,506:     4,104      1,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :      -557:      -245        246          0        172       -318        -73        -72:      -484       -485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       12.3        0.0       53.8       79.7       77.1       91.9:      22.9        8.1
Old  :     100.0:      23.4       12.3        0.0       53.8       79.7       77.1       91.9:      22.9        8.1
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  :        21:         1          3          0          9          9         10         12:
Old  :        21:         1          3          0          9          9         10         12:
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  :                 61.2       69.3       74.2       85.8       61.2       69.3       74.2       85.8
Old  :                 61.2       69.3       74.2       85.8       61.2       69.3       74.2       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, July 26, 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  :   364,339:   114,894     41,604      2,458    222,218    304,209    339,570    348,271:    24,769     16,068
Old  :   364,339:   114,894     41,604      2,458    222,218    304,209    339,570    348,271:    24,769     16,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       512:    -4,424     -9,427        649      3,800      5,494         25     -3,284:       487      3,796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       11.4        0.7       61.0       83.5       93.2       95.6:       6.8        4.4
Old  :     100.0:      31.5       11.4        0.7       61.0       83.5       93.2       95.6:       6.8        4.4
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  :       230:        73         22         12         69         83        147        112:
Old  :       230:        73         22         12         69         83        147        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       34.3       41.9       50.0       28.5       33.8       41.6       48.8
Old  :                 28.5       34.3       41.9       50.0       28.5       33.8       41.6       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, July 26, 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  :   135,764:    92,174     10,736         47      7,504    109,250     99,725    120,033:    36,039     15,731
Old  :   135,764:    92,174     10,736         47      7,504    109,250     99,725    120,033:    36,039     15,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     7,052:     1,953     -1,690         38      2,351      7,536      4,342      5,884:     2,710      1,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.9        7.9        0.0        5.5       80.5       73.5       88.4:      26.5       11.6
Old  :     100.0:      67.9        7.9        0.0        5.5       80.5       73.5       88.4:      26.5       11.6
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  :        75:        36         10          3         13         22         50         34:
Old  :        75:        36         10          3         13         22         50         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       49.0       54.1       69.8       45.5       48.9       54.0       69.6
Old  :                 45.5       49.0       54.1       69.8       45.5       48.9       54.0       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, July 26, 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  :    37,496:     9,364     15,018          1     20,874     13,410     30,239     28,429:     7,257      9,067
Old  :    37,496:     9,364     15,018          1     20,874     13,410     30,239     28,429:     7,257      9,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :        64:     1,012      1,163          1        678     -1,392      1,691       -228:    -1,627        292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       40.1        0.0       55.7       35.8       80.6       75.8:      19.4       24.2
Old  :     100.0:      25.0       40.1        0.0       55.7       35.8       80.6       75.8:      19.4       24.2
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  :        59:        15         14          1         18         12         34         26:
Old  :        59:        15         14          1         18         12         34         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       39.6       49.4       54.9       29.6       39.6       49.4       54.9
Old  :                 29.6       39.6       49.4       54.9       29.6       39.6       49.4       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, July 26, 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  :    50,539:    20,079      3,752        448     22,099     38,866     42,626     43,066:     7,913      7,473
Old  :    50,539:    20,079      3,752        448     22,099     38,866     42,626     43,066:     7,913      7,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -5,105:       644     -1,562         98      2,649     -5,767      3,391     -7,231:    -8,496      2,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7        7.4        0.9       43.7       76.9       84.3       85.2:      15.7       14.8
Old  :     100.0:      39.7        7.4        0.9       43.7       76.9       84.3       85.2:      15.7       14.8
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  :        66:        21          7          2         20         23         42         31:
Old  :        66:        21          7          2         20         23         42         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       41.7       40.3       60.8       23.0       40.7       39.7       57.8
Old  :                 23.6       41.7       40.3       60.8       23.0       40.7       39.7       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 29, 2011