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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     3,573:       186        488         24      2,878      2,641      3,088      3,153:       485        419
Old  :     3,573:       186        488         24      2,878      2,641      3,088      3,153:       485        419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :        85:        -0         34         -6         97         24         91         52:        -6         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       13.7        0.7       80.5       73.9       86.4       88.3:      13.6       11.7
Old  :     100.0:       5.2       13.7        0.7       80.5       73.9       86.4       88.3:      13.6       11.7
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  :        24:         2          3          2         13         12         17         15:
Old  :        24:         2          3          2         13         12         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       52.7       77.6       72.3       53.7       52.6       69.9       71.4
Old  :                 57.7       52.7       77.6       72.3       53.7       52.6       69.9       71.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :    58,603:     8,274      2,248     13,471     31,224     31,685     52,968     47,404:     5,634     11,199
Old  :    58,603:     8,274      2,248     13,471     31,224     31,685     52,968     47,404:     5,634     11,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     3,579:       590        541        786      2,507      1,278      3,883      2,605:      -304        974
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        3.8       23.0       53.3       54.1       90.4       80.9:       9.6       19.1
Old  :     100.0:      14.1        3.8       23.0       53.3       54.1       90.4       80.9:       9.6       19.1
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  :        85:        22         12         21         40         41         72         64:
Old  :        85:        22         12         21         40         41         72         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       28.8       54.3       44.1       40.1       27.7       48.0       38.7
Old  :                 41.4       28.8       54.3       44.1       40.1       27.7       48.0       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   300,130:    70,861     33,422     82,839    117,386    138,055    271,086    254,316:    29,044     45,815
Old  :    41,010:    11,967      8,204     12,354     12,433     15,521     36,753     36,080:     4,256      4,930
Other:   259,120:    68,766     35,090     60,613    104,953    122,533    234,332    218,236:    24,788     40,884
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     1,289:       118     -4,764       -979      1,660      4,244        798     -1,500:       492      2,789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       11.1       27.6       39.1       46.0       90.3       84.7:       9.7       15.3
Old  :     100.0:      29.2       20.0       30.1       30.3       37.8       89.6       88.0:      10.4       12.0
Other:     100.0:      26.5       13.5       23.4       40.5       47.3       90.4       84.2:       9.6       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:       106         71        118         60         81        231        219:
Old  :       161:        53         36         43         26         62        100        122:
Other:       272:        95         72        102         58         81        213        209:
     :----------------------------------------------------------------------------------------------------
     :             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       19.6       28.0       29.2       16.4       15.4       26.5       23.3
Old  :                 22.5       29.5       37.4       39.2       16.8       21.5       24.9       27.6
Other:                 18.6       19.9       30.7       29.9       18.1       17.0       29.6       25.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   432,838:   105,757     30,279    130,098    167,551    207,040    403,405    367,417:    29,433     65,421
Old  :   432,838:   105,757     30,279    130,098    167,551    207,040    403,405    367,417:    29,433     65,421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     3,807:    -2,021     -3,666      5,316      1,523      5,893      4,819      7,543:    -1,011     -3,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        7.0       30.1       38.7       47.8       93.2       84.9:       6.8       15.1
Old  :     100.0:      24.4        7.0       30.1       38.7       47.8       93.2       84.9:       6.8       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       413:       133         81        143        110        177        308        346:
Old  :       413:       133         81        143        110        177        308        346:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       15.8       29.1       23.9       17.0       13.5       27.4       18.4
Old  :                 18.0       15.8       29.1       23.9       17.0       13.5       27.4       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :     9,447:     3,870      3,407        944      2,857      2,659      7,672      7,010:     1,775      2,438
Old  :     9,447:     3,870      3,407        944      2,857      2,659      7,672      7,010:     1,775      2,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :       189:       -59        591       -136        -42       -389       -237         65:       426        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0       36.1       10.0       30.2       28.1       81.2       74.2:      18.8       25.8
Old  :     100.0:      41.0       36.1       10.0       30.2       28.1       81.2       74.2:      18.8       25.8
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  :        79:        22         29         17         10         18         44         58:
Old  :        79:        22         29         17         10         18         44         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       21.1       57.9       34.7       43.1       21.1       57.0       34.2
Old  :                 43.1       21.1       57.9       34.7       43.1       21.1       57.0       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :    41,992:    13,330      5,248     10,408      9,884      8,374     33,622     24,030:     8,370     17,962
Old  :    41,992:    13,330      5,248     10,408      9,884      8,374     33,622     24,030:     8,370     17,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     1,302:       519        169        751       -120       -486      1,150        434:       152        868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       12.5       24.8       23.5       19.9       80.1       57.2:      19.9       42.8
Old  :     100.0:      31.7       12.5       24.8       23.5       19.9       80.1       57.2:      19.9       42.8
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  :       167:        49         44         59         44         50        131        125:
Old  :       167:        49         44         59         44         50        131        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       10.0       25.8       15.9       14.3        6.0       21.9        9.8
Old  :                 15.8       10.0       25.8       15.9       14.3        6.0       21.9        9.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :    87,430:    12,185        226      3,857     68,627     81,437     84,669     85,520:     2,761      1,910
Old  :    87,430:    12,185        226      3,857     68,627     81,437     84,669     85,520:     2,761      1,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -12,030:       816         97        205    -13,898    -12,830    -12,877    -12,528:       847        498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        0.3        4.4       78.5       93.1       96.8       97.8:       3.2        2.2
Old  :     100.0:      13.9        0.3        4.4       78.5       93.1       96.8       97.8:       3.2        2.2
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  :        25:         4          2          2         17         17         22         20:
Old  :        25:         4          2          2         17         17         22         20:
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  :                 58.3       68.4       78.6       85.7       50.8       53.6       63.2       61.9
Old  :                 58.3       68.4       78.6       85.7       50.8       53.6       63.2       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   100,493:    21,427     41,399      5,286     37,280     27,655     63,993     74,340:    36,500     26,153
Old  :   100,493:    21,427     41,399      5,286     37,280     27,655     63,993     74,340:    36,500     26,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -31,501:       934     15,877     -6,548    -20,902    -44,409    -26,517    -35,080:    -4,984      3,580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       41.2        5.3       37.1       27.5       63.7       74.0:      36.3       26.0
Old  :     100.0:      21.3       41.2        5.3       37.1       27.5       63.7       74.0:      36.3       26.0
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  :        83:        24         25         11         27         24         55         56:
Old  :        83:        24         25         11         27         24         55         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       24.6       31.3       35.8       22.3       24.5       29.8       33.9
Old  :                 22.7       24.6       31.3       35.8       22.3       24.5       29.8       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :    34,139:     4,918      3,334      7,848     10,160     10,271     22,926     21,453:    11,213     12,686
Old  :    34,139:     4,918      3,334      7,848     10,160     10,271     22,926     21,453:    11,213     12,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     3,170:    -2,206       -341      2,544      5,080       -522      5,419      1,681:    -2,249      1,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        9.8       23.0       29.8       30.1       67.2       62.8:      32.8       37.2
Old  :     100.0:      14.4        9.8       23.0       29.8       30.1       67.2       62.8:      32.8       37.2
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  :        32:         8         10         11         10         12         26         25:
Old  :        32:         8         10         11         10         12         26         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       26.9       44.6       39.5       23.4       19.1       32.6       25.3
Old  :                 28.5       26.9       44.6       39.5       23.4       19.1       32.6       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :    83,098:    10,211     30,837        245     70,683     45,722     81,139     76,804:     1,959      6,294
Old  :    83,098:    10,211     30,837        245     70,683     45,722     81,139     76,804:     1,959      6,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     7,088:     1,960      5,696         96      6,605        990      8,661      6,782:    -1,573        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       37.1        0.3       85.1       55.0       97.6       92.4:       2.4        7.6
Old  :     100.0:      12.3       37.1        0.3       85.1       55.0       97.6       92.4:       2.4        7.6
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  :        94:        20         42          3         14         21         36         64:
Old  :        94:        20         42          3         14         21         36         64:
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  :                 79.9       38.4       87.5       52.0       79.9       38.4       86.8       51.8
Old  :                 79.9       38.4       87.5       52.0       79.9       38.4       86.8       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   163,120:    14,402     78,256      4,144    129,807     46,481    148,353    128,881:    14,767     34,239
Old  :   163,120:    14,402     78,256      4,144    129,807     46,481    148,353    128,881:    14,767     34,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    12,488:      -504      4,254      1,288     12,258      3,509     13,043      9,052:      -555      3,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       48.0        2.5       79.6       28.5       90.9       79.0:       9.1       21.0
Old  :     100.0:       8.8       48.0        2.5       79.6       28.5       90.9       79.0:       9.1       21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        12         45         14         28         21         49         71:
Old  :        93:        12         45         14         28         21         49         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       35.8       60.8       47.2       41.2       34.3       60.5       45.6
Old  :                 41.2       35.8       60.8       47.2       41.2       34.3       60.5       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   138,521:    61,075     19,440      5,519     43,005     81,603    109,598    106,562:    28,923     31,959
Old  :   138,521:    61,075     19,440      5,519     43,005     81,603    109,598    106,562:    28,923     31,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    -1,061:    -2,537        613        413      2,655     -4,061        531     -3,035:    -1,591      1,974
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1       14.0        4.0       31.0       58.9       79.1       76.9:      20.9       23.1
Old  :     100.0:      44.1       14.0        4.0       31.0       58.9       79.1       76.9:      20.9       23.1
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  :       101:        34         33         18         26         24         69         66:
Old  :       101:        34         33         18         26         24         69         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       39.3       47.1       50.6       36.5       36.6       46.9       47.7
Old  :                 36.5       39.3       47.1       50.6       36.5       36.6       46.9       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   271,955:    20,328     99,971     39,737    172,017     64,089    232,081    203,796:    39,874     68,159
Old  :   271,955:    20,328     99,971     39,737    172,017     64,089    232,081    203,796:    39,874     68,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    21,478:       277      4,035      5,433     13,465      8,257     19,174     17,725:     2,304      3,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       36.8       14.6       63.3       23.6       85.3       74.9:      14.7       25.1
Old  :     100.0:       7.5       36.8       14.6       63.3       23.6       85.3       74.9:      14.7       25.1
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  :       200:        32         85         49         55         60        117        164:
Old  :       200:        32         85         49         55         60        117        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       16.3       43.5       24.2       33.8       15.2       41.8       21.3
Old  :                 34.0       16.3       43.5       24.2       33.8       15.2       41.8       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :    34,997:    18,703     16,831         66     15,739     17,098     34,508     33,995:       489      1,002
Old  :    34,997:    18,703     16,831         66     15,739     17,098     34,508     33,995:       489      1,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    -1,764:    -2,859       -760         -3      1,408     -1,017     -1,454     -1,780:      -310         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.4       48.1        0.2       45.0       48.9       98.6       97.1:       1.4        2.9
Old  :     100.0:      53.4       48.1        0.2       45.0       48.9       98.6       97.1:       1.4        2.9
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  :        21:         6          5          1          6          5         12         11:
Old  :        21:         6          5          1          6          5         12         11:
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  :                 87.8       87.8       96.8       96.3       87.6       87.8       95.2       94.3
Old  :                 87.8       87.8       96.8       96.3       87.6       87.8       95.2       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :    23,804:    14,475      4,884          0      7,068     16,921     21,543     21,805:     2,261      1,999
Old  :    23,804:    14,475      4,884          0      7,068     16,921     21,543     21,805:     2,261      1,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     1,497:    -2,036      1,938          0      4,631     -1,098      2,595        840:    -1,098        657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8       20.5        0.0       29.7       71.1       90.5       91.6:       9.5        8.4
Old  :     100.0:      60.8       20.5        0.0       29.7       71.1       90.5       91.6:       9.5        8.4
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  :        38:        11         11          0          9          8         20         19:
Old  :        38:        11         11          0          9          8         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       61.1       78.7       78.5       59.4       61.1       78.7       78.5
Old  :                 59.4       61.1       78.7       78.5       59.4       61.1       78.7       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :14,597,496:   726,503    665,170  5,541,337  7,553,697  7,494,409 13,821,536 13,700,917:   775,960    896,579
Old  :14,597,496:   726,503    665,170  5,541,337  7,553,697  7,494,409 13,821,536 13,700,917:   775,960    896,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :  -446,761:  -109,144    -43,441   -287,054    -10,955   -105,029   -407,153   -435,525:   -39,608    -11,237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        4.6       38.0       51.7       51.3       94.7       93.9:       5.3        6.1
Old  :     100.0:       5.0        4.6       38.0       51.7       51.3       94.7       93.9:       5.3        6.1
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  :       286:        53         60        104        152        156        267        270:
Old  :       286:        53         60        104        152        156        267        270:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       20.7       43.2       34.6       22.2        9.6       25.0       15.1
Old  :                 33.5       20.7       43.2       34.6       22.2        9.6       25.0       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  : 1,068,260:    58,977    123,444     87,561    774,738    699,567    921,276    910,572:   146,984    157,688
Old  : 1,068,260:    58,977    123,444     87,561    774,738    699,567    921,276    910,572:   146,984    157,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    58,112:     2,688     -1,596     21,455     42,311     43,568     66,454     63,427:    -8,342     -5,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       11.6        8.2       72.5       65.5       86.2       85.2:      13.8       14.8
Old  :     100.0:       5.5       11.6        8.2       72.5       65.5       86.2       85.2:      13.8       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  :       609:        87        159        104        238        268        396        461:
Old  :       609:        87        159        104        238        268        396        461:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7        8.5       22.8       15.0       11.9        6.5       19.2       10.9
Old  :                 14.7        8.5       22.8       15.0       11.9        6.5       19.2       10.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   395,481:    22,328     30,553     39,630    262,937    232,945    324,895    303,128:    70,586     92,353
Old  :   395,481:    22,328     30,553     39,630    262,937    232,945    324,895    303,128:    70,586     92,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    35,104:     7,166      7,590      4,668     21,597     17,708     33,431     29,966:     1,673      5,138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        7.7       10.0       66.5       58.9       82.2       76.6:      17.8       23.4
Old  :     100.0:       5.6        7.7       10.0       66.5       58.9       82.2       76.6:      17.8       23.4
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  :       145:        23         27         36         75         65        119        107:
Old  :       145:        23         27         36         75         65        119        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       14.6       29.6       24.1       18.3       12.6       27.3       19.2
Old  :                 19.1       14.6       29.6       24.1       18.3       12.6       27.3       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,363,898:   266,995    548,200    155,908  2,559,002  2,333,113  2,981,905  3,037,221:   381,993    326,678
Old  : 3,363,898:   266,995    548,200    155,908  2,559,002  2,333,113  2,981,905  3,037,221:   381,993    326,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   115,040:    46,565     23,021     14,982    103,568    129,304    165,116    167,307:   -50,075    -52,267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       16.3        4.6       76.1       69.4       88.6       90.3:      11.4        9.7
Old  :     100.0:       7.9       16.3        4.6       76.1       69.4       88.6       90.3:      11.4        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  :       563:        82        145         90        213        247        353        424:
Old  :       563:        82        145         90        213        247        353        424:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       10.0       29.0       17.2       15.8        9.6       24.2       15.0
Old  :                 19.2       10.0       29.0       17.2       15.8        9.6       24.2       15.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   106,332:     6,534      4,836         34     92,840     96,277     99,408    101,147:     6,924      5,185
Old  :   106,332:     6,534      4,836         34     92,840     96,277     99,408    101,147:     6,924      5,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     1,454:       223       -198       -388      2,024      2,069      1,859      1,483:      -405        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        4.5        0.0       87.3       90.5       93.5       95.1:       6.5        4.9
Old  :     100.0:       6.1        4.5        0.0       87.3       90.5       93.5       95.1:       6.5        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  :        87:         6          5          1         50         37         56         43:
Old  :        87:         6          5          1         50         37         56         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       40.7       54.6       59.8       36.4       40.2       50.7       59.4
Old  :                 39.3       40.7       54.6       59.8       36.4       40.2       50.7       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :    77,888:    10,703      5,750      1,781     54,915     59,705     67,398     67,236:    10,489     10,652
Old  :    77,888:    10,703      5,750      1,781     54,915     59,705     67,398     67,236:    10,489     10,652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    15,118:       218        438      1,256      9,078      7,211     10,552      8,905:     4,566      6,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        7.4        2.3       70.5       76.7       86.5       86.3:      13.5       13.7
Old  :     100.0:      13.7        7.4        2.3       70.5       76.7       86.5       86.3:      13.5       13.7
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  :       218:        40         39         17         79         93        127        141:
Old  :       218:        40         39         17         79         93        127        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       26.3       41.9       37.5       29.9       25.9       41.7       37.1
Old  :                 30.0       26.3       41.9       37.5       29.9       25.9       41.7       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :    13,521:     2,058          0          0      5,122     11,405      7,180     11,405:     6,341      2,116
Old  :    13,521:     2,058          0          0      5,122     11,405      7,180     11,405:     6,341      2,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -19,305:     1,400     -2,837        -63    -23,771    -10,675    -22,434    -13,575:     3,129     -5,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        0.0        0.0       37.9       84.4       53.1       84.4:      46.9       15.6
Old  :     100.0:      15.2        0.0        0.0       37.9       84.4       53.1       84.4:      46.9       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          0          0          9         10         12         10:
Old  :        21:         3          0          0          9         10         12         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  :                 37.2       60.5       46.8       82.4       37.2       60.5       46.8       82.4
Old  :                 37.2       60.5       46.8       82.4       37.2       60.5       46.8       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   321,836:    50,000     35,527      2,129    248,964    241,500    301,092    279,156:    20,744     42,680
Old  :   321,836:    50,000     35,527      2,129    248,964    241,500    301,092    279,156:    20,744     42,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     7,986:    -2,426      8,967       -498     19,782    -20,970     16,858    -12,502:    -8,872     20,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       11.0        0.7       77.4       75.0       93.6       86.7:       6.4       13.3
Old  :     100.0:      15.5       11.0        0.7       77.4       75.0       93.6       86.7:       6.4       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        38         40         16         77         90        123        138:
Old  :       217:        38         40         16         77         90        123        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       24.8       46.0       34.8       31.8       24.8       45.8       34.8
Old  :                 31.9       24.8       46.0       34.8       31.8       24.8       45.8       34.8
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 with Delta-adjusted Options and Futures Combined, September 27, 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  :    94,759:    29,119     23,197      5,770     40,079     41,894     74,968     70,861:    19,792     23,898
Old  :    94,759:    29,119     23,197      5,770     40,079     41,894     74,968     70,861:    19,792     23,898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     8,094:    -9,917      8,407      1,941     20,257     -5,050     12,280      5,298:    -4,185      2,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       24.5        6.1       42.3       44.2       79.1       74.8:      20.9       25.2
Old  :     100.0:      30.7       24.5        6.1       42.3       44.2       79.1       74.8:      20.9       25.2
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  :        75:        27         22         16         18         19         51         51:
Old  :        75:        27         22         16         18         19         51         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       28.9       54.2       44.7       36.7       28.4       53.3       44.0
Old  :                 37.1       28.9       54.2       44.7       36.7       28.4       53.3       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :    25,772:     4,245      6,028          2     14,756      8,406     19,003     14,436:     6,769     11,336
Old  :    25,772:     4,245      6,028          2     14,756      8,406     19,003     14,436:     6,769     11,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :      -668:     1,022     -1,596          2     -1,260      1,580       -236        -14:      -432       -654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       23.4        0.0       57.3       32.6       73.7       56.0:      26.3       44.0
Old  :     100.0:      16.5       23.4        0.0       57.3       32.6       73.7       56.0:      26.3       44.0
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  :        41:        11          5          1         19          8         30         14:
Old  :        41:        11          5          1         19          8         30         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       40.5       47.3       51.2       34.6       40.5       47.0       51.2
Old  :                 34.9       40.5       47.3       51.2       34.6       40.5       47.0       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :    30,635:     5,448      4,964        603     17,862     20,813     23,913     26,380:     6,722      4,255
Old  :    30,635:     5,448      4,964        603     17,862     20,813     23,913     26,380:     6,722      4,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :      -909:    -2,894       -119        388        633      2,050     -1,873      2,319:       964     -3,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       16.2        2.0       58.3       67.9       78.1       86.1:      21.9       13.9
Old  :     100.0:      17.8       16.2        2.0       58.3       67.9       78.1       86.1:      21.9       13.9
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  :        58:         8          9          4         22         22         33         32:
Old  :        58:         8          9          4         22         22         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       39.4       49.3       53.5       34.1       39.4       47.6       51.8
Old  :                 35.8       39.4       49.3       53.5       34.1       39.4       47.6       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :     9,013:     3,847      1,214          0      4,122      7,287      7,969      8,501:     1,044        512
Old  :     9,013:     3,847      1,214          0      4,122      7,287      7,969      8,501:     1,044        512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7       13.5        0.0       45.7       80.8       88.4       94.3:      11.6        5.7
Old  :     100.0:      42.7       13.5        0.0       45.7       80.8       88.4       94.3:      11.6        5.7
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  :        20:         6          5          0          8          2         14          7:
Old  :        20:         6          5          0          8          2         14          7:
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  :                 58.8       88.4       76.9       94.3       58.8       88.3       76.9       94.2
Old  :                 58.8       88.4       76.9       94.3       58.8       88.3       76.9       94.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 30, 2011