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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :     3,344:       140        192          3      2,556      2,452      2,699      2,647:       645        698
Old  :     3,344:       140        192          3      2,556      2,452      2,699      2,647:       645        698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :       191:        29          1          2        -34        162         -3        165:       193         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.7        0.1       76.4       73.3       80.7       79.1:      19.3       20.9
Old  :     100.0:       4.2        5.7        0.1       76.4       73.3       80.7       79.1:      19.3       20.9
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  :        22:         2          1          1         14         12         17         13:
Old  :        22:         2          1          1         14         12         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       52.0       69.8       68.7       47.3       49.7       61.0       61.3
Old  :                 53.0       52.0       69.8       68.7       47.3       49.7       61.0       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :    57,283:     8,321      2,828     13,830     28,596     27,823     50,747     44,482:     6,537     12,802
Old  :    57,283:     8,321      2,828     13,830     28,596     27,823     50,747     44,482:     6,537     12,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     4,645:     1,084         42        919      1,136      1,772      3,139      2,733:     1,506      1,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        4.9       24.1       49.9       48.6       88.6       77.7:      11.4       22.3
Old  :     100.0:      14.5        4.9       24.1       49.9       48.6       88.6       77.7:      11.4       22.3
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  :        81:        24         10         22         35         35         67         59:
Old  :        81:        24         10         22         35         35         67         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       25.3       53.6       40.1       37.2       24.8       45.8       35.1
Old  :                 38.6       25.3       53.6       40.1       37.2       24.8       45.8       35.1
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, November 15, 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  :   299,672:    79,551     19,694     77,731    112,288    157,824    269,571    255,249:    30,102     44,423
Old  :   296,810:    79,282     20,067     76,696    111,651    156,290    267,628    253,053:    29,181     43,757
Other:     2,863:       764        121        541        638      1,534      1,942      2,196:       920        667
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    -3,458:    -3,994      5,110     -4,806      5,358     -2,883     -3,443     -2,579:       -16       -879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        6.6       25.9       37.5       52.7       90.0       85.2:      10.0       14.8
Old  :     100.0:      26.7        6.8       25.8       37.6       52.7       90.2       85.3:       9.8       14.7
Other:     100.0:      26.7        4.2       18.9       22.3       53.6       67.9       76.7:      32.1       23.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:       118         58        119         62         89        247        224:
Old  :       297:       119         61        119         62         89        247        224:
Other:        44:        15          5         10         12         20         29         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       20.5       24.7       29.4       13.6       16.1       23.4       23.8
Old  :                 14.2       20.6       25.0       29.6       13.7       16.2       23.7       24.0
Other:                 33.5       34.9       49.9       51.0       31.7       34.1       40.6       44.1
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :   429,323:   125,966     29,494    121,925    149,880    209,053    397,771    360,472:    31,552     68,851
Old  :   429,323:   125,966     29,494    121,925    149,880    209,053    397,771    360,472:    31,552     68,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     6,123:    -2,529      3,088      2,311      2,325        283      2,108      5,683:     4,016        441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        6.9       28.4       34.9       48.7       92.7       84.0:       7.3       16.0
Old  :     100.0:      29.3        6.9       28.4       34.9       48.7       92.7       84.0:       7.3       16.0
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  :       425:       147         80        141        107        176        324        337:
Old  :       425:       147         80        141        107        176        324        337:
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  :                 15.3       15.5       25.4       23.0       14.8       13.4       24.5       18.2
Old  :                 15.3       15.5       25.4       23.0       14.8       13.4       24.5       18.2
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, November 15, 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  :     9,517:     4,063      4,944        916      2,959      1,721      7,939      7,581:     1,578      1,936
Old  :     9,517:     4,063      4,944        916      2,959      1,721      7,939      7,581:     1,578      1,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :      -167:        86        315         40          3       -366        129        -11:      -297       -156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7       51.9        9.6       31.1       18.1       83.4       79.7:      16.6       20.3
Old  :     100.0:      42.7       51.9        9.6       31.1       18.1       83.4       79.7:      16.6       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        27         30         16         18         16         54         58:
Old  :        86:        27         30         16         18         16         54         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  :                 39.3       24.7       54.7       40.3       39.3       24.7       52.1       39.1
Old  :                 39.3       24.7       54.7       40.3       39.3       24.7       52.1       39.1
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, November 15, 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  :    38,588:    14,588      2,521      8,835      8,251      8,620     31,674     19,976:     6,915     18,612
Old  :    38,588:    14,588      2,521      8,835      8,251      8,620     31,674     19,976:     6,915     18,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :       852:       599         46        756       -706       -378        649        425:       203        427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8        6.5       22.9       21.4       22.3       82.1       51.8:      17.9       48.2
Old  :     100.0:      37.8        6.5       22.9       21.4       22.3       82.1       51.8:      17.9       48.2
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  :       170:        61         32         53         45         54        136        119:
Old  :       170:        61         32         53         45         54        136        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1        9.3       24.6       15.6       13.9        5.6       21.6        9.3
Old  :                 14.1        9.3       24.6       15.6       13.9        5.6       21.6        9.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   102,813:     9,335        127      3,929     89,174     98,322    102,438    102,378:       375        435
Old  :   102,813:     9,335        127      3,929     89,174     98,322    102,438    102,378:       375        435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :        67:    -1,971          0          0      2,077          6        106          6:       -39         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        0.1        3.8       86.7       95.6       99.6       99.6:       0.4        0.4
Old  :     100.0:       9.1        0.1        3.8       86.7       95.6       99.6       99.6:       0.4        0.4
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  :        22:         4          1          1         15         16         19         18:
Old  :        22:         4          1          1         15         16         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       67.7       84.5       86.1       52.8       53.6       60.7       61.0
Old  :                 67.9       67.7       84.5       86.1       52.8       53.6       60.7       61.0
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, November 15, 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  :   134,482:    28,696     44,639      4,575     69,745     62,834    103,015    112,047:    31,467     22,435
Old  :   134,482:    28,696     44,639      4,575     69,745     62,834    103,015    112,047:    31,467     22,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     2,706:       751      2,674         -1      2,017       -234      2,766      2,439:       -60        267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       33.2        3.4       51.9       46.7       76.6       83.3:      23.4       16.7
Old  :     100.0:      21.3       33.2        3.4       51.9       46.7       76.6       83.3:      23.4       16.7
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  :        75:        21         18         12         25         27         52         51:
Old  :        75:        21         18         12         25         27         52         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  :                 37.5       50.1       50.7       59.7       37.3       50.0       50.2       58.0
Old  :                 37.5       50.1       50.7       59.7       37.3       50.0       50.2       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :    36,641:     5,235      6,703      3,628     17,642     11,699     26,506     22,030:    10,135     14,610
Old  :    36,641:     5,235      6,703      3,628     17,642     11,699     26,506     22,030:    10,135     14,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     5,625:    -1,519      2,175        440      7,017        -86      5,938      2,529:      -314      3,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       18.3        9.9       48.1       31.9       72.3       60.1:      27.7       39.9
Old  :     100.0:      14.3       18.3        9.9       48.1       31.9       72.3       60.1:      27.7       39.9
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  :        35:         9          9          7         12         14         24         27:
Old  :        35:         9          9          7         12         14         24         27:
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  :                 38.8       25.6       53.6       34.4       37.3       25.2       50.0       31.7
Old  :                 38.8       25.6       53.6       34.4       37.3       25.2       50.0       31.7
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, November 15, 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  :   105,696:    17,858     32,879        733     84,032     67,365    102,623    100,977:     3,073      4,719
Old  :   105,696:    17,858     32,879        733     84,032     67,365    102,623    100,977:     3,073      4,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     7,356:     4,771      1,725        270        634      4,033      5,675      6,028:     1,681      1,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       31.1        0.7       79.5       63.7       97.1       95.5:       2.9        4.5
Old  :     100.0:      16.9       31.1        0.7       79.5       63.7       97.1       95.5:       2.9        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        18         23          3         22         24         41         50:
Old  :        81:        18         23          3         22         24         41         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.4       52.4       85.2       68.8       73.3       52.4       85.1       68.8
Old  :                 73.4       52.4       85.2       68.8       73.3       52.4       85.1       68.8
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, November 15, 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  :   156,988:    23,588     55,436      3,212    114,200     73,043    141,001    131,691:    15,987     25,297
Old  :   156,988:    23,588     55,436      3,212    114,200     73,043    141,001    131,691:    15,987     25,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     2,809:       803      4,357        385      5,359     -1,882      6,547      2,860:    -3,737        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       35.3        2.0       72.7       46.5       89.8       83.9:      10.2       16.1
Old  :     100.0:      15.0       35.3        2.0       72.7       46.5       89.8       83.9:      10.2       16.1
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  :        91:        24         27         11         32         26         61         59:
Old  :        91:        24         27         11         32         26         61         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       48.1       58.6       58.7       40.3       47.0       57.7       57.2
Old  :                 40.6       48.1       58.6       58.7       40.3       47.0       57.7       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :   153,994:    48,711     16,383      5,192     76,827    103,951    130,729    125,526:    23,265     28,468
Old  :   153,994:    48,711     16,383      5,192     76,827    103,951    130,729    125,526:    23,265     28,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     3,186:     5,404       -506       -304        250      5,037      5,350      4,227:    -2,163     -1,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       10.6        3.4       49.9       67.5       84.9       81.5:      15.1       18.5
Old  :     100.0:      31.6       10.6        3.4       49.9       67.5       84.9       81.5:      15.1       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        26         31         20         25         23         61         64:
Old  :        92:        26         31         20         25         23         61         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  :                 45.5       55.0       57.3       61.4       45.5       54.4       56.8       59.9
Old  :                 45.5       55.0       57.3       61.4       45.5       54.4       56.8       59.9
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, November 15, 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  :   291,503:    24,011     94,582     33,888    195,808     90,432    253,707    218,902:    37,796     72,601
Old  :   291,503:    24,011     94,582     33,888    195,808     90,432    253,707    218,902:    37,796     72,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    21,296:    -3,167     19,153      4,051     20,550     -7,713     21,433     15,491:      -138      5,804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       32.4       11.6       67.2       31.0       87.0       75.1:      13.0       24.9
Old  :     100.0:       8.2       32.4       11.6       67.2       31.0       87.0       75.1:      13.0       24.9
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  :       191:        37         73         42         58         54        117        147:
Old  :       191:        37         73         42         58         54        117        147:
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  :                 36.9       21.2       46.6       30.1       34.4       21.2       43.0       27.9
Old  :                 36.9       21.2       46.6       30.1       34.4       21.2       43.0       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :    25,966:    14,255      3,641          0      9,807     20,317     24,062     23,958:     1,904      2,008
Old  :    25,966:    14,255      3,641          0      9,807     20,317     24,062     23,958:     1,904      2,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     1,216:      -330        606         -5      1,696        -62      1,361        539:      -145        677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.9       14.0        0.0       37.8       78.2       92.7       92.3:       7.3        7.7
Old  :     100.0:      54.9       14.0        0.0       37.8       78.2       92.7       92.3:       7.3        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         8         13          0          6         10         14         23:
Old  :        35:         8         13          0          6         10         14         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.5       58.8       88.2       74.0       75.5       58.8       88.2       73.9
Old  :                 75.5       58.8       88.2       74.0       75.5       58.8       88.2       73.9
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, November 15, 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  :14,614,908:   328,169    953,127  5,815,685  7,635,169  6,696,472 13,779,024 13,465,284:   835,884  1,149,624
Old  :14,614,908:   328,169    953,127  5,815,685  7,635,169  6,696,472 13,779,024 13,465,284:   835,884  1,149,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :  -380,437:  -241,015    -18,301   -362,928    246,918   -103,978   -357,026   -485,208:   -23,411    104,771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        6.5       39.8       52.2       45.8       94.3       92.1:       5.7        7.9
Old  :     100.0:       2.2        6.5       39.8       52.2       45.8       94.3       92.1:       5.7        7.9
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  :       285:        48         66        105        154        156        261        277:
Old  :       285:        48         66        105        154        156        261        277:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       19.9       40.0       32.9       19.0       10.4       22.3       13.7
Old  :                 29.4       19.9       40.0       32.9       19.0       10.4       22.3       13.7
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, November 15, 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  : 1,065,240:    62,662    108,231     87,497    779,438    740,816    929,597    936,544:   135,643    128,696
Old  : 1,065,240:    62,662    108,231     87,497    779,438    740,816    929,597    936,544:   135,643    128,696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    19,134:     6,491     -2,387        562      3,930     18,799     10,983     16,974:     8,151      2,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       10.2        8.2       73.2       69.5       87.3       87.9:      12.7       12.1
Old  :     100.0:       5.9       10.2        8.2       73.2       69.5       87.3       87.9:      12.7       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       614:       100        146        112        261        266        428        457:
Old  :       614:       100        146        112        261        266        428        457:
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  :                 14.2        9.3       22.0       16.9       11.2        7.2       17.9       11.7
Old  :                 14.2        9.3       22.0       16.9       11.2        7.2       17.9       11.7
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, November 15, 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  :   398,909:    30,811     19,070     33,912    259,364    274,147    324,087    327,129:    74,822     71,780
Old  :   398,909:    30,811     19,070     33,912    259,364    274,147    324,087    327,129:    74,822     71,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     2,958:     1,496      1,874       -890     -1,348     -3,550       -742     -2,566:     3,700      5,524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        4.8        8.5       65.0       68.7       81.2       82.0:      18.8       18.0
Old  :     100.0:       7.7        4.8        8.5       65.0       68.7       81.2       82.0:      18.8       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        23         28         40         81         69        125        116:
Old  :       149:        23         28         40         81         69        125        116:
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  :                 18.9       17.6       28.8       27.4       17.9       16.0       26.4       23.3
Old  :                 18.9       17.6       28.8       27.4       17.9       16.0       26.4       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  : 3,331,654:   267,117    553,665    160,066  2,600,366  2,333,342  3,027,550  3,047,073:   304,104    284,581
Old  : 3,331,654:   267,117    553,665    160,066  2,600,366  2,333,342  3,027,550  3,047,073:   304,104    284,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    80,879:    31,530    -14,747        705     26,393    111,747     58,628     97,704:    22,252    -16,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       16.6        4.8       78.1       70.0       90.9       91.5:       9.1        8.5
Old  :     100.0:       8.0       16.6        4.8       78.1       70.0       90.9       91.5:       9.1        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       568:        87        137         94        232        248        380        418:
Old  :       568:        87        137         94        232        248        380        418:
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       10.6       28.1       18.2       15.9       10.0       24.2       16.5
Old  :                 19.2       10.6       28.1       18.2       15.9       10.0       24.2       16.5
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, November 15, 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  :   111,149:     8,266      5,241          4     91,449    101,273     99,719    106,518:    11,430      4,631
Old  :   111,149:     8,266      5,241          4     91,449    101,273     99,719    106,518:    11,430      4,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     3,186:       484       -222       -209        159      3,579        434      3,148:     2,753         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        4.7        0.0       82.3       91.1       89.7       95.8:      10.3        4.2
Old  :     100.0:       7.4        4.7        0.0       82.3       91.1       89.7       95.8:      10.3        4.2
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  :        89:         8          6          1         52         36         60         43:
Old  :        89:         8          6          1         52         36         60         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       39.4       50.2       60.6       32.8       38.8       47.3       56.6
Old  :                 34.4       39.4       50.2       60.6       32.8       38.8       47.3       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :   103,133:    14,943      3,379      3,248     65,271     81,069     83,462     87,696:    19,672     15,438
Old  :   103,133:    14,943      3,379      3,248     65,271     81,069     83,462     87,696:    19,672     15,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     1,434:       -86       -484        320      1,578      2,442      1,812      2,278:      -378       -844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        3.3        3.1       63.3       78.6       80.9       85.0:      19.1       15.0
Old  :     100.0:      14.5        3.3        3.1       63.3       78.6       80.9       85.0:      19.1       15.0
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  :       218:        55         22         14         86         88        145        120:
Old  :       218:        55         22         14         86         88        145        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       27.9       35.0       44.3       20.5       25.1       27.9       38.2
Old  :                 25.6       27.9       35.0       44.3       20.5       25.1       27.9       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :    32,678:     2,454        538         50     16,127     30,598     18,631     31,186:    14,047      1,492
Old  :    32,678:     2,454        538         50     16,127     30,598     18,631     31,186:    14,047      1,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     1,360:         0        246          0      1,752      1,082      1,752      1,328:      -392         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        1.6        0.2       49.4       93.6       57.0       95.4:      43.0        4.6
Old  :     100.0:       7.5        1.6        0.2       49.4       93.6       57.0       95.4:      43.0        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          1         10         14         12         15:
Old  :        25:         1          1          1         10         14         12         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  :                 42.6       60.8       53.8       85.2       42.6       60.8       53.7       85.2
Old  :                 42.6       60.8       53.8       85.2       42.6       60.8       53.7       85.2
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, November 15, 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  :   352,278:    74,713     26,474      3,720    245,720    252,355    324,154    282,549:    28,125     69,730
Old  :   352,278:    74,713     26,474      3,720    245,720    252,355    324,154    282,549:    28,125     69,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :       369:      -279     -3,498      1,449       -871      6,800        298      4,751:        71     -4,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        7.5        1.1       69.8       71.6       92.0       80.2:       8.0       19.8
Old  :     100.0:      21.2        7.5        1.1       69.8       71.6       92.0       80.2:       8.0       19.8
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  :       217:        55         22         13         82         83        140        115:
Old  :       217:        55         22         13         82         83        140        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       27.2       38.2       39.4       26.4       27.1       37.2       39.2
Old  :                 27.2       27.2       38.2       39.4       26.4       27.1       37.2       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :   145,755:    57,141     32,062      4,054     61,604     89,469    122,799    125,584:    22,956     20,170
Old  :   145,755:    57,141     32,062      4,054     61,604     89,469    122,799    125,584:    22,956     20,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    -9,954:    -7,171     -4,299        424      1,856     -1,946     -4,892     -5,821:    -5,062     -4,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       22.0        2.8       42.3       61.4       84.3       86.2:      15.7       13.8
Old  :     100.0:      39.2       22.0        2.8       42.3       61.4       84.3       86.2:      15.7       13.8
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  :        78:        27         19         12         23         23         55         49:
Old  :        78:        27         19         12         23         23         55         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       47.0       61.8       62.8       42.6       45.7       61.6       61.3
Old  :                 42.6       47.0       61.8       62.8       42.6       45.7       61.6       61.3
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, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    30,041:     4,108      9,250         67     19,559      7,538     23,734     16,855:     6,307     13,186
Old  :    30,041:     4,108      9,250         67     19,559      7,538     23,734     16,855:     6,307     13,186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     1,038:       927        325         48        437         40      1,412        413:      -374        625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       30.8        0.2       65.1       25.1       79.0       56.1:      21.0       43.9
Old  :     100.0:      13.7       30.8        0.2       65.1       25.1       79.0       56.1:      21.0       43.9
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  :        50:        10         10          2         23          9         34         20:
Old  :        50:        10         10          2         23          9         34         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  :                 28.8       35.3       46.0       47.2       28.6       35.3       45.6       47.2
Old  :                 28.8       35.3       46.0       47.2       28.6       35.3       45.6       47.2
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, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    47,399:     7,595      6,348      2,284     31,209     14,648     41,088     23,280:     6,311     24,119
Old  :    47,399:     7,595      6,348      2,284     31,209     14,648     41,088     23,280:     6,311     24,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :      -907:      -116        -92        368     -1,297      2,876     -1,045      3,152:       138     -4,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       13.4        4.8       65.8       30.9       86.7       49.1:      13.3       50.9
Old  :     100.0:      16.0       13.4        4.8       65.8       30.9       86.7       49.1:      13.3       50.9
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  :        66:        10          6          3         33         22         44         30:
Old  :        66:        10          6          3         33         22         44         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       19.3       41.8       30.8       27.2       19.3       40.5       26.1
Old  :                 28.2       19.3       41.8       30.8       27.2       19.3       40.5       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 18, 2011