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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     3,884:        52        167         16      3,239      3,119      3,307      3,302:       577        582
Old  :     3,884:        52        167         16      3,239      3,119      3,307      3,302:       577        582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :       149:        52          4         -1         85        159        136        162:        13        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        4.3        0.4       83.4       80.3       85.1       85.0:      14.9       15.0
Old  :     100.0:       1.3        4.3        0.4       83.4       80.3       85.1       85.0:      14.9       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  :        24:         2          2          2         13         13         16         16:
Old  :        24:         2          2          2         13         13         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       62.3       78.0       79.6       53.6       61.6       71.3       74.1
Old  :                 54.3       62.3       78.0       79.6       53.6       61.6       71.3       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    34,695:     8,328      9,275      1,120     20,469     18,719     29,917     29,114:     4,778      5,581
Old  :    34,695:     8,328      9,275      1,120     20,469     18,719     29,917     29,114:     4,778      5,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :       939:       308        325         93        519        675        920      1,093:        19       -154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       26.7        3.2       59.0       54.0       86.2       83.9:      13.8       16.1
Old  :     100.0:      24.0       26.7        3.2       59.0       54.0       86.2       83.9:      13.8       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  :        81:        17         17         12         30         28         55         49:
Old  :        81:        17         17         12         30         28         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  :                 45.7       32.4       59.5       49.5       43.5       32.4       57.3       47.5
Old  :                 45.7       32.4       59.5       49.5       43.5       32.4       57.3       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   236,617:    70,236     45,212     36,167    103,450    118,004    209,853    199,383:    26,764     37,234
Old  :   232,070:    69,608     45,505     34,873    102,656    115,552    207,137    195,930:    24,933     36,140
Other:     4,547:     1,787        866        135        794      2,452      2,716      3,453:     1,831      1,094
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :        22:    -2,619      6,434     -1,932      3,625     -4,025       -926        477:       948       -455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       19.1       15.3       43.7       49.9       88.7       84.3:      11.3       15.7
Old  :     100.0:      30.0       19.6       15.0       44.2       49.8       89.3       84.4:      10.7       15.6
Other:     100.0:      39.3       19.0        3.0       17.5       53.9       59.7       75.9:      40.3       24.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        93         68         98         51         74        191        209:
Old  :       264:        90         73         97         50         74        189        209:
Other:        48:        15          9          5          9         17         25         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       19.9       33.1       27.2       19.6       18.4       31.3       25.3
Old  :                 20.0       20.1       33.5       27.4       19.9       18.5       31.6       25.5
Other:                 33.0       35.4       43.9       52.8       33.0       35.4       43.9       52.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   316,393:   106,834     64,418     36,857    148,733    160,233    292,424    261,508:    23,969     54,885
Old  :   316,393:   106,834     64,418     36,857    148,733    160,233    292,424    261,508:    23,969     54,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     5,489:     3,745      3,270     -1,727      3,643      2,495      5,661      4,038:      -172      1,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       20.4       11.6       47.0       50.6       92.4       82.7:       7.6       17.3
Old  :     100.0:      33.8       20.4       11.6       47.0       50.6       92.4       82.7:       7.6       17.3
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  :       367:       101         88        105         79        148        245        290:
Old  :       367:       101         88        105         79        148        245        290:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       13.5       36.6       20.7       22.1       12.9       35.1       19.4
Old  :                 22.5       13.5       36.6       20.7       22.1       12.9       35.1       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,559:     3,529      4,838      1,130      3,130      1,818      7,789      7,786:     1,770      1,773
Old  :     9,559:     3,529      4,838      1,130      3,130      1,818      7,789      7,786:     1,770      1,773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :      -492:      -192       -405        220       -253       -126       -225       -311:      -267       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       50.6       11.8       32.7       19.0       81.5       81.5:      18.5       18.5
Old  :     100.0:      36.9       50.6       11.8       32.7       19.0       81.5       81.5:      18.5       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  :        81:        21         29         12         22         17         51         55:
Old  :        81:        21         29         12         22         17         51         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       27.4       52.1       44.2       35.8       25.6       48.2       42.1
Old  :                 35.8       27.4       52.1       44.2       35.8       25.6       48.2       42.1
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 - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    32,581:    14,011      4,546      4,552      8,195      6,795     26,758     15,893:     5,823     16,688
Old  :    32,581:    14,011      4,546      4,552      8,195      6,795     26,758     15,893:     5,823     16,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     2,284:     1,143         22        508        468        722      2,119      1,252:       165      1,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0       14.0       14.0       25.2       20.9       82.1       48.8:      17.9       51.2
Old  :     100.0:      43.0       14.0       14.0       25.2       20.9       82.1       48.8:      17.9       51.2
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  :       146:        47         29         38         32         39        103         95:
Old  :       146:        47         29         38         32         39        103         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9        7.5       28.2       13.2       15.7        7.4       26.4       12.4
Old  :                 15.9        7.5       28.2       13.2       15.7        7.4       26.4       12.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   119,294:     6,938      1,287      3,193    108,752    113,886    118,883    118,366:       411        928
Old  :   119,294:     6,938      1,287      3,193    108,752    113,886    118,883    118,366:       411        928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :      -327:         0       -260          0       -200       -196       -200       -456:      -127        129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        1.1        2.7       91.2       95.5       99.7       99.2:       0.3        0.8
Old  :     100.0:       5.8        1.1        2.7       91.2       95.5       99.7       99.2:       0.3        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          2          1         16         14         18         17:
Old  :        21:         2          2          1         16         14         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.1       74.9       90.8       90.6       31.7       31.1       37.5       37.0
Old  :                 79.1       74.9       90.8       90.6       31.7       31.1       37.5       37.0
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 - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   118,735:    28,132     49,944        954     64,290     45,089     93,376     95,987:    25,359     22,748
Old  :   118,735:    28,132     49,944        954     64,290     45,089     93,376     95,987:    25,359     22,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -55,519:     6,704      1,648     -9,600    -26,195    -48,628    -29,091    -56,580:   -26,428      1,061
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       42.1        0.8       54.1       38.0       78.6       80.8:      21.4       19.2
Old  :     100.0:      23.7       42.1        0.8       54.1       38.0       78.6       80.8:      21.4       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        23         13          2         19         21         43         35:
Old  :        66:        23         13          2         19         21         43         35:
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  :                 42.8       62.1       57.1       69.6       42.8       62.0       55.9       68.0
Old  :                 42.8       62.1       57.1       69.6       42.8       62.0       55.9       68.0
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 - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    35,741:     3,829     14,627         41     24,740      2,623     28,610     17,291:     7,131     18,450
Old  :    35,741:     3,829     14,627         41     24,740      2,623     28,610     17,291:     7,131     18,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     2,721:    -6,588      1,074         11      9,591        101      3,014      1,186:      -293      1,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       40.9        0.1       69.2        7.3       80.0       48.4:      20.0       51.6
Old  :     100.0:      10.7       40.9        0.1       69.2        7.3       80.0       48.4:      20.0       51.6
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  :        35:         7         13          1         10          8         17         22:
Old  :        35:         7         13          1         10          8         17         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       27.9       72.4       36.5       58.0       27.9       71.8       36.5
Old  :                 58.0       27.9       72.4       36.5       58.0       27.9       71.8       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   117,370:    18,228     43,913          0     96,564     66,582    114,792    110,495:     2,578      6,875
Old  :   117,370:    18,228     43,913          0     96,564     66,582    114,792    110,495:     2,578      6,875
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     1,018:    -1,949      4,934        -24      2,822     -4,614        849        296:       169        722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       37.4        0.0       82.3       56.7       97.8       94.1:       2.2        5.9
Old  :     100.0:      15.5       37.4        0.0       82.3       56.7       97.8       94.1:       2.2        5.9
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  :        86:        17         36          0         18         21         35         57:
Old  :        86:        17         36          0         18         21         35         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.1       41.1       90.7       59.7       78.1       41.1       90.0       59.7
Old  :                 78.1       41.1       90.7       59.7       78.1       41.1       90.0       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   183,119:    25,465     54,637         51    143,533    102,195    169,049    156,883:    14,070     26,236
Old  :   183,119:    25,465     54,637         51    143,533    102,195    169,049    156,883:    14,070     26,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :      -853:    -1,068      2,165        -65         61     -1,813     -1,072        287:       219     -1,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       29.8        0.0       78.4       55.8       92.3       85.7:       7.7       14.3
Old  :     100.0:      13.9       29.8        0.0       78.4       55.8       92.3       85.7:       7.7       14.3
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  :        85:        19         26          1         25         23         44         50:
Old  :        85:        19         26          1         25         23         44         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  :                 54.3       58.5       75.0       65.8       54.3       57.1       74.2       64.5
Old  :                 54.3       58.5       75.0       65.8       54.3       57.1       74.2       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   132,557:    52,691     30,106          0     64,648     76,831    117,339    106,937:    15,218     25,620
Old  :   132,557:    52,691     30,106          0     64,648     76,831    117,339    106,937:    15,218     25,620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :       551:       543      2,434         -1      1,985     -3,162      2,527       -729:    -1,976      1,280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7       22.7        0.0       48.8       58.0       88.5       80.7:      11.5       19.3
Old  :     100.0:      39.7       22.7        0.0       48.8       58.0       88.5       80.7:      11.5       19.3
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  :        75:        20         26          0         14         23         34         49:
Old  :        75:        20         26          0         14         23         34         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  :                 68.3       37.3       77.9       53.6       68.3       37.3       77.2       53.6
Old  :                 68.3       37.3       77.9       53.6       68.3       37.3       77.2       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   276,022:    45,183    173,062        986    204,337     47,710    250,506    221,758:    25,516     54,264
Old  :   276,022:    45,183    173,062        986    204,337     47,710    250,506    221,758:    25,516     54,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     9,425:    -4,374      9,808          9     15,498      1,990     11,133     11,807:    -1,708     -2,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       62.7        0.4       74.0       17.3       90.8       80.3:       9.2       19.7
Old  :     100.0:      16.4       62.7        0.4       74.0       17.3       90.8       80.3:       9.2       19.7
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  :       170:        27         73          9         44         40         77        116:
Old  :       170:        27         73          9         44         40         77        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  :                 43.0       32.4       57.5       39.9       42.7       32.4       57.1       39.9
Old  :                 43.0       32.4       57.5       39.9       42.7       32.4       57.1       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    10,181:     6,571      5,166        225      1,540      2,351      8,336      7,742:     1,845      2,439
Old  :    10,181:     6,571      5,166        225      1,540      2,351      8,336      7,742:     1,845      2,439
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :       739:       836         43          0       -294        540        542        583:       197        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.5       50.7        2.2       15.1       23.1       81.9       76.0:      18.1       24.0
Old  :     100.0:      64.5       50.7        2.2       15.1       23.1       81.9       76.0:      18.1       24.0
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  :        32:         9         15          1          5          3         14         19:
Old  :        32:         9         15          1          5          3         14         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       39.2       72.4       55.0       57.0       39.2       71.7       55.0
Old  :                 57.0       39.2       72.4       55.0       57.0       39.2       71.7       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  : 7,467,044:   300,435    812,444  1,427,533  5,040,350  4,258,995  6,768,318  6,498,972:   698,726    968,072
Old  : 7,467,044:   300,435    812,444  1,427,533  5,040,350  4,258,995  6,768,318  6,498,972:   698,726    968,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -93,222:   -24,327    -72,890     11,500    -22,221    -22,801    -35,048    -84,191:   -58,174     -9,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       10.9       19.1       67.5       57.0       90.6       87.0:       9.4       13.0
Old  :     100.0:       4.0       10.9       19.1       67.5       57.0       90.6       87.0:       9.4       13.0
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  :       230:        34         51         69        120        124        196        213:
Old  :       230:        34         51         69        120        124        196        213:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       23.5       45.3       35.9       27.8       16.6       34.9       21.9
Old  :                 32.8       23.5       45.3       35.9       27.8       16.6       34.9       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   764,761:    54,238     98,727     33,895    553,760    524,778    641,893    657,401:   122,868    107,360
Old  :   764,761:    54,238     98,727     33,895    553,760    524,778    641,893    657,401:   122,868    107,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    19,370:    -4,074      3,151      8,613     21,314      9,796     25,854     21,561:    -6,483     -2,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       12.9        4.4       72.4       68.6       83.9       86.0:      16.1       14.0
Old  :     100.0:       7.1       12.9        4.4       72.4       68.6       83.9       86.0:      16.1       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       504:        79         96         40        220        217        318        334:
Old  :       504:        79         96         40        220        217        318        334:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       11.5       27.2       19.2       15.4       11.0       23.8       17.3
Old  :                 17.7       11.5       27.2       19.2       15.4       11.0       23.8       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   242,649:    29,603     22,741      1,254    146,302    160,125    177,159    184,120:    65,490     58,529
Old  :   242,649:    29,603     22,741      1,254    146,302    160,125    177,159    184,120:    65,490     58,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     9,520:     9,143      1,997        -30      5,171      7,755     14,284      9,722:    -4,764       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        9.4        0.5       60.3       66.0       73.0       75.9:      27.0       24.1
Old  :     100.0:      12.2        9.4        0.5       60.3       66.0       73.0       75.9:      27.0       24.1
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  :        99:         9         11          5         50         49         62         62:
Old  :        99:         9         11          5         50         49         62         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       19.0       42.1       32.6       29.7       19.0       39.8       31.8
Old  :                 31.1       19.0       42.1       32.6       29.7       19.0       39.8       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,610,560:   244,844    501,597     41,539  2,037,288  1,823,267  2,323,671  2,366,403:   286,889    244,157
Old  : 2,610,560:   244,844    501,597     41,539  2,037,288  1,823,267  2,323,671  2,366,403:   286,889    244,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    49,252:   -19,824     52,031     -3,043     80,716     10,207     57,849     59,195:    -8,597     -9,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       19.2        1.6       78.0       69.8       89.0       90.6:      11.0        9.4
Old  :     100.0:       9.4       19.2        1.6       78.0       69.8       89.0       90.6:      11.0        9.4
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  :       482:        78         95         37        200        199        294        315:
Old  :       482:        78         95         37        200        199        294        315:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       14.7       30.5       22.9       19.7       14.1       27.5       22.3
Old  :                 21.5       14.7       30.5       22.9       19.7       14.1       27.5       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   105,902:     6,832      6,211          9     90,963     95,213     97,804    101,433:     8,098      4,469
Old  :   105,902:     6,832      6,211          9     90,963     95,213     97,804    101,433:     8,098      4,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    -1,007:       191         72        -23       -543     -1,506       -375     -1,457:      -632        450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        5.9        0.0       85.9       89.9       92.4       95.8:       7.6        4.2
Old  :     100.0:       6.5        5.9        0.0       85.9       89.9       92.4       95.8:       7.6        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          7          1         51         37         59         45:
Old  :        89:         8          7          1         51         37         59         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       45.0       47.9       62.7       30.9       42.0       43.5       58.4
Old  :                 32.9       45.0       47.9       62.7       30.9       42.0       43.5       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    51,197:     7,820      4,862        992     36,681     42,754     45,493     48,608:     5,704      2,588
Old  :    51,197:     7,820      4,862        992     36,681     42,754     45,493     48,608:     5,704      2,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :        32:    -1,168        397        710        246     -1,005       -212        102:       243        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        9.5        1.9       71.6       83.5       88.9       94.9:      11.1        5.1
Old  :     100.0:      15.3        9.5        1.9       71.6       83.5       88.9       94.9:      11.1        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        40         30          7         60         72        103        106:
Old  :       192:        40         30          7         60         72        103        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       24.4       44.5       38.4       31.0       24.4       44.2       38.4
Old  :                 31.0       24.4       44.5       38.4       31.0       24.4       44.2       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   255,983:    39,099     24,310      4,959    183,407    213,772    227,465    243,041:    28,518     12,942
Old  :   255,983:    39,099     24,310      4,959    183,407    213,772    227,465    243,041:    28,518     12,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :       158:    -5,838      1,986      3,548      1,231     -5,026     -1,059        508:     1,217       -350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        9.5        1.9       71.6       83.5       88.9       94.9:      11.1        5.1
Old  :     100.0:      15.3        9.5        1.9       71.6       83.5       88.9       94.9:      11.1        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        40         30          7         60         72        103        106:
Old  :       192:        40         30          7         60         72        103        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       24.4       44.5       38.4       31.0       24.4       44.2       38.4
Old  :                 31.0       24.4       44.5       38.4       31.0       24.4       44.2       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   111,210:    60,302     27,665      2,738     29,967     65,001     93,007     95,404:    18,203     15,806
Old  :   111,210:    60,302     27,665      2,738     29,967     65,001     93,007     95,404:    18,203     15,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     6,393:     8,255      1,360          0     -2,863      5,299      5,392      6,659:     1,001       -266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.2       24.9        2.5       26.9       58.4       83.6       85.8:      16.4       14.2
Old  :     100.0:      54.2       24.9        2.5       26.9       58.4       83.6       85.8:      16.4       14.2
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  :        73:        20         22          1         13         22         34         44:
Old  :        73:        20         22          1         13         22         34         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       50.4       65.2       62.1       46.6       49.8       65.2       60.7
Old  :                 46.6       50.4       65.2       62.1       46.6       49.8       65.2       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    23,104:     3,563      8,360          3     13,683      4,574     17,249     12,937:     5,855     10,167
Old  :    23,104:     3,563      8,360          3     13,683      4,574     17,249     12,937:     5,855     10,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :       768:       310         27          0        673        -50        983        -23:      -215        791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       36.2        0.0       59.2       19.8       74.7       56.0:      25.3       44.0
Old  :     100.0:      15.4       36.2        0.0       59.2       19.8       74.7       56.0:      25.3       44.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         7         10          1         16          3         24         13:
Old  :        35:         7         10          1         16          3         24         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  :                 34.7       44.2       51.4       51.5       34.7       44.2       51.4       51.5
Old  :                 34.7       44.2       51.4       51.5       34.7       44.2       51.4       51.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    35,756:     7,028      2,680      1,604     21,590     12,970     30,222     17,254:     5,534     18,502
Old  :    35,756:     7,028      2,680      1,604     21,590     12,970     30,222     17,254:     5,534     18,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     3,256:      -312       -438        416      2,912     -1,303      3,016     -1,325:       240      4,581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        7.5        4.5       60.4       36.3       84.5       48.3:      15.5       51.7
Old  :     100.0:      19.7        7.5        4.5       60.4       36.3       84.5       48.3:      15.5       51.7
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  :        46:         9          6          2         21         16         30         24:
Old  :        46:         9          6          2         21         16         30         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       22.1       56.6       35.0       39.5       22.1       52.2       31.0
Old  :                 41.1       22.1       56.6       35.0       39.5       22.1       52.2       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 30, 2011