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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :     3,812:       151        431         31      3,091      2,877      3,273      3,339:       539        473
Old  :     3,812:       151        431         31      3,091      2,877      3,273      3,339:       539        473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :       213:        48         -5         -3        142        206        186        197:        27         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       11.3        0.8       81.1       75.5       85.9       87.6:      14.1       12.4
Old  :     100.0:       4.0       11.3        0.8       81.1       75.5       85.9       87.6:      14.1       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          3          2         14         13         18         17:
Old  :        25:         3          3          2         14         13         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  :                 54.0       51.7       75.7       69.0       49.1       49.1       66.0       63.6
Old  :                 54.0       51.7       75.7       69.0       49.1       49.1       66.0       63.6
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 1, 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  :    57,236:     7,674      3,097     12,587     31,414     29,572     51,674     45,255:     5,562     11,981
Old  :    57,236:     7,674      3,097     12,587     31,414     29,572     51,674     45,255:     5,562     11,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     3,531:     1,133        312        457      1,263      1,673      2,852      2,441:       679      1,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        5.4       22.0       54.9       51.7       90.3       79.1:       9.7       20.9
Old  :     100.0:      13.4        5.4       22.0       54.9       51.7       90.3       79.1:       9.7       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  :        84:        21         13         22         38         38         69         63:
Old  :        84:        21         13         22         38         38         69         63:
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  :                 41.3       26.9       56.0       42.8       40.4       26.0       49.4       37.0
Old  :                 41.3       26.9       56.0       42.8       40.4       26.0       49.4       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     3,714:       610          8        211      2,667      2,747      3,488      2,966:       226        748
Old  :     3,714:       610          8        211      2,667      2,747      3,488      2,966:       226        748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :       153:         5         -7          2        150        164        157        158:        -4         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        0.2        5.7       71.8       74.0       93.9       79.9:       6.1       20.1
Old  :     100.0:      16.4        0.2        5.7       71.8       74.0       93.9       79.9:       6.1       20.1
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  :        20:         3          1          2          6         12         10         14:
Old  :        20:         3          1          2          6         12         10         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       45.4       87.9       66.5       62.2       45.4       80.9       64.6
Old  :                 65.7       45.4       87.9       66.5       62.2       45.4       80.9       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   326,219:    92,484     15,341     92,283    106,576    169,365    291,343    276,989:    34,876     49,230
Old  :   323,469:    92,317     15,767     91,079    105,982    167,882    289,378    274,728:    34,091     48,741
Other:     2,750:       843        249        529        593      1,483      1,966      2,261:       785        489
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :    -4,917:    -4,053     -2,283       -332        864        450     -3,521     -2,165:    -1,396     -2,751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        4.7       28.3       32.7       51.9       89.3       84.9:      10.7       15.1
Old  :     100.0:      28.5        4.9       28.2       32.8       51.9       89.5       84.9:      10.5       15.1
Other:     100.0:      30.6        9.1       19.2       21.6       53.9       71.5       82.2:      28.5       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:       134         60        133         64         90        275        237:
Old  :       323:       133         66        133         64         90        275        237:
Other:        48:        15         10         11         12         19         32         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       19.4       22.4       28.3       12.4       15.6       20.7       23.4
Old  :                 13.1       19.5       22.6       28.4       12.5       15.7       20.9       23.5
Other:                 34.6       34.5       51.6       51.5       32.9       33.8       42.7       45.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   425,094:   122,727     30,475    122,226    153,461    206,948    398,414    359,649:    26,680     65,446
Old  :   425,094:   122,727     30,475    122,226    153,461    206,948    398,414    359,649:    26,680     65,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :   -10,223:   -16,320     -1,357      6,996        254    -12,905     -9,071     -7,267:    -1,151     -2,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        7.2       28.8       36.1       48.7       93.7       84.6:       6.3       15.4
Old  :     100.0:      28.9        7.2       28.8       36.1       48.7       93.7       84.6:       6.3       15.4
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  :       419:       136         83        137        100        172        305        336:
Old  :       419:       136         83        137        100        172        305        336:
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       15.4       27.0       22.9       14.8       13.6       25.2       18.5
Old  :                 15.9       15.4       27.0       22.9       14.8       13.6       25.2       18.5
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 1, 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  :     9,678:     4,043      4,734        838      3,010      2,050      7,890      7,622:     1,787      2,056
Old  :     9,678:     4,043      4,734        838      3,010      2,050      7,890      7,622:     1,787      2,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :      -467:      -203       -233       -180        -63        -58       -445       -471:       -22          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       48.9        8.7       31.1       21.2       81.5       78.8:      18.5       21.2
Old  :     100.0:      41.8       48.9        8.7       31.1       21.2       81.5       78.8:      18.5       21.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        26         31         15         18         16         55         57:
Old  :        86:        26         31         15         18         16         55         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  :                 38.9       23.1       53.1       37.8       38.9       23.1       51.5       37.3
Old  :                 38.9       23.1       53.1       37.8       38.9       23.1       51.5       37.3
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 1, 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  :    36,326:    14,196      2,331      7,577      8,194      8,326     29,967     18,234:     6,359     18,093
Old  :    36,326:    14,196      2,331      7,577      8,194      8,326     29,967     18,234:     6,359     18,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :    -4,779:    -1,024       -196     -2,527       -475       -757     -4,026     -3,480:      -753     -1,299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1        6.4       20.9       22.6       22.9       82.5       50.2:      17.5       49.8
Old  :     100.0:      39.1        6.4       20.9       22.6       22.9       82.5       50.2:      17.5       49.8
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  :       154:        50         31         46         41         51        121        109:
Old  :       154:        50         31         46         41         51        121        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1        9.8       26.7       15.2       16.0        6.2       24.9       10.2
Old  :                 16.1        9.8       26.7       15.2       16.0        6.2       24.9       10.2
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 1, 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  :   102,857:    11,265          0      3,929     86,651     98,634    101,845    102,563:     1,012        294
Old  :   102,857:    11,265          0      3,929     86,651     98,634    101,845    102,563:     1,012        294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     8,450:    -2,736       -202        951      9,406      7,707      7,621      8,456:       829         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        0.0        3.8       84.2       95.9       99.0       99.7:       1.0        0.3
Old  :     100.0:      11.0        0.0        3.8       84.2       95.9       99.0       99.7:       1.0        0.3
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  :        21:         4          0          1         16         16         20         17:
Old  :        21:         4          0          1         16         16         20         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  :                 68.8       67.9       84.5       85.4       54.2       54.7       63.3       62.1
Old  :                 68.8       67.9       84.5       85.4       54.2       54.7       63.3       62.1
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 1, 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  :   133,935:    27,303     39,528      6,643     69,379     64,581    103,324    110,751:    30,611     23,183
Old  :   133,935:    27,303     39,528      6,643     69,379     64,581    103,324    110,751:    30,611     23,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :       681:     1,852     -1,167        872     -4,096      5,575     -1,372      5,280:     2,053     -4,599
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       29.5        5.0       51.8       48.2       77.1       82.7:      22.9       17.3
Old  :     100.0:      20.4       29.5        5.0       51.8       48.2       77.1       82.7:      22.9       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  :        78:        24         18         12         28         25         56         51:
Old  :        78:        24         18         12         28         25         56         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  :                 35.6       45.3       48.2       55.9       35.4       45.1       47.2       54.4
Old  :                 35.6       45.3       48.2       55.9       35.4       45.1       47.2       54.4
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 1, 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  :    29,839:     3,091      5,014      3,478     11,323     10,334     17,892     18,826:    11,947     11,013
Old  :    29,839:     3,091      5,014      3,478     11,323     10,334     17,892     18,826:    11,947     11,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :    -4,275:    -1,738     -1,153       -354     -2,341      1,117     -4,433       -389:       157     -3,886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       16.8       11.7       37.9       34.6       60.0       63.1:      40.0       36.9
Old  :     100.0:      10.4       16.8       11.7       37.9       34.6       60.0       63.1:      40.0       36.9
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  :        32:         5         10          7         13         14         22         27:
Old  :        32:         5         10          7         13         14         22         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  :                 31.4       24.6       44.0       36.1       30.3       22.7       40.3       31.3
Old  :                 31.4       24.6       44.0       36.1       30.3       22.7       40.3       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   105,956:    10,195     36,783          7     92,742     64,064    102,944    100,854:     3,012      5,102
Old  :   105,956:    10,195     36,783          7     92,742     64,064    102,944    100,854:     3,012      5,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     9,643:        35       -432       -138      9,228     10,749      9,125     10,179:       518       -536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       34.7        0.0       87.5       60.5       97.2       95.2:       2.8        4.8
Old  :     100.0:       9.6       34.7        0.0       87.5       60.5       97.2       95.2:       2.8        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        14         28          1         20         23         34         52:
Old  :        79:        14         28          1         20         23         34         52:
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  :                 82.2       43.5       89.9       62.7       82.2       43.5       89.5       62.7
Old  :                 82.2       43.5       89.9       62.7       82.2       43.5       89.5       62.7
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 with Delta-adjusted Options and Futures Combined, November 1, 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  :   177,969:    24,326     70,889      4,543    130,973     77,344    159,843    152,777:    18,126     25,192
Old  :   177,969:    24,326     70,889      4,543    130,973     77,344    159,843    152,777:    18,126     25,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :    -1,527:     5,326      1,778      1,078     -8,894     -2,842     -2,489         14:       962     -1,541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       39.8        2.6       73.6       43.5       89.8       85.8:      10.2       14.2
Old  :     100.0:      13.7       39.8        2.6       73.6       43.5       89.8       85.8:      10.2       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  :        90:        22         29         12         31         25         59         60:
Old  :        90:        22         29         12         31         25         59         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       49.9       55.7       61.7       34.5       48.4       55.5       60.2
Old  :                 34.5       49.9       55.7       61.7       34.5       48.4       55.5       60.2
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 1, 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  :   155,283:    43,506     19,063      8,358     77,266     99,530    129,130    126,950:    26,153     28,332
Old  :   155,283:    43,506     19,063      8,358     77,266     99,530    129,130    126,950:    26,153     28,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :   -24,063:   -32,046     -2,265      1,635     14,994    -19,723    -15,416    -20,352:    -8,646     -3,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       12.3        5.4       49.8       64.1       83.2       81.8:      16.8       18.2
Old  :     100.0:      28.0       12.3        5.4       49.8       64.1       83.2       81.8:      16.8       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        26         34         24         31         22         72         65:
Old  :        97:        26         34         24         31         22         72         65:
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       51.8       51.3       58.4       41.1       51.0       50.4       56.4
Old  :                 41.1       51.8       51.3       58.4       41.1       51.0       50.4       56.4
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 1, 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  :   289,306:    26,230     80,760     43,276    179,692    101,595    249,198    225,631:    40,108     63,675
Old  :   289,306:    26,230     80,760     43,276    179,692    101,595    249,198    225,631:    40,108     63,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     5,993:     4,404    -12,353     10,375    -12,065     13,366      2,714     11,388:     3,279     -5,395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       27.9       15.0       62.1       35.1       86.1       78.0:      13.9       22.0
Old  :     100.0:       9.1       27.9       15.0       62.1       35.1       86.1       78.0:      13.9       22.0
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  :       206:        38         87         59         56         55        128        167:
Old  :       206:        38         87         59         56         55        128        167:
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  :                 31.5       18.0       41.8       27.3       29.0       17.1       37.8       24.7
Old  :                 31.5       18.0       41.8       27.3       29.0       17.1       37.8       24.7
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 1, 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  :    24,021:    13,394      2,739          0      8,317     19,682     21,711     22,421:     2,310      1,600
Old  :    24,021:    13,394      2,739          0      8,317     19,682     21,711     22,421:     2,310      1,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :      -654:        96     -1,340          0     -1,126        482     -1,030       -858:       376        204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.8       11.4        0.0       34.6       81.9       90.4       93.3:       9.6        6.7
Old  :     100.0:      55.8       11.4        0.0       34.6       81.9       90.4       93.3:       9.6        6.7
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  :        37:        10         12          0          7         10         17         22:
Old  :        37:        10         12          0          7         10         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  :                 66.3       65.1       81.5       79.6       66.3       64.8       81.5       79.3
Old  :                 66.3       65.1       81.5       79.6       66.3       64.8       81.5       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :14,850,260:   541,634  1,001,995  6,045,992  7,473,253  6,820,347 14,060,880 13,868,334:   789,381    981,926
Old  :14,850,260:   541,634  1,001,995  6,045,992  7,473,253  6,820,347 14,060,880 13,868,334:   789,381    981,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :   656,577:   153,524      7,094    397,676    103,860    294,914    655,060    699,684:     1,517    -43,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        6.7       40.7       50.3       45.9       94.7       93.4:       5.3        6.6
Old  :     100.0:       3.6        6.7       40.7       50.3       45.9       94.7       93.4:       5.3        6.6
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  :       282:        46         64        104        150        154        261        270:
Old  :       282:        46         64        104        150        154        261        270:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       20.6       41.5       34.5       19.2       10.1       22.0       13.7
Old  :                 30.8       20.6       41.5       34.5       19.2       10.1       22.0       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 1, 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  : 1,032,206:    58,471    111,857     84,383    761,640    712,784    904,494    909,024:   127,712    123,182
Old  : 1,032,206:    58,471    111,857     84,383    761,640    712,784    904,494    909,024:   127,712    123,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :   -15,087:     3,768     -5,739     -1,634       -243     16,659      1,891      9,286:   -16,978    -24,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       10.8        8.2       73.8       69.1       87.6       88.1:      12.4       11.9
Old  :     100.0:       5.7       10.8        8.2       73.8       69.1       87.6       88.1:      12.4       11.9
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  :       603:        99        139        108        254        266        410        457:
Old  :       603:        99        139        108        254        266        410        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  :                 14.7        9.3       22.7       16.7       11.7        8.2       18.8       12.4
Old  :                 14.7        9.3       22.7       16.7       11.7        8.2       18.8       12.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   394,300:    25,466     21,039     37,858    257,016    275,501    320,339    334,397:    73,961     59,903
Old  :   394,300:    25,466     21,039     37,858    257,016    275,501    320,339    334,397:    73,961     59,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     7,050:    -7,410      1,421      1,817     10,675     27,304      5,081     30,541:     1,969    -23,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        5.3        9.6       65.2       69.9       81.2       84.8:      18.8       15.2
Old  :     100.0:       6.5        5.3        9.6       65.2       69.9       81.2       84.8:      18.8       15.2
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  :       147:        28         21         38         80         71        124        114:
Old  :       147:        28         21         38         80         71        124        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       18.4       27.1       27.6       17.3       17.1       24.6       24.0
Old  :                 18.5       18.4       27.1       27.6       17.3       17.1       24.6       24.0
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 1, 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  : 3,189,530:   245,492    534,558    152,160  2,523,121  2,186,416  2,920,773  2,873,134:   268,757    316,396
Old  : 3,189,530:   245,492    534,558    152,160  2,523,121  2,186,416  2,920,773  2,873,134:   268,757    316,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :  -110,684:     9,510    -82,182     29,130    -54,586    -53,223    -15,947   -106,276:   -94,737     -4,408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       16.8        4.8       79.1       68.5       91.6       90.1:       8.4        9.9
Old  :     100.0:       7.7       16.8        4.8       79.1       68.5       91.6       90.1:       8.4        9.9
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  :       556:        86        131         90        226        244        362        415:
Old  :       556:        86        131         90        226        244        362        415:
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  :                 19.5       10.5       28.9       17.5       16.2        9.4       24.9       15.2
Old  :                 19.5       10.5       28.9       17.5       16.2        9.4       24.9       15.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   111,426:     9,393      5,473         70     93,366    101,575    102,829    107,118:     8,597      4,308
Old  :   111,426:     9,393      5,473         70     93,366    101,575    102,829    107,118:     8,597      4,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     2,557:     1,478       -454         11        985      4,167      2,474      3,724:        83     -1,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        4.9        0.1       83.8       91.2       92.3       96.1:       7.7        3.9
Old  :     100.0:       8.4        4.9        0.1       83.8       91.2       92.3       96.1:       7.7        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        10          7          1         52         35         62         43:
Old  :        91:        10          7          1         52         35         62         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  :                 31.7       40.2       51.5       62.0       30.8       38.3       46.1       57.2
Old  :                 31.7       40.2       51.5       62.0       30.8       38.3       46.1       57.2
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 1, 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  :    99,470:    16,435      3,551      2,299     63,281     79,596     82,015     85,447:    17,455     14,023
Old  :    99,470:    16,435      3,551      2,299     63,281     79,596     82,015     85,447:    17,455     14,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     8,112:      -170     -1,068        261      4,661      6,465      4,752      5,657:     3,361      2,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        3.6        2.3       63.6       80.0       82.5       85.9:      17.5       14.1
Old  :     100.0:      16.5        3.6        2.3       63.6       80.0       82.5       85.9:      17.5       14.1
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  :       214:        56         23         15         83         83        146        114:
Old  :       214:        56         23         15         83         83        146        114:
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  :                 28.4       26.7       36.6       43.7       23.9       24.5       30.7       38.6
Old  :                 28.4       26.7       36.6       43.7       23.9       24.5       30.7       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    30,422:     2,331        292          0     15,844     28,791     18,175     29,083:    12,247      1,339
Old  :    30,422:     2,331        292          0     15,844     28,791     18,175     29,083:    12,247      1,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     7,384:       246          0          0      4,472      7,099      4,718      7,099:     2,666        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        1.0        0.0       52.1       94.6       59.7       95.6:      40.3        4.4
Old  :     100.0:       7.7        1.0        0.0       52.1       94.6       59.7       95.6:      40.3        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          0          9         13         11         14:
Old  :        24:         2          1          0          9         13         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       62.8       54.5       88.0       40.0       62.8       54.5       88.0
Old  :                 40.0       62.8       54.5       88.0       40.0       62.8       54.5       88.0
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 1, 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  :   345,238:    79,103     24,882      2,910    237,185    254,025    319,198    281,818:    26,040     63,420
Old  :   345,238:    79,103     24,882      2,910    237,185    254,025    319,198    281,818:    26,040     63,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     3,640:      -851     -4,112         74        946     -3,171        168     -7,208:     3,471     10,848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        7.2        0.8       68.7       73.6       92.5       81.6:       7.5       18.4
Old  :     100.0:      22.9        7.2        0.8       68.7       73.6       92.5       81.6:       7.5       18.4
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  :       212:        55         23         14         81         79        142        110:
Old  :       212:        55         23         14         81         79        142        110:
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  :                 31.2       26.4       40.8       38.5       30.6       26.3       40.3       38.3
Old  :                 31.2       26.4       40.8       38.5       30.6       26.3       40.3       38.3
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 1, 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  :   159,897:    58,348     34,250      9,471     69,449     93,527    137,268    137,248:    22,629     22,649
Old  :   159,897:    58,348     34,250      9,471     69,449     93,527    137,268    137,248:    22,629     22,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :    20,370:    12,338     13,693      2,508      3,249      8,457     18,095     24,658:     2,274     -4,289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       21.4        5.9       43.4       58.5       85.8       85.8:      14.2       14.2
Old  :     100.0:      36.5       21.4        5.9       43.4       58.5       85.8       85.8:      14.2       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  :        84:        30         23         15         22         23         56         57:
Old  :        84:        30         23         15         22         23         56         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  :                 39.4       39.3       57.6       55.6       39.4       38.6       57.4       53.7
Old  :                 39.4       39.3       57.6       55.6       39.4       38.6       57.4       53.7
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 with Delta-adjusted Options and Futures Combined, November 1, 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  :    28,806:     2,688      9,012          0     19,625      7,278     22,313     16,290:     6,493     12,516
Old  :    28,806:     2,688      9,012          0     19,625      7,278     22,313     16,290:     6,493     12,516
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     2,379:    -1,456      1,906        -12      4,258       -316      2,790      1,578:      -411        801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       31.3        0.0       68.1       25.3       77.5       56.6:      22.5       43.4
Old  :     100.0:       9.3       31.3        0.0       68.1       25.3       77.5       56.6:      22.5       43.4
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  :        46:         7         10          0         23          8         30         18:
Old  :        46:         7         10          0         23          8         30         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  :                 31.6       36.2       48.2       47.3       31.4       36.2       47.9       47.3
Old  :                 31.6       36.2       48.2       47.3       31.4       36.2       47.9       47.3
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 1, 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  :    47,083:     8,585      4,722      2,422     28,704     13,917     39,711     21,061:     7,372     26,022
Old  :    47,083:     8,585      4,722      2,422     28,704     13,917     39,711     21,061:     7,372     26,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     6,272:     2,504     -2,023        823      3,669        266      6,996       -934:      -724      7,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       10.0        5.1       61.0       29.6       84.3       44.7:      15.7       55.3
Old  :     100.0:      18.2       10.0        5.1       61.0       29.6       84.3       44.7:      15.7       55.3
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  :        61:        11          6          3         29         20         42         27:
Old  :        61:        11          6          3         29         20         42         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  :                 25.4       17.5       39.3       27.6       24.7       17.5       37.6       25.2
Old  :                 25.4       17.5       39.3       27.6       24.7       17.5       37.6       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 10, 2011