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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     4,845:       205        866        120      3,800      3,622      4,125      4,608:       720        237
Old  :     4,845:       205        866        120      3,800      3,622      4,125      4,608:       720        237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       142:        85          5          6         35        124        126        134:        16          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       17.9        2.5       78.4       74.7       85.1       95.1:      14.9        4.9
Old  :     100.0:       4.2       17.9        2.5       78.4       74.7       85.1       95.1:      14.9        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          4          2         12         11         15         15:
Old  :        24:         1          4          2         12         11         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       53.7       77.4       74.2       53.1       51.1       69.9       68.5
Old  :                 53.8       53.7       77.4       74.2       53.1       51.1       69.9       68.5
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, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    60,428:    11,385      1,672     14,362     26,301     32,714     52,049     48,749:     8,379     11,679
Old  :    60,428:    11,385      1,672     14,362     26,301     32,714     52,049     48,749:     8,379     11,679
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     1,254:     1,126        292        -27        251        815      1,349      1,080:       -95        174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        2.8       23.8       43.5       54.1       86.1       80.7:      13.9       19.3
Old  :     100.0:      18.8        2.8       23.8       43.5       54.1       86.1       80.7:      13.9       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        35          5         25         38         40         79         65:
Old  :        92:        35          5         25         38         40         79         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  :                 28.3       30.6       41.9       44.3       27.8       29.3       36.1       40.4
Old  :                 28.3       30.6       41.9       44.3       27.8       29.3       36.1       40.4
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, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     4,294:     1,936         59         90      2,074      3,382      4,100      3,530:       194        764
Old  :     4,294:     1,936         59         90      2,074      3,382      4,100      3,530:       194        764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :        98:        -5         -3         36         64         35         94         68:         3         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.1        1.4        2.1       48.3       78.7       95.5       82.2:       4.5       17.8
Old  :     100.0:      45.1        1.4        2.1       48.3       78.7       95.5       82.2:       4.5       17.8
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  :        22:         3          2          1          6         12         10         14:
Old  :        22:         3          2          1          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  :                 72.2       53.6       90.5       73.6       72.2       53.6       90.5       73.6
Old  :                 72.2       53.6       90.5       73.6       72.2       53.6       90.5       73.6
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, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   295,250:    75,067     29,516     79,301    111,688    143,656    266,056    252,473:    29,194     42,777
Old  :   135,653:    50,867     40,874     23,183     49,792     53,922    123,842    117,979:    11,811     17,674
Other:   159,597:    48,959     13,400     31,359     61,895     89,734    142,214    134,494:    17,383     25,103
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     5,143:     1,424     -3,585      2,888     -1,087      4,386      3,225      3,688:     1,918      1,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       10.0       26.9       37.8       48.7       90.1       85.5:       9.9       14.5
Old  :     100.0:      37.5       30.1       17.1       36.7       39.8       91.3       87.0:       8.7       13.0
Other:     100.0:      30.7        8.4       19.6       38.8       56.2       89.1       84.3:      10.9       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:       115         58        107         63         80        230        205:
Old  :       267:        96         80         67         41         75        175        186:
Other:       206:        78         33         61         55         72        163        144:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       20.5       27.3       29.8       16.2       17.2       26.1       24.7
Old  :                 19.7       14.7       29.3       24.3       19.7       12.2       28.8       20.4
Other:                 20.0       26.5       32.1       37.5       19.8       23.5       30.6       32.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   423,639:    99,755     32,728    125,335    168,908    198,708    393,998    356,771:    29,641     66,869
Old  :   423,639:    99,755     32,728    125,335    168,908    198,708    393,998    356,771:    29,641     66,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -9,675:      -349      6,203     -5,945       -892     -5,570     -7,185     -5,311:    -2,490     -4,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        7.7       29.6       39.9       46.9       93.0       84.2:       7.0       15.8
Old  :     100.0:      23.5        7.7       29.6       39.9       46.9       93.0       84.2:       7.0       15.8
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  :       401:       106         96        129        109        172        290        334:
Old  :       401:       106         96        129        109        172        290        334:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       16.3       31.7       22.9       19.3       12.8       29.8       17.9
Old  :                 20.2       16.3       31.7       22.9       19.3       12.8       29.8       17.9
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, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,614:     3,807      3,751      1,193      3,001      2,557      8,001      7,501:     1,613      2,113
Old  :     9,614:     3,807      3,751      1,193      3,001      2,557      8,001      7,501:     1,613      2,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       567:         0         18        506        133         17        639        542:       -73         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6       39.0       12.4       31.2       26.6       83.2       78.0:      16.8       22.0
Old  :     100.0:      39.6       39.0       12.4       31.2       26.6       83.2       78.0:      16.8       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  :        82:        19         33         16         14         19         45         62:
Old  :        82:        19         33         16         14         19         45         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       18.4       60.0       32.9       44.0       18.0       59.0       31.2
Old  :                 44.0       18.4       60.0       32.9       44.0       18.0       59.0       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    45,816:    14,163      3,612     11,296     12,160     10,569     37,618     25,477:     8,198     20,339
Old  :    45,816:    14,163      3,612     11,296     12,160     10,569     37,618     25,477:     8,198     20,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -1,013:      -866        547       -523        182        156     -1,206        180:       193     -1,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        7.9       24.7       26.5       23.1       82.1       55.6:      17.9       44.4
Old  :     100.0:      30.9        7.9       24.7       26.5       23.1       82.1       55.6:      17.9       44.4
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  :       176:        48         32         49         52         73        130        135:
Old  :       176:        48         32         49         52         73        130        135:
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  :                 16.6        9.9       30.3       15.7       15.8        5.7       28.2        8.7
Old  :                 16.6        9.9       30.3       15.7       15.8        5.7       28.2        8.7
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, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   103,636:    16,494          0      1,968     84,572    101,608    103,034    103,576:       602         60
Old  :   103,636:    16,494          0      1,968     84,572    101,608    103,034    103,576:       602         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       384:     1,495          0      1,469     -2,327       -716        637        753:      -253       -369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        0.0        1.9       81.6       98.0       99.4       99.9:       0.6        0.1
Old  :     100.0:      15.9        0.0        1.9       81.6       98.0       99.4       99.9:       0.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         8          0          3         17         16         25         19:
Old  :        27:         8          0          3         17         16         25         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.7       67.1       87.7       84.5       66.6       55.4       73.4       67.9
Old  :                 72.7       67.1       87.7       84.5       66.6       55.4       73.4       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   141,479:    52,303     17,680      4,316     33,238     97,311     89,857    119,306:    51,622     22,173
Old  :   141,479:    52,303     17,680      4,316     33,238     97,311     89,857    119,306:    51,622     22,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     5,714:      -193     -7,859        912      3,413     11,570      4,132      4,622:     1,581      1,091
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       12.5        3.1       23.5       68.8       63.5       84.3:      36.5       15.7
Old  :     100.0:      37.0       12.5        3.1       23.5       68.8       63.5       84.3:      36.5       15.7
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  :        92:        40         10          9         25         33         67         50:
Old  :        92:        40         10          9         25         33         67         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       37.9       29.1       54.9       19.8       37.3       28.1       54.3
Old  :                 20.9       37.9       29.1       54.9       19.8       37.3       28.1       54.3
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, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    60,087:    21,210     13,573      2,383      9,042     29,619     32,636     45,575:    27,451     14,512
Old  :    60,087:    21,210     13,573      2,383      9,042     29,619     32,636     45,575:    27,451     14,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     4,201:       137      3,840      1,070      2,616     -1,197      3,823      3,713:       378        488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       22.6        4.0       15.0       49.3       54.3       75.8:      45.7       24.2
Old  :     100.0:      35.3       22.6        4.0       15.0       49.3       54.3       75.8:      45.7       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        20         12          5         13         14         36         28:
Old  :        52:        20         12          5         13         14         36         28:
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  :                 18.2       44.2       27.9       56.7       18.2       43.1       27.9       54.7
Old  :                 18.2       44.2       27.9       56.7       18.2       43.1       27.9       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   137,823:   103,288     11,375        254     26,024    124,088    129,566    135,717:     8,257      2,106
Old  :   137,823:   103,288     11,375        254     26,024    124,088    129,566    135,717:     8,257      2,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     2,560:     2,979        332       -370       -157      2,815      2,452      2,777:       108       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.9        8.3        0.2       18.9       90.0       94.0       98.5:       6.0        1.5
Old  :     100.0:      74.9        8.3        0.2       18.9       90.0       94.0       98.5:       6.0        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        67         13          2         16         21         85         34:
Old  :       114:        67         13          2         16         21         85         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       66.0       56.9       82.7       42.3       65.8       56.9       82.3
Old  :                 42.3       66.0       56.9       82.7       42.3       65.8       56.9       82.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   103,671:    32,972     32,323      2,360     41,394     45,142     76,726     79,826:    26,945     23,845
Old  :   103,671:    32,972     32,323      2,360     41,394     45,142     76,726     79,826:    26,945     23,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       258:     7,062       -666        365    -14,041      2,250     -6,614      1,950:     6,872     -1,691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       31.2        2.3       39.9       43.5       74.0       77.0:      26.0       23.0
Old  :     100.0:      31.8       31.2        2.3       39.9       43.5       74.0       77.0:      26.0       23.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        28         24          7         23         27         54         55:
Old  :        87:        28         24          7         23         27         54         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       23.5       36.8       36.5       23.5       22.7       36.5       35.3
Old  :                 23.5       23.5       36.8       36.5       23.5       22.7       36.5       35.3
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, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   151,720:    72,118     20,782      5,851     37,672     89,835    115,641    116,468:    36,079     35,252
Old  :   151,720:    72,118     20,782      5,851     37,672     89,835    115,641    116,468:    36,079     35,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    13,089:     8,534       -623      1,681      2,335      8,792     12,549      9,850:       540      3,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5       13.7        3.9       24.8       59.2       76.2       76.8:      23.8       23.2
Old  :     100.0:      47.5       13.7        3.9       24.8       59.2       76.2       76.8:      23.8       23.2
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  :       115:        40         37         17         26         26         79         67:
Old  :       115:        40         37         17         26         26         79         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       35.2       37.0       49.2       27.1       34.4       37.0       47.4
Old  :                 27.1       35.2       37.0       49.2       27.1       34.4       37.0       47.4
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, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   226,414:    58,732     42,291     28,236     84,886    106,224    171,854    176,751:    54,560     49,663
Old  :   226,414:    58,732     42,291     28,236     84,886    106,224    171,854    176,751:    54,560     49,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     4,250:     1,032     -6,453        444     -3,593     12,830     -2,117      6,821:     6,368     -2,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       18.7       12.5       37.5       46.9       75.9       78.1:      24.1       21.9
Old  :     100.0:      25.9       18.7       12.5       37.5       46.9       75.9       78.1:      24.1       21.9
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  :       182:        42         66         56         49         57        126        144:
Old  :       182:        42         66         56         49         57        126        144:
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  :                 14.3       19.4       24.8       27.1       13.9       17.7       23.8       25.3
Old  :                 14.3       19.4       24.8       27.1       13.9       17.7       23.8       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    20,632:    16,582     12,279         72      2,526      8,061     19,180     20,412:     1,452        220
Old  :    20,632:    16,582     12,279         72      2,526      8,061     19,180     20,412:     1,452        220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     2,588:     2,701      1,754          0          0        821      2,701      2,575:      -113         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.4       59.5        0.3       12.2       39.1       93.0       98.9:       7.0        1.1
Old  :     100.0:      80.4       59.5        0.3       12.2       39.1       93.0       98.9:       7.0        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        11          2          2          3          7         15         10:
Old  :        22:        11          2          2          3          7         15         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.5       90.3       88.7       98.0       80.2       90.3       88.4       97.9
Old  :                 80.5       90.3       88.7       98.0       80.2       90.3       88.4       97.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    32,793:    25,241      1,950        114      2,498     29,111     27,853     31,175:     4,940      1,618
Old  :    32,793:    25,241      1,950        114      2,498     29,111     27,853     31,175:     4,940      1,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     1,721:     1,877         24          0       -247      1,735      1,630      1,759:        91        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.0        5.9        0.3        7.6       88.8       84.9       95.1:      15.1        4.9
Old  :     100.0:      77.0        5.9        0.3        7.6       88.8       84.9       95.1:      15.1        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        22          7          1          5         11         28         18:
Old  :        44:        22          7          1          5         11         28         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       70.1       70.3       87.2       54.4       70.1       70.3       87.2
Old  :                 54.4       70.1       70.3       87.2       54.4       70.1       70.3       87.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :16,975,789: 1,165,436    733,296  5,879,526  8,976,486  9,276,193 16,021,448 15,889,015:   954,342  1,086,775
Old  :16,975,789: 1,165,436    733,296  5,879,526  8,976,486  9,276,193 16,021,448 15,889,015:   954,342  1,086,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :   218,099:    56,168     17,741    111,046    102,608    133,015    269,822    261,802:   -51,724    -43,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        4.3       34.6       52.9       54.6       94.4       93.6:       5.6        6.4
Old  :     100.0:       6.9        4.3       34.6       52.9       54.6       94.4       93.6:       5.6        6.4
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  :       307:        60         68        110        158        162        283        283:
Old  :       307:        60         68        110        158        162        283        283:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       20.9       42.6       34.1       23.3       11.4       26.8       17.8
Old  :                 33.0       20.9       42.6       34.1       23.3       11.4       26.8       17.8
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, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   935,326:    76,053     85,336     73,374    649,082    674,088    798,509    832,797:   136,816    102,528
Old  :   935,326:    76,053     85,336     73,374    649,082    674,088    798,509    832,797:   136,816    102,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    20,970:     4,317        525      6,862      5,733     11,085     16,912     18,473:     4,058      2,498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        9.1        7.8       69.4       72.1       85.4       89.0:      14.6       11.0
Old  :     100.0:       8.1        9.1        7.8       69.4       72.1       85.4       89.0:      14.6       11.0
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  :       563:       111        115        107        242        230        407        400:
Old  :       563:       111        115        107        242        230        407        400:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       15.6       20.8       24.1       11.4       13.9       17.3       20.8
Old  :                 14.1       15.6       20.8       24.1       11.4       13.9       17.3       20.8
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, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   367,273:    28,264     26,504     31,410    218,231    267,377    277,905    325,291:    89,368     41,982
Old  :   367,273:    28,264     26,504     31,410    218,231    267,377    277,905    325,291:    89,368     41,982
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    19,723:     5,361        446      2,666      5,791     15,835     13,818     18,948:     5,905        775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        7.2        8.6       59.4       72.8       75.7       88.6:      24.3       11.4
Old  :     100.0:       7.7        7.2        8.6       59.4       72.8       75.7       88.6:      24.3       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        23         24         34         70         60        110        102:
Old  :       136:        23         24         34         70         60        110        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       23.2       27.8       34.2       18.0       19.3       25.9       30.3
Old  :                 19.1       23.2       27.8       34.2       18.0       19.3       25.9       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,840,262:   320,622    375,833    128,141  2,154,255  2,033,556  2,603,019  2,537,531:   237,243    302,731
Old  : 2,840,262:   320,622    375,833    128,141  2,154,255  2,033,556  2,603,019  2,537,531:   237,243    302,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     6,235:    18,535     24,147     -2,775       -292    -23,750     15,468     -2,378:    -9,232      8,613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       13.2        4.5       75.8       71.6       91.6       89.3:       8.4       10.7
Old  :     100.0:      11.3       13.2        4.5       75.8       71.6       91.6       89.3:       8.4       10.7
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  :       514:       101        105         92        214        209        361        361:
Old  :       514:       101        105         92        214        209        361        361:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       13.8       26.1       22.6       15.3       13.3       23.4       21.3
Old  :                 17.1       13.8       26.1       22.6       15.3       13.3       23.4       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   109,711:    13,555      5,093        241     86,683     99,131    100,479    104,465:     9,232      5,246
Old  :   109,711:    13,555      5,093        241     86,683     99,131    100,479    104,465:     9,232      5,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :      -292:    -1,247       -254        241        451       -425       -555       -438:       263        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        4.6        0.2       79.0       90.4       91.6       95.2:       8.4        4.8
Old  :     100.0:      12.4        4.6        0.2       79.0       90.4       91.6       95.2:       8.4        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        12          5          1         52         38         64         44:
Old  :        94:        12          5          1         52         38         64         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       41.1       49.9       58.4       30.3       41.1       49.4       58.3
Old  :                 30.7       41.1       49.9       58.4       30.3       41.1       49.4       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    94,101:    23,597      5,899      5,785     55,517     77,564     84,900     89,248:     9,201      4,854
Old  :    94,101:    23,597      5,899      5,785     55,517     77,564     84,900     89,248:     9,201      4,854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     1,164:       129     -1,278        209      1,177      1,922      1,514        852:      -350        312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        6.3        6.1       59.0       82.4       90.2       94.8:       9.8        5.2
Old  :     100.0:      25.1        6.3        6.1       59.0       82.4       90.2       94.8:       9.8        5.2
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  :       235:        74         25         18         78         88        162        121:
Old  :       235:        74         25         18         78         88        162        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       29.7       36.5       46.2       22.5       23.4       33.1       37.2
Old  :                 23.3       29.7       36.5       46.2       22.5       23.4       33.1       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    17,961:     4,193      2,203          0      9,660     14,303     13,853     16,506:     4,108      1,455
Old  :    17,961:     4,193      2,203          0      9,660     14,303     13,853     16,506:     4,108      1,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :      -557:      -245        246          0        172       -318        -73        -72:      -484       -485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       12.3        0.0       53.8       79.6       77.1       91.9:      22.9        8.1
Old  :     100.0:      23.3       12.3        0.0       53.8       79.6       77.1       91.9:      22.9        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          0          9          9         10         12:
Old  :        21:         1          3          0          9          9         10         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       69.3       74.1       85.8       61.2       69.3       74.1       85.8
Old  :                 61.2       69.3       74.1       85.8       61.2       69.3       74.1       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   380,700:   121,534     42,991      4,415    229,286    316,303    355,235    363,708:    25,465     16,992
Old  :   380,700:   121,534     42,991      4,415    229,286    316,303    355,235    363,708:    25,465     16,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     8,607:     1,958     -7,532        955      5,024     11,199      7,936      4,622:       670      3,985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       11.3        1.2       60.2       83.1       93.3       95.5:       6.7        4.5
Old  :     100.0:      31.9       11.3        1.2       60.2       83.1       93.3       95.5:       6.7        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        75         23         16         74         85        157        116:
Old  :       233:        75         23         16         74         85        157        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       32.8       40.1       47.8       27.2       32.4       39.8       46.7
Old  :                 27.3       32.8       40.1       47.8       27.2       32.4       39.8       46.7
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, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   142,765:    92,866     10,357      2,713     10,094    111,671    105,672    124,740:    37,093     18,025
Old  :   142,765:    92,866     10,357      2,713     10,094    111,671    105,672    124,740:    37,093     18,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     8,969:     2,499     -2,215        936      2,692      8,410      6,128      7,132:     2,841      1,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.0        7.3        1.9        7.1       78.2       74.0       87.4:      26.0       12.6
Old  :     100.0:      65.0        7.3        1.9        7.1       78.2       74.0       87.4:      26.0       12.6
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  :        80:        38         13         10         16         24         59         42:
Old  :        80:        38         13         10         16         24         59         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       46.7       51.4       66.4       43.3       46.4       51.3       66.0
Old  :                 43.3       46.7       51.4       66.4       43.3       46.4       51.3       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    37,496:     9,364     15,018          1     20,874     13,410     30,239     28,429:     7,257      9,067
Old  :    37,496:     9,364     15,018          1     20,874     13,410     30,239     28,429:     7,257      9,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :        64:     1,012      1,163          1        678     -1,392      1,691       -228:    -1,627        292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       40.1        0.0       55.7       35.8       80.6       75.8:      19.4       24.2
Old  :     100.0:      25.0       40.1        0.0       55.7       35.8       80.6       75.8:      19.4       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        15         14          1         18         12         34         26:
Old  :        59:        15         14          1         18         12         34         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       39.6       49.4       54.9       29.6       39.6       49.4       54.9
Old  :                 29.6       39.6       49.4       54.9       29.6       39.6       49.4       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    50,539:    20,079      3,752        448     22,099     38,866     42,626     43,066:     7,913      7,473
Old  :    50,539:    20,079      3,752        448     22,099     38,866     42,626     43,066:     7,913      7,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -5,105:       644     -1,562         98      2,649     -5,767      3,391     -7,231:    -8,496      2,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7        7.4        0.9       43.7       76.9       84.3       85.2:      15.7       14.8
Old  :     100.0:      39.7        7.4        0.9       43.7       76.9       84.3       85.2:      15.7       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        21          7          2         20         23         42         31:
Old  :        66:        21          7          2         20         23         42         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       41.7       40.3       60.8       23.0       40.7       39.7       57.8
Old  :                 23.6       41.7       40.3       60.8       23.0       40.7       39.7       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 29, 2011