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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     4,498:        51        126         31      3,936      3,965      4,018      4,122:       480        376
Old  :     4,498:        51        126         31      3,936      3,965      4,018      4,122:       480        376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :      -614:       -96        -31        -19       -423       -405       -538       -455:       -76       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        2.8        0.7       87.5       88.2       89.3       91.6:      10.7        8.4
Old  :     100.0:       1.1        2.8        0.7       87.5       88.2       89.3       91.6:      10.7        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          2          2         12         12         15         15:
Old  :        22:         2          2          2         12         12         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  :                 70.8       64.8       85.0       83.3       70.8       64.6       82.4       80.6
Old  :                 70.8       64.8       85.0       83.3       70.8       64.6       82.4       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    23,603:     4,952      5,962        731     14,114     12,795     19,797     19,488:     3,806      4,115
Old  :    23,603:     4,952      5,962        731     14,114     12,795     19,797     19,488:     3,806      4,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    -4,002:    -1,016     -1,442       -312     -2,778     -1,858     -4,106     -3,612:       104       -390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       25.3        3.1       59.8       54.2       83.9       82.6:      16.1       17.4
Old  :     100.0:      21.0       25.3        3.1       59.8       54.2       83.9       82.6:      16.1       17.4
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  :        66:        14         13         14         25         22         44         44:
Old  :        66:        14         13         14         25         22         44         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  :                 45.4       37.3       60.8       54.7       45.2       36.4       59.0       53.5
Old  :                 45.4       37.3       60.8       54.7       45.2       36.4       59.0       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   269,249:    62,260     64,176     65,223    113,991    100,364    241,474    229,763:    27,775     39,486
Old  :   192,605:    53,745     62,825     45,877     76,906     57,978    176,528    166,680:    16,077     25,925
Other:    76,644:    20,452     13,288      7,409     37,085     42,386     64,946     63,083:    11,698     13,561
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    -1,712:    -4,903    -15,269      7,573     -3,227      4,435       -557     -3,261:    -1,155      1,549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       23.8       24.2       42.3       37.3       89.7       85.3:      10.3       14.7
Old  :     100.0:      27.9       32.6       23.8       39.9       30.1       91.7       86.5:       8.3       13.5
Other:     100.0:      26.7       17.3        9.7       48.4       55.3       84.7       82.3:      15.3       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:        87         88        111         64         84        216        239:
Old  :       282:        77        103         92         44         75        178        226:
Other:       154:        39         27         31         53         63        110        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6        9.8       30.8       16.2       15.4        9.5       27.0       15.0
Old  :                 19.8       10.7       30.1       18.5       19.7       10.0       28.8       15.4
Other:                 34.9       15.8       51.0       28.0       34.9       15.8       50.6       26.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   326,300:   107,260     67,804     45,594    145,134    158,840    297,988    272,238:    28,312     54,062
Old  :   326,300:   107,260     67,804     45,594    145,134    158,840    297,988    272,238:    28,312     54,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    -3,517:    -7,778     -5,566        222      1,228      1,333     -6,328     -4,011:     2,811        494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       20.8       14.0       44.5       48.7       91.3       83.4:       8.7       16.6
Old  :     100.0:      32.9       20.8       14.0       44.5       48.7       91.3       83.4:       8.7       16.6
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  :       379:       103         97        124         80        144        249        319:
Old  :       379:       103         97        124         80        144        249        319:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       13.8       35.0       20.6       22.0       13.6       34.9       19.9
Old  :                 22.0       13.8       35.0       20.6       22.0       13.6       34.9       19.9
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 - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,589:     3,444      2,731        973      2,280      3,533      6,697      7,237:     1,892      1,352
Old  :     8,589:     3,444      2,731        973      2,280      3,533      6,697      7,237:     1,892      1,352
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    -1,011:      -516       -617       -336       -298       -173     -1,150     -1,126:       139        115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1       31.8       11.3       26.5       41.1       78.0       84.3:      22.0       15.7
Old  :     100.0:      40.1       31.8       11.3       26.5       41.1       78.0       84.3:      22.0       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  :        79:        30         14         13         21         26         59         48:
Old  :        79:        30         14         13         21         26         59         48:
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  :                 29.7       35.5       46.4       51.6       29.1       33.5       40.2       48.7
Old  :                 29.7       35.5       46.4       51.6       29.1       33.5       40.2       48.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    38,923:    14,153      8,520      5,569     11,980      9,105     31,702     23,194:     7,221     15,729
Old  :    38,923:    14,153      8,520      5,569     11,980      9,105     31,702     23,194:     7,221     15,729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :        49:      -505       -537        486         18         63         -1         12:        50         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       21.9       14.3       30.8       23.4       81.4       59.6:      18.6       40.4
Old  :     100.0:      36.4       21.9       14.3       30.8       23.4       81.4       59.6:      18.6       40.4
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  :       182:        57         40         32         35         60        110        118:
Old  :       182:        57         40         32         35         60        110        118:
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  :                 18.4       18.3       30.4       24.6       16.6       14.1       26.8       18.7
Old  :                 18.4       18.3       30.4       24.6       16.6       14.1       26.8       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,130:       112      4,131         51      8,244      4,792      8,407      8,974:       723        156
Old  :     9,130:       112      4,131         51      8,244      4,792      8,407      8,974:       723        156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    -1,444:       -35       -910        -16     -1,561       -425     -1,612     -1,351:       168        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2       45.2        0.6       90.3       52.5       92.1       98.3:       7.9        1.7
Old  :     100.0:       1.2       45.2        0.6       90.3       52.5       92.1       98.3:       7.9        1.7
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  :        33:         2         11          8         15         12         23         25:
Old  :        33:         2         11          8         15         12         23         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.2       69.0       88.4       86.7       78.8       68.7       86.0       86.5
Old  :                 79.2       69.0       88.4       86.7       78.8       68.7       86.0       86.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   108,216:     6,081      5,578      5,051     96,855     97,097    107,987    107,726:       229        490
Old  :   108,216:     6,081      5,578      5,051     96,855     97,097    107,987    107,726:       229        490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :       439:       -21         58         17        426        133        422        208:        17        231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        5.2        4.7       89.5       89.7       99.8       99.5:       0.2        0.5
Old  :     100.0:       5.6        5.2        4.7       89.5       89.7       99.8       99.5:       0.2        0.5
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  :        25:         3          3          3         16         16         19         22:
Old  :        25:         3          3          3         16         16         19         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.9       67.9       86.2       84.7       49.2       48.7       55.3       54.8
Old  :                 70.9       67.9       86.2       84.7       49.2       48.7       55.3       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   137,391:    39,559     24,653      1,222     63,694     81,024    104,475    106,899:    32,916     30,492
Old  :   137,391:    39,559     24,653      1,222     63,694     81,024    104,475    106,899:    32,916     30,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    10,765:    -9,234      9,945        209     18,564     -3,605      9,539      6,549:     1,226      4,216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       17.9        0.9       46.4       59.0       76.0       77.8:      24.0       22.2
Old  :     100.0:      28.8       17.9        0.9       46.4       59.0       76.0       77.8:      24.0       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        19         32         11         24         25         51         60:
Old  :        86:        19         32         11         24         25         51         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       49.5       49.2       56.3       34.7       44.6       47.1       51.5
Old  :                 35.1       49.5       49.2       56.3       34.7       44.6       47.1       51.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    71,967:     5,747     39,395        388     58,443      4,008     64,578     43,791:     7,389     28,176
Old  :    71,967:     5,747     39,395        388     58,443      4,008     64,578     43,791:     7,389     28,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :        72:    -1,135      1,917        163        746       -347       -226      1,733:       298     -1,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       54.7        0.5       81.2        5.6       89.7       60.8:      10.3       39.2
Old  :     100.0:       8.0       54.7        0.5       81.2        5.6       89.7       60.8:      10.3       39.2
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  :        45:         7         22          4         12          9         21         33:
Old  :        45:         7         22          4         12          9         21         33:
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  :                 69.6       29.6       81.2       41.2       69.5       29.6       80.9       41.2
Old  :                 69.6       29.6       81.2       41.2       69.5       29.6       80.9       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   192,370:    10,998     41,394     11,191    167,225    131,874    189,414    184,459:     2,956      7,911
Old  :   192,370:    10,998     41,394     11,191    167,225    131,874    189,414    184,459:     2,956      7,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     4,912:   -13,874      3,527      5,704     10,226     -7,892      2,056      1,339:     2,856      3,573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       21.5        5.8       86.9       68.6       98.5       95.9:       1.5        4.1
Old  :     100.0:       5.7       21.5        5.8       86.9       68.6       98.5       95.9:       1.5        4.1
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  :       120:        22         57          8         25         20         52         83:
Old  :       120:        22         57          8         25         20         52         83:
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  :                 60.5       49.1       80.0       64.4       58.8       45.4       69.7       56.0
Old  :                 60.5       49.1       80.0       64.4       58.8       45.4       69.7       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   184,583:    39,042     41,909      2,648    126,489    107,399    168,179    151,956:    16,404     32,627
Old  :   184,583:    39,042     41,909      2,648    126,489    107,399    168,179    151,956:    16,404     32,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     3,148:     2,990      7,332      1,794      6,360    -16,074     11,144     -6,948:    -7,996     10,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       22.7        1.4       68.5       58.2       91.1       82.3:       8.9       17.7
Old  :     100.0:      21.2       22.7        1.4       68.5       58.2       91.1       82.3:       8.9       17.7
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  :        96:        19         35         11         26         30         55         66:
Old  :        96:        19         35         11         26         30         55         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       44.3       58.1       53.1       44.5       39.4       56.5       47.7
Old  :                 44.6       44.3       58.1       53.1       44.5       39.4       56.5       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   169,663:    37,376     25,303      3,350    104,807    105,560    145,533    134,213:    24,130     35,450
Old  :   169,663:    37,376     25,303      3,350    104,807    105,560    145,533    134,213:    24,130     35,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    28,979:    15,756     -7,647      3,154      1,175     36,103     20,085     31,610:     8,894     -2,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       14.9        2.0       61.8       62.2       85.8       79.1:      14.2       20.9
Old  :     100.0:      22.0       14.9        2.0       61.8       62.2       85.8       79.1:      14.2       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        23         25          7         19         25         46         53:
Old  :        83:        23         25          7         19         25         46         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       45.2       59.2       56.5       44.5       45.2       56.6       56.5
Old  :                 45.9       45.2       59.2       56.5       44.5       45.2       56.6       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   401,812:    36,651    251,069      5,152    328,987     69,903    370,790    326,124:    31,022     75,688
Old  :   401,812:    36,651    251,069      5,152    328,987     69,903    370,790    326,124:    31,022     75,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     7,652:    -3,636      7,367      2,354     10,764     -1,422      9,482      8,299:    -1,830       -647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       62.5        1.3       81.9       17.4       92.3       81.2:       7.7       18.8
Old  :     100.0:       9.1       62.5        1.3       81.9       17.4       92.3       81.2:       7.7       18.8
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  :       195:        33         84         21         50         48         94        142:
Old  :       195:        33         84         21         50         48         94        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       39.7       60.5       47.0       44.9       39.5       60.0       45.9
Old  :                 45.1       39.7       60.5       47.0       44.9       39.5       60.0       45.9
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 - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    19,747:    14,382     14,948        118      4,892      3,794     19,392     18,860:       355        887
Old  :    19,747:    14,382     14,948        118      4,892      3,794     19,392     18,860:       355        887
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    -1,294:       -19        635     -1,476        255       -636     -1,240     -1,477:       -54        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.8       75.7        0.6       24.8       19.2       98.2       95.5:       1.8        4.5
Old  :     100.0:      72.8       75.7        0.6       24.8       19.2       98.2       95.5:       1.8        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  :        21:         6          6          2          7          3         14         10:
Old  :        21:         6          6          2          7          3         14         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  :                 86.9       89.3       94.5       94.6       86.6       89.3       94.2       93.9
Old  :                 86.9       89.3       94.5       94.6       86.6       89.3       94.2       93.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    21,530:     6,575     12,105        152     13,207      6,024     19,934     18,281:     1,596      3,249
Old  :    21,530:     6,575     12,105        152     13,207      6,024     19,934     18,281:     1,596      3,249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :        77:       777      1,099         -6       -610       -988        161        105:       -84        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       56.2        0.7       61.3       28.0       92.6       84.9:       7.4       15.1
Old  :     100.0:      30.5       56.2        0.7       61.3       28.0       92.6       84.9:       7.4       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        10         21          1         10          4         21         25:
Old  :        45:        10         21          1         10          4         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       47.8       75.3       68.5       50.2       47.8       75.3       68.5
Old  :                 50.2       47.8       75.3       68.5       50.2       47.8       75.3       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  : 8,593,930:   733,866  1,103,779  1,541,648  5,533,575  4,975,431  7,809,089  7,620,858:   784,841    973,072
Old  : 8,593,930:   733,866  1,103,779  1,541,648  5,533,575  4,975,431  7,809,089  7,620,858:   784,841    973,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    23,069:     1,092     14,374   -111,349    104,750    127,072     -5,507     30,097:    28,576     -7,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       12.8       17.9       64.4       57.9       90.9       88.7:       9.1       11.3
Old  :     100.0:       8.5       12.8       17.9       64.4       57.9       90.9       88.7:       9.1       11.3
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  :       256:        47         56         82        128        138        221        238:
Old  :       256:        47         56         82        128        138        221        238:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       24.8       38.0       36.8       19.6       18.5       28.9       22.4
Old  :                 22.2       24.8       38.0       36.8       19.6       18.5       28.9       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   933,308:    67,549    104,261     34,691    651,526    640,740    753,766    779,693:   179,542    153,615
Old  :   933,308:    67,549    104,261     34,691    651,526    640,740    753,766    779,693:   179,542    153,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    52,119:    -4,308     -8,912     12,312     32,934     38,505     40,938     41,905:    11,181     10,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       11.2        3.7       69.8       68.7       80.8       83.5:      19.2       16.5
Old  :     100.0:       7.2       11.2        3.7       69.8       68.7       80.8       83.5:      19.2       16.5
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  :       555:        92        115         63        234        241        369        380:
Old  :       555:        92        115         63        234        241        369        380:
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  :                 12.6       11.2       20.9       20.2       10.8       10.4       17.5       17.6
Old  :                 12.6       11.2       20.9       20.2       10.8       10.4       17.5       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   300,032:    14,171     11,604     11,568    205,937    171,439    231,676    194,611:    68,356    105,421
Old  :   300,032:    14,171     11,604     11,568    205,937    171,439    231,676    194,611:    68,356    105,421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    26,919:     2,366      2,351      4,477     19,142     11,666     25,985     18,494:       934      8,425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        3.9        3.9       68.6       57.1       77.2       64.9:      22.8       35.1
Old  :     100.0:       4.7        3.9        3.9       68.6       57.1       77.2       64.9:      22.8       35.1
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  :       117:        13         12         10         63         53         83         71:
Old  :       117:        13         12         10         63         53         83         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       22.8       33.7       31.5       20.0       22.8       29.3       31.2
Old  :                 21.9       22.8       33.7       31.5       20.0       22.8       29.3       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,166,379:   318,787    515,182     63,719  2,227,943  2,346,507  2,610,449  2,925,408:   555,930    240,971
Old  : 3,166,379:   318,787    515,182     63,719  2,227,943  2,346,507  2,610,449  2,925,408:   555,930    240,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :   126,001:    -5,418    -28,362     11,221     68,962    134,194     74,765    117,053:    51,236      8,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       16.3        2.0       70.4       74.1       82.4       92.4:      17.6        7.6
Old  :     100.0:      10.1       16.3        2.0       70.4       74.1       82.4       92.4:      17.6        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       529:        90        112         54        215        223        340        356:
Old  :       529:        90        112         54        215        223        340        356:
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  :                 16.9       13.4       26.3       22.7       15.9       13.0       24.9       21.9
Old  :                 16.9       13.4       26.3       22.7       15.9       13.0       24.9       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   107,175:     6,261      5,684      1,702     91,219     96,077     99,182    103,463:     7,993      3,712
Old  :   107,175:     6,261      5,684      1,702     91,219     96,077     99,182    103,463:     7,993      3,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     3,322:    -1,966     -1,458      1,056      4,983      4,592      4,073      4,190:      -751       -868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        5.3        1.6       85.1       89.6       92.5       96.5:       7.5        3.5
Old  :     100.0:       5.8        5.3        1.6       85.1       89.6       92.5       96.5:       7.5        3.5
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  :        93:         5          6          2         59         37         65         44:
Old  :        93:         5          6          2         59         37         65         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  :                 32.9       47.0       46.3       66.1       32.9       47.0       46.3       66.0
Old  :                 32.9       47.0       46.3       66.1       32.9       47.0       46.3       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    99,322:    15,452     11,714      3,660     72,674     78,905     91,786     94,279:     7,536      5,043
Old  :    99,322:    15,452     11,714      3,660     72,674     78,905     91,786     94,279:     7,536      5,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :       611:       454      2,077       -432      1,296       -816      1,319        829:      -708       -218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       11.8        3.7       73.2       79.4       92.4       94.9:       7.6        5.1
Old  :     100.0:      15.6       11.8        3.7       73.2       79.4       92.4       94.9:       7.6        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        45         35         12         70         94        122        136:
Old  :       217:        45         35         12         70         94        122        136:
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  :                 30.6       28.9       46.7       43.5       24.8       17.0       31.9       26.5
Old  :                 30.6       28.9       46.7       43.5       24.8       17.0       31.9       26.5
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 - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    22,740:       846      1,856        745     17,989     19,072     19,580     21,673:     3,160      1,067
Old  :    22,740:       846      1,856        745     17,989     19,072     19,580     21,673:     3,160      1,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :       -58:      -317          0         79        242       -373          4       -294:       -62        236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        8.2        3.3       79.1       83.9       86.1       95.3:      13.9        4.7
Old  :     100.0:       3.7        8.2        3.3       79.1       83.9       86.1       95.3:      13.9        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          2          1         13          7         15         10:
Old  :        24:         1          2          1         13          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  :                 50.4       80.1       69.4       91.2       50.4       80.1       69.4       90.1
Old  :                 50.4       80.1       69.4       91.2       50.4       80.1       69.4       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   382,912:    84,112     60,371      3,495    273,423    299,164    361,030    363,030:    21,882     19,882
Old  :   382,912:    84,112     60,371      3,495    273,423    299,164    361,030    363,030:    21,882     19,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     3,343:     2,272      8,798       -970      5,272     -2,214      6,574      5,614:    -3,231     -2,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       15.8        0.9       71.4       78.1       94.3       94.8:       5.7        5.2
Old  :     100.0:      22.0       15.8        0.9       71.4       78.1       94.3       94.8:       5.7        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  :       216:        45         34         11         62         90        114        130:
Old  :       216:        45         34         11         62         90        114        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       29.6       52.8       44.8       37.3       29.6       52.8       44.8
Old  :                 37.3       29.6       52.8       44.8       37.3       29.6       52.8       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   158,833:    12,579     63,751        724    132,503     66,629    145,806    131,104:    13,027     27,729
Old  :   158,833:    12,579     63,751        724    132,503     66,629    145,806    131,104:    13,027     27,729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    16,217:    -2,209     13,436        231     19,694      3,889     17,716     17,556:    -1,499     -1,339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       40.1        0.5       83.4       41.9       91.8       82.5:       8.2       17.5
Old  :     100.0:       7.9       40.1        0.5       83.4       41.9       91.8       82.5:       8.2       17.5
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  :        90:        17         38          9         24         23         45         66:
Old  :        90:        17         38          9         24         23         45         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       41.8       72.9       54.4       63.8       39.5       72.7       51.9
Old  :                 64.0       41.8       72.9       54.4       63.8       39.5       72.7       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    41,501:     4,483      6,828      4,371     24,372      6,916     33,226     18,115:     8,275     23,386
Old  :    41,501:     4,483      6,828      4,371     24,372      6,916     33,226     18,115:     8,275     23,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     6,553:       529        -54      4,304      1,134      1,548      5,967      5,798:       586        755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       16.5       10.5       58.7       16.7       80.1       43.6:      19.9       56.4
Old  :     100.0:      10.8       16.5       10.5       58.7       16.7       80.1       43.6:      19.9       56.4
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  :        44:        11          9          3         21          9         33         20:
Old  :        44:        11          9          3         21          9         33         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       29.8       54.1       35.7       35.0       20.7       45.5       25.6
Old  :                 43.3       29.8       54.1       35.7       35.0       20.7       45.5       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    68,827:    10,776      4,333      8,204     42,152     19,402     61,132     31,939:     7,695     36,888
Old  :    68,827:    10,776      4,333      8,204     42,152     19,402     61,132     31,939:     7,695     36,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    -2,408:    -2,005      1,135      1,895      2,338      6,505      2,228      9,535:    -4,636    -11,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        6.3       11.9       61.2       28.2       88.8       46.4:      11.2       53.6
Old  :     100.0:      15.7        6.3       11.9       61.2       28.2       88.8       46.4:      11.2       53.6
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  :        61:        14          9          5         27         20         43         32:
Old  :        61:        14          9          5         27         20         43         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       24.7       55.0       32.5       30.9       11.3       41.5       15.7
Old  :                 38.9       24.7       55.0       32.5       30.9       11.3       41.5       15.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 8, 2012