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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     3,175:         9        143         11      2,510      2,425      2,530      2,579:       644        596
Old  :     3,175:         9        143         11      2,510      2,425      2,530      2,579:       644        596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :      -512:      -147        -69          2       -326       -305       -471       -372:       -41       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        4.5        0.3       79.1       76.4       79.7       81.2:      20.3       18.8
Old  :     100.0:       0.3        4.5        0.3       79.1       76.4       79.7       81.2:      20.3       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  :        21:         1          1          2         13         11         15         13:
Old  :        21:         1          1          2         13         11         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       58.8       74.8       75.5       51.6       58.4       69.1       72.1
Old  :                 57.3       58.8       74.8       75.5       51.6       58.4       69.1       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    53,450:     8,680      3,688     12,573     26,575     24,915     47,829     41,176:     5,622     12,275
Old  :    53,450:     8,680      3,688     12,573     26,575     24,915     47,829     41,176:     5,622     12,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    -6,513:    -1,406        641     -1,127     -3,249     -4,266     -5,782     -4,752:      -731     -1,761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        6.9       23.5       49.7       46.6       89.5       77.0:      10.5       23.0
Old  :     100.0:      16.2        6.9       23.5       49.7       46.6       89.5       77.0:      10.5       23.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        26         12         20         37         35         69         61:
Old  :        87:        26         12         20         37         35         69         61:
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       27.2       52.9       39.9       35.8       24.9       45.2       34.2
Old  :                 37.3       27.2       52.9       39.9       35.8       24.9       45.2       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   314,499:    86,893     18,054     83,179    111,362    165,271    281,434    266,505:    33,065     47,994
Old  :   309,303:    86,373     18,934     81,397    110,101    162,188    277,871    262,519:    31,431     46,784
Other:     5,196:     1,470         72        831      1,261      3,082      3,563      3,985:     1,633      1,211
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :      -263:     1,569     -1,922       -647       -458      2,691        463        121:      -726       -384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        5.7       26.4       35.4       52.6       89.5       84.7:      10.5       15.3
Old  :     100.0:      27.9        6.1       26.3       35.6       52.4       89.8       84.9:      10.2       15.1
Other:     100.0:      28.3        1.4       16.0       24.3       59.3       68.6       76.7:      31.4       23.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:       115         66        118         70         92        256        228:
Old  :       305:       111         72        118         69         92        255        228:
Other:        53:        16          4         12         17         26         36         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       20.2       24.4       28.9       13.7       16.7       22.5       24.2
Old  :                 14.3       20.3       24.8       29.2       13.9       16.9       22.9       24.4
Other:                 25.5       34.5       40.1       49.8       23.6       32.9       34.3       46.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   393,893:   107,519     28,721    101,212    154,383    198,694    363,114    328,626:    30,779     65,267
Old  :   393,893:   107,519     28,721    101,212    154,383    198,694    363,114    328,626:    30,779     65,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :   -20,108:    -6,706     -1,421    -16,039      1,819     -3,036    -20,926    -20,497:       818        389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        7.3       25.7       39.2       50.4       92.2       83.4:       7.8       16.6
Old  :     100.0:      27.3        7.3       25.7       39.2       50.4       92.2       83.4:       7.8       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  :       398:       141         61        122        112        170        305        312:
Old  :       398:       141         61        122        112        170        305        312:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       15.8       27.6       22.8       15.2       12.4       26.2       17.5
Old  :                 15.9       15.8       27.6       22.8       15.2       12.4       26.2       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    12,568:     3,931      4,929      2,064      3,701      2,451      9,696      9,444:     2,872      3,124
Old  :    12,568:     3,931      4,929      2,064      3,701      2,451      9,696      9,444:     2,872      3,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     2,154:       231        345        577        517         95      1,326      1,018:       828      1,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       39.2       16.4       29.4       19.5       77.1       75.1:      22.9       24.9
Old  :     100.0:      31.3       39.2       16.4       29.4       19.5       77.1       75.1:      22.9       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        30         28         21         27         23         67         68:
Old  :        95:        30         28         21         27         23         67         68:
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  :                 29.1       21.2       41.3       33.2       27.7       20.7       36.8       31.3
Old  :                 29.1       21.2       41.3       33.2       27.7       20.7       36.8       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    35,054:    12,825      2,419      7,573      8,202      7,397     28,600     17,388:     6,455     17,666
Old  :    35,054:    12,825      2,419      7,573      8,202      7,397     28,600     17,388:     6,455     17,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :      -451:    -1,029       -238       -555        910        380       -674       -412:       223        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6        6.9       21.6       23.4       21.1       81.6       49.6:      18.4       50.4
Old  :     100.0:      36.6        6.9       21.6       23.4       21.1       81.6       49.6:      18.4       50.4
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  :       143:        46         29         45         40         43        111        103:
Old  :       143:        46         29         45         40         43        111        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5        8.7       27.1       14.9       15.0        6.3       24.6       10.4
Old  :                 15.5        8.7       27.1       14.9       15.0        6.3       24.6       10.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   114,375:     7,483        127      5,053     99,494    107,503    112,030    112,683:     2,345      1,692
Old  :   114,375:     7,483        127      5,053     99,494    107,503    112,030    112,683:     2,345      1,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     2,820:        21          0        984         23        726      1,028      1,710:     1,792      1,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        0.1        4.4       87.0       94.0       97.9       98.5:       2.1        1.5
Old  :     100.0:       6.5        0.1        4.4       87.0       94.0       97.9       98.5:       2.1        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          1          2         15         16         18         19:
Old  :        21:         3          1          2         15         16         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.3       68.4       84.6       85.7       54.3       53.8       60.2       60.2
Old  :                 71.3       68.4       84.6       85.7       54.3       53.8       60.2       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   162,858:    30,786     49,452      6,336     96,497     81,218    133,618    137,006:    29,240     25,852
Old  :   162,858:    30,786     49,452      6,336     96,497     81,218    133,618    137,006:    29,240     25,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     7,270:       838     -5,841        703      5,438     12,024      6,980      6,886:       290        384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       30.4        3.9       59.3       49.9       82.0       84.1:      18.0       15.9
Old  :     100.0:      18.9       30.4        3.9       59.3       49.9       82.0       84.1:      18.0       15.9
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  :        77:        22         17         12         27         33         56         55:
Old  :        77:        22         17         12         27         33         56         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       49.0       52.3       59.1       35.9       46.7       48.5       52.9
Old  :                 36.1       49.0       52.3       59.1       35.9       46.7       48.5       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    49,521:     5,036     15,384      3,267     32,360     12,250     40,663     30,901:     8,858     18,620
Old  :    49,521:     5,036     15,384      3,267     32,360     12,250     40,663     30,901:     8,858     18,620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     5,976:      -176      1,521        -74      6,136      2,173      5,886      3,620:        90      2,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       31.1        6.6       65.3       24.7       82.1       62.4:      17.9       37.6
Old  :     100.0:      10.2       31.1        6.6       65.3       24.7       82.1       62.4:      17.9       37.6
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  :        43:         5         18          8         16         15         27         35:
Old  :        43:         5         18          8         16         15         27         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       25.0       64.1       32.7       49.4       25.0       60.8       31.6
Old  :                 51.6       25.0       64.1       32.7       49.4       25.0       60.8       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   130,231:    18,219     39,081      1,145    108,274     83,916    127,638    124,142:     2,593      6,089
Old  :   130,231:    18,219     39,081      1,145    108,274     83,916    127,638    124,142:     2,593      6,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     9,337:    11,680     -3,698        350     -2,548     12,995      9,482      9,647:      -145       -310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       30.0        0.9       83.1       64.4       98.0       95.3:       2.0        4.7
Old  :     100.0:      14.0       30.0        0.9       83.1       64.4       98.0       95.3:       2.0        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  :        87:        18         28          4         22         25         42         57:
Old  :        87:        18         28          4         22         25         42         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.5       41.4       82.1       65.3       65.5       40.4       75.8       57.3
Old  :                 65.5       41.4       82.1       65.3       65.5       40.4       75.8       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   217,598:    26,321     68,637      4,260    172,749    112,838    203,331    185,735:    14,267     31,863
Old  :   217,598:    26,321     68,637      4,260    172,749    112,838    203,331    185,735:    14,267     31,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    18,640:     2,676       -123       -742     16,467     18,818     18,401     17,953:       239        687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       31.5        2.0       79.4       51.9       93.4       85.4:       6.6       14.6
Old  :     100.0:      12.1       31.5        2.0       79.4       51.9       93.4       85.4:       6.6       14.6
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  :        94:        19         31         13         29         33         55         70:
Old  :        94:        19         31         13         29         33         55         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       53.8       63.0       60.6       42.3       52.6       62.9       59.4
Old  :                 42.3       53.8       63.0       60.6       42.3       52.6       62.9       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   189,968:    56,250     18,909      4,692    108,528    138,438    169,469    162,038:    20,499     27,930
Old  :   189,968:    56,250     18,909      4,692    108,528    138,438    169,469    162,038:    20,499     27,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    11,189:       697      3,138       -511     12,350      8,870     12,536     11,496:    -1,347       -307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       10.0        2.5       57.1       72.9       89.2       85.3:      10.8       14.7
Old  :     100.0:      29.6       10.0        2.5       57.1       72.9       89.2       85.3:      10.8       14.7
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  :        94:        25         33         20         28         29         65         70:
Old  :        94:        25         33         20         28         29         65         70:
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  :                 49.8       54.2       66.0       64.3       48.6       53.7       61.8       61.4
Old  :                 49.8       54.2       66.0       64.3       48.6       53.7       61.8       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   339,915:    33,011    122,946     45,978    226,904    106,486    305,893    275,411:    34,022     64,504
Old  :   339,915:    33,011    122,946     45,978    226,904    106,486    305,893    275,411:    34,022     64,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     5,696:     5,043     -1,951      3,732     -1,965     10,844      6,810     12,626:    -1,115     -6,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       36.2       13.5       66.8       31.3       90.0       81.0:      10.0       19.0
Old  :     100.0:       9.7       36.2       13.5       66.8       31.3       90.0       81.0:      10.0       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        33         84         54         58         57        124        162:
Old  :       199:        33         84         54         58         57        124        162:
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  :                 38.1       20.6       48.6       30.9       37.4       20.5       47.1       28.3
Old  :                 38.1       20.6       48.6       30.9       37.4       20.5       47.1       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    27,597:    10,745      6,888          1     15,376     18,497     26,122     25,386:     1,475      2,211
Old  :    27,597:    10,745      6,888          1     15,376     18,497     26,122     25,386:     1,475      2,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :      -680:      -273       -412          1       -443       -115       -715       -526:        35       -154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9       25.0        0.0       55.7       67.0       94.7       92.0:       5.3        8.0
Old  :     100.0:      38.9       25.0        0.0       55.7       67.0       94.7       92.0:       5.3        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         8         18          1         11          9         19         28:
Old  :        42:         8         18          1         11          9         19         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.2       51.8       87.3       69.9       73.2       51.1       87.2       69.2
Old  :                 73.2       51.8       87.3       69.9       73.2       51.1       87.2       69.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :14,538,365:   278,165    948,057  5,844,794  7,600,337  6,632,666 13,723,296 13,425,517:   815,069  1,112,847
Old  :14,538,365:   278,165    948,057  5,844,794  7,600,337  6,632,666 13,723,296 13,425,517:   815,069  1,112,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :  -315,290:      -147    -55,647    -54,096   -216,834    -73,427   -271,077   -183,171:   -44,213   -132,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        6.5       40.2       52.3       45.6       94.4       92.3:       5.6        7.7
Old  :     100.0:       1.9        6.5       40.2       52.3       45.6       94.4       92.3:       5.6        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        43         67        101        148        152        253        267:
Old  :       275:        43         67        101        148        152        253        267:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       20.8       39.6       33.4       18.0       10.2       21.7       13.9
Old  :                 28.6       20.8       39.6       33.4       18.0       10.2       21.7       13.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  : 1,075,940:    58,555     99,509     85,010    789,348    759,296    932,913    943,815:   143,028    132,126
Old  : 1,075,940:    58,555     99,509     85,010    789,348    759,296    932,913    943,815:   143,028    132,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    34,676:     9,859     -5,111      9,221      9,476     25,281     28,557     29,391:     6,119      5,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        9.2        7.9       73.4       70.6       86.7       87.7:      13.3       12.3
Old  :     100.0:       5.4        9.2        7.9       73.4       70.6       86.7       87.7:      13.3       12.3
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  :       578:        93        131        108        248        258        404        434:
Old  :       578:        93        131        108        248        258        404        434:
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  :                 13.7       10.1       21.9       18.1       10.8        7.6       17.6       12.7
Old  :                 13.7       10.1       21.9       18.1       10.8        7.6       17.6       12.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   410,432:    32,315     18,393     33,078    251,373    295,962    316,766    347,433:    93,667     63,000
Old  :   410,432:    32,315     18,393     33,078    251,373    295,962    316,766    347,433:    93,667     63,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    30,669:     8,937        466      3,228      2,827     30,879     14,991     34,573:    15,677     -3,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        4.5        8.1       61.2       72.1       77.2       84.7:      22.8       15.3
Old  :     100.0:       7.9        4.5        8.1       61.2       72.1       77.2       84.7:      22.8       15.3
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  :       138:        18         26         35         76         69        114        110:
Old  :       138:        18         26         35         76         69        114        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       21.3       27.9       32.3       17.3       20.8       26.4       29.3
Old  :                 18.1       21.3       27.9       32.3       17.3       20.8       26.4       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,327,538:   234,279    508,661    156,580  2,689,875  2,316,668  3,080,733  2,981,909:   246,805    345,630
Old  : 3,327,538:   234,279    508,661    156,580  2,689,875  2,316,668  3,080,733  2,981,909:   246,805    345,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    20,034:    24,452     -8,049     10,131     33,246    -27,991     67,828    -25,909:   -47,794     45,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       15.3        4.7       80.8       69.6       92.6       89.6:       7.4       10.4
Old  :     100.0:       7.0       15.3        4.7       80.8       69.6       92.6       89.6:       7.4       10.4
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  :       538:        86        120         95        225        236        366        396:
Old  :       538:        86        120         95        225        236        366        396:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       10.8       29.8       18.4       18.0       10.2       26.5       17.0
Old  :                 20.7       10.8       29.8       18.4       18.0       10.2       26.5       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   117,168:     8,394      5,420         32     97,201    106,693    105,627    112,145:    11,542      5,023
Old  :   117,168:     8,394      5,420         32     97,201    106,693    105,627    112,145:    11,542      5,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    -2,836:       -56       -146         23     -4,374     -2,173     -4,407     -2,296:     1,571       -541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        4.6        0.0       83.0       91.1       90.1       95.7:       9.9        4.3
Old  :     100.0:       7.2        4.6        0.0       83.0       91.1       90.1       95.7:       9.9        4.3
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  :        88:         8          6          1         52         38         60         45:
Old  :        88:         8          6          1         52         38         60         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       40.0       50.9       60.4       32.8       38.8       46.9       55.9
Old  :                 33.9       40.0       50.9       60.4       32.8       38.8       46.9       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    95,173:     9,455      4,631      1,392     65,514     73,030     76,361     79,052:    18,812     16,121
Old  :    95,173:     9,455      4,631      1,392     65,514     73,030     76,361     79,052:    18,812     16,121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     6,078:     1,800     -1,050        743      2,759      6,810      5,303      6,504:       775       -426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        4.9        1.5       68.8       76.7       80.2       83.1:      19.8       16.9
Old  :     100.0:       9.9        4.9        1.5       68.8       76.7       80.2       83.1:      19.8       16.9
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  :       210:        45         31         16         80         87        132        127:
Old  :       210:        45         31         16         80         87        132        127:
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  :                 29.3       26.4       39.1       41.6       25.7       24.5       33.2       34.3
Old  :                 29.3       26.4       39.1       41.6       25.7       24.5       33.2       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    29,891:       981        538         50     14,819     28,246     15,850     28,834:    14,041      1,057
Old  :    29,891:       981        538         50     14,819     28,246     15,850     28,834:    14,041      1,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :       814:       981          0          0        101      1,086      1,082      1,086:      -268       -272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        1.8        0.2       49.6       94.5       53.0       96.5:      47.0        3.5
Old  :     100.0:       3.3        1.8        0.2       49.6       94.5       53.0       96.5:      47.0        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  :        24:         1          1          1         12         13         14         14:
Old  :        24:         1          1          1         12         13         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       59.8       49.8       86.3       39.3       59.5       49.7       86.0
Old  :                 39.3       59.8       49.8       86.3       39.3       59.5       49.7       86.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   326,410:    47,275     25,369      1,804    253,474    223,918    302,553    251,090:    23,857     75,320
Old  :   326,410:    47,275     25,369      1,804    253,474    223,918    302,553    251,090:    23,857     75,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    26,319:     9,001       -346     -1,188     13,291     28,622     21,104     27,088:     5,215       -769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        7.8        0.6       77.7       68.6       92.7       76.9:       7.3       23.1
Old  :     100.0:      14.5        7.8        0.6       77.7       68.6       92.7       76.9:       7.3       23.1
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  :       209:        45         31         15         77         83        128        123:
Old  :       209:        45         31         15         77         83        128        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       23.0       44.9       34.0       33.7       22.7       44.5       33.7
Old  :                 33.9       23.0       44.9       34.0       33.7       22.7       44.5       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   155,487:    53,016     23,313      8,833     74,026    104,156    135,875    136,301:    19,612     19,186
Old  :   155,487:    53,016     23,313      8,833     74,026    104,156    135,875    136,301:    19,612     19,186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    18,232:    18,878      1,831      3,221     -4,030     18,674     18,068     23,726:       164     -5,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       15.0        5.7       47.6       67.0       87.4       87.7:      12.6       12.3
Old  :     100.0:      34.1       15.0        5.7       47.6       67.0       87.4       87.7:      12.6       12.3
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  :        84:        21         24         17         30         32         60         64:
Old  :        84:        21         24         17         30         32         60         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       43.5       57.3       56.0       36.8       42.0       56.6       54.5
Old  :                 37.0       43.5       57.3       56.0       36.8       42.0       56.6       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    30,676:     3,741      5,042      1,511     19,114      9,649     24,366     16,202:     6,310     14,474
Old  :    30,676:     3,741      5,042      1,511     19,114      9,649     24,366     16,202:     6,310     14,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     2,357:       357       -540      1,407        838      1,134      2,602      2,001:      -245        356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       16.4        4.9       62.3       31.5       79.4       52.8:      20.6       47.2
Old  :     100.0:      12.2       16.4        4.9       62.3       31.5       79.4       52.8:      20.6       47.2
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  :        44:         8          8          4         21         11         31         21:
Old  :        44:         8          8          4         21         11         31         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       31.1       46.7       41.5       27.7       27.8       45.7       37.3
Old  :                 27.9       31.1       46.7       41.5       27.7       27.8       45.7       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    50,054:     4,104      7,442      2,277     37,238     16,749     43,619     26,468:     6,435     23,586
Old  :    50,054:     4,104      7,442      2,277     37,238     16,749     43,619     26,468:     6,435     23,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :       827:      -633       -981        629      2,641       -465      2,637       -817:    -1,810      1,644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       14.9        4.5       74.4       33.5       87.1       52.9:      12.9       47.1
Old  :     100.0:       8.2       14.9        4.5       74.4       33.5       87.1       52.9:      12.9       47.1
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  :        66:         8         10          6         36         21         47         34:
Old  :        66:         8         10          6         36         21         47         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       18.1       42.7       31.8       24.1       17.3       36.6       24.1
Old  :                 28.0       18.1       42.7       31.8       24.1       17.3       36.6       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 9, 2011