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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     2,984:        91         46         28      2,422      2,644      2,541      2,718:       443        266
Old  :     2,984:        91         46         28      2,422      2,644      2,541      2,718:       443        266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        1.5        0.9       81.2       88.6       85.2       91.1:      14.8        8.9
Old  :     100.0:       3.0        1.5        0.9       81.2       88.6       85.2       91.1:      14.8        8.9
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  :        20:         2          1          2         15         11         17         14:
Old  :        20:         2          1          2         15         11         17         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  :                 44.6       69.4       72.6       85.3       40.3       63.2       56.9       68.0
Old  :                 44.6       69.4       72.6       85.3       40.3       63.2       56.9       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    26,410:     4,939      4,600        929     14,935     17,091     20,803     22,620:     5,607      3,790
Old  :    26,410:     4,939      4,600        929     14,935     17,091     20,803     22,620:     5,607      3,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :       635:       318        -26        231        482        294      1,031        499:      -396        136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       17.4        3.5       56.6       64.7       78.8       85.6:      21.2       14.4
Old  :     100.0:      18.7       17.4        3.5       56.6       64.7       78.8       85.6:      21.2       14.4
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  :        70:        18         12         13         25         23         51         40:
Old  :        70:        18         12         13         25         23         51         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       44.7       48.8       59.7       35.5       44.4       48.8       58.3
Old  :                 35.5       44.7       48.8       59.7       35.5       44.4       48.8       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   219,932:    75,265     46,299     47,403     75,481     89,034    198,149    182,736:    21,783     37,196
Old  :   218,297:    74,988     46,283     47,101     74,996     88,231    197,085    181,615:    21,212     36,682
Other:     1,635:       576        315          3        485        803      1,064      1,121:       571        514
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :     5,734:     2,321     -5,358      4,935        -17      2,897      7,239      2,474:    -1,505      3,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       21.1       21.6       34.3       40.5       90.1       83.1:       9.9       16.9
Old  :     100.0:      34.4       21.2       21.6       34.4       40.4       90.3       83.2:       9.7       16.8
Other:     100.0:      35.2       19.3        0.2       29.7       49.1       65.1       68.6:      34.9       31.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:        92         83        107         49         73        209        215:
Old  :       283:        91         84        104         48         73        205        215:
Other:        43:        10          7          2          7         18         18         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       14.0       28.4       21.9       14.5       12.6       25.3       19.2
Old  :                 15.3       14.1       28.5       22.1       14.6       12.7       25.5       19.3
Other:                 43.4       38.5       54.1       54.3       43.4       38.5       54.1       54.3
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   292,522:    92,376     70,420     48,815    123,499    127,503    264,690    246,738:    27,832     45,784
Old  :   292,522:    92,376     70,420     48,815    123,499    127,503    264,690    246,738:    27,832     45,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :     8,200:     5,550    -11,321      5,121     -1,912     11,389      8,759      5,189:      -559      3,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       24.1       16.7       42.2       43.6       90.5       84.3:       9.5       15.7
Old  :     100.0:      31.6       24.1       16.7       42.2       43.6       90.5       84.3:       9.5       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:        85        116        122         85        141        257        316:
Old  :       387:        85        116        122         85        141        257        316:
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  :                 18.9       11.5       31.8       18.7       18.8       11.0       31.7       18.0
Old  :                 18.9       11.5       31.8       18.7       18.8       11.0       31.7       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     8,987:     4,024      2,295        328      2,859      4,753      7,211      7,376:     1,776      1,611
Old  :     8,987:     4,024      2,295        328      2,859      4,753      7,211      7,376:     1,776      1,611
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :     1,381:       775        -10        177        313      1,165      1,265      1,332:       116         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8       25.5        3.6       31.8       52.9       80.2       82.1:      19.8       17.9
Old  :     100.0:      44.8       25.5        3.6       31.8       52.9       80.2       82.1:      19.8       17.9
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:        36         20         10         27         34         72         56:
Old  :        95:        36         20         10         27         34         72         56:
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       27.1       48.4       40.4       27.4       23.0       43.9       34.6
Old  :                 28.0       27.1       48.4       40.4       27.4       23.0       43.9       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    26,607:     7,525      7,761      3,810      9,181      4,177     20,516     15,748:     6,091     10,859
Old  :    26,607:     7,525      7,761      3,810      9,181      4,177     20,516     15,748:     6,091     10,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    -2,533:      -210     -2,288       -556     -1,619        -68     -2,385     -2,912:      -148        379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       29.2       14.3       34.5       15.7       77.1       59.2:      22.9       40.8
Old  :     100.0:      28.3       29.2       14.3       34.5       15.7       77.1       59.2:      22.9       40.8
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  :       131:        25         40         37         41         34         91         98:
Old  :       131:        25         40         37         41         34         91         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       13.1       30.9       20.2       17.0       10.7       28.9       16.0
Old  :                 17.9       13.1       30.9       20.2       17.0       10.7       28.9       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     4,865:       154      1,232        160      4,141      3,343      4,455      4,735:       410        130
Old  :     4,865:       154      1,232        160      4,141      3,343      4,455      4,735:       410        130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :       231:        53          7         77        140        145        270        229:       -39          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       25.3        3.3       85.1       68.7       91.6       97.3:       8.4        2.7
Old  :     100.0:       3.2       25.3        3.3       85.1       68.7       91.6       97.3:       8.4        2.7
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  :        30:         3          9          9         12         11         21         24:
Old  :        30:         3          9          9         12         11         21         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.6       62.3       82.2       81.8       70.7       60.0       78.7       79.2
Old  :                 71.6       62.3       82.2       81.8       70.7       60.0       78.7       79.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    88,251:     8,126      5,307      2,326     77,124     80,219     87,576     87,852:       675        399
Old  :    88,251:     8,126      5,307      2,326     77,124     80,219     87,576     87,852:       675        399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :       728:       123        235          0        529        494        652        729:        76         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        6.0        2.6       87.4       90.9       99.2       99.5:       0.8        0.5
Old  :     100.0:       9.2        6.0        2.6       87.4       90.9       99.2       99.5:       0.8        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          1         15         16         17         19:
Old  :        23:         2          2          1         15         16         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.9       67.3       89.6       83.8       61.4       58.9       69.9       67.2
Old  :                 72.9       67.3       89.6       83.8       61.4       58.9       69.9       67.2
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 - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   178,102:    98,566      9,478        900     41,195    149,052    140,661    159,430:    37,441     18,672
Old  :   178,102:    98,566      9,478        900     41,195    149,052    140,661    159,430:    37,441     18,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :   -11,364:    -7,803     -3,141       -237      2,897     -8,730     -5,143    -12,108:    -6,221        744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.3        5.3        0.5       23.1       83.7       79.0       89.5:      21.0       10.5
Old  :     100.0:      55.3        5.3        0.5       23.1       83.7       79.0       89.5:      21.0       10.5
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  :        96:        41         17          6         22         27         64         49:
Old  :        96:        41         17          6         22         27         64         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       57.2       52.5       74.1       44.2       57.1       52.2       74.0
Old  :                 44.5       57.2       52.5       74.1       44.2       57.1       52.2       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    36,769:    10,756      8,395         36      9,807     17,808     20,599     26,239:    16,170     10,530
Old  :    36,769:    10,756      8,395         36      9,807     17,808     20,599     26,239:    16,170     10,530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :       282:       467     -3,086         27        829      3,533      1,323        474:    -1,041       -192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       22.8        0.1       26.7       48.4       56.0       71.4:      44.0       28.6
Old  :     100.0:      29.3       22.8        0.1       26.7       48.4       56.0       71.4:      44.0       28.6
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  :        41:        13         10          2          8         13         21         25:
Old  :        41:        13         10          2          8         13         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       39.2       41.2       48.5       31.5       39.2       40.8       48.5
Old  :                 31.6       39.2       41.2       48.5       31.5       39.2       40.8       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   207,606:   136,680      4,278      1,101     61,211    199,724    198,992    205,103:     8,614      2,503
Old  :   207,606:   136,680      4,278      1,101     61,211    199,724    198,992    205,103:     8,614      2,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    -1,176:    -3,107        -53        425      1,690     -2,079       -992     -1,707:      -184        531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.8        2.1        0.5       29.5       96.2       95.9       98.8:       4.1        1.2
Old  :     100.0:      65.8        2.1        0.5       29.5       96.2       95.9       98.8:       4.1        1.2
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  :       129:        78         11          8         20         20        103         37:
Old  :       129:        78         11          8         20         20        103         37:
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  :                 47.2       69.6       64.9       87.3       47.2       69.6       64.7       87.3
Old  :                 47.2       69.6       64.9       87.3       47.2       69.6       64.7       87.3
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 - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   155,791:    54,879     36,482      1,475     68,873     94,981    125,227    132,938:    30,564     22,853
Old  :   155,791:    54,879     36,482      1,475     68,873     94,981    125,227    132,938:    30,564     22,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    -8,663:       869      2,071      1,235        -72    -16,983      2,032    -13,677:   -10,695      5,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       23.4        0.9       44.2       61.0       80.4       85.3:      19.6       14.7
Old  :     100.0:      35.2       23.4        0.9       44.2       61.0       80.4       85.3:      19.6       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  :        96:        28         26          8         22         29         55         58:
Old  :        96:        28         26          8         22         29         55         58:
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  :                 38.6       28.7       51.6       47.3       36.3       27.1       47.1       42.6
Old  :                 38.6       28.7       51.6       47.3       36.3       27.1       47.1       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   137,135:    25,550     43,746        829     97,898     45,592    124,277     90,167:    12,858     46,968
Old  :   137,135:    25,550     43,746        829     97,898     45,592    124,277     90,167:    12,858     46,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :     5,792:   -17,217     11,065       -282     28,594    -16,185     11,095     -5,402:    -5,303     11,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       31.9        0.6       71.4       33.2       90.6       65.8:       9.4       34.2
Old  :     100.0:      18.6       31.9        0.6       71.4       33.2       90.6       65.8:       9.4       34.2
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  :       104:        17         46          4         27         20         46         68:
Old  :       104:        17         46          4         27         20         46         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  :                 47.4       21.3       62.8       31.6       47.4       21.1       62.8       31.3
Old  :                 47.4       21.3       62.8       31.6       47.4       21.1       62.8       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   216,842:    38,171     93,390      3,069    133,705     64,140    174,945    160,599:    41,897     56,243
Old  :   216,842:    38,171     93,390      3,069    133,705     64,140    174,945    160,599:    41,897     56,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    -2,967:    -3,870     -2,146       -351      2,659        550     -1,562     -1,947:    -1,405     -1,020
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       43.1        1.4       61.7       29.6       80.7       74.1:      19.3       25.9
Old  :     100.0:      17.6       43.1        1.4       61.7       29.6       80.7       74.1:      19.3       25.9
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  :       176:        40         59         10         47         49         92        113:
Old  :       176:        40         59         10         47         49         92        113:
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  :                 26.0       21.8       38.8       29.9       26.0       21.8       38.7       29.9
Old  :                 26.0       21.8       38.8       29.9       26.0       21.8       38.7       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    27,696:    18,772        496         59      8,178     26,671     27,009     27,226:       687        470
Old  :    27,696:    18,772        496         59      8,178     26,671     27,009     27,226:       687        470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :        38:        -1        -36          0         28        210         27        174:        11       -136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.8        1.8        0.2       29.5       96.3       97.5       98.3:       2.5        1.7
Old  :     100.0:      67.8        1.8        0.2       29.5       96.3       97.5       98.3:       2.5        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         9          1          1          7          9         16         11:
Old  :        23:         9          1          1          7          9         16         11:
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  :                 87.5       91.0       93.7       97.2       81.2       86.9       87.4       92.0
Old  :                 87.5       91.0       93.7       97.2       81.2       86.9       87.4       92.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    29,136:    20,528      4,179        131      4,011     22,716     24,670     27,026:     4,466      2,110
Old  :    29,136:    20,528      4,179        131      4,011     22,716     24,670     27,026:     4,466      2,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :      -350:      -118       -183         -6         61       -686        -63       -875:      -287        525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.5       14.3        0.4       13.8       78.0       84.7       92.8:      15.3        7.2
Old  :     100.0:      70.5       14.3        0.4       13.8       78.0       84.7       92.8:      15.3        7.2
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  :        53:        26         11          1          5         12         32         23:
Old  :        53:        26         11          1          5         12         32         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       68.4       66.9       78.9       54.5       68.4       66.9       78.9
Old  :                 54.5       68.4       66.9       78.9       54.5       68.4       66.9       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  : 8,398,818: 1,439,754    526,767  1,352,471  4,707,429  5,526,647  7,499,654  7,405,885:   899,164    992,933
Old  : 8,398,818: 1,439,754    526,767  1,352,471  4,707,429  5,526,647  7,499,654  7,405,885:   899,164    992,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :   126,996:   -88,616    -21,771     79,832    158,088     66,712    149,304    124,773:   -22,308      2,223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        6.3       16.1       56.0       65.8       89.3       88.2:      10.7       11.8
Old  :     100.0:      17.1        6.3       16.1       56.0       65.8       89.3       88.2:      10.7       11.8
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  :       233:        58         32         79        116        124        214        206:
Old  :       233:        58         32         79        116        124        214        206:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       25.2       35.7       37.1       18.4       23.2       27.0       28.8
Old  :                 23.7       25.2       35.7       37.1       18.4       23.2       27.0       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   805,026:    94,431     83,642     19,874    580,247    626,046    694,552    729,563:   110,474     75,464
Old  :   805,026:    94,431     83,642     19,874    580,247    626,046    694,552    729,563:   110,474     75,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    20,682:    -5,718     14,358      4,776     24,493      5,801     23,551     24,935:    -2,869     -4,253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       10.4        2.5       72.1       77.8       86.3       90.6:      13.7        9.4
Old  :     100.0:      11.7       10.4        2.5       72.1       77.8       86.3       90.6:      13.7        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       563:       121         95         45        241        218        387        333:
Old  :       563:       121         95         45        241        218        387        333:
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  :                 15.0       18.8       24.3       28.9       12.3       18.1       21.1       28.0
Old  :                 15.0       18.8       24.3       28.9       12.3       18.1       21.1       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   207,176:    10,255     13,603        207    134,059    160,247    144,521    174,057:    62,655     33,119
Old  :   207,176:    10,255     13,603        207    134,059    160,247    144,521    174,057:    62,655     33,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :     8,234:      -457      6,729        -50      6,612      5,371      6,105     12,050:     2,129     -3,816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        6.6        0.1       64.7       77.3       69.8       84.0:      30.2       16.0
Old  :     100.0:       4.9        6.6        0.1       64.7       77.3       69.8       84.0:      30.2       16.0
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  :        97:         9          6          2         53         47         63         54:
Old  :        97:         9          6          2         53         47         63         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       32.3       30.8       45.1       20.5       32.3       28.5       45.0
Old  :                 22.8       32.3       30.8       45.1       20.5       32.3       28.5       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,989,251:   458,269    387,584     60,947  2,230,938  2,328,997  2,750,154  2,777,528:   239,097    211,723
Old  : 2,989,251:   458,269    387,584     60,947  2,230,938  2,328,997  2,750,154  2,777,528:   239,097    211,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    62,240:    -6,856     57,593      4,680     89,406      2,152     87,230     64,425:   -24,990     -2,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       13.0        2.0       74.6       77.9       92.0       92.9:       8.0        7.1
Old  :     100.0:      15.3       13.0        2.0       74.6       77.9       92.0       92.9:       8.0        7.1
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  :       532:       117         94         42        220        197        362        308:
Old  :       532:       117         94         42        220        197        362        308:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       18.3       29.3       30.3       16.4       17.7       25.7       29.7
Old  :                 17.6       18.3       29.3       30.3       16.4       17.7       25.7       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   112,710:    14,849      3,278        788     85,848    105,975    101,485    110,041:    11,225      2,669
Old  :   112,710:    14,849      3,278        788     85,848    105,975    101,485    110,041:    11,225      2,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    -1,000:      -729        -79        561        857     -1,460        689       -978:    -1,689        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        2.9        0.7       76.2       94.0       90.0       97.6:      10.0        2.4
Old  :     100.0:      13.2        2.9        0.7       76.2       94.0       90.0       97.6:      10.0        2.4
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  :        99:        16          3          1         56         37         72         41:
Old  :        99:        16          3          1         56         37         72         41:
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  :                 33.7       41.0       47.8       64.2       33.7       41.0       46.2       64.2
Old  :                 33.7       41.0       47.8       64.2       33.7       41.0       46.2       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    74,182:    17,347      7,469        713     49,452     63,025     67,511     71,206:     6,671      2,976
Old  :    74,182:    17,347      7,469        713     49,452     63,025     67,511     71,206:     6,671      2,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    -3,737:    -3,768        756       -184       -560     -4,513     -4,511     -3,940:       774        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       10.1        1.0       66.7       85.0       91.0       96.0:       9.0        4.0
Old  :     100.0:      23.4       10.1        1.0       66.7       85.0       91.0       96.0:       9.0        4.0
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  :       218:        58         38         11         68         74        130        119:
Old  :       218:        58         38         11         68         74        130        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       51.0       46.1       59.8       34.1       50.9       44.7       59.2
Old  :                 34.1       51.0       46.1       59.8       34.1       50.9       44.7       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   370,909:    86,733     37,345      3,563    247,259    315,123    337,555    356,031:    33,354     14,878
Old  :   370,909:    86,733     37,345      3,563    247,259    315,123    337,555    356,031:    33,354     14,878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :   -18,687:   -18,839      3,782       -918     -2,798    -22,566    -22,555    -19,702:     3,868      1,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       10.1        1.0       66.7       85.0       91.0       96.0:       9.0        4.0
Old  :     100.0:      23.4       10.1        1.0       66.7       85.0       91.0       96.0:       9.0        4.0
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  :       218:        58         38         11         68         74        130        119:
Old  :       218:        58         38         11         68         74        130        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       51.0       46.1       59.8       34.1       50.9       44.7       59.2
Old  :                 34.1       51.0       46.1       59.8       34.1       50.9       44.7       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   168,663:    83,602     37,951        875     57,541    107,131    142,018    145,957:    26,645     22,706
Old  :   168,663:    83,602     37,951        875     57,541    107,131    142,018    145,957:    26,645     22,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :     6,496:     5,800     -1,407        332      1,119      8,019      7,251      6,944:      -755       -448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.6       22.5        0.5       34.1       63.5       84.2       86.5:      15.8       13.5
Old  :     100.0:      49.6       22.5        0.5       34.1       63.5       84.2       86.5:      15.8       13.5
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  :        97:        28         29          9         19         31         51         65:
Old  :        97:        28         29          9         19         31         51         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       46.2       62.2       59.2       43.2       45.7       62.2       58.7
Old  :                 43.2       46.2       62.2       59.2       43.2       45.7       62.2       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    25,635:     3,564      4,545          0     16,536      7,828     20,100     12,373:     5,535     13,262
Old  :    25,635:     3,564      4,545          0     16,536      7,828     20,100     12,373:     5,535     13,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :       438:    -1,979      1,565          0      2,792        135        813      1,700:      -375     -1,262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       17.7        0.0       64.5       30.5       78.4       48.3:      21.6       51.7
Old  :     100.0:      13.9       17.7        0.0       64.5       30.5       78.4       48.3:      21.6       51.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         8          5          0         16          9         24         14:
Old  :        36:         8          5          0         16          9         24         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  :                 41.7       34.5       56.0       43.0       41.7       34.5       56.0       43.0
Old  :                 41.7       34.5       56.0       43.0       41.7       34.5       56.0       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    31,445:     6,783      6,021        241     18,242     19,373     25,266     25,635:     6,179      5,810
Old  :    31,445:     6,783      6,021        241     18,242     19,373     25,266     25,635:     6,179      5,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :   -10,106:       -80     -2,126         26     -6,092       -836     -6,146     -2,936:    -3,960     -7,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       19.1        0.8       58.0       61.6       80.3       81.5:      19.7       18.5
Old  :     100.0:      21.6       19.1        0.8       58.0       61.6       80.3       81.5:      19.7       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        13          8          3         23         20         36         31:
Old  :        56:        13          8          3         23         20         36         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       37.2       44.0       52.9       25.9       37.2       39.8       51.4
Old  :                 28.0       37.2       44.0       52.9       25.9       37.2       39.8       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 26, 2012