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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     4,478:       186        680         78      3,498      3,382      3,762      4,140:       716        338
Old  :     4,478:       186        680         78      3,498      3,382      3,762      4,140:       716        338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       135:         3        -11         14         93         97        110         99:        25         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       15.2        1.7       78.1       75.5       84.0       92.5:      16.0        7.5
Old  :     100.0:       4.2       15.2        1.7       78.1       75.5       84.0       92.5:      16.0        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          3          1         13         12         15         16:
Old  :        24:         2          3          1         13         12         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       50.9       77.1       72.1       50.2       50.3       68.9       67.8
Old  :                 51.0       50.9       77.1       72.1       50.2       50.3       68.9       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    59,905:     9,479      1,306     14,397     28,576     33,316     52,452     49,019:     7,453     10,886
Old  :    59,905:     9,479      1,306     14,397     28,576     33,316     52,452     49,019:     7,453     10,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     2,232:        70        -46        441      1,666      1,410      2,176      1,805:        56        428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        2.2       24.0       47.7       55.6       87.6       81.8:      12.4       18.2
Old  :     100.0:      15.8        2.2       24.0       47.7       55.6       87.6       81.8:      12.4       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        26          5         22         41         43         72         65:
Old  :        83:        26          5         22         41         43         72         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       31.0       49.4       45.9       35.4       30.5       43.0       41.6
Old  :                 36.4       31.0       49.4       45.9       35.4       30.5       43.0       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     3,950:     1,466          0        108      2,112      3,075      3,685      3,182:       264        768
Old  :     3,950:     1,466          0        108      2,112      3,075      3,685      3,182:       264        768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :        57:        16          0         -5         38         30         48         25:         9         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        0.0        2.7       53.5       77.8       93.3       80.6:       6.7       19.4
Old  :     100.0:      37.1        0.0        2.7       53.5       77.8       93.3       80.6:       6.7       19.4
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  :        21:         4          0          1          6         12         10         13:
Old  :        21:         4          0          1          6         12         10         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.7       47.9       86.8       70.1       66.7       47.9       86.8       70.1
Old  :                 66.7       47.9       86.8       70.1       66.7       47.9       86.8       70.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   295,680:    67,889     30,125     84,106    115,248    138,005    267,242    252,236:    28,437     43,444
Old  :    94,955:    35,968     39,046     13,616     35,940     29,825     85,524     82,487:     9,431     12,468
Other:   200,725:    63,747     22,906     38,663     79,308    108,180    181,718    169,749:    19,007     30,976
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :      -485:    -2,079        611      1,987      2,810     -1,817      2,718        781:    -3,203     -1,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       10.2       28.4       39.0       46.7       90.4       85.3:       9.6       14.7
Old  :     100.0:      37.9       41.1       14.3       37.8       31.4       90.1       86.9:       9.9       13.1
Other:     100.0:      31.8       11.4       19.3       39.5       53.9       90.5       84.6:       9.5       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:       101         80        127         60         82        236        232:
Old  :       261:        82         90         53         34         73        149        183:
Other:       247:        95         52         77         55         77        195        171:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       20.3       27.8       29.7       15.8       16.5       25.9       24.1
Old  :                 21.2       16.8       32.6       26.2       21.2       13.8       32.4       22.9
Other:                 19.7       24.3       31.6       36.0       19.7       21.2       30.3       30.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   404,050:    95,406     46,572    114,406    165,572    179,665    375,384    340,643:    28,666     63,407
Old  :   404,050:    95,406     46,572    114,406    165,572    179,665    375,384    340,643:    28,666     63,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     7,929:      -432      9,804      4,987      3,585     -5,454      8,140      9,338:      -212     -1,409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       11.5       28.3       41.0       44.5       92.9       84.3:       7.1       15.7
Old  :     100.0:      23.6       11.5       28.3       41.0       44.5       92.9       84.3:       7.1       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  :       403:       110        102        148        100        160        290        343:
Old  :       403:       110        102        148        100        160        290        343:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       15.6       30.8       22.7       18.9       12.2       29.8       16.9
Old  :                 19.2       15.6       30.8       22.7       18.9       12.2       29.8       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,616:     3,967      4,871        682      3,115      1,787      7,765      7,340:     1,852      2,276
Old  :     9,616:     3,967      4,871        682      3,115      1,787      7,765      7,340:     1,852      2,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :      -203:      -167       -136         83        110         93         26         40:      -230       -243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3       50.7        7.1       32.4       18.6       80.7       76.3:      19.3       23.7
Old  :     100.0:      41.3       50.7        7.1       32.4       18.6       80.7       76.3:      19.3       23.7
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  :        85:        24         36         16         16         16         50         61:
Old  :        85:        24         36         16         16         16         50         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       23.6       55.5       36.5       41.3       23.6       55.5       36.5
Old  :                 41.3       23.6       55.5       36.5       41.3       23.6       55.5       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    35,838:    10,292      5,838      7,678     10,627      7,673     28,597     21,189:     7,241     14,649
Old  :    35,838:    10,292      5,838      7,678     10,627      7,673     28,597     21,189:     7,241     14,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -4,535:    -1,312        349     -2,534       -285       -436     -4,131     -2,621:      -404     -1,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       16.3       21.4       29.7       21.4       79.8       59.1:      20.2       40.9
Old  :     100.0:      28.7       16.3       21.4       29.7       21.4       79.8       59.1:      20.2       40.9
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  :       143:        36         35         42         46         51        103        113:
Old  :       143:        36         35         42         46         51        103        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  :                 20.4       10.8       33.8       17.0       19.8        8.1       30.2       12.2
Old  :                 20.4       10.8       33.8       17.0       19.8        8.1       30.2       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   105,003:     9,164      1,000      2,888     91,774    100,059    103,826    103,947:     1,177      1,056
Old  :   105,003:     9,164      1,000      2,888     91,774    100,059    103,826    103,947:     1,177      1,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       -65:    -3,224       -122         -0      3,053        -71       -171       -193:       106        128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        1.0        2.7       87.4       95.3       98.9       99.0:       1.1        1.0
Old  :     100.0:       8.7        1.0        2.7       87.4       95.3       98.9       99.0:       1.1        1.0
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  :        25:         6          1          3         16         15         23         18:
Old  :        25:         6          1          3         16         15         23         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.2       64.1       81.9       83.0       57.3       49.0       62.9       57.5
Old  :                 68.2       64.1       81.9       83.0       57.3       49.0       62.9       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   121,296:    24,747      9,586      5,423     46,275     79,010     76,445     94,018:    44,851     27,278
Old  :   121,296:    24,747      9,586      5,423     46,275     79,010     76,445     94,018:    44,851     27,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     2,905:     1,219     -4,211        723      2,504      6,625      4,446      3,138:    -1,541       -233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        7.9        4.5       38.2       65.1       63.0       77.5:      37.0       22.5
Old  :     100.0:      20.4        7.9        4.5       38.2       65.1       63.0       77.5:      37.0       22.5
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  :        88:        28         18         16         30         32         65         59:
Old  :        88:        28         18         16         30         32         65         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       31.4       30.1       45.5       18.2       29.9       25.1       42.7
Old  :                 20.2       31.4       30.1       45.5       18.2       29.9       25.1       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    56,462:    13,409      4,847      4,334     17,631     33,180     35,374     42,362:    21,088     14,100
Old  :    56,462:    13,409      4,847      4,334     17,631     33,180     35,374     42,362:    21,088     14,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :      -904:    -1,899     -1,167      1,630       -193     -1,419       -462       -955:      -442         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        8.6        7.7       31.2       58.8       62.7       75.0:      37.3       25.0
Old  :     100.0:      23.7        8.6        7.7       31.2       58.8       62.7       75.0:      37.3       25.0
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  :        38:        12          8          8         14         14         30         26:
Old  :        38:        12          8          8         14         14         30         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       40.9       38.2       56.5       24.2       37.0       33.7       49.4
Old  :                 26.2       40.9       38.2       56.5       24.2       37.0       33.7       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   111,355:    40,954     20,074        494     62,839     82,333    104,287    102,901:     7,068      8,454
Old  :   111,355:    40,954     20,074        494     62,839     82,333    104,287    102,901:     7,068      8,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -3,069:       388      1,343        234     -3,902     -5,003     -3,280     -3,426:       211        357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       18.0        0.4       56.4       73.9       93.7       92.4:       6.3        7.6
Old  :     100.0:      36.8       18.0        0.4       56.4       73.9       93.7       92.4:       6.3        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        22         35          3         21         20         44         57:
Old  :        94:        22         35          3         21         20         44         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       54.9       77.4       67.4       56.8       54.4       77.2       66.5
Old  :                 57.1       54.9       77.4       67.4       56.8       54.4       77.2       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   101,986:    31,068     30,676      2,245     37,296     47,746     70,609     80,667:    31,377     21,320
Old  :   101,986:    31,068     30,676      2,245     37,296     47,746     70,609     80,667:    31,377     21,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -6,449:    -9,750        257        181      4,951     -8,141     -4,618     -7,703:    -1,831      1,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       30.1        2.2       36.6       46.8       69.2       79.1:      30.8       20.9
Old  :     100.0:      30.5       30.1        2.2       36.6       46.8       69.2       79.1:      30.8       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        28         23         10         27         32         61         59:
Old  :        93:        28         23         10         27         32         61         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       32.1       30.4       43.1       17.8       31.3       30.1       41.5
Old  :                 18.1       32.1       30.4       43.1       17.8       31.3       30.1       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   140,297:    54,005     12,922      6,733     46,124     89,051    106,862    108,706:    33,435     31,591
Old  :   140,297:    54,005     12,922      6,733     46,124     89,051    106,862    108,706:    33,435     31,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -4,953:    -6,632       -643       -452       -260     -4,528     -7,344     -5,624:     2,391        670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5        9.2        4.8       32.9       63.5       76.2       77.5:      23.8       22.5
Old  :     100.0:      38.5        9.2        4.8       32.9       63.5       76.2       77.5:      23.8       22.5
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:        30         29         17         28         26         70         60:
Old  :        97:        30         29         17         28         26         70         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       44.6       42.4       55.4       33.8       43.8       41.7       53.6
Old  :                 33.9       44.6       42.4       55.4       33.8       43.8       41.7       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   228,404:    43,226     41,687     36,607     92,975     95,242    172,808    173,537:    55,596     54,867
Old  :   228,404:    43,226     41,687     36,607     92,975     95,242    172,808    173,537:    55,596     54,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     5,172:    -3,505       -771      1,658      3,409        482      1,562      1,370:     3,610      3,803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       18.3       16.0       40.7       41.7       75.7       76.0:      24.3       24.0
Old  :     100.0:      18.9       18.3       16.0       40.7       41.7       75.7       76.0:      24.3       24.0
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  :       176:        42         56         48         53         58        123        134:
Old  :       176:        42         56         48         53         58        123        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       16.7       22.9       25.2       13.3       15.0       22.3       22.4
Old  :                 13.6       16.7       22.9       25.2       13.3       15.0       22.3       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    39,411:    18,516     12,860      5,089     14,890     21,406     38,495     39,355:       916         56
Old  :    39,411:    18,516     12,860      5,089     14,890     21,406     38,495     39,355:       916         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    11,673:       786         11          0     10,822     11,891     11,608     11,902:        65       -229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0       32.6       12.9       37.8       54.3       97.7       99.9:       2.3        0.1
Old  :     100.0:      47.0       32.6       12.9       37.8       54.3       97.7       99.9:       2.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         8          2          3          8          8         18         11:
Old  :        22:         8          2          3          8          8         18         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  :                 83.1       88.1       91.7       98.5       73.0       78.3       77.6       82.9
Old  :                 83.1       88.1       91.7       98.5       73.0       78.3       77.6       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    26,856:    17,953      1,388         71      4,625     24,059     22,649     25,518:     4,207      1,338
Old  :    26,856:    17,953      1,388         71      4,625     24,059     22,649     25,518:     4,207      1,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       352:       -27        284        -29        320        117        264        372:        88        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.8        5.2        0.3       17.2       89.6       84.3       95.0:      15.7        5.0
Old  :     100.0:      66.8        5.2        0.3       17.2       89.6       84.3       95.0:      15.7        5.0
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  :        44:        20          7          1          9          8         30         15:
Old  :        44:        20          7          1          9          8         30         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       77.6       66.1       90.3       49.2       77.6       66.1       90.3
Old  :                 49.2       77.6       66.1       90.3       49.2       77.6       66.1       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :17,701,571:   833,644    729,039  7,105,764  8,866,466  8,827,466 16,805,873 16,662,269:   895,698  1,039,302
Old  :17,701,571:   833,644    729,039  7,105,764  8,866,466  8,827,466 16,805,873 16,662,269:   895,698  1,039,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -1,039:   -54,889    -82,994    243,347   -137,936    -70,947     50,521     89,406:   -51,560    -90,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        4.1       40.1       50.1       49.9       94.9       94.1:       5.1        5.9
Old  :     100.0:       4.7        4.1       40.1       50.1       49.9       94.9       94.1:       5.1        5.9
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  :       305:        55         71        114        156        160        280        287:
Old  :       305:        55         71        114        156        160        280        287:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       21.7       42.9       35.3       20.5       10.6       23.5       15.8
Old  :                 32.2       21.7       42.9       35.3       20.5       10.6       23.5       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  : 1,341,228:    58,503    160,489    116,301  1,001,974    904,021  1,176,777  1,180,810:   164,451    160,418
Old  : 1,341,228:    58,503    160,489    116,301  1,001,974    904,021  1,176,777  1,180,810:   164,451    160,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    48,840:    -9,182     15,915    -12,549     41,212     12,851     19,481     16,218:    29,358     32,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       12.0        8.7       74.7       67.4       87.7       88.0:      12.3       12.0
Old  :     100.0:       4.4       12.0        8.7       74.7       67.4       87.7       88.0:      12.3       12.0
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  :       634:        89        169        107        262        266        421        474:
Old  :       634:        89        169        107        262        266        421        474:
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       14.3       23.5       20.9        9.8        7.0       16.2       11.5
Old  :                 15.0       14.3       23.5       20.9        9.8        7.0       16.2       11.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   532,269:    22,001     60,313     45,125    382,844    334,340    449,970    439,778:    82,299     92,491
Old  :   532,269:    22,001     60,313     45,125    382,844    334,340    449,970    439,778:    82,299     92,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    18,658:     1,437    -13,223     -1,025     16,097      5,606     16,508     -8,642:     2,149     27,299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       11.3        8.5       71.9       62.8       84.5       82.6:      15.5       17.4
Old  :     100.0:       4.1       11.3        8.5       71.9       62.8       84.5       82.6:      15.5       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        25         28         37         81         67        125        113:
Old  :       151:        25         28         37         81         67        125        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  :                 21.0       24.4       30.8       34.6       19.4       21.5       28.1       29.2
Old  :                 21.0       24.4       30.8       34.6       19.4       21.5       28.1       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 4,044,795:   340,578    658,951    197,809  3,095,649  2,848,402  3,634,036  3,705,162:   410,759    339,633
Old  : 4,044,795:   340,578    658,951    197,809  3,095,649  2,848,402  3,634,036  3,705,162:   410,759    339,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :   150,909:  -109,839     88,941       -870    125,574     36,227     14,864    124,298:   136,045     26,612
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       16.3        4.9       76.5       70.4       89.8       91.6:      10.2        8.4
Old  :     100.0:       8.4       16.3        4.9       76.5       70.4       89.8       91.6:      10.2        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       588:        86        155         90        233        252        375        441:
Old  :       588:        86        155         90        233        252        375        441:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       10.7       30.2       18.3       18.0        9.4       26.2       16.5
Old  :                 20.6       10.7       30.2       18.3       18.0        9.4       26.2       16.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   110,175:    10,461      4,946      1,077     93,557     96,236    105,095    102,259:     5,080      7,916
Old  :   110,175:    10,461      4,946      1,077     93,557     96,236    105,095    102,259:     5,080      7,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     1,997:    -2,016        113      1,077      4,734        754      3,795      1,944:    -1,797         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        4.5        1.0       84.9       87.3       95.4       92.8:       4.6        7.2
Old  :     100.0:       9.5        4.5        1.0       84.9       87.3       95.4       92.8:       4.6        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  :        92:         7          6          1         50         40         57         47:
Old  :        92:         7          6          1         50         40         57         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       36.4       52.9       53.5       35.3       35.8       51.7       52.8
Old  :                 36.5       36.4       52.9       53.5       35.3       35.8       51.7       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :   103,758:     5,467      8,100      3,957     84,511     81,476     93,935     93,534:     9,823     10,225
Old  :   103,758:     5,467      8,100      3,957     84,511     81,476     93,935     93,534:     9,823     10,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     4,861:    -1,501      1,039      1,197      5,904      2,613      5,600      4,849:      -739         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        7.8        3.8       81.4       78.5       90.5       90.1:       9.5        9.9
Old  :     100.0:       5.3        7.8        3.8       81.4       78.5       90.5       90.1:       9.5        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        30         38         25         85         92        132        138:
Old  :       208:        30         38         25         85         92        132        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       33.7       52.1       44.8       22.0       14.3       28.2       21.0
Old  :                 36.7       33.7       52.1       44.8       22.0       14.3       28.2       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    27,297:       729      2,801         53     23,942     18,674     24,724     21,527:     2,574      5,770
Old  :    27,297:       729      2,801         53     23,942     18,674     24,724     21,527:     2,574      5,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     2,392:       143      1,210         27      2,732      1,724      2,902      2,961:      -510       -569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       10.3        0.2       87.7       68.4       90.6       78.9:       9.4       21.1
Old  :     100.0:       2.7       10.3        0.2       87.7       68.4       90.6       78.9:       9.4       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          5          2         14          6         18         11:
Old  :        27:         2          5          2         14          6         18         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  :                 71.0       69.8       82.0       77.0       71.0       69.8       82.0       77.0
Old  :                 71.0       69.8       82.0       77.0       71.0       69.8       82.0       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   382,305:    35,119     37,927      8,095    302,846    314,010    346,059    360,032:    36,246     22,273
Old  :   382,305:    35,119     37,927      8,095    302,846    314,010    346,059    360,032:    36,246     22,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    12,344:    -2,207      5,158       -163     15,860      4,444     13,491      9,439:    -1,147      2,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        9.9        2.1       79.2       82.1       90.5       94.2:       9.5        5.8
Old  :     100.0:       9.2        9.9        2.1       79.2       82.1       90.5       94.2:       9.5        5.8
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  :       206:        30         36         23         81         89        126        133:
Old  :       206:        30         36         23         81         89        126        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       31.7       51.2       41.9       40.2       31.4       50.2       41.4
Old  :                 40.3       31.7       51.2       41.9       40.2       31.4       50.2       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   128,337:    60,347     12,415      3,414     36,945     89,848    100,706    105,677:    27,631     22,660
Old  :   128,337:    60,347     12,415      3,414     36,945     89,848    100,706    105,677:    27,631     22,660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     8,582:     9,720      4,696        452     -4,848      5,331      5,324     10,478:     3,258     -1,897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0        9.7        2.7       28.8       70.0       78.5       82.3:      21.5       17.7
Old  :     100.0:      47.0        9.7        2.7       28.8       70.0       78.5       82.3:      21.5       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        33         15         11         16         21         52         44:
Old  :        72:        33         15         11         16         21         52         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       41.6       59.1       61.5       50.9       41.5       58.7       61.1
Old  :                 50.9       41.6       59.1       61.5       50.9       41.5       58.7       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    31,101:     6,743     11,393          0     17,855     10,730     24,598     22,123:     6,503      8,978
Old  :    31,101:     6,743     11,393          0     17,855     10,730     24,598     22,123:     6,503      8,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       592:       533        269          0       -398        755        135      1,024:       457       -432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       36.6        0.0       57.4       34.5       79.1       71.1:      20.9       28.9
Old  :     100.0:      21.7       36.6        0.0       57.4       34.5       79.1       71.1:      20.9       28.9
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  :        52:        11         10          0         20         15         31         25:
Old  :        52:        11         10          0         20         15         31         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  :                 38.5       35.1       54.3       50.8       37.5       35.1       53.4       50.6
Old  :                 38.5       35.1       54.3       50.8       37.5       35.1       53.4       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    62,626:    15,507      3,653        788     18,598     52,030     34,893     56,471:    27,733      6,155
Old  :    62,626:    15,507      3,653        788     18,598     52,030     34,893     56,471:    27,733      6,155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       496:      -473     -1,286         73       -359      2,515       -759      1,302:     1,255       -806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        5.8        1.3       29.7       83.1       55.7       90.2:      44.3        9.8
Old  :     100.0:      24.8        5.8        1.3       29.7       83.1       55.7       90.2:      44.3        9.8
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  :        70:        17          7          2         23         29         40         38:
Old  :        70:        17          7          2         23         29         40         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       34.5       26.8       56.3       15.7       33.9       26.2       54.2
Old  :                 16.3       34.5       26.8       56.3       15.7       33.9       26.2       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 2, 2011