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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     4,820:        22         49         84      4,016      4,290      4,121      4,423:       699        397
Old  :     4,820:        22         49         84      4,016      4,290      4,121      4,423:       699        397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :      -803:       -42        -72        -37       -754       -706       -833       -814:        29         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        1.0        1.7       83.3       89.0       85.5       91.8:      14.5        8.2
Old  :     100.0:       0.5        1.0        1.7       83.3       89.0       85.5       91.8:      14.5        8.2
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  :        21:         1          1          1         14         11         15         13:
Old  :        21:         1          1          1         14         11         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.4       69.7       79.8       86.0       65.4       67.6       78.3       82.8
Old  :                 65.4       69.7       79.8       86.0       65.4       67.6       78.3       82.8
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, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    37,527:     4,563      2,579      7,689     18,955     19,844     31,207     30,112:     6,320      7,415
Old  :    37,527:     4,563      2,579      7,689     18,955     19,844     31,207     30,112:     6,320      7,415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -6,385:    -1,267       -909     -1,869     -3,756     -2,392     -6,892     -5,169:       507     -1,216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        6.9       20.5       50.5       52.9       83.2       80.2:      16.8       19.8
Old  :     100.0:      12.2        6.9       20.5       50.5       52.9       83.2       80.2:      16.8       19.8
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  :        77:        20         12         19         37         32         63         57:
Old  :        77:        20         12         19         37         32         63         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  :                 32.7       29.6       46.7       44.3       32.4       29.2       43.6       40.6
Old  :                 32.7       29.6       46.7       44.3       32.4       29.2       43.6       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   293,612:    72,748     23,547     87,660    103,446    136,856    263,854    248,063:    29,758     45,549
Old  :   167,021:    56,180     34,885     44,761     50,489     63,921    151,430    143,567:    15,592     23,454
Other:   126,590:    35,584      7,678     23,883     52,957     72,935    112,424    104,496:    14,166     22,094
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :   -10,096:    -2,528     -2,433     -2,336     -4,309     -4,006     -9,174     -8,775:      -922     -1,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        8.0       29.9       35.2       46.6       89.9       84.5:      10.1       15.5
Old  :     100.0:      33.6       20.9       26.8       30.2       38.3       90.7       86.0:       9.3       14.0
Other:     100.0:      28.1        6.1       18.9       41.8       57.6       88.8       82.5:      11.2       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:       109         72        117         76         88        248        228:
Old  :       282:        91         92         91         55         82        203        210:
Other:       189:        64         28         49         63         75        151        134:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       16.0       25.3       25.0       14.2       15.4       24.1       22.2
Old  :                 14.3       15.8       24.4       24.3       14.3       14.6       24.0       21.7
Other:                 20.7       18.3       33.9       28.7       20.0       17.3       32.6       26.7
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   392,545:    99,274     50,459    110,629    152,327    176,095    362,230    337,183:    30,315     55,362
Old  :   392,545:    99,274     50,459    110,629    152,327    176,095    362,230    337,183:    30,315     55,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :   -13,725:    -1,276     -1,195     -4,982     -7,510     -7,245    -13,768    -13,422:        43       -303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       12.9       28.2       38.8       44.9       92.3       85.9:       7.7       14.1
Old  :     100.0:      25.3       12.9       28.2       38.8       44.9       92.3       85.9:       7.7       14.1
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  :       390:       110         97        139        106        147        281        335:
Old  :       390:       110         97        139        106        147        281        335:
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  :                 15.8       15.5       27.0       21.8       15.1       10.8       25.7       15.4
Old  :                 15.8       15.5       27.0       21.8       15.1       10.8       25.7       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     7,312:     3,368      2,717        654      1,960      2,571      5,981      5,942:     1,331      1,370
Old  :     7,312:     3,368      2,717        654      1,960      2,571      5,981      5,942:     1,331      1,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :       410:       563       -690         93       -212      1,096        445        499:       -35        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.1       37.2        8.9       26.8       35.2       81.8       81.3:      18.2       18.7
Old  :     100.0:      46.1       37.2        8.9       26.8       35.2       81.8       81.3:      18.2       18.7
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  :        77:        30         18         12         17         25         55         48:
Old  :        77:        30         18         12         17         25         55         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       22.5       51.0       38.0       34.3       22.0       50.0       36.6
Old  :                 34.3       22.5       51.0       38.0       34.3       22.0       50.0       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    47,587:     9,674      7,804     13,198     14,309      7,521     37,181     28,523:    10,406     19,064
Old  :    47,587:     9,674      7,804     13,198     14,309      7,521     37,181     28,523:    10,406     19,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     1,545:       254        117      1,273         89       -169      1,615      1,221:       -71        324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       16.4       27.7       30.1       15.8       78.1       59.9:      21.9       40.1
Old  :     100.0:      20.3       16.4       27.7       30.1       15.8       78.1       59.9:      21.9       40.1
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  :       189:        35         55         54         65         63        133        147:
Old  :       189:        35         55         54         65         63        133        147:
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  :                 13.1       10.1       23.5       16.3       10.0        4.9       17.3        8.4
Old  :                 13.1       10.1       23.5       16.3       10.0        4.9       17.3        8.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     8,246:       126      2,596        306      7,012      4,951      7,444      7,853:       803        393
Old  :     8,246:       126      2,596        306      7,012      4,951      7,444      7,853:       803        393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -1,718:       -47     -1,410        -14     -1,548       -361     -1,608     -1,784:      -109         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       31.5        3.7       85.0       60.0       90.3       95.2:       9.7        4.8
Old  :     100.0:       1.5       31.5        3.7       85.0       60.0       90.3       95.2:       9.7        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          8          8         12         12         20         22:
Old  :        28:         2          8          8         12         12         20         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.4       64.0       83.8       82.6       77.4       63.8       82.7       80.8
Old  :                 77.4       64.0       83.8       82.6       77.4       63.8       82.7       80.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   105,237:     4,294      6,356      4,874     95,831     93,264    104,999    104,494:       238        743
Old  :   105,237:     4,294      6,356      4,874     95,831     93,264    104,999    104,494:       238        743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :      -503:      -418         31          0       -101       -661       -519       -630:        16        127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        6.0        4.6       91.1       88.6       99.8       99.3:       0.2        0.7
Old  :     100.0:       4.1        6.0        4.6       91.1       88.6       99.8       99.3:       0.2        0.7
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  :        22:         2          2          2         15         16         17         20:
Old  :        22:         2          2          2         15         16         17         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.0       65.2       90.1       82.2       49.4       46.2       55.7       53.6
Old  :                 76.0       65.2       90.1       82.2       49.4       46.2       55.7       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   109,116:    24,576     19,985      3,761     49,968     55,343     78,305     79,090:    30,811     30,027
Old  :   109,116:    24,576     19,985      3,761     49,968     55,343     78,305     79,090:    30,811     30,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     1,766:     3,448      7,480     -5,097      3,835        368      2,186      2,751:      -420       -985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       18.3        3.4       45.8       50.7       71.8       72.5:      28.2       27.5
Old  :     100.0:      22.5       18.3        3.4       45.8       50.7       71.8       72.5:      28.2       27.5
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  :        76:        21         26         17         20         22         53         53:
Old  :        76:        21         26         17         20         22         53         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       42.9       45.7       49.4       33.2       40.3       42.0       45.5
Old  :                 34.8       42.9       45.7       49.4       33.2       40.3       42.0       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    58,994:     5,815     23,399          0     43,812      8,777     49,627     32,176:     9,366     26,817
Old  :    58,994:     5,815     23,399          0     43,812      8,777     49,627     32,176:     9,366     26,817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     4,445:       544       -848       -236      2,617        133      2,924       -951:     1,521      5,397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       39.7        0.0       74.3       14.9       84.1       54.5:      15.9       45.5
Old  :     100.0:       9.9       39.7        0.0       74.3       14.9       84.1       54.5:      15.9       45.5
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  :        37:         7         15          0         11          8         18         23:
Old  :        37:         7         15          0         11          8         18         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.7       30.0       76.6       39.3       69.7       30.0       76.3       39.3
Old  :                 69.7       30.0       76.6       39.3       69.7       30.0       76.3       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   142,469:    48,567     23,345      1,128     89,002    113,753    138,697    138,226:     3,772      4,243
Old  :   142,469:    48,567     23,345      1,128     89,002    113,753    138,697    138,226:     3,772      4,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     9,800:     7,963        216        417      1,392      9,351      9,772      9,984:        28       -184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       16.4        0.8       62.5       79.8       97.4       97.0:       2.6        3.0
Old  :     100.0:      34.1       16.4        0.8       62.5       79.8       97.4       97.0:       2.6        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        34         27          8         14         24         51         57:
Old  :        97:        34         27          8         14         24         51         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  :                 64.1       50.2       86.6       70.5       64.1       50.2       85.5       70.4
Old  :                 64.1       50.2       86.6       70.5       64.1       50.2       85.5       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   122,780:    33,086     40,368      2,918     67,791     46,635    103,795     89,922:    18,985     32,859
Old  :   122,780:    33,086     40,368      2,918     67,791     46,635    103,795     89,922:    18,985     32,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     7,352:       562      3,170       -759      6,331      1,050      6,134      3,461:     1,218      3,890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       32.9        2.4       55.2       38.0       84.5       73.2:      15.5       26.8
Old  :     100.0:      26.9       32.9        2.4       55.2       38.0       84.5       73.2:      15.5       26.8
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  :        91:        19         33         12         27         27         50         68:
Old  :        91:        19         33         12         27         27         50         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       22.1       53.3       31.3       31.1       15.8       48.9       24.2
Old  :                 32.8       22.1       53.3       31.3       31.1       15.8       48.9       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   123,010:    32,776     23,097      3,356     69,562     58,623    105,693     85,076:    17,317     37,934
Old  :   123,010:    32,776     23,097      3,356     69,562     58,623    105,693     85,076:    17,317     37,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -4,049:    -4,218     -8,585     -1,367        121      6,682     -5,463     -3,270:     1,415       -779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       18.8        2.7       56.5       47.7       85.9       69.2:      14.1       30.8
Old  :     100.0:      26.6       18.8        2.7       56.5       47.7       85.9       69.2:      14.1       30.8
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  :        83:        20         30         11         22         23         48         58:
Old  :        83:        20         30         11         22         23         48         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       33.8       62.5       44.0       51.4       33.6       61.8       43.8
Old  :                 51.6       33.8       62.5       44.0       51.4       33.6       61.8       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   375,187:    39,125    206,080     30,745    263,788     59,180    333,657    296,005:    41,530     79,181
Old  :   375,187:    39,125    206,080     30,745    263,788     59,180    333,657    296,005:    41,530     79,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    25,271:     6,156     27,775     -1,887     16,157     -7,094     20,426     18,794:     4,845      6,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       54.9        8.2       70.3       15.8       88.9       78.9:      11.1       21.1
Old  :     100.0:      10.4       54.9        8.2       70.3       15.8       88.9       78.9:      11.1       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  :       203:        40         83         45         56         52        125        151:
Old  :       203:        40         83         45         56         52        125        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       29.0       50.7       36.9       37.7       28.4       50.0       36.3
Old  :                 38.1       29.0       50.7       36.9       37.7       28.4       50.0       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    17,476:    14,569     15,105         75      2,442      1,549     17,086     16,729:       390        747
Old  :    17,476:    14,569     15,105         75      2,442      1,549     17,086     16,729:       390        747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :      -429:      -252        140         10       -269       -421       -511       -271:        82       -158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.4       86.4        0.4       14.0        8.9       97.8       95.7:       2.2        4.3
Old  :     100.0:      83.4       86.4        0.4       14.0        8.9       97.8       95.7:       2.2        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         6          5          2          7          5         14         11:
Old  :        21:         6          5          2          7          5         14         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.5       86.9       95.1       94.0       87.2       86.4       94.8       93.4
Old  :                 87.5       86.9       95.1       94.0       87.2       86.4       94.8       93.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    22,356:    11,434      5,843        134      7,057     14,771     18,625     20,748:     3,731      1,608
Old  :    22,356:    11,434      5,843        134      7,057     14,771     18,625     20,748:     3,731      1,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     1,873:     1,572        301          0       -101      1,804      1,471      2,105:       402       -232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.1       26.1        0.6       31.6       66.1       83.3       92.8:      16.7        7.2
Old  :     100.0:      51.1       26.1        0.6       31.6       66.1       83.3       92.8:      16.7        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  :        45:        12         18          1          4         11         17         29:
Old  :        45:        12         18          1          4         11         17         29:
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  :                 57.9       61.6       75.1       74.6       57.9       61.6       75.1       74.6
Old  :                 57.9       61.6       75.1       74.6       57.9       61.6       75.1       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :12,240,540: 1,183,296    520,973  4,431,185  5,711,849  6,282,019 11,326,331 11,234,178:   914,209  1,006,363
Old  :12,240,540: 1,183,296    520,973  4,431,185  5,711,849  6,282,019 11,326,331 11,234,178:   914,209  1,006,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :   387,808:    30,379    -31,759    456,340    -78,712     -4,146    408,007    420,435:   -20,198    -32,626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        4.3       36.2       46.7       51.3       92.5       91.8:       7.5        8.2
Old  :     100.0:       9.7        4.3       36.2       46.7       51.3       92.5       91.8:       7.5        8.2
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  :       252:        51         53         81        136        137        237        227:
Old  :       252:        51         53         81        136        137        237        227:
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       23.3       31.3       35.6       10.6       13.2       17.6       16.0
Old  :                 20.2       23.3       31.3       35.6       10.6       13.2       17.6       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   942,154:    67,016     97,487     68,902    646,358    642,479    782,276    808,869:   159,879    133,286
Old  :   942,154:    67,016     97,487     68,902    646,358    642,479    782,276    808,869:   159,879    133,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    22,192:    -3,225      7,806      3,805     19,143     11,658     19,723     23,270:     2,469     -1,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       10.3        7.3       68.6       68.2       83.0       85.9:      17.0       14.1
Old  :     100.0:       7.1       10.3        7.3       68.6       68.2       83.0       85.9:      17.0       14.1
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  :       581:       108        129        114        241        243        414        422:
Old  :       581:       108        129        114        241        243        414        422:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       11.2       19.8       19.8       10.9        9.8       17.6       17.7
Old  :                 12.6       11.2       19.8       19.8       10.9        9.8       17.6       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   310,821:     8,260      9,372     28,667    201,013    189,738    237,940    227,777:    72,882     83,044
Old  :   310,821:     8,260      9,372     28,667    201,013    189,738    237,940    227,777:    72,882     83,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     5,562:    -2,111      4,308         47      6,425      1,366      4,361      5,721:     1,201       -158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        3.0        9.2       64.7       61.0       76.6       73.3:      23.4       26.7
Old  :     100.0:       2.7        3.0        9.2       64.7       61.0       76.6       73.3:      23.4       26.7
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  :       115:        13         18         27         71         58        101         87:
Old  :       115:        13         18         27         71         58        101         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       16.6       29.9       28.6       17.4       14.3       24.7       22.4
Old  :                 19.1       16.6       29.9       28.6       17.4       14.3       24.7       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,156,665:   334,054    480,848    160,901  2,226,724  2,263,707  2,721,679  2,905,456:   434,986    251,209
Old  : 3,156,665:   334,054    480,848    160,901  2,226,724  2,263,707  2,721,679  2,905,456:   434,986    251,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    83,148:     5,817     28,878      7,402     63,588     51,465     76,807     87,745:     6,342     -4,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       15.2        5.1       70.5       71.7       86.2       92.0:      13.8        8.0
Old  :     100.0:      10.6       15.2        5.1       70.5       71.7       86.2       92.0:      13.8        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       541:       105        120        101        214        224        374        390:
Old  :       541:       105        120        101        214        224        374        390:
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  :                 15.4       13.3       25.0       22.9       14.4       12.5       22.1       21.3
Old  :                 15.4       13.3       25.0       22.9       14.4       12.5       22.1       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   105,140:    11,498      5,663        969     84,488     94,213     96,955    100,845:     8,184      4,294
Old  :   105,140:    11,498      5,663        969     84,488     94,213     96,955    100,845:     8,184      4,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     2,537:      -333       -556        868      1,610      1,381      2,145      1,693:       392        844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        5.4        0.9       80.4       89.6       92.2       95.9:       7.8        4.1
Old  :     100.0:      10.9        5.4        0.9       80.4       89.6       92.2       95.9:       7.8        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        13          6          2         52         35         66         42:
Old  :        95:        13          6          2         52         35         66         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       45.8       46.5       64.1       31.3       45.8       46.4       64.0
Old  :                 31.3       45.8       46.5       64.1       31.3       45.8       46.4       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    71,173:    14,999      5,302        848     49,646     62,033     65,493     68,184:     5,679      2,989
Old  :    71,173:    14,999      5,302        848     49,646     62,033     65,493     68,184:     5,679      2,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -1,210:    -2,851        474        264      1,528     -2,047     -1,059     -1,309:      -151         99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        7.4        1.2       69.8       87.2       92.0       95.8:       8.0        4.2
Old  :     100.0:      21.1        7.4        1.2       69.8       87.2       92.0       95.8:       8.0        4.2
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  :       218:        63         29         17         64         85        136        122:
Old  :       218:        63         29         17         64         85        136        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       35.6       49.7       49.9       38.6       35.6       49.7       49.9
Old  :                 38.6       35.6       49.7       49.9       38.6       35.6       49.7       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   355,863:    74,993     26,509      4,241    248,232    310,167    327,466    340,918:    28,397     14,945
Old  :   355,863:    74,993     26,509      4,241    248,232    310,167    327,466    340,918:    28,397     14,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -6,051:   -14,254      2,372      1,319      7,639    -10,237     -5,296     -6,547:      -754        496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        7.4        1.2       69.8       87.2       92.0       95.8:       8.0        4.2
Old  :     100.0:      21.1        7.4        1.2       69.8       87.2       92.0       95.8:       8.0        4.2
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  :       218:        63         29         17         64         85        136        122:
Old  :       218:        63         29         17         64         85        136        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       35.6       49.7       49.9       38.6       35.6       49.7       49.9
Old  :                 38.6       35.6       49.7       49.9       38.6       35.6       49.7       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   130,767:    54,534     35,413      3,869     52,975     65,757    111,378    105,039:    19,389     25,728
Old  :   130,767:    54,534     35,413      3,869     52,975     65,757    111,378    105,039:    19,389     25,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :   -10,491:     3,552     -4,373     -2,428    -12,017     -3,238    -10,893    -10,039:       402       -452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       27.1        3.0       40.5       50.3       85.2       80.3:      14.8       19.7
Old  :     100.0:      41.7       27.1        3.0       40.5       50.3       85.2       80.3:      14.8       19.7
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  :        82:        20         31         13         22         22         51         57:
Old  :        82:        20         31         13         22         22         51         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  :                 43.6       43.2       57.1       53.8       43.6       42.6       56.2       53.3
Old  :                 43.6       43.2       57.1       53.8       43.6       42.6       56.2       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    29,680:     2,613      9,564          0     21,056      5,239     23,669     14,803:     6,011     14,877
Old  :    29,680:     2,613      9,564          0     21,056      5,239     23,669     14,803:     6,011     14,877
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     1,183:       674         57          0        672       -328      1,346       -271:      -163      1,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       32.2        0.0       70.9       17.7       79.7       49.9:      20.3       50.1
Old  :     100.0:       8.8       32.2        0.0       70.9       17.7       79.7       49.9:      20.3       50.1
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  :        37:         6          7          0         19          7         25         14:
Old  :        37:         6          7          0         19          7         25         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       37.7       58.1       45.0       44.6       37.7       58.1       45.0
Old  :                 44.6       37.7       58.1       45.0       44.6       37.7       58.1       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    41,067:    10,804      5,498      1,051     24,557     11,798     36,412     18,347:     4,655     22,720
Old  :    41,067:    10,804      5,498      1,051     24,557     11,798     36,412     18,347:     4,655     22,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     4,820:       143     -4,164         -6      4,101       -358      4,238     -4,528:       582      9,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       13.4        2.6       59.8       28.7       88.7       44.7:      11.3       55.3
Old  :     100.0:      26.3       13.4        2.6       59.8       28.7       88.7       44.7:      11.3       55.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        15          7          2         22         14         37         23:
Old  :        52:        15          7          2         22         14         37         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       27.3       47.5       33.4       31.4       24.3       46.1       29.5
Old  :                 32.6       27.3       47.5       33.4       31.4       24.3       46.1       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 13, 2012