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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :     5,730:       191        120        112      4,875      4,871      5,178      5,103:       552        627
Old  :     5,730:       191        120        112      4,875      4,871      5,178      5,103:       552        627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :        28:        -2          8         -7         22         70         13         70:        15        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        2.1        2.0       85.1       85.0       90.4       89.1:       9.6       10.9
Old  :     100.0:       3.3        2.1        2.0       85.1       85.0       90.4       89.1:       9.6       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          2         14         12         18         14:
Old  :        23:         2          2          2         14         12         18         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  :                 70.8       63.6       83.2       80.4       70.8       63.5       82.3       77.5
Old  :                 70.8       63.6       83.2       80.4       70.8       63.5       82.3       77.5
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, May 15, 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  :    47,607:     6,424      3,799     11,205     25,034     21,753     42,663     36,757:     4,944     10,850
Old  :    47,607:     6,424      3,799     11,205     25,034     21,753     42,663     36,757:     4,944     10,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -1,316:       102       -303       -316       -747       -311       -962       -930:      -355       -386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        8.0       23.5       52.6       45.7       89.6       77.2:      10.4       22.8
Old  :     100.0:      13.5        8.0       23.5       52.6       45.7       89.6       77.2:      10.4       22.8
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  :        78:        16         15         20         38         34         63         60:
Old  :        78:        16         15         20         38         34         63         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       28.7       51.8       42.1       35.1       26.8       46.6       35.1
Old  :                 36.4       28.7       51.8       42.1       35.1       26.8       46.6       35.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   332,862:    62,235     73,069    107,223    129,182    107,980    298,641    288,272:    34,221     44,590
Old  :   257,024:    54,650     75,656     82,573     95,676     66,932    232,899    225,161:    24,125     31,863
Other:    75,838:    15,513      5,341     16,722     33,506     41,048     65,741     63,111:    10,097     12,727
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -4,055:    -2,121       -454     -3,044     -1,509     -1,406     -6,673     -4,903:     2,618        848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       22.0       32.2       38.8       32.4       89.7       86.6:      10.3       13.4
Old  :     100.0:      21.3       29.4       32.1       37.2       26.0       90.6       87.6:       9.4       12.4
Other:     100.0:      20.5        7.0       22.0       44.2       54.1       86.7       83.2:      13.3       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       102        104        131         77         80        242        271:
Old  :       312:        97        115        123         68         77        225        265:
Other:       138:        41         16         37         58         59        114        101:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       10.0       27.1       17.0       13.0        8.2       22.7       13.1
Old  :                 17.1        9.4       25.1       16.4       16.0        7.1       23.1       11.9
Other:                 33.3       18.6       44.0       32.1       33.3       16.3       42.0       27.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   448,677:   118,472     59,930    126,444    169,440    197,363    414,356    383,737:    34,320     64,940
Old  :   448,677:   118,472     59,930    126,444    169,440    197,363    414,356    383,737:    34,320     64,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -1,640:    -3,760     -4,668      1,753        350        467     -1,657     -2,448:        17        808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       13.4       28.2       37.8       44.0       92.4       85.5:       7.6       14.5
Old  :     100.0:      26.4       13.4       28.2       37.8       44.0       92.4       85.5:       7.6       14.5
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  :       422:       114        118        151        116        164        310        367:
Old  :       422:       114        118        151        116        164        310        367:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       15.5       26.8       21.3       16.4       10.7       25.7       15.2
Old  :                 16.6       15.5       26.8       21.3       16.4       10.7       25.7       15.2
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, May 15, 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  :     9,474:     3,611      2,966      1,530      2,751      3,534      7,892      8,030:     1,582      1,444
Old  :     9,474:     3,611      2,966      1,530      2,751      3,534      7,892      8,030:     1,582      1,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       235:        15       -282        380       -174         79        221        178:        13         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       31.3       16.1       29.0       37.3       83.3       84.8:      16.7       15.2
Old  :     100.0:      38.1       31.3       16.1       29.0       37.3       83.3       84.8:      16.7       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        30         23         17         18         22         62         52:
Old  :        83:        30         23         17         18         22         62         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       30.2       47.9       45.3       28.8       26.6       41.7       40.3
Old  :                 29.7       30.2       47.9       45.3       28.8       26.6       41.7       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :    49,000:    16,288      8,311     10,622     13,178     10,237     40,089     29,170:     8,911     19,830
Old  :    49,000:    16,288      8,311     10,622     13,178     10,237     40,089     29,170:     8,911     19,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -1,667:      -199         77     -1,173       -997       -312     -2,369     -1,408:       702       -259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       17.0       21.7       26.9       20.9       81.8       59.5:      18.2       40.5
Old  :     100.0:      33.2       17.0       21.7       26.9       20.9       81.8       59.5:      18.2       40.5
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  :       199:        54         43         38         59         73        132        137:
Old  :       199:        54         43         38         59         73        132        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       15.1       27.6       22.8       15.3       11.8       24.5       16.3
Old  :                 16.1       15.1       27.6       22.8       15.3       11.8       24.5       16.3
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, May 15, 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  :    10,966:       499      4,924        193      9,459      5,273     10,151     10,390:       815        577
Old  :    10,966:       499      4,924        193      9,459      5,273     10,151     10,390:       815        577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       521:        75        319         -6        432      1,664        502      1,978:        19     -1,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       44.9        1.8       86.3       48.1       92.6       94.7:       7.4        5.3
Old  :     100.0:       4.6       44.9        1.8       86.3       48.1       92.6       94.7:       7.4        5.3
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  :        35:         2         10          8         17         16         26         27:
Old  :        35:         2         10          8         17         16         26         27:
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  :                 75.6       63.6       84.8       81.0       75.1       62.9       81.7       78.3
Old  :                 75.6       63.6       84.8       81.0       75.1       62.9       81.7       78.3
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, May 15, 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  :   131,804:     8,741      6,404      3,288    119,181    120,603    131,210    130,295:       594      1,509
Old  :   131,804:     8,741      6,404      3,288    119,181    120,603    131,210    130,295:       594      1,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :     4,293:       -17        -65         25      4,427      2,958      4,435      2,918:      -142      1,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        4.9        2.5       90.4       91.5       99.5       98.9:       0.5        1.1
Old  :     100.0:       6.6        4.9        2.5       90.4       91.5       99.5       98.9:       0.5        1.1
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  :        26:         4          3          2         16         16         20         21:
Old  :        26:         4          3          2         16         16         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.5       73.1       87.6       87.0       25.2       25.1       32.2       30.6
Old  :                 74.5       73.1       87.6       87.0       25.2       25.1       32.2       30.6
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, May 15, 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  :   151,573:    65,819     15,059      4,117     41,942    109,895    111,877    129,070:    39,696     22,503
Old  :   151,573:    65,819     15,059      4,117     41,942    109,895    111,877    129,070:    39,696     22,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -6,259:    -3,400      5,333        471      3,152    -10,647        223     -4,844:    -6,482     -1,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4        9.9        2.7       27.7       72.5       73.8       85.2:      26.2       14.8
Old  :     100.0:      43.4        9.9        2.7       27.7       72.5       73.8       85.2:      26.2       14.8
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  :        88:        37         17         14         25         26         68         51:
Old  :        88:        37         17         14         25         26         68         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       52.4       46.9       64.2       39.1       52.2       46.4       62.3
Old  :                 39.7       52.4       46.9       64.2       39.1       52.2       46.4       62.3
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, May 15, 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  :    64,690:     6,127     32,821         94     47,517      3,970     53,738     36,885:    10,952     27,805
Old  :    64,690:     6,127     32,821         94     47,517      3,970     53,738     36,885:    10,952     27,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    18,200:     1,147     11,347          0     17,426        613     18,573     11,960:      -373      6,240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       50.7        0.1       73.5        6.1       83.1       57.0:      16.9       43.0
Old  :     100.0:       9.5       50.7        0.1       73.5        6.1       83.1       57.0:      16.9       43.0
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  :        39:         6         17          1         13          9         19         27:
Old  :        39:         6         17          1         13          9         19         27:
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  :                 53.1       30.7       70.3       40.9       53.1       30.7       70.2       40.9
Old  :                 53.1       30.7       70.3       40.9       53.1       30.7       70.2       40.9
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, May 15, 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  :   174,386:    35,857     21,412      5,051    129,136    142,486    170,044    168,949:     4,342      5,437
Old  :   174,386:    35,857     21,412      5,051    129,136    142,486    170,044    168,949:     4,342      5,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    14,217:   -17,523      4,960      4,260     28,034      2,615     14,771     11,835:      -554      2,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       12.3        2.9       74.1       81.7       97.5       96.9:       2.5        3.1
Old  :     100.0:      20.6       12.3        2.9       74.1       81.7       97.5       96.9:       2.5        3.1
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  :       104:        37         32          9         19         21         61         57:
Old  :       104:        37         32          9         19         21         61         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  :                 60.4       54.8       80.4       73.2       60.4       54.8       78.3       70.5
Old  :                 60.4       54.8       80.4       73.2       60.4       54.8       78.3       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   204,708:    57,440     32,614      1,597    104,590    151,259    163,626    185,469:    41,081     19,238
Old  :   204,708:    57,440     32,614      1,597    104,590    151,259    163,626    185,469:    41,081     19,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       408:    -2,223     -1,959        683      4,409      3,475      2,869      2,198:    -2,460     -1,790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       15.9        0.8       51.1       73.9       79.9       90.6:      20.1        9.4
Old  :     100.0:      28.1       15.9        0.8       51.1       73.9       79.9       90.6:      20.1        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        42         20          7         25         33         71         56:
Old  :       105:        42         20          7         25         33         71         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       55.6       51.4       64.5       42.7       53.2       50.1       61.8
Old  :                 43.1       55.6       51.4       64.5       42.7       53.2       50.1       61.8
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, May 15, 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  :   150,343:    17,558     51,822      4,298    112,734     48,043    134,590    104,163:    15,753     46,180
Old  :   150,343:    17,558     51,822      4,298    112,734     48,043    134,590    104,163:    15,753     46,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -1,618:     1,129     -5,816        565     -2,752      3,703     -1,058     -1,548:      -560        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       34.5        2.9       75.0       32.0       89.5       69.3:      10.5       30.7
Old  :     100.0:      11.7       34.5        2.9       75.0       32.0       89.5       69.3:      10.5       30.7
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  :        93:        15         44         16         26         22         53         70:
Old  :        93:        15         44         16         26         22         53         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       31.1       65.8       42.4       53.3       30.9       64.8       42.2
Old  :                 53.4       31.1       65.8       42.4       53.3       30.9       64.8       42.2
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, May 15, 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  :   420,524:    40,239    212,846     41,531    301,909     82,267    383,678    336,644:    36,845     83,880
Old  :   420,524:    40,239    212,846     41,531    301,909     82,267    383,678    336,644:    36,845     83,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    55,869:     4,638     34,412     10,852     38,952      2,996     54,442     48,259:     1,427      7,609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       50.6        9.9       71.8       19.6       91.2       80.1:       8.8       19.9
Old  :     100.0:       9.6       50.6        9.9       71.8       19.6       91.2       80.1:       8.8       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        40         93         49         58         55        127        168:
Old  :       209:        40         93         49         58         55        127        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       30.7       51.3       36.8       36.9       29.9       50.4       35.0
Old  :                 37.4       30.7       51.3       36.8       36.9       29.9       50.4       35.0
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, May 15, 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  :    20,259:    14,370     15,146      1,171      3,801      2,975     19,342     19,292:       917        967
Old  :    20,259:    14,370     15,146      1,171      3,801      2,975     19,342     19,292:       917        967
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :     1,282:       670        445        -40        383        677      1,013      1,082:       269        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.9       74.8        5.8       18.8       14.7       95.5       95.2:       4.5        4.8
Old  :     100.0:      70.9       74.8        5.8       18.8       14.7       95.5       95.2:       4.5        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  :        21:         9          4          2          6          5         15         11:
Old  :        21:         9          4          2          6          5         15         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  :                 78.7       86.6       90.4       94.6       72.8       84.4       84.3       88.6
Old  :                 78.7       86.6       90.4       94.6       72.8       84.4       84.3       88.6
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, May 15, 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  :    17,263:     9,124      6,527        162      5,462      8,723     14,748     15,412:     2,515      1,851
Old  :    17,263:     9,124      6,527        162      5,462      8,723     14,748     15,412:     2,515      1,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :      -706:    -2,564      1,063         37      2,035     -1,179       -492        -79:      -214       -627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.9       37.8        0.9       31.6       50.5       85.4       89.3:      14.6       10.7
Old  :     100.0:      52.9       37.8        0.9       31.6       50.5       85.4       89.3:      14.6       10.7
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  :        46:        14         18          1          8          6         22         25:
Old  :        46:        14         18          1          8          6         22         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       54.7       63.3       69.8       47.9       54.7       63.3       69.8
Old  :                 47.9       54.7       63.3       69.8       47.9       54.7       63.3       69.8
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, May 15, 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  :13,958,264:   792,360    852,113  5,231,041  7,110,132  6,809,511 13,133,533 12,892,666:   824,731  1,065,599
Old  :13,958,264:   792,360    852,113  5,231,041  7,110,132  6,809,511 13,133,533 12,892,666:   824,731  1,065,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :   -43,031:  -142,680    170,276     58,047     95,703   -324,154     11,070    -95,832:   -54,101     52,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        6.1       37.5       50.9       48.8       94.1       92.4:       5.9        7.6
Old  :     100.0:       5.7        6.1       37.5       50.9       48.8       94.1       92.4:       5.9        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        59         57        102        143        146        257        257:
Old  :       275:        59         57        102        143        146        257        257:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       21.9       30.2       33.4       11.9       11.0       17.2       14.2
Old  :                 18.9       21.9       30.2       33.4       11.9       11.0       17.2       14.2
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, May 15, 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  : 1,035,083:    86,875     97,253     83,349    690,545    712,467    860,769    893,068:   174,314    142,015
Old  : 1,035,083:    86,875     97,253     83,349    690,545    712,467    860,769    893,068:   174,314    142,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    60,246:    -2,588    -10,882     16,939     34,533     40,719     48,884     46,776:    11,362     13,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        9.4        8.1       66.7       68.8       83.2       86.3:      16.8       13.7
Old  :     100.0:       8.4        9.4        8.1       66.7       68.8       83.2       86.3:      16.8       13.7
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  :       591:       119        119        114        251        254        429        429:
Old  :       591:       119        119        114        251        254        429        429:
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  :                 11.2       10.6       18.5       19.0        9.6        9.5       15.2       15.9
Old  :                 11.2       10.6       18.5       19.0        9.6        9.5       15.2       15.9
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, May 15, 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  :   355,218:    15,329     13,731     34,888    229,590    216,880    279,807    265,499:    75,411     89,719
Old  :   355,218:    15,329     13,731     34,888    229,590    216,880    279,807    265,499:    75,411     89,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    25,494:     2,560      3,385      6,542     15,182      6,163     24,284     16,091:     1,210      9,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        3.9        9.8       64.6       61.1       78.8       74.7:      21.2       25.3
Old  :     100.0:       4.3        3.9        9.8       64.6       61.1       78.8       74.7:      21.2       25.3
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  :       129:        20         17         31         78         66        114         99:
Old  :       129:        20         17         31         78         66        114         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       17.1       27.2       28.3       15.0       16.1       21.5       24.1
Old  :                 17.7       17.1       27.2       28.3       15.0       16.1       21.5       24.1
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, May 15, 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  : 3,399,324:   410,497    470,371    189,538  2,304,776  2,477,937  2,904,811  3,137,846:   494,513    261,478
Old  : 3,399,324:   410,497    470,371    189,538  2,304,776  2,477,937  2,904,811  3,137,846:   494,513    261,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :   173,759:    -4,797    -50,392     31,040     96,754    172,778    122,997    153,425:    50,762     20,334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       13.8        5.6       67.8       72.9       85.5       92.3:      14.5        7.7
Old  :     100.0:      12.1       13.8        5.6       67.8       72.9       85.5       92.3:      14.5        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       553:       113        113        103        223        234        389        397:
Old  :       553:       113        113        103        223        234        389        397:
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  :                 14.5       11.6       22.2       20.3       13.2       11.2       20.2       19.1
Old  :                 14.5       11.6       22.2       20.3       13.2       11.2       20.2       19.1
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, May 15, 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  :   102,056:    11,475      6,706         17     81,998     90,169     93,490     96,892:     8,567      5,165
Old  :   102,056:    11,475      6,706         17     81,998     90,169     93,490     96,892:     8,567      5,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :      -602:       984       -509     -1,102       -381      1,155       -499       -456:      -103       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        6.6        0.0       80.3       88.4       91.6       94.9:       8.4        5.1
Old  :     100.0:      11.2        6.6        0.0       80.3       88.4       91.6       94.9:       8.4        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:         9          7          1         55         34         65         41:
Old  :        93:         9          7          1         55         34         65         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       46.5       44.0       64.8       29.8       46.4       43.7       64.8
Old  :                 29.8       46.5       44.0       64.8       29.8       46.4       43.7       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   104,901:    22,506      8,151      4,960     68,573     86,788     96,039     99,899:     8,862      5,002
Old  :   104,901:    22,506      8,151      4,960     68,573     86,788     96,039     99,899:     8,862      5,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -1,393:     3,973     -1,955       -905     -3,490      2,541       -422       -319:      -971     -1,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        7.8        4.7       65.4       82.7       91.6       95.2:       8.4        4.8
Old  :     100.0:      21.5        7.8        4.7       65.4       82.7       91.6       95.2:       8.4        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  :       236:        65         37         26         79         90        158        139:
Old  :       236:        65         37         26         79         90        158        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       28.3       40.7       44.9       24.7       22.1       32.9       31.8
Old  :                 26.3       28.3       40.7       44.9       24.7       22.1       32.9       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :    21,268:     1,711      1,361        629     15,495     18,461     17,835     20,451:     3,433        817
Old  :    21,268:     1,711      1,361        629     15,495     18,461     17,835     20,451:     3,433        817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       644:       745        113          7        827        490      1,579        610:      -935         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        6.4        3.0       72.9       86.8       83.9       96.2:      16.1        3.8
Old  :     100.0:       8.0        6.4        3.0       72.9       86.8       83.9       96.2:      16.1        3.8
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  :        29:         4          3          1         13          9         18         12:
Old  :        29:         4          3          1         13          9         18         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       78.7       64.3       88.9       47.6       78.7       64.3       88.2
Old  :                 47.6       78.7       64.3       88.9       47.6       78.7       64.3       88.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   418,164:   116,186     46,163      9,442    265,392    341,635    391,020    397,239:    27,143     20,924
Old  :   418,164:   116,186     46,163      9,442    265,392    341,635    391,020    397,239:    27,143     20,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :   -10,187:    19,751     -6,727     -8,173    -21,585     10,256    -10,007     -4,643:      -181     -5,544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       11.0        2.3       63.5       81.7       93.5       95.0:       6.5        5.0
Old  :     100.0:      27.8       11.0        2.3       63.5       81.7       93.5       95.0:       6.5        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        64         37         23         71         85        148        132:
Old  :       234:        64         37         23         71         85        148        132:
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  :                 31.8       31.2       47.3       44.7       31.8       31.2       47.3       44.4
Old  :                 31.8       31.2       47.3       44.7       31.8       31.2       47.3       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   158,182:    51,299     46,934      6,142     78,547     77,432    135,988    130,509:    22,194     27,673
Old  :   158,182:    51,299     46,934      6,142     78,547     77,432    135,988    130,509:    22,194     27,673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -3,798:   -20,768       -906      1,821     17,186     -5,594     -1,762     -4,679:    -2,036        881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       29.7        3.9       49.7       49.0       86.0       82.5:      14.0       17.5
Old  :     100.0:      32.4       29.7        3.9       49.7       49.0       86.0       82.5:      14.0       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        24         31         15         23         29         56         66:
Old  :        90:        24         31         15         23         29         56         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       42.7       61.4       54.3       50.0       42.3       60.7       53.8
Old  :                 50.3       42.7       61.4       54.3       50.0       42.3       60.7       53.8
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, May 15, 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  :    35,519:     4,016      7,179          0     23,708      5,381     27,724     12,560:     7,795     22,959
Old  :    35,519:     4,016      7,179          0     23,708      5,381     27,724     12,560:     7,795     22,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -5,627:    -5,698     -6,356          0       -781        338     -6,479     -6,018:       852        391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       20.2        0.0       66.7       15.1       78.1       35.4:      21.9       64.6
Old  :     100.0:      11.3       20.2        0.0       66.7       15.1       78.1       35.4:      21.9       64.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        10          7          0         18          7         28         14:
Old  :        40:        10          7          0         18          7         28         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  :                 42.5       27.9       54.7       32.5       42.5       27.9       54.7       32.5
Old  :                 42.5       27.9       54.7       32.5       42.5       27.9       54.7       32.5
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, May 15, 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  :    66,621:    13,135      3,630      6,613     30,364     16,434     50,112     26,677:    16,509     39,944
Old  :    66,621:    13,135      3,630      6,613     30,364     16,434     50,112     26,677:    16,509     39,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -3,459:    -5,304      1,083     -1,373       -436      1,667     -7,113      1,377:     3,654     -4,836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        5.4        9.9       45.6       24.7       75.2       40.0:      24.8       60.0
Old  :     100.0:      19.7        5.4        9.9       45.6       24.7       75.2       40.0:      24.8       60.0
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  :        51:        11          6          4         21         20         35         27:
Old  :        51:        11          6          4         21         20         35         27:
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  :                 32.1       23.1       47.6       30.5       26.2       14.7       38.7       19.1
Old  :                 32.1       23.1       47.6       30.5       26.2       14.7       38.7       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 21, 2012