```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,032
COMMITMENTS
       2      127      159    4,099    4,423    4,260    4,708      773      324

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         96)
      -9       11       21       34       51       45       83       50       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      3.2     81.5     87.9     84.6     93.6     15.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       14       12       16       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       44,580
COMMITMENTS
   5,603    2,921    9,600   21,931   24,407   37,134   36,928    7,446    7,652

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      2,257)
      63      578      203    1,409    1,456    1,675    2,237      582       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      6.6     21.5     49.2     54.7     83.3     82.8     16.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      22       13       19       38       34       66       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      261,974
COMMITMENTS
  62,491   27,677   80,392   95,824  114,879  238,708  222,948   23,266   39,025

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    -15,048)
  -8,115   -3,255   -1,822   -1,979   -7,512  -11,917  -12,589   -3,130   -2,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     10.6     30.7     36.6     43.9     91.1     85.1      8.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      98       73      102       70       80      220      212
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      397,429
COMMITMENTS
  93,452   57,731  122,468  154,357  161,084  370,277  341,283   27,151   56,145

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -1,512)
    -299    5,261    4,789   -3,018   -9,391    1,472      658   -2,984   -2,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     14.5     30.8     38.8     40.5     93.2     85.9      6.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     103      115      141      107      147      285      341
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,205
COMMITMENTS
   3,999    2,966    1,423    2,156    3,537    7,578    7,926    1,627    1,279

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,482)
     389      222      504      265      816    1,158    1,542      324      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.4     32.2     15.5     23.4     38.4     82.3     86.1     17.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      40       22       15       16       26       66       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,298
COMMITMENTS
   7,793    8,014   15,334   16,154    6,331   39,281   29,679   10,017   19,619

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -2,222)
    -866      414   -1,185       48     -720   -2,003   -1,491     -218     -731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     16.3     31.1     32.8     12.8     79.7     60.2     20.3     39.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      33       54       55       69       52      135      135
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,545
COMMITMENTS
     127    2,429      463    7,115    5,286    7,705    8,177      840      367

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         80)
     -50      -43       85       39        6       73       49        7       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     28.4      5.4     83.3     61.9     90.2     95.7      9.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        8       10       11       13       21       24
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      103,916
COMMITMENTS
   4,294    6,049    4,874   94,487   92,375  103,655  103,298      261      618

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -1,207)
       0     -433        0   -1,250     -667   -1,250   -1,100       43     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.8      4.7     90.9     88.9     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        2       15       15       17       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      122,423
COMMITMENTS
  29,316   31,327    4,909   58,211   56,589   92,437   92,826   29,986   29,598

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      8,736)
   6,202    6,599      457    3,003    1,787    9,661    8,843     -925     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     25.6      4.0     47.5     46.2     75.5     75.8     24.5     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      25       25       16       25       25       58       58
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       65,613
COMMITMENTS
   5,102   31,047        0   50,759    8,430   55,861   39,477    9,752   26,136

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,867)
  -1,107    1,748        0    2,467      -23    1,360    1,725      507      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     47.3      0.0     77.4     12.8     85.1     60.2     14.9     39.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       16        0       12        9       18       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      164,597
COMMITMENTS
  65,985   16,323      975   93,855  142,857  160,815  160,155    3,782    4,442

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      4,626)
   5,213   -9,460      169     -212   13,674    5,170    4,383     -544      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.1      9.9      0.6     57.0     86.8     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      35       20        8       16       22       55       47
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      122,273
COMMITMENTS
  29,080   31,800    4,083   72,381   55,434  105,545   91,318   16,728   30,955

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -166)
  -4,485   -9,102      651    4,735    9,424      901      973   -1,067   -1,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     26.0      3.3     59.2     45.3     86.3     74.7     13.7     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      15       31       16       27       31       52       68
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      148,712
COMMITMENTS
  51,663   26,467    4,094   70,236   82,437  125,994  112,999   22,718   35,714

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     19,234)
  15,179    1,685      617     -563   18,962   15,232   21,263    4,002   -2,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7     17.8      2.8     47.2     55.4     84.7     76.0     15.3     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      27       33       13       21       26       56       64
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      390,696
COMMITMENTS
  41,205  199,016   40,025  268,921   73,991  350,152  313,032   40,544   77,664

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     19,510)
   8,378   -1,706    9,690    1,258   11,347   19,325   19,331      185      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     50.9     10.2     68.8     18.9     89.6     80.1     10.4     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      50       91       50       57       54      135      167
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       16,393
COMMITMENTS
  12,972   13,931       76    2,907    1,586   15,955   15,593      438      800

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         63)
       7       24        4       12       45       23       73       40      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.1     85.0      0.5     17.7      9.7     97.3     95.1      2.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        5        2        8        5       14       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,206
COMMITMENTS
  11,703    3,924      134    8,382   17,039   20,219   21,097    2,987    2,109

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -122)
     717     -123        0     -367      -13      350     -136     -472       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.4     16.9      0.6     36.1     73.4     87.1     90.9     12.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      13       16        1        7        9       21       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,332,223
COMMITMENTS
 1352583  538,219  4318674  5726781  6478771 11398039 11335664  934,184  996,558

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    268,069)
  81,006   46,956  156,506   76,968  115,260  314,480  318,723  -46,411  -50,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      4.4     35.0     46.4     52.5     92.4     91.9      7.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      59       50       84      137      137      246      228
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      947,833
COMMITMENTS
  60,845   87,001   68,840  654,650  654,597  784,335  810,438  163,499  137,395

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        601)
  -4,127     -480    1,818    3,754     -747    1,445      592     -845        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      9.2      7.3     69.1     69.1     82.8     85.5     17.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      571)
     100      122      100      243      249      400      416
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      316,327
COMMITMENTS
   9,648   12,529   26,937  204,944  189,301  241,529  228,766   74,799   87,561

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      3,299)
   1,189    5,528     -329    1,912   -2,851    2,773    2,348      526      950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      4.0      8.5     64.8     59.8     76.4     72.3     23.6     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      15       11       19       69       55       92       78
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,157,529
COMMITMENTS
 323,678  440,057  141,819  2248531  2326482  2714028  2908358  443,500  249,170

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    -13,492)
  11,973    8,518  -27,821    9,209   10,522   -6,639   -8,782   -6,852   -4,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     13.9      4.5     71.2     73.7     86.0     92.1     14.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      538)
      94      118       89      220      233      366      388
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,667
COMMITMENTS
   9,371    3,734      789   87,271   96,020   97,431  100,543    8,236    5,124

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -2,083)
  -2,608   -2,223      696    1,027   -1,314     -885   -2,841   -1,198      758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      3.5      0.7     82.6     90.9     92.2     95.2      7.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12        5        2       52       34       65       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       82,426
COMMITMENTS
  15,493    4,234    3,531   54,342   70,044   73,366   77,809    9,060    4,618

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     13,095)
   2,489       16    2,891    4,590    8,224    9,970   11,130    3,125    1,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      5.1      4.3     65.9     85.0     89.0     94.4     11.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      60       26       25       73       90      142      133
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       10,492
COMMITMENTS
   1,295    1,845        0    5,693    7,822    6,988    9,667    3,504      825

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     17.6      0.0     54.3     74.6     66.6     92.1     33.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        0       10        5       12        8
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      359,674
COMMITMENTS
  84,203   25,157    4,443  243,246  311,108  331,892  340,709   27,783   18,966

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     13,016)
  19,182    4,064    1,243   -5,516    2,008   14,909    7,315   -1,893    5,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      7.0      1.2     67.6     86.5     92.3     94.7      7.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      60       27       21       67       88      134      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      144,286
COMMITMENTS
  66,224   40,410    5,582   48,454   73,431  120,260  119,423   24,027   24,864

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     10,942)
  15,612    3,464    1,459   -7,888    7,322    9,183   12,244    1,759   -1,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.9     28.0      3.9     33.6     50.9     83.3     82.8     16.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      22       40       18       25       26       59       72
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,035
COMMITMENTS
   2,913    9,578        1   19,741    5,240   22,655   14,819    6,380   14,216

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -496)
     306     -251        1     -935     -175     -628     -425      132      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     33.0      0.0     68.0     18.0     78.0     51.0     22.0     49.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        5        1       19        6       26       12
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,414
COMMITMENTS
   9,588    6,027      566   31,007   14,002   41,161   20,595    4,253   24,819

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        469)
  -1,294      139     -381    2,936      861    1,261      619     -792     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     13.3      1.2     68.3     30.8     90.6     45.3      9.4     54.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11       10        2       24       17       36       28
```

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Updated July 27, 2012