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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,257
COMMITMENTS
       0      167       42    3,691    3,790    3,733    3,999      524      258

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         89)
       0       80       37       55       62       92      179       -3      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.9      1.0     86.7     89.0     87.7     93.9     12.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        4        2       12       10       14       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,439
COMMITMENTS
   4,316    4,165    1,053   14,345   15,794   19,714   21,012    4,725    3,427

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,631)
     428      294       23      991    1,501    1,442    1,818      189     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     17.0      4.3     58.7     64.6     80.7     86.0     19.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      18       17       13       25       25       50       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      221,894
COMMITMENTS
  68,380   45,713   39,275   91,544  104,423  199,199  189,411   22,695   32,483

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:    -20,705)
  -6,873    4,264   -4,238   -5,059  -16,318  -16,170  -16,292   -4,535   -4,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     20.6     17.7     41.3     47.1     89.8     85.4     10.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      89       73       80       56       80      192      200
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      302,765
COMMITMENTS
  93,876   72,386   46,772  136,591  135,074  277,239  254,232   25,526   48,533

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,804)
  -3,450      188    3,629    2,544   -4,653    2,723     -836     -919    2,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     23.9     15.4     45.1     44.6     91.6     84.0      8.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     105       92      115       81      139      241      306
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,468
COMMITMENTS
   3,623    2,891      692    1,875    2,601    6,190    6,184    1,278    1,284

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        356)
     242       56      196      -65      147      373      399      -17      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.5     38.7      9.3     25.1     34.8     82.9     82.8     17.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      32       22       10       15       23       56       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,391
COMMITMENTS
   9,350    9,636    6,039   14,320    5,678   29,709   21,353    7,682   16,038

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        945)
    -876      523      507    1,614     -717    1,245      313     -300      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     25.8     16.2     38.3     15.2     79.5     57.1     20.5     42.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      38       54       48       52       45      118      125
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,577
COMMITMENTS
     163    2,502       71    6,722    4,808    6,956    7,381      621      196

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         39)
      42     -142       10       15      235       67      103      -28      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     33.0      0.9     88.7     63.5     91.8     97.4      8.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        7        7       11       12       19       22
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      103,812
COMMITMENTS
   4,294    6,482    4,874   94,426   91,731  103,594  103,087      218      725

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        -25)
       0      126        0       -5     -133       -5       -7      -20      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      6.2      4.7     91.0     88.4     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        2       15       15       17       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      103,963
COMMITMENTS
  23,628   24,836    1,066   50,361   50,189   75,055   76,091   28,908   27,872

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      3,357)
  -1,045    4,501      110    4,238     -771    3,303    3,840       54     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     23.9      1.0     48.4     48.3     72.2     73.2     27.8     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      20       22        6       19       22       44       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       62,836
COMMITMENTS
   6,209   29,299        0   48,238    8,394   54,447   37,693    8,389   25,143

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      4,719)
     394    5,900        0    4,486     -323    4,880    5,577     -161     -858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     46.6      0.0     76.8     13.4     86.6     60.0     13.4     40.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       19        0       10        8       18       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      159,971
COMMITMENTS
  60,772   25,783      806   94,067  129,183  155,645  155,772    4,326    4,199

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     17,502)
  12,205    2,438     -322    5,065   15,430   16,948   17,546      554      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     16.1      0.5     58.8     80.8     97.3     97.4      2.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      37       27        7       13       23       52       56
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      116,976
COMMITMENTS
  33,896   41,349      875   65,425   43,877  100,196   86,101   16,780   30,875

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -640)
   1,092      923       -5     -614     -514      473      404   -1,113   -1,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     35.3      0.7     55.9     37.5     85.7     73.6     14.3     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      13       36        6       24       25       41       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      121,806
COMMITMENTS
  36,734   25,613      294   67,719   61,020  104,747   86,927   17,059   34,879

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      6,284)
   3,814    1,645       86      943    4,753    4,843    6,484    1,441     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     21.0      0.2     55.6     50.1     86.0     71.4     14.0     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      22       30        5       17       22       42       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      323,228
COMMITMENTS
  31,821  199,070    2,384  254,350   51,144  288,555  252,598   34,673   70,630

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -3,146)
  -4,588   -3,044     -121    2,462    1,720   -2,247   -1,445     -899   -1,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     61.6      0.7     78.7     15.8     89.3     78.1     10.7     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      29       85       15       50       46       90      135
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       16,330
COMMITMENTS
  12,965   13,907       72    2,895    1,541   15,932   15,520      398      810

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -1,146)
  -1,604   -1,198       -3      453       -8   -1,154   -1,209        8       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.4     85.2      0.4     17.7      9.4     97.6     95.0      2.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        5        2        8        5       14       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,328
COMMITMENTS
  10,986    4,047      134    8,749   17,052   19,869   21,233    3,459    2,095

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        972)
    -448   -1,796        0    1,692    2,281    1,244      485     -272      487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     17.3      0.6     37.5     73.1     85.2     91.0     14.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15       13        1        4       10       20       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,867,261
COMMITMENTS
 1351312  699,768  1147202  4442208  5036903  6940722  6883873  926,539  983,388

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     81,787)
 113,443  -70,587   -4,509  -71,153  128,902   37,781   53,806   44,006   27,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      8.9     14.6     56.5     64.0     88.2     87.5     11.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      54       44       67      120      126      214      203
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      801,482
COMMITMENTS
  67,232   85,482   21,906  557,976  568,474  647,114  675,863  154,368  125,619

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      7,456)
    -955   -8,576   -1,330    5,346   13,889    3,060    3,983    4,395    3,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     10.7      2.7     69.6     70.9     80.7     84.3     19.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      550)
     101      100       50      232      237      359      362
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      239,779
COMMITMENTS
   9,176    6,456    4,971  157,532  148,023  171,679  159,450   68,100   80,329

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      4,939)
     345   -2,083     -824    4,056    4,908    3,577    2,001    1,362    2,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      2.7      2.1     65.7     61.7     71.6     66.5     28.4     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
       9       10        6       63       47       76       60
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,808,514
COMMITMENTS
 321,426  426,280   53,528  2002221  2102255  2377175  2582063  431,339  226,451

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     12,583)
 -16,106  -42,068    7,075    6,448   44,903   -2,583    9,910   15,166    2,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     15.2      1.9     71.3     74.9     84.6     91.9     15.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      521)
     101       98       43      203      219      326      338
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,748
COMMITMENTS
  11,979    5,957       93   86,244   97,333   98,316  103,383    9,432    4,365

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      2,610)
     481      294     -876    1,756    3,121    1,361    2,539    1,249       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      5.5      0.1     80.0     90.3     91.2     95.9      8.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      12        7        1       51       36       64       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       67,892
COMMITMENTS
  12,765    4,318      262   49,037   60,851   62,064   65,431    5,828    2,461

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -1,897)
  -2,013   -1,027     -231       68     -282   -2,176   -1,540      279     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      6.4      0.4     72.2     89.6     91.4     96.4      8.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      56       26       12       64       86      124      120
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      339,460
COMMITMENTS
  63,824   21,590    1,309  245,185  304,254  310,318  327,153   29,142   12,307

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -9,484)
 -10,066   -5,134   -1,155      342   -1,409  -10,879   -7,698    1,395   -1,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      6.4      0.4     72.2     89.6     91.4     96.4      8.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      56       26       12       64       86      124      120
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      122,934
COMMITMENTS
  50,981   37,050      111   50,901   61,841  101,993   99,002   20,941   23,932

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      1,699)
  -3,737    1,397       -6    2,536      132   -1,207    1,523    2,906      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     30.1      0.1     41.4     50.3     83.0     80.5     17.0     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       31        2       17       22       36       53
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,531
COMMITMENTS
   2,607    9,829        0   20,676    5,415   23,283   15,244    6,248   14,287

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -149)
      -6      265        0     -380      176     -386      441      237     -590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     33.3      0.0     70.0     18.3     78.8     51.6     21.2     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        6        0       18        7       24       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       44,945
COMMITMENTS
  10,882    5,888      947   28,071   13,141   39,900   19,976    5,045   24,969

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      3,878)
      78      390     -104    3,514    1,343    3,488    1,629      390    2,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     13.1      2.1     62.5     29.2     88.8     44.4     11.2     55.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14        7        2       21       16       36       24
```

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Updated July 20, 2012