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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,624
COMMITMENTS
      64      121      121    4,770    4,996    4,954    5,237      670      387

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:          7)
      -1       -1       -1       25       10       22        8      -15       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      2.2      2.1     84.8     88.8     88.1     93.1     11.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       16       13       19       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       43,912
COMMITMENTS
   5,831    3,488    9,558   22,711   22,236   38,099   35,282    5,813    8,630

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        167)
     275      219     -433      457      530      299      317     -133     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      7.9     21.8     51.7     50.6     86.8     80.3     13.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       13       21       42       36       69       62
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      303,708
COMMITMENTS
  75,276   25,980   89,997  107,755  140,861  273,028  256,838   30,680   46,869

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      2,241)
   7,199   -7,742   -1,992   -1,718   14,193    3,488    4,460   -1,248   -2,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      8.6     29.6     35.5     46.4     89.9     84.6     10.1     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     114       82      126       78       85      259      239
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      406,270
COMMITMENTS
 100,551   51,653  115,611  159,836  183,340  375,998  350,605   30,272   55,665

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,856)
  -3,364   -3,057    5,224     -787   -1,911    1,073      256   -2,929   -2,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     12.7     28.5     39.3     45.1     92.5     86.3      7.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     107      113      152      108      151      295      354
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,902
COMMITMENTS
   2,804    3,407      560    2,171    1,475    5,536    5,443    1,366    1,459

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -778)
     194      112     -378     -508     -391     -693     -657      -85     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.6     49.4      8.1     31.5     21.4     80.2     78.9     19.8     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      24       21       11       18       19       48       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       46,043
COMMITMENTS
   9,420    7,687   11,925   14,220    7,690   35,566   27,302   10,477   18,740

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        824)
    -929      810      647      911     -808      629      649      194      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     16.7     25.9     30.9     16.7     77.2     59.3     22.8     40.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      34       54       49       63       67      126      148
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,964
COMMITMENTS
     173    4,006      320    8,559    5,312    9,052    9,637      912      327

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        -47)
      -4       -1        1      -43      -70      -46      -70       -1       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     40.2      3.2     85.9     53.3     90.8     96.7      9.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1       13       10       15       15       25       29
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      105,739
COMMITMENTS
   4,712    6,325    4,874   95,931   93,924  105,517  105,123      222      616

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      2,128)
     100      186        0    2,013    2,169    2,113    2,355       15     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      6.0      4.6     90.7     88.8     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       15       16       18       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      107,350
COMMITMENTS
  21,128   12,506    8,858   46,134   54,975   76,119   76,339   31,231   31,012

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -927)
  -5,724   -4,267    1,572    1,859    1,910   -2,293     -785    1,366     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     11.6      8.3     43.0     51.2     70.9     71.1     29.1     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      21       22       19       16       20       49       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,548
COMMITMENTS
   5,271   24,247      236   41,196    8,644   46,703   33,128    7,845   21,421

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        984)
     620   -4,142      -10      530    6,228    1,140    2,075     -155   -1,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     44.5      0.4     75.5     15.8     85.6     60.7     14.4     39.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       16        1       13       10       20       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      132,669
COMMITMENTS
  40,604   23,129      711   87,610  104,402  128,925  128,242    3,744    4,427

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     11,145)
   8,414  -16,708       94    1,678   29,405   10,186   12,791      959   -1,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     17.4      0.5     66.0     78.7     97.2     96.7      2.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      27       33        6       14       21       43       59
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      115,429
COMMITMENTS
  32,524   37,198    3,677   61,460   45,585   97,661   86,460   17,767   28,968

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -6,238)
  -3,101    1,618     -341   -3,182   -6,547   -6,624   -5,270      386     -968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2     32.2      3.2     53.2     39.5     84.6     74.9     15.4     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      19       36       13       23       25       49       67
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      127,059
COMMITMENTS
  36,994   31,683    4,722   69,440   51,941  111,156   88,346   15,902   38,713

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -6,430)
  -6,798   -6,512     -391     -185    1,801   -7,375   -5,102      945   -1,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     24.9      3.7     54.7     40.9     87.5     69.5     12.5     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      23       31       17       22       23       55       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      349,916
COMMITMENTS
  32,969  178,306   32,632  247,631   66,274  313,231  277,211   36,685   72,704

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -21,706)
  -5,746  -20,778   -3,753  -10,710    6,489  -20,209  -18,043   -1,497   -3,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     51.0      9.3     70.8     18.9     89.5     79.2     10.5     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      40       97       53       51       53      126      168
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,905
COMMITMENTS
  14,821   14,965       65    2,711    1,970   17,597   17,000      308      905

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,220)
     -99       69     -278     -805   -1,151   -1,182   -1,360      -38      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    82.8     83.6      0.4     15.1     11.0     98.3     94.9      1.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        1        5        6       11       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,483
COMMITMENTS
   9,862    5,542      134    7,158   12,967   17,154   18,643    3,329    1,840

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      3,882)
   3,754       10      -15     -493    4,230    3,246    4,225      636     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.1     27.1      0.7     34.9     63.3     83.7     91.0     16.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       12        1        6       11       19       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,852,732
COMMITMENTS
 1152917  552,732  3974846  5790561  6286165 10918324 10813743  934,408  1038989

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    239,000)
  20,319    8,251   98,654   48,083   62,174  167,056  169,079   71,944   69,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      4.7     33.5     48.9     53.0     92.1     91.2      7.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      59       46       83      135      135      238      227
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      919,962
COMMITMENTS
  70,241   89,681   65,097  627,215  630,821  762,553  785,599  157,409  134,363

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      2,261)
  -3,546   -2,076    2,168     -946   -3,553   -2,324   -3,461    4,586    5,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      9.7      7.1     68.2     68.6     82.9     85.4     17.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      570)
     101      126      108      246      240      416      406
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      305,259
COMMITMENTS
  10,371    5,065   28,620  194,588  188,373  233,579  222,057   71,681   83,202

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        980)
   3,777   -4,179   -2,799   -2,182    3,095   -1,204   -3,883    2,184    4,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      1.7      9.4     63.7     61.7     76.5     72.7     23.5     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      14       15       26       70       58      100       84
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,073,517
COMMITMENTS
 328,237  451,970  153,499  2163137  2212242  2644872  2817711  428,644  255,806

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      6,408)
 -29,992   17,138   18,213    6,178  -33,240   -5,602    2,111   12,009    4,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     14.7      5.0     70.4     72.0     86.1     91.7     13.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      532)
      96      120       97      219      221      376      377
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      102,603
COMMITMENTS
  11,831    6,219      101   82,879   92,832   94,811   99,152    7,792    3,451

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      3,646)
   4,655    1,387   -1,139      369    4,023    3,885    4,271     -240     -626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      6.1      0.1     80.8     90.5     92.4     96.6      7.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      12        6        2       55       37       68       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       72,383
COMMITMENTS
  17,849    4,828      584   48,119   64,081   66,552   69,493    5,830    2,890

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      3,414)
     556     -519       59    1,875    3,968    2,490    3,508      924      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      6.7      0.8     66.5     88.5     91.9     96.0      8.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      62       28       12       64       83      130      119
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      361,914
COMMITMENTS
  89,247   24,138    2,922  240,593  320,405  332,762  347,465   29,151   14,449

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     17,069)
   2,779   -2,596      294    9,377   19,840   12,450   17,538    4,619     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      6.7      0.8     66.5     88.5     91.9     96.0      8.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      62       28       12       64       83      130      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      141,258
COMMITMENTS
  50,982   39,786    6,297   64,992   68,995  122,270  115,078   18,988   26,180

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      6,261)
  10,692   -1,933    1,088   -4,979    4,681    6,801    3,836     -540    2,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1     28.2      4.5     46.0     48.8     86.6     81.5     13.4     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      26       29       16       22       24       56       61
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,497
COMMITMENTS
   1,939    9,507        0   20,384    5,567   22,323   15,074    6,174   13,423

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      1,088)
    -842     -200        0    2,518      240    1,676       40     -588    1,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     33.4      0.0     71.5     19.5     78.3     52.9     21.7     47.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        7        0       19        7       24       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,247
COMMITMENTS
  10,661    9,662    1,057   20,456   12,156   32,174   22,875    4,073   13,372

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        890)
      53    1,224      616      222   -1,049      891      791       -1       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     26.7      2.9     56.4     33.5     88.8     63.1     11.2     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14       10        2       22       14       37       25
```

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Updated July 3, 2012