```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        4,937
COMMITMENTS
      11      116      138    4,065    4,371    4,214    4,625      722      311

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        116)
     -11       67       54       50       81       93      202       23      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.3      2.8     82.3     88.6     85.4     93.7     14.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       14       11       16       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       42,323
COMMITMENTS
   5,540    2,343    9,397   20,522   22,950   35,459   34,690    6,864    7,632

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      4,796)
     977     -236    1,708    1,567    3,106    4,252    4,578      544      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      5.5     22.2     48.5     54.2     83.8     82.0     16.2     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      23       12       20       37       33       66       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      277,021
COMMITMENTS
  70,607   30,932   82,215   97,804  122,391  250,625  235,538   26,396   41,484

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:    -16,590)
  -2,141    7,385   -5,446   -5,642  -14,465  -13,229  -12,525   -3,361   -4,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     11.2     29.7     35.3     44.2     90.5     85.0      9.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
     105       71      101       70       83      226      213
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      398,940
COMMITMENTS
  93,751   52,471  117,679  157,376  170,475  368,806  340,625   30,135   58,316

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      6,395)
  -5,523    2,012    7,050    5,049   -5,620    6,575    3,442     -180    2,953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     13.2     29.5     39.4     42.7     92.4     85.4      7.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     113      100      134      112      151      286      335
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        7,723
COMMITMENTS
   3,610    2,744      919    1,891    2,721    6,420    6,384    1,303    1,339

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        411)
     242       26      266      -68      150      439      442      -28      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.7     35.5     11.9     24.5     35.2     83.1     82.7     16.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      35       19       13       16       24       59       49
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       51,520
COMMITMENTS
   8,659    7,601   16,519   16,107    7,050   41,285   31,170   10,235   20,350

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      3,933)
  -1,016     -204    3,322    1,798     -471    4,104    2,647     -171    1,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     14.8     32.1     31.3     13.7     80.1     60.5     19.9     39.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      50       50       59       69       55      144      144
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED 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:        8,464
COMMITMENTS
     177    2,472      378    7,076    5,279    7,631    8,129      833      336

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        218)
      52     -124       71       64      328      187      275       30      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     29.2      4.5     83.6     62.4     90.2     96.0      9.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        7        9       12       13       21       24
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:      105,123
COMMITMENTS
   4,294    6,482    4,874   95,737   93,042  104,905  104,398      218      725

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -114)
       0      126        0      -94     -222      -94      -96      -20      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      6.2      4.6     91.1     88.5     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
OPTION AND FUTURES COMBINED 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:      113,687
COMMITMENTS
  23,115   24,728    4,453   55,209   54,802   82,776   83,982   30,911   29,705

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      4,571)
  -1,461    4,743      692    5,240     -541    4,470    4,893      100     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     21.8      3.9     48.6     48.2     72.8     73.9     27.2     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      19       24       15       23       22       52       51
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       63,746
COMMITMENTS
   6,209   29,299        0   48,292    8,453   54,501   37,752    9,244   25,994

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      4,752)
     394    5,900        0    4,480     -324    4,874    5,576     -122     -824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     46.0      0.0     75.8     13.3     85.5     59.2     14.5     40.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       19        0       11        8       19       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      122,439
COMMITMENTS
  33,565   40,902    3,433   67,646   46,010  104,644   90,345   17,795   32,094

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -342)
     479      534      514     -145     -625      848      423   -1,190     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     33.4      2.8     55.2     37.6     85.5     73.8     14.5     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      14       37       15       28       27       53       68
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      129,479
COMMITMENTS
  36,485   24,782    3,478   70,799   63,476  110,762   91,735   18,717   37,743

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      6,469)
   3,709    1,684      122    1,238    4,852    5,069    6,659    1,400     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2     19.1      2.7     54.7     49.0     85.5     70.8     14.5     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21       35       14       22       25       53       64
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      371,186
COMMITMENTS
  32,827  200,722   30,336  267,664   62,643  330,827  293,701   40,359   77,485

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -4,001)
  -6,298   -5,359     -409    3,876    3,463   -2,830   -2,305   -1,171   -1,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     54.1      8.2     72.1     16.9     89.1     79.1     10.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      36       89       42       55       52      118      156
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   12,064,154
COMMITMENTS
 1271577  491,263  4162168  5649814  6363511 11083558 11016942  980,595  1047212

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:   -176,386)
  88,281  -29,711 -269,018  -62,035   81,492 -242,772 -217,236   66,386   40,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      4.1     34.5     46.8     52.7     91.9     91.3      8.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      60       47       80      134      134      239      222
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:      947,233
COMMITMENTS
  64,972   87,481   67,021  650,897  655,344  782,889  809,846  164,343  137,387

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      5,078)
  -2,044  -10,006   -1,881    4,539   12,864      614      977    4,465    4,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      9.2      7.1     68.7     69.2     82.7     85.5     17.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      590)
     108      130      116      251      253      432      427
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      313,028
COMMITMENTS
   8,459    7,001   27,265  203,032  192,152  238,756  226,418   74,273   86,611

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      2,207)
     199   -2,371   -1,402    2,019    2,413      816   -1,360    1,391    3,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      2.2      8.7     64.9     61.4     76.3     72.3     23.7     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      12       22       31       73       59      107       91
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,171,020
COMMITMENTS
 311,705  431,540  169,640  2239322  2315960  2720668  2917140  450,353  253,880

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     14,355)
 -22,349  -49,309    8,739   12,598   52,253   -1,012   11,684   15,367    2,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     13.6      5.3     70.6     73.0     85.8     92.0     14.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      548)
     103      121      101      224      234      389      394
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      107,750
COMMITMENTS
  11,979    5,957       93   86,244   97,334   98,316  103,384    9,433    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 TRADER
    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       52       36       65       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED 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:       69,332
COMMITMENTS
  13,004    4,219      640   49,752   61,820   63,397   66,679    5,935    2,653

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -1,841)
  -1,994   -1,083     -208      106     -214   -2,097   -1,505      256     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      6.1      0.9     71.8     89.2     91.4     96.2      8.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      59       25       16       68       89      133      124
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      346,658
COMMITMENTS
  65,021   21,093    3,200  248,762  309,100  316,983  333,393   29,675   13,265

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -9,205)
  -9,972   -5,416   -1,041      529   -1,068  -10,484   -7,525    1,278   -1,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      6.1      0.9     71.8     89.2     91.4     96.2      8.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      59       25       16       68       89      133      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      133,344
COMMITMENTS
  50,612   36,946    4,123   56,342   66,109  111,077  107,178   22,267   26,166

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      2,577)
  -3,922    1,534      254    3,367      352     -301    2,140    2,878      437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0     27.7      3.1     42.3     49.6     83.3     80.4     16.7     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      17       34       14       21       24       48       62
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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