```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,820
COMMITMENTS
      22       49       84    4,016    4,290    4,121    4,423      699      397

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -803)
     -42      -72      -37     -754     -706     -833     -814       29       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.0      1.7     83.3     89.0     85.5     91.8     14.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       14       11       15       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,527
COMMITMENTS
   4,563    2,579    7,689   18,955   19,844   31,207   30,112    6,320    7,415

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -6,385)
  -1,267     -909   -1,869   -3,756   -2,392   -6,892   -5,169      507   -1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      6.9     20.5     50.5     52.9     83.2     80.2     16.8     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      20       12       19       37       32       63       57
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      293,612
COMMITMENTS
  72,748   23,547   87,660  103,446  136,856  263,854  248,063   29,758   45,549

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -10,096)
  -2,528   -2,433   -2,336   -4,309   -4,006   -9,174   -8,775     -922   -1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      8.0     29.9     35.2     46.6     89.9     84.5     10.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
     109       72      117       76       88      248      228
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      392,545
COMMITMENTS
  99,274   50,459  110,629  152,327  176,095  362,230  337,183   30,315   55,362

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -13,725)
  -1,276   -1,195   -4,982   -7,510   -7,245  -13,768  -13,422       43     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     12.9     28.2     38.8     44.9     92.3     85.9      7.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     110       97      139      106      147      281      335
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,312
COMMITMENTS
   3,368    2,717      654    1,960    2,571    5,981    5,942    1,331    1,370

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:        410)
     563     -690       93     -212    1,096      445      499      -35      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.1     37.2      8.9     26.8     35.2     81.8     81.3     18.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      30       18       12       17       25       55       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       47,587
COMMITMENTS
   9,674    7,804   13,198   14,309    7,521   37,181   28,523   10,406   19,064

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      1,545)
     254      117    1,273       89     -169    1,615    1,221      -71      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     16.4     27.7     30.1     15.8     78.1     59.9     21.9     40.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      35       55       54       65       63      133      147
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,246
COMMITMENTS
     126    2,596      306    7,012    4,951    7,444    7,853      803      393

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -1,718)
     -47   -1,410      -14   -1,548     -361   -1,608   -1,784     -109       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     31.5      3.7     85.0     60.0     90.3     95.2      9.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        8        8       12       12       20       22
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      105,237
COMMITMENTS
   4,294    6,356    4,874   95,831   93,264  104,999  104,494      238      743

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -503)
    -418       31        0     -101     -661     -519     -630       16      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      6.0      4.6     91.1     88.6     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        2       15       16       17       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      109,116
COMMITMENTS
  24,576   19,985    3,761   49,968   55,343   78,305   79,090   30,811   30,027

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      1,766)
   3,448    7,480   -5,097    3,835      368    2,186    2,751     -420     -985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     18.3      3.4     45.8     50.7     71.8     72.5     28.2     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      21       26       17       20       22       53       53
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       58,994
COMMITMENTS
   5,815   23,399        0   43,812    8,777   49,627   32,176    9,366   26,817

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      4,445)
     544     -848     -236    2,617      133    2,924     -951    1,521    5,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     39.7      0.0     74.3     14.9     84.1     54.5     15.9     45.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       15        0       11        8       18       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,469
COMMITMENTS
  48,567   23,345    1,128   89,002  113,753  138,697  138,226    3,772    4,243

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      9,800)
   7,963      216      417    1,392    9,351    9,772    9,984       28     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     16.4      0.8     62.5     79.8     97.4     97.0      2.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      34       27        8       14       24       51       57
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      122,780
COMMITMENTS
  33,086   40,368    2,918   67,791   46,635  103,795   89,922   18,985   32,859

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      7,352)
     562    3,170     -759    6,331    1,050    6,134    3,461    1,218    3,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     32.9      2.4     55.2     38.0     84.5     73.2     15.5     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      19       33       12       27       27       50       68
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      123,010
COMMITMENTS
  32,776   23,097    3,356   69,562   58,623  105,693   85,076   17,317   37,934

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -4,049)
  -4,218   -8,585   -1,367      121    6,682   -5,463   -3,270    1,415     -779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     18.8      2.7     56.5     47.7     85.9     69.2     14.1     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      20       30       11       22       23       48       58
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      375,187
COMMITMENTS
  39,125  206,080   30,745  263,788   59,180  333,657  296,005   41,530   79,181

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     25,271)
   6,156   27,775   -1,887   16,157   -7,094   20,426   18,794    4,845    6,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     54.9      8.2     70.3     15.8     88.9     78.9     11.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      40       83       45       56       52      125      151
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,476
COMMITMENTS
  14,569   15,105       75    2,442    1,549   17,086   16,729      390      747

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -429)
    -252      140       10     -269     -421     -511     -271       82     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.4     86.4      0.4     14.0      8.9     97.8     95.7      2.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        5        2        7        5       14       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       22,356
COMMITMENTS
  11,434    5,843      134    7,057   14,771   18,625   20,748    3,731    1,608

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      1,873)
   1,572      301        0     -101    1,804    1,471    2,105      402     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.1     26.1      0.6     31.6     66.1     83.3     92.8     16.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12       18        1        4       11       17       29
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,240,540
COMMITMENTS
 1183296  520,973  4431185  5711849  6282019 11326331 11234178  914,209  1006363

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    387,808)
  30,379  -31,759  456,340  -78,712   -4,146  408,007  420,435  -20,198  -32,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      4.3     36.2     46.7     51.3     92.5     91.8      7.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      51       53       81      136      137      237      227
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      942,154
COMMITMENTS
  67,016   97,487   68,902  646,358  642,479  782,276  808,869  159,879  133,286

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     22,192)
  -3,225    7,806    3,805   19,143   11,658   19,723   23,270    2,469   -1,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     10.3      7.3     68.6     68.2     83.0     85.9     17.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      581)
     108      129      114      241      243      414      422
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      310,821
COMMITMENTS
   8,260    9,372   28,667  201,013  189,738  237,940  227,777   72,882   83,044

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      5,562)
  -2,111    4,308       47    6,425    1,366    4,361    5,721    1,201     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      3.0      9.2     64.7     61.0     76.6     73.3     23.4     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      13       18       27       71       58      101       87
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,156,665
COMMITMENTS
 334,054  480,848  160,901  2226724  2263707  2721679  2905456  434,986  251,209

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     83,148)
   5,817   28,878    7,402   63,588   51,465   76,807   87,745    6,342   -4,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     15.2      5.1     70.5     71.7     86.2     92.0     13.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      541)
     105      120      101      214      224      374      390
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,140
COMMITMENTS
  11,498    5,663      969   84,488   94,213   96,955  100,845    8,184    4,294

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      2,537)
    -333     -556      868    1,610    1,381    2,145    1,693      392      844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      5.4      0.9     80.4     89.6     92.2     95.9      7.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13        6        2       52       35       66       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       71,173
COMMITMENTS
  14,999    5,302      848   49,646   62,033   65,493   68,184    5,679    2,989

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -1,210)
  -2,851      474      264    1,528   -2,047   -1,059   -1,309     -151       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      7.4      1.2     69.8     87.2     92.0     95.8      8.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      63       29       17       64       85      136      122
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      355,863
COMMITMENTS
  74,993   26,509    4,241  248,232  310,167  327,466  340,918   28,397   14,945

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -6,051)
 -14,254    2,372    1,319    7,639  -10,237   -5,296   -6,547     -754      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      7.4      1.2     69.8     87.2     92.0     95.8      8.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      63       29       17       64       85      136      122
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      130,767
COMMITMENTS
  54,534   35,413    3,869   52,975   65,757  111,378  105,039   19,389   25,728

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -10,491)
   3,552   -4,373   -2,428  -12,017   -3,238  -10,893  -10,039      402     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7     27.1      3.0     40.5     50.3     85.2     80.3     14.8     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      20       31       13       22       22       51       57
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,680
COMMITMENTS
   2,613    9,564        0   21,056    5,239   23,669   14,803    6,011   14,877

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      1,183)
     674       57        0      672     -328    1,346     -271     -163    1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     32.2      0.0     70.9     17.7     79.7     49.9     20.3     50.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        7        0       19        7       25       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       41,067
COMMITMENTS
  10,804    5,498    1,051   24,557   11,798   36,412   18,347    4,655   22,720

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      4,820)
     143   -4,164       -6    4,101     -358    4,238   -4,528      582    9,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     13.4      2.6     59.8     28.7     88.7     44.7     11.3     55.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      15        7        2       22       14       37       23
```

----

Updated July 13, 2012