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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     4,887:        35        133         45      4,252      4,345      4,332      4,523:       555        364
Old  :     4,887:        35        133         45      4,252      4,345      4,332      4,523:       555        364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :        74:         0         12         -3         72         62         69         71:         5          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        2.7        0.9       87.0       88.9       88.6       92.6:      11.4        7.4
Old  :     100.0:       0.7        2.7        0.9       87.0       88.9       88.6       92.6:      11.4        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          3          2         14         12         17         15:
Old  :        23:         1          3          2         14         12         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.4       66.4       82.7       84.5       67.4       64.6       81.1       81.7
Old  :                 67.4       66.4       82.7       84.5       67.4       64.6       81.1       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    25,872:     4,958      5,452      1,031     15,761     15,239     21,750     21,722:     4,122      4,150
Old  :    25,872:     4,958      5,452      1,031     15,761     15,239     21,750     21,722:     4,122      4,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :       762:      -356       -296        201        807        857        652        762:       110          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       21.1        4.0       60.9       58.9       84.1       84.0:      15.9       16.0
Old  :     100.0:      19.2       21.1        4.0       60.9       58.9       84.1       84.0:      15.9       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        14         15         16         27         24         51         45:
Old  :        71:        14         15         16         27         24         51         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       37.1       57.2       55.6       42.3       36.3       55.3       54.5
Old  :                 42.6       37.1       57.2       55.6       42.3       36.3       55.3       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   252,332:    69,302     50,794     50,828    103,027    109,765    223,157    211,387:    29,175     40,945
Old  :   158,738:    54,844     49,774     28,446     58,967     55,839    142,257    134,059:    16,481     24,679
Other:    93,594:    30,694     17,256      6,146     44,060     53,926     80,900     77,328:    12,694     16,266
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     1,026:    -2,574     -3,095      1,198      1,931        889        555     -1,008:       471      2,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       20.1       20.1       40.8       43.5       88.4       83.8:      11.6       16.2
Old  :     100.0:      34.6       31.4       17.9       37.1       35.2       89.6       84.5:      10.4       15.5
Other:     100.0:      32.8       18.4        6.6       47.1       57.6       86.4       82.6:      13.6       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:       107         78        111         71         82        236        232:
Old  :       293:        92         98         86         48         78        192        219:
Other:       171:        44         35         26         56         68        117        117:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       13.0       28.8       20.3       14.9       12.2       26.2       18.7
Old  :                 16.1       13.4       26.9       20.9       16.0       12.1       26.3       17.7
Other:                 25.6       16.5       40.5       29.1       25.3       16.5       40.1       28.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   315,289:   102,873     77,654     43,173    141,020    146,769    287,066    267,596:    28,223     47,693
Old  :   315,289:   102,873     77,654     43,173    141,020    146,769    287,066    267,596:    28,223     47,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     3,503:      -953      3,836      6,083       -696     -2,665      4,434      7,254:      -931     -3,751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       24.6       13.7       44.7       46.6       91.0       84.9:       9.0       15.1
Old  :     100.0:      32.6       24.6       13.7       44.7       46.6       91.0       84.9:       9.0       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       385:       105        104        122         77        139        244        321:
Old  :       385:       105        104        122         77        139        244        321:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       13.8       35.4       20.7       21.4       13.6       34.8       20.0
Old  :                 21.4       13.8       35.4       20.7       21.4       13.6       34.8       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     7,317:     2,687      3,451        634      2,588      1,698      5,909      5,783:     1,408      1,534
Old  :     7,317:     2,687      3,451        634      2,588      1,698      5,909      5,783:     1,408      1,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :      -431:       -57        118        -34       -113       -624       -204       -540:      -227        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       47.2        8.7       35.4       23.2       80.8       79.0:      19.2       21.0
Old  :     100.0:      36.7       47.2        8.7       35.4       23.2       80.8       79.0:      19.2       21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        24         22         12         23         22         54         50:
Old  :        76:        24         22         12         23         22         54         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       24.0       44.6       39.5       32.8       23.7       43.2       39.2
Old  :                 32.8       24.0       44.6       39.5       32.8       23.7       43.2       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    36,040:    10,343      8,130      5,399     11,840      7,361     27,582     20,890:     8,458     15,150
Old  :    36,040:    10,343      8,130      5,399     11,840      7,361     27,582     20,890:     8,458     15,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :      -873:    -1,826        685       -142        583     -1,311     -1,385       -768:       512       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       22.6       15.0       32.9       20.4       76.5       58.0:      23.5       42.0
Old  :     100.0:      28.7       22.6       15.0       32.9       20.4       76.5       58.0:      23.5       42.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        35         42         38         44         57         98        124:
Old  :       164:        35         42         38         44         57         98        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       11.2       28.4       17.1       15.0        9.0       25.5       13.7
Old  :                 16.8       11.2       28.4       17.1       15.0        9.0       25.5       13.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     9,303:       130      4,096         55      8,351      4,983      8,536      9,134:       767        169
Old  :     9,303:       130      4,096         55      8,351      4,983      8,536      9,134:       767        169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :         7:         0        -51         16         17        143         33        108:       -26       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       44.0        0.6       89.8       53.6       91.8       98.2:       8.2        1.8
Old  :     100.0:       1.4       44.0        0.6       89.8       53.6       91.8       98.2:       8.2        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2         11          7         15         12         22         25:
Old  :        33:         2         11          7         15         12         22         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.9       66.9       88.0       85.9       78.9       66.6       85.8       84.9
Old  :                 78.9       66.9       88.0       85.9       78.9       66.6       85.8       84.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   102,241:     4,612      6,139      4,874     92,548     90,385    102,034    101,398:       207        843
Old  :   102,241:     4,612      6,139      4,874     92,548     90,385    102,034    101,398:       207        843
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :       950:      -389       -236          0      1,323        919        934        683:        16        267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        6.0        4.8       90.5       88.4       99.8       99.2:       0.2        0.8
Old  :     100.0:       4.5        6.0        4.8       90.5       88.4       99.8       99.2:       0.2        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          2          2         15         16         18         20:
Old  :        23:         3          2          2         15         16         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.1       66.3       90.0       82.4       47.2       44.6       53.2       51.7
Old  :                 76.1       66.3       90.0       82.4       47.2       44.6       53.2       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :    95,821:    27,778     18,501      1,256     39,527     46,752     68,561     66,509:    27,260     29,312
Old  :    95,821:    27,778     18,501      1,256     39,527     46,752     68,561     66,509:    27,260     29,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -35,850:       -30     -1,106     -5,356    -28,390    -32,281    -33,776    -38,743:    -2,074      2,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       19.3        1.3       41.3       48.8       71.6       69.4:      28.4       30.6
Old  :     100.0:      29.0       19.3        1.3       41.3       48.8       71.6       69.4:      28.4       30.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        22         26          7         13         20         40         48:
Old  :        73:        22         26          7         13         20         40         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       42.3       47.5       48.6       33.0       39.6       44.2       45.1
Old  :                 34.2       42.3       47.5       48.6       33.0       39.6       44.2       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    52,447:     4,637     28,473          0     40,448      2,165     45,085     30,638:     7,362     21,809
Old  :    52,447:     4,637     28,473          0     40,448      2,165     45,085     30,638:     7,362     21,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -3,309:   -19,471     -2,642          0     16,069         50     -3,402     -2,592:        93       -717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       54.3        0.0       77.1        4.1       86.0       58.4:      14.0       41.6
Old  :     100.0:       8.8       54.3        0.0       77.1        4.1       86.0       58.4:      14.0       41.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         6         16          0         10          6         16         22:
Old  :        35:         6         16          0         10          6         16         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.3       34.8       78.5       46.7       70.3       34.8       78.2       46.7
Old  :                 70.3       34.8       78.5       46.7       70.3       34.8       78.2       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   121,524:    32,190     39,837        617     85,932     74,997    118,739    115,451:     2,785      6,073
Old  :   121,524:    32,190     39,837        617     85,932     74,997    118,739    115,451:     2,785      6,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    11,729:     9,389      2,362         23      2,019     10,168     11,431     12,553:       298       -824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       32.8        0.5       70.7       61.7       97.7       95.0:       2.3        5.0
Old  :     100.0:      26.5       32.8        0.5       70.7       61.7       97.7       95.0:       2.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        26         44          5         14         23         41         71:
Old  :       104:        26         44          5         14         23         41         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.9       32.3       87.6       53.7       71.9       32.3       86.3       53.7
Old  :                 71.9       32.3       87.6       53.7       71.9       32.3       86.3       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   114,561:    35,296     36,054        946     62,171     48,777     98,413     85,777:    16,148     28,784
Old  :   114,561:    35,296     36,054        946     62,171     48,777     98,413     85,777:    16,148     28,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -7,063:     3,048    -13,347       -438     -9,302      6,514     -6,692     -7,271:      -371        208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       31.5        0.8       54.3       42.6       85.9       74.9:      14.1       25.1
Old  :     100.0:      30.8       31.5        0.8       54.3       42.6       85.9       74.9:      14.1       25.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        16         32          4         18         24         37         57:
Old  :        84:        16         32          4         18         24         37         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       25.9       64.9       36.4       44.4       19.3       59.3       29.2
Old  :                 46.0       25.9       64.9       36.4       44.4       19.3       59.3       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   123,247:    43,910     39,368         51     66,111     46,910    110,072     86,329:    13,175     36,918
Old  :   123,247:    43,910     39,368         51     66,111     46,910    110,072     86,329:    13,175     36,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :      -621:      -830      9,765          1      4,514    -15,361      3,685     -5,595:    -4,306      4,974
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       31.9        0.0       53.6       38.1       89.3       70.0:      10.7       30.0
Old  :     100.0:      35.6       31.9        0.0       53.6       38.1       89.3       70.0:      10.7       30.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        20         33          3         16         18         38         52:
Old  :        82:        20         33          3         16         18         38         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       36.2       67.0       46.1       55.1       36.2       66.4       46.0
Old  :                 55.1       36.2       67.0       46.1       55.1       36.2       66.4       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   315,785:    36,933    196,813      1,956    244,942     47,522    283,831    246,291:    31,954     69,494
Old  :   315,785:    36,933    196,813      1,956    244,942     47,522    283,831    246,291:    31,954     69,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     3,852:   -17,516      1,298        -38     20,858       -333      3,304        927:       548      2,925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       62.3        0.6       77.6       15.0       89.9       78.0:      10.1       22.0
Old  :     100.0:      11.7       62.3        0.6       77.6       15.0       89.9       78.0:      10.1       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        36         85         13         46         44         91        133:
Old  :       194:        36         85         13         46         44         91        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       36.2       59.6       44.5       43.1       36.1       59.5       44.3
Old  :                 43.2       36.2       59.6       44.5       43.1       36.1       59.5       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    19,125:    14,920     14,896        343      3,516      3,121     18,779     18,360:       346        765
Old  :    19,125:    14,920     14,896        343      3,516      3,121     18,779     18,360:       346        765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -2,359:        50         -4         86     -2,406     -2,451     -2,270     -2,369:       -89         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.0       77.9        1.8       18.4       16.3       98.2       96.0:       1.8        4.0
Old  :     100.0:      78.0       77.9        1.8       18.4       16.3       98.2       96.0:       1.8        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          5          3          7          4         15         10:
Old  :        20:         6          5          3          7          4         15         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.0       87.4       93.5       94.7       85.1       87.0       92.6       93.1
Old  :                 86.0       87.4       93.5       94.7       85.1       87.0       92.6       93.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    16,601:     6,108      5,532        149      7,651      8,737     13,908     14,418:     2,693      2,183
Old  :    16,601:     6,108      5,532        149      7,651      8,737     13,908     14,418:     2,693      2,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     3,989:     2,544       -245          0      1,064      4,492      3,608      4,247:       381       -258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       33.3        0.9       46.1       52.6       83.8       86.9:      16.2       13.1
Old  :     100.0:      36.8       33.3        0.9       46.1       52.6       83.8       86.9:      16.2       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        10         18          1          6          7         17         25:
Old  :        41:        10         18          1          6          7         17         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       50.1       74.6       69.0       54.3       50.1       74.6       69.0
Old  :                 54.3       50.1       74.6       69.0       54.3       50.1       74.6       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  : 7,799,927: 1,179,572    710,290  1,235,483  4,560,184  4,938,967  6,975,239  6,884,740:   824,688    915,187
Old  : 7,799,927: 1,179,572    710,290  1,235,483  4,560,184  4,938,967  6,975,239  6,884,740:   824,688    915,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -27,594:   110,223   -133,503     22,142   -156,495     94,694    -24,130    -16,667:    -3,464    -10,927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        9.1       15.8       58.5       63.3       89.4       88.3:      10.6       11.7
Old  :     100.0:      15.1        9.1       15.8       58.5       63.3       89.4       88.3:      10.6       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        49         46         73        121        126        213        209:
Old  :       235:        49         46         73        121        126        213        209:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       25.4       35.8       36.5       17.1       19.4       28.0       24.7
Old  :                 22.0       25.4       35.8       36.5       17.1       19.4       28.0       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   774,074:    74,284     91,716     19,052    537,877    545,061    631,213    655,828:   142,861    118,246
Old  :   774,074:    74,284     91,716     19,052    537,877    545,061    631,213    655,828:   142,861    118,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    33,472:    12,478      4,725      2,857     15,322     24,451     30,656     32,033:     2,815      1,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       11.8        2.5       69.5       70.4       81.5       84.7:      18.5       15.3
Old  :     100.0:       9.6       11.8        2.5       69.5       70.4       81.5       84.7:      18.5       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       539:        93        102         49        223        233        348        354:
Old  :       539:        93        102         49        223        233        348        354:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       12.7       24.4       22.8       13.9       12.4       21.7       22.0
Old  :                 15.8       12.7       24.4       22.8       13.9       12.4       21.7       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   225,678:     6,938      8,730      7,481    147,510    136,223    161,929    152,434:    63,749     73,244
Old  :   225,678:     6,938      8,730      7,481    147,510    136,223    161,929    152,434:    63,749     73,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     3,160:       116      1,477         86      3,951     -1,486      4,153         77:      -993      3,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        3.9        3.3       65.4       60.4       71.8       67.5:      28.2       32.5
Old  :     100.0:       3.1        3.9        3.3       65.4       60.4       71.8       67.5:      28.2       32.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:         9         10          5         57         49         70         62:
Old  :       101:         9         10          5         57         49         70         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       20.5       36.2       31.3       23.9       19.5       33.2       30.3
Old  :                 26.2       20.5       36.2       31.3       23.9       19.5       33.2       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,741,979:   357,516    435,713     37,070  1,951,834  2,044,188  2,346,420  2,516,971:   395,559    225,008
Old  : 2,741,979:   357,516    435,713     37,070  1,951,834  2,044,188  2,346,420  2,516,971:   395,559    225,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   151,558:    73,397     27,828      2,265     56,854    129,686    132,516    159,779:    19,042     -8,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       15.9        1.4       71.2       74.6       85.6       91.8:      14.4        8.2
Old  :     100.0:      13.0       15.9        1.4       71.2       74.6       85.6       91.8:      14.4        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       509:        93        100         40        191        212        310        326:
Old  :       509:        93        100         40        191        212        310        326:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       15.3       28.7       26.2       17.0       14.9       25.4       25.6
Old  :                 18.3       15.3       28.7       26.2       17.0       14.9       25.4       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    98,955:     7,176      4,832      1,240     82,509     88,807     90,925     94,879:     8,030      4,076
Old  :    98,955:     7,176      4,832      1,240     82,509     88,807     90,925     94,879:     8,030      4,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     3,532:    -2,469       -417      1,006      5,329      2,805      3,866      3,394:      -334        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        4.9        1.3       83.4       89.7       91.9       95.9:       8.1        4.1
Old  :     100.0:       7.3        4.9        1.3       83.4       89.7       91.9       95.9:       8.1        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:         8          4          2         56         30         65         35:
Old  :        88:         8          4          2         56         30         65         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       49.4       43.1       69.8       29.5       49.4       42.8       69.8
Old  :                 29.5       49.4       43.1       69.8       29.5       49.4       42.8       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    67,857:    17,118      5,394        212     45,719     59,377     63,049     64,983:     4,808      2,874
Old  :    67,857:    17,118      5,394        212     45,719     59,377     63,049     64,983:     4,808      2,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     1,887:     1,539        529        171        975      1,178      2,685      1,878:      -799          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        7.9        0.3       67.4       87.5       92.9       95.8:       7.1        4.2
Old  :     100.0:      25.2        7.9        0.3       67.4       87.5       92.9       95.8:       7.1        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        56         25         10         57         82        117        113:
Old  :       206:        56         25         10         57         82        117        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       32.0       51.3       47.3       40.6       32.0       51.3       47.3
Old  :                 40.6       32.0       51.3       47.3       40.6       32.0       51.3       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   339,283:    85,589     26,971      1,059    228,595    296,883    315,243    324,913:    24,040     14,370
Old  :   339,283:    85,589     26,971      1,059    228,595    296,883    315,243    324,913:    24,040     14,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     9,433:     7,694      2,645        857      4,876      5,889     13,427      9,391:    -3,994         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        7.9        0.3       67.4       87.5       92.9       95.8:       7.1        4.2
Old  :     100.0:      25.2        7.9        0.3       67.4       87.5       92.9       95.8:       7.1        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        56         25         10         57         82        117        113:
Old  :       206:        56         25         10         57         82        117        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       32.0       51.3       47.3       40.6       32.0       51.3       47.3
Old  :                 40.6       32.0       51.3       47.3       40.6       32.0       51.3       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   122,384:    40,023     42,182         33     64,507     58,937    104,563    101,152:    17,821     21,232
Old  :   122,384:    40,023     42,182         33     64,507     58,937    104,563    101,152:    17,821     21,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -7,850:    -1,098     -2,397         14     -9,619     -2,162    -10,703     -4,545:     2,853     -3,305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       34.5        0.0       52.7       48.2       85.4       82.7:      14.6       17.3
Old  :     100.0:      32.7       34.5        0.0       52.7       48.2       85.4       82.7:      14.6       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        19         34          1         19         21         38         56:
Old  :        86:        19         34          1         19         21         38         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       49.1       58.1       58.3       39.5       48.6       58.1       57.8
Old  :                 39.5       49.1       58.1       58.3       39.5       48.6       58.1       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    27,409:     2,781      9,707          0     17,866      5,327     20,647     15,034:     6,762     12,375
Old  :    27,409:     2,781      9,707          0     17,866      5,327     20,647     15,034:     6,762     12,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :      -955:      -466       -869          0       -242        242       -708       -627:      -247       -328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       35.4        0.0       65.2       19.4       75.3       54.9:      24.7       45.1
Old  :     100.0:      10.1       35.4        0.0       65.2       19.4       75.3       54.9:      24.7       45.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         7          7          0         18          6         25         13:
Old  :        36:         7          7          0         18          6         25         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       43.2       55.4       50.3       43.4       43.2       55.4       50.3
Old  :                 43.4       43.2       55.4       50.3       43.4       43.2       55.4       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    35,357:    10,608      8,438        441     20,234     13,205     31,283     22,084:     4,074     13,273
Old  :    35,357:    10,608      8,438        441     20,234     13,205     31,283     22,084:     4,074     13,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -4,041:      -377        845         12     -3,359        792     -3,724      1,649:      -317     -5,690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       23.9        1.2       57.2       37.3       88.5       62.5:      11.5       37.5
Old  :     100.0:      30.0       23.9        1.2       57.2       37.3       88.5       62.5:      11.5       37.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        12          8          1         19         15         31         24:
Old  :        48:        12          8          1         19         15         31         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       38.3       51.1       47.1       32.4       37.7       49.7       46.5
Old  :                 33.8       38.3       51.1       47.1       32.4       37.7       49.7       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 29, 2012