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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :     5,811:       192        168        107      4,892      4,975      5,191      5,251:       620        560
Old  :     5,811:       192        168        107      4,892      4,975      5,191      5,251:       620        560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :        -6:         2         16         -7        -12         24        -17         32:        11        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        2.9        1.8       84.2       85.6       89.3       90.4:      10.7        9.6
Old  :     100.0:       3.3        2.9        1.8       84.2       85.6       89.3       90.4:      10.7        9.6
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  :        24:         2          3          2         13         12         17         15:
Old  :        24:         2          3          2         13         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  :                 70.3       63.0       82.4       80.0       70.3       62.8       82.1       77.6
Old  :                 70.3       63.0       82.4       80.0       70.3       62.8       82.1       77.6
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :    47,403:     6,818      3,700     11,019     24,568     22,419     42,405     37,137:     4,998     10,266
Old  :    47,403:     6,818      3,700     11,019     24,568     22,419     42,405     37,137:     4,998     10,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     1,246:       674       -163        271        244      1,028      1,189      1,136:        57        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        7.8       23.2       51.8       47.3       89.5       78.3:      10.5       21.7
Old  :     100.0:      14.4        7.8       23.2       51.8       47.3       89.5       78.3:      10.5       21.7
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  :        76:        17         12         22         39         33         65         58:
Old  :        76:        17         12         22         39         33         65         58:
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  :                 35.7       29.1       50.4       42.3       34.3       27.5       45.5       36.6
Old  :                 35.7       29.1       50.4       42.3       34.3       27.5       45.5       36.6
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :   335,328:    65,487     62,864    111,760    125,661    116,210    302,908    290,834:    32,420     44,493
Old  :   252,492:    55,492     64,976     86,298     88,940     70,533    230,730    221,807:    21,762     30,685
Other:    82,835:    18,070      5,963     17,387     36,720     45,677     72,177     69,027:    10,658     13,808
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     4,316:     1,719     -1,318      1,098      2,005      4,575      4,821      4,355:      -505        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       18.7       33.3       37.5       34.7       90.3       86.7:       9.7       13.3
Old  :     100.0:      22.0       25.7       34.2       35.2       27.9       91.4       87.8:       8.6       12.2
Other:     100.0:      21.8        7.2       21.0       44.3       55.1       87.1       83.3:      12.9       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        85        116        134         80         84        242        271:
Old  :       305:        82        119        128         70         80        225        266:
Other:       154:        44         21         40         62         65        123        115:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       10.9       27.2       18.5       13.9        9.6       23.4       14.9
Old  :                 17.2       11.3       25.8       18.2       15.8        9.4       23.0       14.2
Other:                 33.5       19.0       45.4       31.5       33.5       16.9       43.5       27.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :   446,622:   116,100     44,118    137,300    163,336    201,106    416,735    382,524:    29,887     64,099
Old  :   446,622:   116,100     44,118    137,300    163,336    201,106    416,735    382,524:    29,887     64,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :      -973:    -4,584     -5,650      1,728      1,440      4,014     -1,416         91:       444     -1,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        9.9       30.7       36.6       45.0       93.3       85.6:       6.7       14.4
Old  :     100.0:      26.0        9.9       30.7       36.6       45.0       93.3       85.6:       6.7       14.4
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  :       414:       132         94        153        110        163        306        358:
Old  :       414:       132         94        153        110        163        306        358:
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  :                 16.9       15.5       27.3       21.5       16.5       10.3       25.9       14.8
Old  :                 16.9       15.5       27.3       21.5       16.5       10.3       25.9       14.8
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :     9,881:     4,010      3,222      1,511      2,597      3,864      8,118      8,596:     1,763      1,285
Old  :     9,881:     4,010      3,222      1,511      2,597      3,864      8,118      8,596:     1,763      1,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       -31:       124          8        -17        -90        182         18        173:       -49       -204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       32.6       15.3       26.3       39.1       82.2       87.0:      17.8       13.0
Old  :     100.0:      40.6       32.6       15.3       26.3       39.1       82.2       87.0:      17.8       13.0
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  :        87:        37         17         16         18         24         66         50:
Old  :        87:        37         17         16         18         24         66         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  :                 28.4       34.6       47.8       49.0       26.8       30.4       40.9       43.6
Old  :                 28.4       34.6       47.8       49.0       26.8       30.4       40.9       43.6
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :    45,384:    14,782      6,971      9,915     12,543     10,086     37,240     26,972:     8,144     18,412
Old  :    45,384:    14,782      6,971      9,915     12,543     10,086     37,240     26,972:     8,144     18,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    -5,032:    -2,390     -1,221     -1,793       -366       -565     -4,549     -3,578:      -483     -1,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       15.4       21.8       27.6       22.2       82.1       59.4:      17.9       40.6
Old  :     100.0:      32.6       15.4       21.8       27.6       22.2       82.1       59.4:      17.9       40.6
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  :       199:        66         38         40         50         68        135        130:
Old  :       199:        66         38         40         50         68        135        130:
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  :                 16.5       15.8       27.7       22.2       15.0       11.3       24.5       15.5
Old  :                 16.5       15.8       27.7       22.2       15.0       11.3       24.5       15.5
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :    11,249:       228      4,934        288     10,024      5,635     10,539     10,857:       710        391
Old  :    11,249:       228      4,934        288     10,024      5,635     10,539     10,857:       710        391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       188:      -272         68         -7        461        189        181        250:         7        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       43.9        2.6       89.1       50.1       93.7       96.5:       6.3        3.5
Old  :     100.0:       2.0       43.9        2.6       89.1       50.1       93.7       96.5:       6.3        3.5
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  :        39:         3         11         10         19         16         29         30:
Old  :        39:         3         11         10         19         16         29         30:
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  :                 75.2       62.9       84.4       81.4       74.5       62.4       81.6       78.6
Old  :                 75.2       62.9       84.4       81.4       74.5       62.4       81.6       78.6
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :   109,024:     6,102      5,520      5,034     97,676     98,211    108,812    108,765:       212        259
Old  :   109,024:     6,102      5,520      5,034     97,676     98,211    108,812    108,765:       212        259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :      -555:    -1,682       -110      1,681       -373     -2,117       -374       -546:      -181         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        5.1        4.6       89.6       90.1       99.8       99.8:       0.2        0.2
Old  :     100.0:       5.6        5.1        4.6       89.6       90.1       99.8       99.8:       0.2        0.2
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  :        25:         3          3          3         16         16         19         22:
Old  :        25:         3          3          3         16         16         19         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  :                 71.2       68.6       86.7       85.3       50.3       49.8       56.5       56.0
Old  :                 71.2       68.6       86.7       85.3       50.3       49.8       56.5       56.0
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :   143,409:    48,866     13,132      7,248     51,381     94,884    107,495    115,265:    35,914     28,145
Old  :   143,409:    48,866     13,132      7,248     51,381     94,884    107,495    115,265:    35,914     28,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    -2,390:    -9,036     -4,961      2,416      6,939     -1,137        319     -3,682:    -2,709      1,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        9.2        5.1       35.8       66.2       75.0       80.4:      25.0       19.6
Old  :     100.0:      34.1        9.2        5.1       35.8       66.2       75.0       80.4:      25.0       19.6
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  :        81:        26         22         18         24         25         60         55:
Old  :        81:        26         22         18         24         25         60         55:
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  :                 36.2       51.4       46.1       58.9       35.3       49.3       44.3       55.5
Old  :                 36.2       51.4       46.1       58.9       35.3       49.3       44.3       55.5
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :    73,961:     6,794     37,410        729     58,530      5,230     66,053     43,369:     7,908     30,593
Old  :    73,961:     6,794     37,410        729     58,530      5,230     66,053     43,369:     7,908     30,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       758:     1,954     -2,342        454         86      1,463      2,494       -425:    -1,736      1,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       50.6        1.0       79.1        7.1       89.3       58.6:      10.7       41.4
Old  :     100.0:       9.2       50.6        1.0       79.1        7.1       89.3       58.6:      10.7       41.4
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  :        45:         8         20          4         13         12         23         34:
Old  :        45:         8         20          4         13         12         23         34:
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  :                 64.9       29.9       77.5       39.2       64.8       29.9       77.0       39.2
Old  :                 64.9       29.9       77.5       39.2       64.8       29.9       77.0       39.2
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :   187,458:    24,872     37,867      5,487    156,999    139,766    187,358    183,120:       100      4,338
Old  :   187,458:    24,872     37,867      5,487    156,999    139,766    187,358    183,120:       100      4,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    -1,796:     2,457       -664     -1,191        -81      2,720      1,185        865:    -2,981     -2,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       20.2        2.9       83.8       74.6       99.9       97.7:       0.1        2.3
Old  :     100.0:      13.3       20.2        2.9       83.8       74.6       99.9       97.7:       0.1        2.3
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  :       119:        28         53          8         22         21         56         77:
Old  :       119:        28         53          8         22         21         56         77:
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  :                 56.9       52.7       76.9       69.7       56.0       49.2       68.2       62.1
Old  :                 56.9       52.7       76.9       69.7       56.0       49.2       68.2       62.1
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :   189,686:    36,167     33,340      4,185    122,449    128,185    162,801    165,709:    26,886     23,977
Old  :   189,686:    36,167     33,340      4,185    122,449    128,185    162,801    165,709:    26,886     23,977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    -1,241:    -4,885      3,793      1,416      4,198     -7,274        729     -2,066:    -1,970        824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       17.6        2.2       64.6       67.6       85.8       87.4:      14.2       12.6
Old  :     100.0:      19.1       17.6        2.2       64.6       67.6       85.8       87.4:      14.2       12.6
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  :        93:        27         24         11         27         31         61         59:
Old  :        93:        27         24         11         27         31         61         59:
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  :                 44.9       53.0       56.6       61.3       44.8       49.7       54.7       58.0
Old  :                 44.9       53.0       56.6       61.3       44.8       49.7       54.7       58.0
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :   153,657:    21,708     32,966      5,309    108,832     73,192    135,850    111,467:    17,807     42,190
Old  :   153,657:    21,708     32,966      5,309    108,832     73,192    135,850    111,467:    17,807     42,190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    -1,461:     1,317     -5,348       -395     -2,158      6,204     -1,236        461:      -225     -1,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       21.5        3.5       70.8       47.6       88.4       72.5:      11.6       27.5
Old  :     100.0:      14.1       21.5        3.5       70.8       47.6       88.4       72.5:      11.6       27.5
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  :        90:        17         39         14         23         25         50         68:
Old  :        90:        17         39         14         23         25         50         68:
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  :                 51.7       33.0       63.5       44.7       51.1       32.8       62.0       44.3
Old  :                 51.7       33.0       63.5       44.7       51.1       32.8       62.0       44.3
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :   484,430:    41,957    242,084     60,663    339,289     96,238    441,909    398,985:    42,521     85,445
Old  :   484,430:    41,957    242,084     60,663    339,289     96,238    441,909    398,985:    42,521     85,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    40,304:     6,904     12,718     14,621     15,033     10,060     36,558     37,399:     3,746      2,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       50.0       12.5       70.0       19.9       91.2       82.4:       8.8       17.6
Old  :     100.0:       8.7       50.0       12.5       70.0       19.9       91.2       82.4:       8.8       17.6
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  :       209:        36         95         55         54         58        131        167:
Old  :       209:        36         95         55         54         58        131        167:
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  :                 37.1       31.6       49.2       38.5       36.5       30.6       47.6       35.7
Old  :                 37.1       31.6       49.2       38.5       36.5       30.6       47.6       35.7
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :    21,041:    14,401     14,313      1,594      4,637      4,430     20,632     20,337:       409        704
Old  :    21,041:    14,401     14,313      1,594      4,637      4,430     20,632     20,337:       409        704
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       499:       -99       -834        434        369      1,187        704        787:      -205       -288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.4       68.0        7.6       22.0       21.1       98.1       96.7:       1.9        3.3
Old  :     100.0:      68.4       68.0        7.6       22.0       21.1       98.1       96.7:       1.9        3.3
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  :        22:        10          3          4          8          5         18         12:
Old  :        22:        10          3          4          8          5         18         12:
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  :                 73.9       84.1       88.5       94.1       65.8       81.3       76.8       82.5
Old  :                 73.9       84.1       88.5       94.1       65.8       81.3       76.8       82.5
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :    21,453:     5,798     11,006        158     13,817      7,012     19,773     18,176:     1,680      3,277
Old  :    21,453:     5,798     11,006        158     13,817      7,012     19,773     18,176:     1,680      3,277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :        14:    -2,620      1,079        158      2,419     -1,133        -43        104:        57        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       51.3        0.7       64.4       32.7       92.2       84.7:       7.8       15.3
Old  :     100.0:      27.0       51.3        0.7       64.4       32.7       92.2       84.7:       7.8       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  :        42:         8         20          2         10          4         19         25:
Old  :        42:         8         20          2         10          4         19         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  :                 48.6       42.9       74.9       68.2       48.6       42.9       74.9       68.2
Old  :                 48.6       42.9       74.9       68.2       48.6       42.9       74.9       68.2
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :13,700,836:   669,200    798,923  5,195,563  7,029,480  6,649,152 12,894,244 12,643,638:   806,592  1,057,198
Old  :13,700,836:   669,200    798,923  5,195,563  7,029,480  6,649,152 12,894,244 12,643,638:   806,592  1,057,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    -1,303:    14,933        375     -1,093        258     26,654     14,098     25,937:   -15,401    -27,240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        5.8       37.9       51.3       48.5       94.1       92.3:       5.9        7.7
Old  :     100.0:       4.9        5.8       37.9       51.3       48.5       94.1       92.3:       5.9        7.7
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  :       280:        56         65        104        143        147        258        265:
Old  :       280:        56         65        104        143        147        258        265:
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  :                 19.4       21.7       31.4       33.8       12.3       11.2       17.3       13.7
Old  :                 19.4       21.7       31.4       33.8       12.3       11.2       17.3       13.7
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 with Delta-adjusted Options and Futures Combined, May 29, 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  : 1,041,519:    71,658    109,532     70,749    718,800    704,730    861,207    885,012:   180,312    156,508
Old  : 1,041,519:    71,658    109,532     70,749    718,800    704,730    861,207    885,012:   180,312    156,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     4,709:    -2,742      4,892     -1,212      8,642     -1,679      4,688      2,002:        21      2,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       10.5        6.8       69.0       67.7       82.7       85.0:      17.3       15.0
Old  :     100.0:       6.9       10.5        6.8       69.0       67.7       82.7       85.0:      17.3       15.0
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  :       575:       100        130         99        248        253        406        425:
Old  :       575:       100        130         99        248        253        406        425:
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  :                 11.8       11.1       19.2       19.3        9.8        9.2       15.6       14.9
Old  :                 11.8       11.1       19.2       19.3        9.8        9.2       15.6       14.9
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :   359,761:    12,364      8,331     31,579    240,141    214,942    284,085    254,852:    75,676    104,909
Old  :   359,761:    12,364      8,331     31,579    240,141    214,942    284,085    254,852:    75,676    104,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    -2,231:    -1,311     -2,920        564      1,063     -3,851        315     -6,207:    -2,546      3,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        2.3        8.8       66.8       59.7       79.0       70.8:      21.0       29.2
Old  :     100.0:       3.4        2.3        8.8       66.8       59.7       79.0       70.8:      21.0       29.2
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  :       126:        18         16         28         78         65        110         96:
Old  :       126:        18         16         28         78         65        110         96:
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  :                 17.8       18.5       28.7       30.2       15.6       17.5       22.9       25.1
Old  :                 17.8       18.5       28.7       30.2       15.6       17.5       22.9       25.1
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 with Delta-adjusted Options and Futures Combined, May 29, 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  : 3,408,792:   325,003    534,540    167,317  2,393,293  2,448,941  2,885,613  3,150,798:   523,179    257,995
Old  : 3,408,792:   325,003    534,540    167,317  2,393,293  2,448,941  2,885,613  3,150,798:   523,179    257,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    34,698:   -21,646     24,567      5,615     37,894     10,863     21,863     41,045:    12,835     -6,347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       15.7        4.9       70.2       71.8       84.7       92.4:      15.3        7.6
Old  :     100.0:       9.5       15.7        4.9       70.2       71.8       84.7       92.4:      15.3        7.6
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  :       536:        93        122         86        224        232        368        389:
Old  :       536:        93        122         86        224        232        368        389:
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  :                 15.7       12.0       23.3       20.7       14.1       11.6       21.4       19.4
Old  :                 15.7       12.0       23.3       20.7       14.1       11.6       21.4       19.4
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :   103,873:     8,227      7,142        646     86,236     91,485     95,109     99,273:     8,764      4,600
Old  :   103,873:     8,227      7,142        646     86,236     91,485     95,109     99,273:     8,764      4,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    -1,643:     1,271        678     -1,911       -974       -373     -1,614     -1,606:       -29        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        6.9        0.6       83.0       88.1       91.6       95.6:       8.4        4.4
Old  :     100.0:       7.9        6.9        0.6       83.0       88.1       91.6       95.6:       8.4        4.4
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  :        90:         8          9          2         53         31         62         41:
Old  :        90:         8          9          2         53         31         62         41:
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  :                 32.4       46.4       45.8       64.4       32.4       46.4       45.5       64.4
Old  :                 32.4       46.4       45.8       64.4       32.4       46.4       45.5       64.4
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :   100,176:    15,061      9,485      4,583     72,127     80,683     91,771     94,752:     8,405      5,424
Old  :   100,176:    15,061      9,485      4,583     72,127     80,683     91,771     94,752:     8,405      5,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    -2,768:    -2,642        444     -1,804      1,729     -1,347     -2,716     -2,707:       -51        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        9.5        4.6       72.0       80.5       91.6       94.6:       8.4        5.4
Old  :     100.0:      15.0        9.5        4.6       72.0       80.5       91.6       94.6:       8.4        5.4
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  :       219:        49         36         22         75         89        138        134:
Old  :       219:        49         36         22         75         89        138        134:
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  :                 30.6       27.6       45.2       44.1       22.8       18.8       30.2       27.8
Old  :                 30.6       27.6       45.2       44.1       22.8       18.8       30.2       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :    22,808:     1,163      1,856        666     17,747     19,445     19,576     21,967:     3,232        841
Old  :    22,808:     1,163      1,856        666     17,747     19,445     19,576     21,967:     3,232        841
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       352:        28       -245         10      1,005        614      1,043        379:      -691        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        8.1        2.9       77.8       85.3       85.8       96.3:      14.2        3.7
Old  :     100.0:       5.1        8.1        2.9       77.8       85.3       85.8       96.3:      14.2        3.7
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  :        26:         3          2          1         13          8         16         11:
Old  :        26:         3          2          1         13          8         16         11:
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  :                 49.2       79.9       68.0       90.6       49.2       79.9       68.0       89.8
Old  :                 49.2       79.9       68.0       90.6       49.2       79.9       68.0       89.8
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :   386,837:    82,155     50,812      6,919    271,899    306,192    360,973    363,923:    25,863     22,914
Old  :   386,837:    82,155     50,812      6,919    271,899    306,192    360,973    363,923:    25,863     22,914
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :   -15,600:   -14,210      2,582     -8,207      3,619     -9,804    -18,797    -15,429:     3,198       -170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       13.1        1.8       70.3       79.2       93.3       94.1:       6.7        5.9
Old  :     100.0:      21.2       13.1        1.8       70.3       79.2       93.3       94.1:       6.7        5.9
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  :       218:        49         36         21         68         85        131        128:
Old  :       218:        49         36         21         68         85        131        128:
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  :                 37.2       29.5       51.8       44.1       37.2       29.5       51.8       43.8
Old  :                 37.2       29.5       51.8       44.1       37.2       29.5       51.8       43.8
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :   162,028:    14,217     50,378      9,610    119,900     69,938    143,727    129,926:    18,301     32,102
Old  :   162,028:    14,217     50,378      9,610    119,900     69,938    143,727    129,926:    18,301     32,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     4,718:   -15,719      3,373      1,280     23,241     -2,200      8,803      2,454:    -4,085      2,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       31.1        5.9       74.0       43.2       88.7       80.2:      11.3       19.8
Old  :     100.0:       8.8       31.1        5.9       74.0       43.2       88.7       80.2:      11.3       19.8
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  :        89:        18         36         17         24         28         52         71:
Old  :        89:        18         36         17         24         28         52         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  :                 54.3       37.0       63.1       46.3       54.0       36.6       62.3       45.9
Old  :                 54.3       37.0       63.1       46.3       54.0       36.6       62.3       45.9
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :    34,948:     3,954      6,882         67     23,238      5,368     27,259     12,317:     7,689     22,631
Old  :    34,948:     3,954      6,882         67     23,238      5,368     27,259     12,317:     7,689     22,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :      -147:        23       -907         67        -87         68          3       -772:      -150        625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       19.7        0.2       66.5       15.4       78.0       35.2:      22.0       64.8
Old  :     100.0:      11.3       19.7        0.2       66.5       15.4       78.0       35.2:      22.0       64.8
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  :        38:         9          7          1         18          7         27         15:
Old  :        38:         9          7          1         18          7         27         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  :                 41.6       27.1       54.1       32.8       41.6       27.1       54.1       32.8
Old  :                 41.6       27.1       54.1       32.8       41.6       27.1       54.1       32.8
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 with Delta-adjusted Options and Futures Combined, May 29, 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  :    71,235:    12,781      3,198      6,309     39,814     12,897     58,904     22,404:    12,331     48,831
Old  :    71,235:    12,781      3,198      6,309     39,814     12,897     58,904     22,404:    12,331     48,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     2,615:      -328       -581       -490      2,972       -186      2,154     -1,257:       461      3,872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        4.5        8.9       55.9       18.1       82.7       31.5:      17.3       68.5
Old  :     100.0:      17.9        4.5        8.9       55.9       18.1       82.7       31.5:      17.3       68.5
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  :        53:        13          6          2         23         17         37         24:
Old  :        53:        13          6          2         23         17         37         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  :                 34.7       15.9       50.6       21.7       29.3        8.9       43.2       13.3
Old  :                 34.7       15.9       50.6       21.7       29.3        8.9       43.2       13.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 5, 2012