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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :    46,796:     5,463      2,279     10,867     21,938     25,649     38,267     38,794:     8,529      8,003
Old  :    46,796:     5,463      2,279     10,867     21,938     25,649     38,267     38,794:     8,529      8,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :       -89:      -614        138       -214        409        -70       -418       -146:       329         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        4.9       23.2       46.9       54.8       81.8       82.9:      18.2       17.1
Old  :     100.0:      11.7        4.9       23.2       46.9       54.8       81.8       82.9:      18.2       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        23          7         20         34         31         63         52:
Old  :        72:        23          7         20         34         31         63         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       31.9       44.1       45.8       28.3       31.0       37.4       40.1
Old  :                 31.3       31.9       44.1       45.8       28.3       31.0       37.4       40.1
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, October 16, 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  :   258,805:    69,750     36,906     81,163     82,814     99,438    233,727    217,506:    25,078     41,299
Old  :   256,107:    69,344     37,047     79,922     82,347     98,689    231,613    215,658:    24,494     40,449
Other:     2,698:       776        229        870        468        749      2,114      1,849:       584        850
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :   -22,133:     4,131     -5,662    -20,914     -3,287      5,570    -20,071    -21,007:    -2,063     -1,127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       14.3       31.4       32.0       38.4       90.3       84.0:       9.7       16.0
Old  :     100.0:      27.1       14.5       31.2       32.2       38.5       90.4       84.2:       9.6       15.8
Other:     100.0:      28.8        8.5       32.3       17.3       27.8       78.3       68.5:      21.7       31.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        94         94        127         58         77        229        238:
Old  :       297:        95         93        126         57         77        228        237:
Other:        45:        14          7         10         10         16         29         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       14.3       25.8       22.7       14.1       11.5       23.1       17.9
Old  :                 14.7       14.4       26.0       22.8       14.2       11.6       23.3       18.0
Other:                 41.5       31.4       60.2       49.3       31.8       18.4       38.3       27.7
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :   352,181:    86,569     56,597     94,572    139,886    151,584    321,028    302,753:    31,153     49,428
Old  :   352,181:    86,569     56,597     94,572    139,886    151,584    321,028    302,753:    31,153     49,428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     8,033:        73       -297      5,919        631      1,383      6,622      7,005:     1,410      1,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       16.1       26.9       39.7       43.0       91.2       86.0:       8.8       14.0
Old  :     100.0:      24.6       16.1       26.9       39.7       43.0       91.2       86.0:       8.8       14.0
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  :       417:       118        107        146        121        150        313        349:
Old  :       417:       118        107        146        121        150        313        349:
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  :                 16.2       13.0       27.1       19.5       14.7       11.8       25.3       17.3
Old  :                 16.2       13.0       27.1       19.5       14.7       11.8       25.3       17.3
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, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     7,897:     3,173      2,173        411      2,591      3,696      6,174      6,280:     1,722      1,617
Old  :     7,897:     3,173      2,173        411      2,591      3,696      6,174      6,280:     1,722      1,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :       575:       124       -384         69        183        784        376        469:       199        106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       27.5        5.2       32.8       46.8       78.2       79.5:      21.8       20.5
Old  :     100.0:      40.2       27.5        5.2       32.8       46.8       78.2       79.5:      21.8       20.5
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  :        84:        32         19         10         24         26         63         49:
Old  :        84:        32         19         10         24         26         63         49:
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  :                 30.2       26.2       47.2       41.7       30.2       25.0       44.8       37.6
Old  :                 30.2       26.2       47.2       41.7       30.2       25.0       44.8       37.6
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, October 16, 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  :    34,275:     7,527      9,234      8,218     11,425      4,954     27,170     22,405:     7,105     11,870
Old  :    34,275:     7,527      9,234      8,218     11,425      4,954     27,170     22,405:     7,105     11,870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :       -36:       695        439       -383       -177         84        135        140:      -171       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       26.9       24.0       33.3       14.5       79.3       65.4:      20.7       34.6
Old  :     100.0:      22.0       26.9       24.0       33.3       14.5       79.3       65.4:      20.7       34.6
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  :       152:        30         53         39         53         40        104        117:
Old  :       152:        30         53         39         53         40        104        117:
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  :                 14.5       11.8       25.6       19.9       13.0        9.2       22.4       14.0
Old  :                 14.5       11.8       25.6       19.9       13.0        9.2       22.4       14.0
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, October 16, 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  :     6,194:       368      1,229        746      4,351      3,974      5,466      5,949:       729        245
Old  :     6,194:       368      1,229        746      4,351      3,974      5,466      5,949:       729        245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :         2:       -23        -22        -26         71         30         22        -18:       -20         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       19.8       12.0       70.2       64.2       88.2       96.0:      11.8        4.0
Old  :     100.0:       5.9       19.8       12.0       70.2       64.2       88.2       96.0:      11.8        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         7          7          9         11         11         21         24:
Old  :        30:         7          7          9         11         11         21         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  :                 61.2       51.8       72.4       76.0       60.9       51.2       68.5       70.9
Old  :                 61.2       51.8       72.4       76.0       60.9       51.2       68.5       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :    87,523:     8,003      5,072      2,326     76,595     79,725     86,924     87,123:       599        400
Old  :    87,523:     8,003      5,072      2,326     76,595     79,725     86,924     87,123:       599        400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :      -481:       179          0          0       -757       -439       -578       -439:        97        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        5.8        2.7       87.5       91.1       99.3       99.5:       0.7        0.5
Old  :     100.0:       9.1        5.8        2.7       87.5       91.1       99.3       99.5:       0.7        0.5
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  :        23:         2          1          1         16         16         18         18:
Old  :        23:         2          1          1         16         16         18         18:
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  :                 73.5       67.8       88.7       84.1       60.3       59.4       68.9       66.9
Old  :                 73.5       67.8       88.7       84.1       60.3       59.4       68.9       66.9
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, October 16, 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  :   203,182:   106,545     11,188      7,230     43,693    165,041    157,469    183,459:    45,714     19,723
Old  :   203,182:   106,545     11,188      7,230     43,693    165,041    157,469    183,459:    45,714     19,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    -1,033:       318      1,843      1,341     -1,668     -2,995         -9        189:    -1,024     -1,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.4        5.5        3.6       21.5       81.2       77.5       90.3:      22.5        9.7
Old  :     100.0:      52.4        5.5        3.6       21.5       81.2       77.5       90.3:      22.5        9.7
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  :       102:        47         17         17         25         29         78         58:
Old  :       102:        47         17         17         25         29         78         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  :                 40.2       50.6       47.2       67.5       39.2       50.3       46.3       67.1
Old  :                 40.2       50.6       47.2       67.5       39.2       50.3       46.3       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :    37,536:    10,289     11,481          9      9,057     14,405     19,355     25,895:    18,181     11,641
Old  :    37,536:    10,289     11,481          9      9,057     14,405     19,355     25,895:    18,181     11,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     1,270:    -1,387       -501          6       -652      3,008     -2,033      2,513:     3,303     -1,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       30.6        0.0       24.1       38.4       51.6       69.0:      48.4       31.0
Old  :     100.0:      27.4       30.6        0.0       24.1       38.4       51.6       69.0:      48.4       31.0
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  :        33:         9          9          1          8         11         17         21:
Old  :        33:         9          9          1          8         11         17         21:
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  :                 30.9       36.1       43.6       49.0       30.9       36.0       43.2       48.9
Old  :                 30.9       36.1       43.6       49.0       30.9       36.0       43.2       48.9
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, October 16, 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  :   208,782:   139,787      4,331        676     59,521    201,803    199,984    206,810:     8,798      1,972
Old  :   208,782:   139,787      4,331        676     59,521    201,803    199,984    206,810:     8,798      1,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :      -475:       395      1,331        196       -593       -962         -2        565:      -473     -1,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.0        2.1        0.3       28.5       96.7       95.8       99.1:       4.2        0.9
Old  :     100.0:      67.0        2.1        0.3       28.5       96.7       95.8       99.1:       4.2        0.9
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  :       147:        97         13          6         17         21        117         39:
Old  :       147:        97         13          6         17         21        117         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       68.9       63.9       86.5       46.4       68.9       63.1       86.5
Old  :                 46.4       68.9       63.9       86.5       46.4       68.9       63.1       86.5
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, October 16, 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  :   173,661:    53,935     33,559      5,093     72,169    115,559    131,197    154,211:    42,464     19,450
Old  :   173,661:    53,935     33,559      5,093     72,169    115,559    131,197    154,211:    42,464     19,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     3,409:    -1,511      1,817      1,426       -199        255       -285      3,498:     3,694        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       19.3        2.9       41.6       66.5       75.5       88.8:      24.5       11.2
Old  :     100.0:      31.1       19.3        2.9       41.6       66.5       75.5       88.8:      24.5       11.2
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  :       100:        32         27         12         22         33         62         64:
Old  :       100:        32         27         12         22         33         62         64:
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  :                 36.7       30.6       46.7       48.6       34.4       29.7       42.7       45.3
Old  :                 36.7       30.6       46.7       48.6       34.4       29.7       42.7       45.3
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, October 16, 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  :   143,965:    43,190     31,815      7,043     73,411     65,890    123,644    104,749:    20,321     39,216
Old  :   143,965:    43,190     31,815      7,043     73,411     65,890    123,644    104,749:    20,321     39,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     6,474:     2,577      4,699      2,585      3,012     -2,733      8,173      4,551:    -1,699      1,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       22.1        4.9       51.0       45.8       85.9       72.8:      14.1       27.2
Old  :     100.0:      30.0       22.1        4.9       51.0       45.8       85.9       72.8:      14.1       27.2
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  :       102:        26         37         19         27         25         62         72:
Old  :       102:        26         37         19         27         25         62         72:
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  :                 44.0       27.4       55.4       38.6       43.8       26.7       55.2       37.9
Old  :                 44.0       27.4       55.4       38.6       43.8       26.7       55.2       37.9
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, October 16, 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  :   262,421:    41,865     98,901     25,318    148,139     74,206    215,322    198,425:    47,099     63,996
Old  :   262,421:    41,865     98,901     25,318    148,139     74,206    215,322    198,425:    47,099     63,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    -5,447:     1,924    -16,545        655     -9,061      3,516     -6,483    -12,374:     1,036      6,928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       37.7        9.6       56.5       28.3       82.1       75.6:      17.9       24.4
Old  :     100.0:      16.0       37.7        9.6       56.5       28.3       82.1       75.6:      17.9       24.4
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  :       188:        44         65         50         52         61        127        145:
Old  :       188:        44         65         50         52         61        127        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       18.9       32.6       26.6       21.1       18.8       31.8       26.2
Old  :                 21.9       18.9       32.6       26.6       21.1       18.8       31.8       26.2
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, October 16, 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  :    27,658:    18,773        532         59      8,150     26,461     26,982     27,052:       676        606
Old  :    27,658:    18,773        532         59      8,150     26,461     26,982     27,052:       676        606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     6,863:       200          0          0      6,721      6,739      6,921      6,739:       -58        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.9        1.9        0.2       29.5       95.7       97.6       97.8:       2.4        2.2
Old  :     100.0:      67.9        1.9        0.2       29.5       95.7       97.6       97.8:       2.4        2.2
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  :        23:         9          1          1          7          9         16         11:
Old  :        23:         9          1          1          7          9         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  :                 87.6       90.5       93.7       96.7       81.3       86.3       87.4       91.5
Old  :                 87.6       90.5       93.7       96.7       81.3       86.3       87.4       91.5
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, October 16, 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  :    29,487:    20,646      4,362        137      3,950     23,402     24,733     27,901:     4,754      1,586
Old  :    29,487:    20,646      4,362        137      3,950     23,402     24,733     27,901:     4,754      1,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    -1,011:      -429         -3          0         93       -721       -336       -724:      -675       -287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.0       14.8        0.5       13.4       79.4       83.9       94.6:      16.1        5.4
Old  :     100.0:      70.0       14.8        0.5       13.4       79.4       83.9       94.6:      16.1        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  :        56:        28         12          1          5         13         34         25:
Old  :        56:        28         12          1          5         13         34         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  :                 48.1       68.2       61.3       80.1       48.1       68.2       61.3       80.1
Old  :                 48.1       68.2       61.3       80.1       48.1       68.2       61.3       80.1
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, October 16, 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  :11,787,093: 1,455,844    430,857  3,797,056  5,579,172  6,527,534 10,832,072 10,755,447:   955,021  1,031,646
Old  :11,787,093: 1,455,844    430,857  3,797,056  5,579,172  6,527,534 10,832,072 10,755,447:   955,021  1,031,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    34,746:     7,204     -8,522    -23,812     58,054     24,968     41,446     -7,366:    -6,700     42,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        3.7       32.2       47.3       55.4       91.9       91.2:       8.1        8.8
Old  :     100.0:      12.4        3.7       32.2       47.3       55.4       91.9       91.2:       8.1        8.8
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  :       255:        69         41         87        127        130        236        228:
Old  :       255:        69         41         87        127        130        236        228:
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  :                 20.8       22.9       31.7       33.1       13.4       16.0       19.6       19.8
Old  :                 20.8       22.9       31.7       33.1       13.4       16.0       19.6       19.8
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, October 16, 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  :   928,560:   100,978     71,234     56,303    648,300    710,043    805,581    837,580:   122,979     90,980
Old  :   928,560:   100,978     71,234     56,303    648,300    710,043    805,581    837,580:   122,979     90,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    11,497:     5,779     -5,619      1,601      3,156      9,594     10,536      5,575:       960      5,921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        7.7        6.1       69.8       76.5       86.8       90.2:      13.2        9.8
Old  :     100.0:      10.9        7.7        6.1       69.8       76.5       86.8       90.2:      13.2        9.8
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  :       616:       143        124        129        252        243        467        425:
Old  :       616:       143        124        129        252        243        467        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  :                 12.8       16.2       20.7       24.8       10.5       15.8       17.9       24.1
Old  :                 12.8       16.2       20.7       24.8       10.5       15.8       17.9       24.1
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, October 16, 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  :   268,035:    10,266      7,508     20,076    171,285    197,830    201,627    225,414:    66,407     42,621
Old  :   268,035:    10,266      7,508     20,076    171,285    197,830    201,627    225,414:    66,407     42,621
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     2,005:        13       -880        -73      2,576       -370      2,517     -1,323:      -512      3,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        2.8        7.5       63.9       73.8       75.2       84.1:      24.8       15.9
Old  :     100.0:       3.8        2.8        7.5       63.9       73.8       75.2       84.1:      24.8       15.9
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  :       119:        17         15         27         66         60         98         88:
Old  :       119:        17         15         27         66         60         98         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       24.1       27.7       38.2       15.8       24.1       21.9       33.2
Old  :                 18.5       24.1       27.7       38.2       15.8       24.1       21.9       33.2
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, October 16, 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  : 3,302,628:   467,721    332,793    166,974  2,385,075  2,561,065  3,019,769  3,060,832:   282,858    241,796
Old  : 3,302,628:   467,721    332,793    166,974  2,385,075  2,561,065  3,019,769  3,060,832:   282,858    241,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    47,459:    19,867    -32,658     17,331      2,900     49,817     40,099     34,491:     7,361     12,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       10.1        5.1       72.2       77.5       91.4       92.7:       8.6        7.3
Old  :     100.0:      14.2       10.1        5.1       72.2       77.5       91.4       92.7:       8.6        7.3
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  :       570:       134        117        115        229        220        427        388:
Old  :       570:       134        117        115        229        220        427        388:
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  :                 15.6       16.3       25.9       27.3       14.5       16.0       22.5       26.8
Old  :                 15.6       16.3       25.9       27.3       14.5       16.0       22.5       26.8
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, October 16, 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  :   113,710:    15,578      3,357        227     84,991    107,435    100,796    111,019:    12,914      2,691
Old  :   113,710:    15,578      3,357        227     84,991    107,435    100,796    111,019:    12,914      2,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :       204:      -628        -50        -36        122        309       -542        223:       746        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        3.0        0.2       74.7       94.5       88.6       97.6:      11.4        2.4
Old  :     100.0:      13.7        3.0        0.2       74.7       94.5       88.6       97.6:      11.4        2.4
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  :        98:        17          3          2         53         38         70         43:
Old  :        98:        17          3          2         53         38         70         43:
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  :                 34.0       41.9       48.0       64.5       34.0       41.8       47.0       64.4
Old  :                 34.0       41.9       48.0       64.5       34.0       41.8       47.0       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, October 16, 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  :    80,232:    21,253      6,388      1,971     50,915     68,936     74,139     77,295:     6,094      2,938
Old  :    80,232:    21,253      6,388      1,971     50,915     68,936     74,139     77,295:     6,094      2,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    -1,940:    -3,263     -1,253       -324      1,953       -320     -1,635     -1,898:      -305        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        8.0        2.5       63.5       85.9       92.4       96.3:       7.6        3.7
Old  :     100.0:      26.5        8.0        2.5       63.5       85.9       92.4       96.3:       7.6        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  :       239:        78         32         18         78         77        164        119:
Old  :       239:        78         32         18         78         77        164        119:
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  :                 30.4       47.1       41.1       57.1       30.3       47.0       40.1       56.5
Old  :                 30.4       47.1       41.1       57.1       30.3       47.0       40.1       56.5
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, October 16, 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  :   401,162:   106,264     31,940      9,855    254,575    344,679    370,694    386,474:    30,468     14,688
Old  :   401,162:   106,264     31,940      9,855    254,575    344,679    370,694    386,474:    30,468     14,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    -9,702:   -16,317     -6,267     -1,622      9,763     -1,600     -8,175     -9,488:    -1,527       -214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        8.0        2.5       63.5       85.9       92.4       96.3:       7.6        3.7
Old  :     100.0:      26.5        8.0        2.5       63.5       85.9       92.4       96.3:       7.6        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  :       239:        78         32         18         78         77        164        119:
Old  :       239:        78         32         18         78         77        164        119:
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  :                 30.4       47.1       41.1       57.1       30.3       47.0       40.1       56.5
Old  :                 30.4       47.1       41.1       57.1       30.3       47.0       40.1       56.5
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, October 16, 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  :   175,795:    77,532     39,954      6,367     62,829    103,333    146,728    149,653:    29,066     26,141
Old  :   175,795:    77,532     39,954      6,367     62,829    103,333    146,728    149,653:    29,066     26,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    -1,475:      -993        279       -710      1,309       -233       -394       -664:    -1,081       -811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1       22.7        3.6       35.7       58.8       83.5       85.1:      16.5       14.9
Old  :     100.0:      44.1       22.7        3.6       35.7       58.8       83.5       85.1:      16.5       14.9
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  :       103:        30         32         19         23         32         64         72:
Old  :       103:        30         32         19         23         32         64         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       43.0       55.9       55.3       41.6       42.5       55.5       54.8
Old  :                 42.0       43.0       55.9       55.3       41.6       42.5       55.5       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :    25,197:     5,543      2,980          0     13,744      7,693     19,287     10,673:     5,910     14,524
Old  :    25,197:     5,543      2,980          0     13,744      7,693     19,287     10,673:     5,910     14,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     4,412:     3,054        756          0      1,364        265      4,418      1,021:        -6      3,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       11.8        0.0       54.5       30.5       76.5       42.4:      23.5       57.6
Old  :     100.0:      22.0       11.8        0.0       54.5       30.5       76.5       42.4:      23.5       57.6
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  :        36:         8          4          0         18          9         26         13:
Old  :        36:         8          4          0         18          9         26         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       30.8       51.8       39.0       37.6       30.8       51.8       39.0
Old  :                 37.6       30.8       51.8       39.0       37.6       30.8       51.8       39.0
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, October 16, 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  :    41,551:     6,863      8,147        215     24,334     20,209     31,412     28,571:    10,139     12,980
Old  :    41,551:     6,863      8,147        215     24,334     20,209     31,412     28,571:    10,139     12,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     7,010:     2,681      1,742        145       -315      1,552      2,511      3,439:     4,499      3,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       19.6        0.5       58.6       48.6       75.6       68.8:      24.4       31.2
Old  :     100.0:      16.5       19.6        0.5       58.6       48.6       75.6       68.8:      24.4       31.2
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  :        58:        12         11          2         23         20         36         32:
Old  :        58:        12         11          2         23         20         36         32:
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  :                 28.9       27.5       43.0       43.7       26.2       27.5       39.0       42.2
Old  :                 28.9       27.5       43.0       43.7       26.2       27.5       39.0       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :     9,597:     5,481      1,592          0      3,168      7,790      8,649      9,382:       948        215
Old  :     9,597:     5,481      1,592          0      3,168      7,790      8,649      9,382:       948        215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :       301:      -376        601          0        778       -337        402        264:      -101         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.1       16.6        0.0       33.0       81.2       90.1       97.8:       9.9        2.2
Old  :     100.0:      57.1       16.6        0.0       33.0       81.2       90.1       97.8:       9.9        2.2
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  :        20:         9          3          0          6          2         15          5:
Old  :        20:         9          3          0          6          2         15          5:
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  :                 56.1       96.1       75.9       97.8       56.1       96.1       75.9       97.8
Old  :                 56.1       96.1       75.9       97.8       56.1       96.1       75.9       97.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 29, 2007