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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :    39,053:     3,359      2,563      9,400     21,238     19,554     33,996     31,517:     5,056      7,536
Old  :    39,053:     3,359      2,563      9,400     21,238     19,554     33,996     31,517:     5,056      7,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :     1,712:       187       -217        341        934        732      1,462        856:       250        856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        6.6       24.1       54.4       50.1       87.1       80.7:      12.9       19.3
Old  :     100.0:       8.6        6.6       24.1       54.4       50.1       87.1       80.7:      12.9       19.3
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  :        79:        21         12         23         38         34         70         58:
Old  :        79:        21         12         23         38         34         70         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  :                 32.1       28.9       47.9       46.4       30.4       27.5       40.2       38.7
Old  :                 32.1       28.9       47.9       46.4       30.4       27.5       40.2       38.7
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, December 24, 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  :   275,113:    79,489     26,378     81,895     82,789    125,068    244,173    233,341:    30,940     41,771
Old  :   263,939:    79,049     27,455     78,308     78,851    118,506    236,208    224,269:    27,731     39,670
Other:    11,174:     1,895        378      2,133      3,938      6,561      7,965      9,073:     3,208      2,101
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :    18,060:     6,701       -700      6,148      3,365     10,516     16,214     15,964:     1,846      2,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        9.6       29.8       30.1       45.5       88.8       84.8:      11.2       15.2
Old  :     100.0:      29.9       10.4       29.7       29.9       44.9       89.5       85.0:      10.5       15.0
Other:     100.0:      17.0        3.4       19.1       35.2       58.7       71.3       81.2:      28.7       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:       102         71        113         70         84        241        220:
Old  :       293:       103         73        113         65         84        236        220:
Other:        81:        19         10         17         32         38         58         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       13.7       23.1       23.5       11.7       13.3       20.5       21.5
Old  :                 12.9       14.2       23.8       24.1       12.2       13.8       21.2       21.8
Other:                 24.8       25.3       35.7       40.3       21.7       22.9       28.4       33.1
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :   394,271:   105,714     34,862    113,776    139,913    184,059    359,403    332,697:    34,868     61,574
Old  :   394,271:   105,714     34,862    113,776    139,913    184,059    359,403    332,697:    34,868     61,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :     1,646:     3,822     -5,149      4,299     -6,163      1,949      1,957      1,099:      -311        548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        8.8       28.9       35.5       46.7       91.2       84.4:       8.8       15.6
Old  :     100.0:      26.8        8.8       28.9       35.5       46.7       91.2       84.4:       8.8       15.6
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  :       433:       136         84        162        114        168        338        354:
Old  :       433:       136         84        162        114        168        338        354:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       15.0       24.9       22.5       12.5       12.9       21.4       17.9
Old  :                 13.9       15.0       24.9       22.5       12.5       12.9       21.4       17.9
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, December 24, 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  :    11,206:     4,540      2,169      1,500      2,401      5,857      8,440      9,526:     2,765      1,680
Old  :    11,206:     4,540      2,169      1,500      2,401      5,857      8,440      9,526:     2,765      1,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :       181:      -167         32        405          3        -23        240        413:       -59       -232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       19.4       13.4       21.4       52.3       75.3       85.0:      24.7       15.0
Old  :     100.0:      40.5       19.4       13.4       21.4       52.3       75.3       85.0:      24.7       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        44         20         10         26         31         77         55:
Old  :       101:        44         20         10         26         31         77         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       37.1       40.0       48.7       20.5       32.0       31.7       42.0
Old  :                 24.2       37.1       40.0       48.7       20.5       32.0       31.7       42.0
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, December 24, 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  :    34,453:     9,945      6,396      7,738      9,555      6,400     27,237     20,534:     7,216     13,919
Old  :    34,453:     9,945      6,396      7,738      9,555      6,400     27,237     20,534:     7,216     13,919
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :       985:       256      1,052         -9        523        102        770      1,145:       215       -161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       18.6       22.5       27.7       18.6       79.1       59.6:      20.9       40.4
Old  :     100.0:      28.9       18.6       22.5       27.7       18.6       79.1       59.6:      20.9       40.4
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  :       149:        41         27         34         54         47        112         96:
Old  :       149:        41         27         34         54         47        112         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.7       17.3       23.2       25.2       11.1       13.1       18.9       17.4
Old  :                 12.7       17.3       23.2       25.2       11.1       13.1       18.9       17.4
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, December 24, 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  :     6,552:       266      1,952      1,093      4,706      3,331      6,065      6,376:       487        176
Old  :     6,552:       266      1,952      1,093      4,706      3,331      6,065      6,376:       487        176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :       131:       -39         -5        -22        187        194        126        167:         5        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       29.8       16.7       71.8       50.8       92.6       97.3:       7.4        2.7
Old  :     100.0:       4.1       29.8       16.7       71.8       50.8       92.6       97.3:       7.4        2.7
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  :        34:         7          8         10         15         12         28         24:
Old  :        34:         7          8         10         15         12         28         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  :                 52.7       36.0       69.3       62.3       46.3       34.5       59.1       58.3
Old  :                 52.7       36.0       69.3       62.3       46.3       34.5       59.1       58.3
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, December 24, 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  :    75,148:    10,503      5,229      3,054     61,029     66,550     74,586     74,833:       562        315
Old  :    75,148:    10,503      5,229      3,054     61,029     66,550     74,586     74,833:       562        315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :     1,644:     1,039       -207        250        321      1,606      1,610      1,649:        34         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        7.0        4.1       81.2       88.6       99.3       99.6:       0.7        0.4
Old  :     100.0:      14.0        7.0        4.1       81.2       88.6       99.3       99.6:       0.7        0.4
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  :        24:         2          3          2         14         17         17         21:
Old  :        24:         2          3          2         14         17         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  :                 69.0       59.8       90.1       79.1       58.4       50.7       66.3       60.9
Old  :                 69.0       59.8       90.1       79.1       58.4       50.7       66.3       60.9
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, December 24, 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  :   150,557:    72,713      9,547      3,394     30,509    118,886    106,616    131,826:    43,941     18,731
Old  :   150,557:    72,713      9,547      3,394     30,509    118,886    106,616    131,826:    43,941     18,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -76,835:    -8,474      2,111    -10,256    -54,962    -67,555    -73,692    -75,700:    -3,143     -1,135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.3        6.3        2.3       20.3       79.0       70.8       87.6:      29.2       12.4
Old  :     100.0:      48.3        6.3        2.3       20.3       79.0       70.8       87.6:      29.2       12.4
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  :        86:        43         12         12         21         25         68         45:
Old  :        86:        43         12         12         21         25         68         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       62.4       42.5       73.9       34.6       62.3       42.2       73.7
Old  :                 34.7       62.4       42.5       73.9       34.6       62.3       42.2       73.7
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, December 24, 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  :    50,221:    21,795     10,759        397      2,748     30,798     24,940     41,954:    25,281      8,268
Old  :    50,221:    21,795     10,759        397      2,748     30,798     24,940     41,954:    25,281      8,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :     5,378:     4,536     -2,570         16       -322      9,173      4,230      6,619:     1,148     -1,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4       21.4        0.8        5.5       61.3       49.7       83.5:      50.3       16.5
Old  :     100.0:      43.4       21.4        0.8        5.5       61.3       49.7       83.5:      50.3       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        13          9          2          7         16         22         25:
Old  :        39:        13          9          2          7         16         22         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       42.5       39.0       59.2       30.2       42.5       38.5       59.2
Old  :                 30.2       42.5       39.0       59.2       30.2       42.5       38.5       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :   200,460:   157,338      7,983        110     30,890    190,677    188,338    198,770:    12,122      1,690
Old  :   200,460:   157,338      7,983        110     30,890    190,677    188,338    198,770:    12,122      1,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -11,730:   -12,075    -13,681        -35     -1,832      2,416    -13,942    -11,300:     2,212       -430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.5        4.0        0.1       15.4       95.1       94.0       99.2:       6.0        0.8
Old  :     100.0:      78.5        4.0        0.1       15.4       95.1       94.0       99.2:       6.0        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        84         14          1         16         19        100         34:
Old  :       131:        84         14          1         16         19        100         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       57.6       62.6       81.1       50.7       57.6       62.6       81.1
Old  :                 50.7       57.6       62.6       81.1       50.7       57.6       62.6       81.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :   191,997:    73,505     37,160      5,246     69,172    129,708    147,923    172,114:    44,074     19,884
Old  :   191,997:    73,505     37,160      5,246     69,172    129,708    147,923    172,114:    44,074     19,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :    -5,915:    -4,825    -13,520        603     -1,744      8,235     -5,967     -4,683:        51     -1,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       19.4        2.7       36.0       67.6       77.0       89.6:      23.0       10.4
Old  :     100.0:      38.3       19.4        2.7       36.0       67.6       77.0       89.6:      23.0       10.4
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  :       105:        39         28         15         21         31         68         66:
Old  :       105:        39         28         15         21         31         68         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       39.9       51.0       54.2       41.2       39.8       50.2       54.1
Old  :                 41.2       39.9       51.0       54.2       41.2       39.8       50.2       54.1
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, December 24, 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  :   230,961:    25,915    110,065     19,813    167,754     31,726    213,482    161,603:    17,479     69,358
Old  :   230,961:    25,915    110,065     19,813    167,754     31,726    213,482    161,603:    17,479     69,358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :     3,848:    -1,414     -5,763      3,423      2,107      2,473      4,116        134:      -268      3,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       47.7        8.6       72.6       13.7       92.4       70.0:       7.6       30.0
Old  :     100.0:      11.2       47.7        8.6       72.6       13.7       92.4       70.0:       7.6       30.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        28         59         28         27         26         69         99:
Old  :       124:        28         59         28         27         26         69         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       27.8       56.7       35.3       40.3       27.8       55.4       34.0
Old  :                 41.4       27.8       56.7       35.3       40.3       27.8       55.4       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :   245,600:    73,321     74,620     27,609     87,614     89,857    188,543    192,086:    57,057     53,514
Old  :   245,600:    73,321     74,620     27,609     87,614     89,857    188,543    192,086:    57,057     53,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :    11,236:     5,576     -1,463        817      1,102     14,265      7,495     13,620:     3,741     -2,384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       30.4       11.2       35.7       36.6       76.8       78.2:      23.2       21.8
Old  :     100.0:      29.9       30.4       11.2       35.7       36.6       76.8       78.2:      23.2       21.8
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  :       184:        53         62         48         48         51        125        137:
Old  :       184:        53         62         48         48         51        125        137:
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  :                 20.1       18.1       27.1       26.7       20.0       17.9       26.4       25.7
Old  :                 20.1       18.1       27.1       26.7       20.0       17.9       26.4       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :    41,054:    22,347      7,583      1,091     16,945     31,718     40,383     40,392:       671        662
Old  :    41,054:    22,347      7,583      1,091     16,945     31,718     40,383     40,392:       671        662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :       752:       733       -503          3         85      1,366        821        866:       -69       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.4       18.5        2.7       41.3       77.3       98.4       98.4:       1.6        1.6
Old  :     100.0:      54.4       18.5        2.7       41.3       77.3       98.4       98.4:       1.6        1.6
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  :        26:        10          4          5          7          9         20         15:
Old  :        26:        10          4          5          7          9         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.5       85.6       92.2       95.3       73.8       84.3       88.1       91.8
Old  :                 76.5       85.6       92.2       95.3       73.8       84.3       88.1       91.8
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, December 24, 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  :    40,135:    27,425     12,686        229      5,177     25,784     32,831     38,699:     7,304      1,436
Old  :    40,135:    27,425     12,686        229      5,177     25,784     32,831     38,699:     7,304      1,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :    -2,311:    -4,405     -4,914         73        648      2,845     -3,684     -1,996:     1,373       -315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.3       31.6        0.6       12.9       64.2       81.8       96.4:      18.2        3.6
Old  :     100.0:      68.3       31.6        0.6       12.9       64.2       81.8       96.4:      18.2        3.6
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  :        57:        25         14          1          8         12         33         27:
Old  :        57:        25         14          1          8         12         33         27:
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  :                 52.4       73.1       64.3       85.5       52.4       73.1       64.3       85.5
Old  :                 52.4       73.1       64.3       85.5       52.4       73.1       64.3       85.5
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, December 24, 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  :10,388,263: 1,051,618    537,001  3,236,775  5,159,031  5,531,856  9,447,423  9,305,632:   940,840  1,082,631
Old  :10,388,263: 1,051,618    537,001  3,236,775  5,159,031  5,531,856  9,447,423  9,305,632:   940,840  1,082,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :  -106,468:  -184,778     -3,393     24,547     34,198   -175,682   -126,033   -154,528:    19,565     48,060
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        5.2       31.2       49.7       53.3       90.9       89.6:       9.1       10.4
Old  :     100.0:      10.1        5.2       31.2       49.7       53.3       90.9       89.6:       9.1       10.4
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  :       238:        57         42         85        121        126        221        220:
Old  :       238:        57         42         85        121        126        221        220:
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  :                 20.4       24.6       31.5       35.0       14.1       15.7       19.0       19.1
Old  :                 20.4       24.6       31.5       35.0       14.1       15.7       19.0       19.1
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, December 24, 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  :   852,046:    94,017     65,045     49,279    585,311    651,087    728,607    765,410:   123,439     86,636
Old  :   852,046:    94,017     65,045     49,279    585,311    651,087    728,607    765,410:   123,439     86,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :  -245,594:   -19,185     -6,955    -35,227   -182,341   -189,965   -236,753   -232,146:    -8,841    -13,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        7.6        5.8       68.7       76.4       85.5       89.8:      14.5       10.2
Old  :     100.0:      11.0        7.6        5.8       68.7       76.4       85.5       89.8:      14.5       10.2
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  :       554:       131         92         93        240        215        419        354:
Old  :       554:       131         92         93        240        215        419        354:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       15.5       22.6       26.2       12.0       15.4       19.4       25.6
Old  :                 14.3       15.5       22.6       26.2       12.0       15.4       19.4       25.6
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, December 24, 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  :   221,684:    10,816      1,196     14,742    136,761    159,898    162,319    175,836:    59,366     45,848
Old  :   221,684:    10,816      1,196     14,742    136,761    159,898    162,319    175,836:    59,366     45,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :  -100,255:   -12,748     -7,431     -8,818    -66,402    -82,237    -87,968    -98,485:   -12,287     -1,770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        0.5        6.6       61.7       72.1       73.2       79.3:      26.8       20.7
Old  :     100.0:       4.9        0.5        6.6       61.7       72.1       73.2       79.3:      26.8       20.7
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  :       105:        18          7         21         63         53         90         74:
Old  :       105:        18          7         21         63         53         90         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       26.1       25.7       37.7       15.3       26.0       22.5       36.9
Old  :                 17.9       26.1       25.7       37.7       15.3       26.0       22.5       36.9
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, December 24, 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  : 3,151,807:   423,481    326,718    165,208  2,242,751  2,455,945  2,831,440  2,947,870:   320,367    203,936
Old  : 3,151,807:   423,481    326,718    165,208  2,242,751  2,455,945  2,831,440  2,947,870:   320,367    203,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :  -726,695:   -84,190    -49,626    -80,039   -579,695   -538,641   -743,923   -668,306:    17,228    -58,389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       10.4        5.2       71.2       77.9       89.8       93.5:      10.2        6.5
Old  :     100.0:      13.4       10.4        5.2       71.2       77.9       89.8       93.5:      10.2        6.5
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  :       516:       121         89         83        216        199        380        328:
Old  :       516:       121         89         83        216        199        380        328:
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  :                 16.6       17.7       27.1       29.1       15.7       17.5       23.5       28.5
Old  :                 16.6       17.7       27.1       29.1       15.7       17.5       23.5       28.5
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, December 24, 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  :   113,576:    17,948      2,484          0     83,728    108,691    101,676    111,175:    11,901      2,402
Old  :   113,576:    17,948      2,484          0     83,728    108,691    101,676    111,175:    11,901      2,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -15,053:       -69       -612        -92    -12,144    -13,887    -12,305    -14,591:    -2,748       -462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        2.2        0.0       73.7       95.7       89.5       97.9:      10.5        2.1
Old  :     100.0:      15.8        2.2        0.0       73.7       95.7       89.5       97.9:      10.5        2.1
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  :       102:        17          3          0         53         41         70         44:
Old  :       102:        17          3          0         53         41         70         44:
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  :                 36.1       43.0       49.8       61.7       36.1       43.0       49.0       61.5
Old  :                 36.1       43.0       49.8       61.7       36.1       43.0       49.0       61.5
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, December 24, 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  :    60,603:    14,339      6,241      1,090     38,507     50,838     53,936     58,169:     6,667      2,434
Old  :    60,603:    14,339      6,241      1,090     38,507     50,838     53,936     58,169:     6,667      2,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -63,638:    -1,429     -1,205     -2,537    -58,645    -58,738    -62,611    -62,480:    -1,027     -1,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       10.3        1.8       63.5       83.9       89.0       96.0:      11.0        4.0
Old  :     100.0:      23.7       10.3        1.8       63.5       83.9       89.0       96.0:      11.0        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  :       194:        48         22         14         71         74        126        103:
Old  :       194:        48         22         14         71         74        126        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       30.6       43.8       46.0       32.1       30.6       43.2       45.3
Old  :                 32.1       30.6       43.8       46.0       32.1       30.6       43.2       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :   303,017:    71,695     31,205      5,451    192,536    254,191    269,682    290,847:    33,335     12,170
Old  :   303,017:    71,695     31,205      5,451    192,536    254,191    269,682    290,847:    33,335     12,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :  -183,570:    -6,768    -11,753     -5,957   -178,907   -171,673   -191,632   -189,383:     8,061      5,813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       10.3        1.8       63.5       83.9       89.0       96.0:      11.0        4.0
Old  :     100.0:      23.7       10.3        1.8       63.5       83.9       89.0       96.0:      11.0        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  :       194:        48         22         14         71         74        126        103:
Old  :       194:        48         22         14         71         74        126        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       30.6       43.8       46.0       32.1       30.6       43.2       45.3
Old  :                 32.1       30.6       43.8       46.0       32.1       30.6       43.2       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :   185,331:   116,468     42,478      5,563     24,461    117,571    146,493    165,613:    38,838     19,718
Old  :   185,331:   116,468     42,478      5,563     24,461    117,571    146,493    165,613:    38,838     19,718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -29,636:   -28,244     -3,880       -564      2,710    -22,783    -26,098    -27,227:    -3,538     -2,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.8       22.9        3.0       13.2       63.4       79.0       89.4:      21.0       10.6
Old  :     100.0:      62.8       22.9        3.0       13.2       63.4       79.0       89.4:      21.0       10.6
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  :       112:        39         39         20         22         25         75         70:
Old  :       112:        39         39         20         22         25         75         70:
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  :                 40.4       51.4       51.2       63.3       40.4       50.7       51.2       62.7
Old  :                 40.4       51.4       51.2       63.3       40.4       50.7       51.2       62.7
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, December 24, 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  :    52,532:    17,101     21,967        776     24,785     10,343     42,662     33,086:     9,870     19,446
Old  :    52,532:    17,101     21,967        776     24,785     10,343     42,662     33,086:     9,870     19,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :       -12:      -991     -1,877        676        -36      4,171       -351      2,970:       339     -2,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       41.8        1.5       47.2       19.7       81.2       63.0:      18.8       37.0
Old  :     100.0:      32.6       41.8        1.5       47.2       19.7       81.2       63.0:      18.8       37.0
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  :        49:        19          8          3         20          4         41         13:
Old  :        49:        19          8          3         20          4         41         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  :                 32.9       45.3       46.5       59.9       32.9       44.7       46.5       58.6
Old  :                 32.9       45.3       46.5       59.9       32.9       44.7       46.5       58.6
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, December 24, 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  :    53,381:    26,308      3,282        138     19,314     18,738     45,760     22,158:     7,621     31,223
Old  :    53,381:    26,308      3,282        138     19,314     18,738     45,760     22,158:     7,621     31,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :    -5,349:    -5,654        181        101      1,250      2,148     -4,303      2,430:    -1,046     -7,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.3        6.1        0.3       36.2       35.1       85.7       41.5:      14.3       58.5
Old  :     100.0:      49.3        6.1        0.3       36.2       35.1       85.7       41.5:      14.3       58.5
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  :        60:        22          4          2         23         18         46         23:
Old  :        60:        22          4          2         23         18         46         23:
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  :                 36.6       16.7       52.1       27.1       36.6       15.0       50.1       25.0
Old  :                 36.6       16.7       52.1       27.1       36.6       15.0       50.1       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 28, 2012