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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     4,173:         0         62         93      3,432      3,752      3,524      3,907:       648        265
Old  :     4,173:         0         62         93      3,432      3,752      3,524      3,907:       648        265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :        25:         0         31         -2         32        -19         30         10:        -5         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.5        2.2       82.2       89.9       84.5       93.6:      15.5        6.4
Old  :     100.0:       0.0        1.5        2.2       82.2       89.9       84.5       93.6:      15.5        6.4
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  :        25:         0          3          2         19         11         21         14:
Old  :        25:         0          3          2         19         11         21         14:
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  :                 47.3       66.5       68.0       83.9       41.9       61.8       59.8       74.1
Old  :                 47.3       66.5       68.0       83.9       41.9       61.8       59.8       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    46,172:     5,507      1,871     10,675     22,087     25,949     38,269     38,495:     7,903      7,677
Old  :    46,172:     5,507      1,871     10,675     22,087     25,949     38,269     38,495:     7,903      7,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :      -600:      -515        -47        -92        292        -37       -316       -176:      -285       -425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        4.1       23.1       47.8       56.2       82.9       83.4:      17.1       16.6
Old  :     100.0:      11.9        4.1       23.1       47.8       56.2       82.9       83.4:      17.1       16.6
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  :        79:        28          6         21         38         35         69         59:
Old  :        79:        28          6         21         38         35         69         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       31.7       44.9       46.1       29.4       31.1       38.1       40.0
Old  :                 31.0       31.7       44.9       46.1       29.4       31.1       38.1       40.0
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, September 11, 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  :   304,584:    80,745     54,954    101,584     92,574    106,788    274,903    263,326:    29,681     41,258
Old  :    92,331:    35,901     31,908     22,333     25,225     28,785     83,458     83,026:     8,873      9,305
Other:   212,253:    64,309     42,510     59,787     67,349     78,004    191,445    180,300:    20,809     31,953
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    16,123:     6,095      5,569     10,382     -1,401      1,338     15,075     17,289:     1,048     -1,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       18.0       33.4       30.4       35.1       90.3       86.5:       9.7       13.5
Old  :     100.0:      38.9       34.6       24.2       27.3       31.2       90.4       89.9:       9.6       10.1
Other:     100.0:      30.3       20.0       28.2       31.7       36.8       90.2       84.9:       9.8       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       116         97        136         60         76        242        257:
Old  :       237:        76         80         54         45         57        143        169:
Other:       285:       109         76        104         58         72        218        212:
     :----------------------------------------------------------------------------------------------------
     :             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       13.8       22.8       22.8       12.1       11.2       20.5       17.1
Old  :                 16.3       20.6       27.8       30.3       16.1       19.4       27.2       28.2
Other:                 15.9       14.1       26.3       22.8       14.9       10.1       23.4       16.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :   384,487:    96,012     47,712    108,372    150,089    172,903    354,472    328,987:    30,015     55,501
Old  :   384,487:    96,012     47,712    108,372    150,089    172,903    354,472    328,987:    30,015     55,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    12,230:     4,421     -2,029      2,429      3,132      8,555      9,981      8,956:     2,249      3,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       12.4       28.2       39.0       45.0       92.2       85.6:       7.8       14.4
Old  :     100.0:      25.0       12.4       28.2       39.0       45.0       92.2       85.6:       7.8       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       425:       135        102        156        110        152        332        341:
Old  :       425:       135        102        156        110        152        332        341:
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  :                 17.5       13.0       28.1       20.4       14.5       10.9       24.8       16.2
Old  :                 17.5       13.0       28.1       20.4       14.5       10.9       24.8       16.2
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, September 11, 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  :     8,280:     3,202      1,997        729      2,760      4,158      6,690      6,884:     1,591      1,397
Old  :     8,280:     3,202      1,997        729      2,760      4,158      6,690      6,884:     1,591      1,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :      -940:      -659       -242        -84         65       -623       -679       -949:      -261          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       24.1        8.8       33.3       50.2       80.8       83.1:      19.2       16.9
Old  :     100.0:      38.7       24.1        8.8       33.3       50.2       80.8       83.1:      19.2       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        29         16          8         20         24         55         44:
Old  :        77:        29         16          8         20         24         55         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  :                 30.2       31.5       47.9       50.6       30.2       30.7       43.0       45.2
Old  :                 30.2       31.5       47.9       50.6       30.2       30.7       43.0       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :    39,674:     6,628      8,495     12,098     12,720      5,535     31,446     26,129:     8,229     13,546
Old  :    39,674:     6,628      8,495     12,098     12,720      5,535     31,446     26,129:     8,229     13,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    -1,343:      -747       -858        -19       -805         90     -1,571       -787:       228       -556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       21.4       30.5       32.1       14.0       79.3       65.9:      20.7       34.1
Old  :     100.0:      16.7       21.4       30.5       32.1       14.0       79.3       65.9:      20.7       34.1
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  :       142:        29         47         44         48         45        102        117:
Old  :       142:        29         47         44         48         45        102        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       15.0       27.0       24.4       12.3       10.3       20.0       13.8
Old  :                 15.3       15.0       27.0       24.4       12.3       10.3       20.0       13.8
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, September 11, 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  :     6,663:       193      1,508        475      5,250      4,313      5,919      6,297:       745        367
Old  :     6,663:       193      1,508        475      5,250      4,313      5,919      6,297:       745        367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :       -69:        -5         99        -97         47        -77        -55        -76:       -14          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       22.6        7.1       78.8       64.7       88.8       94.5:      11.2        5.5
Old  :     100.0:       2.9       22.6        7.1       78.8       64.7       88.8       94.5:      11.2        5.5
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  :        29:         4          8          9         11         11         20         23:
Old  :        29:         4          8          9         11         11         20         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  :                 69.3       58.4       77.9       76.1       68.8       57.9       75.6       74.9
Old  :                 69.3       58.4       77.9       76.1       68.8       57.9       75.6       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :    97,350:     6,861      5,820      4,990     85,260     86,151     97,111     96,961:       239        389
Old  :    97,350:     6,861      5,820      4,990     85,260     86,151     97,111     96,961:       239        389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     2,663:     1,468        232          0      1,909      2,437      3,377      2,669:      -714         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        6.0        5.1       87.6       88.5       99.8       99.6:       0.2        0.4
Old  :     100.0:       7.0        6.0        5.1       87.6       88.5       99.8       99.6:       0.2        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  :        26:         3          3          3         17         19         21         24:
Old  :        26:         3          3          3         17         19         21         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.1       60.4       84.6       75.6       56.4       50.7       64.9       59.3
Old  :                 69.1       60.4       84.6       75.6       56.4       50.7       64.9       59.3
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, September 11, 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  :   267,371:   116,276     12,902     23,805     76,170    206,081    216,251    242,788:    51,120     24,583
Old  :   267,371:   116,276     12,902     23,805     76,170    206,081    216,251    242,788:    51,120     24,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    78,690:    27,408     -8,781     15,640     30,951     74,308     73,999     81,167:     4,690     -2,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5        4.8        8.9       28.5       77.1       80.9       90.8:      19.1        9.2
Old  :     100.0:      43.5        4.8        8.9       28.5       77.1       80.9       90.8:      19.1        9.2
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  :       108:        47         21         22         29         35         92         62:
Old  :       108:        47         21         22         29         35         92         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       48.0       43.3       63.6       29.4       43.9       35.1       52.7
Old  :                 30.9       48.0       43.3       63.6       29.4       43.9       35.1       52.7
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, September 11, 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  :    58,831:    11,648     20,615      1,746     31,150     22,496     44,544     44,857:    14,287     13,974
Old  :    58,831:    11,648     20,615      1,746     31,150     22,496     44,544     44,857:    14,287     13,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     1,494:     2,635     -1,510      1,733     -2,680      3,388      1,688      3,611:      -194     -2,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       35.0        3.0       52.9       38.2       75.7       76.2:      24.3       23.8
Old  :     100.0:      19.8       35.0        3.0       52.9       38.2       75.7       76.2:      24.3       23.8
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  :        42:        11         10          4         12         16         24         29:
Old  :        42:        11         10          4         12         16         24         29:
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  :                 53.8       35.8       64.0       51.0       53.5       35.3       62.5       50.3
Old  :                 53.8       35.8       64.0       51.0       53.5       35.3       62.5       50.3
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, September 11, 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  :   309,244:   127,168      4,925     54,499    120,120    247,731    301,787    307,155:     7,457      2,089
Old  :   309,244:   127,168      4,925     54,499    120,120    247,731    301,787    307,155:     7,457      2,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    86,589:    25,671     -5,691     48,404     11,194     44,295     85,269     87,008:     1,320       -419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1        1.6       17.6       38.8       80.1       97.6       99.3:       2.4        0.7
Old  :     100.0:      41.1        1.6       17.6       38.8       80.1       97.6       99.3:       2.4        0.7
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  :       136:        81         14         18         21         23        113         51:
Old  :       136:        81         14         18         21         23        113         51:
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  :                 40.1       55.2       60.3       76.9       34.7       49.6       46.4       58.9
Old  :                 40.1       55.2       60.3       76.9       34.7       49.6       46.4       58.9
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, September 11, 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  :   188,730:    49,703     54,253      7,218     90,891    104,809    147,813    166,280:    40,917     22,449
Old  :   188,730:    49,703     54,253      7,218     90,891    104,809    147,813    166,280:    40,917     22,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    46,604:     8,487      5,716      3,485     29,499     43,616     41,471     52,817:     5,134     -6,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       28.7        3.8       48.2       55.5       78.3       88.1:      21.7       11.9
Old  :     100.0:      26.3       28.7        3.8       48.2       55.5       78.3       88.1:      21.7       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        35         27         17         33         33         80         66:
Old  :       106:        35         27         17         33         33         80         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  :                 29.0       28.7       41.6       43.6       20.4       23.7       27.4       34.5
Old  :                 29.0       28.7       41.6       43.6       20.4       23.7       27.4       34.5
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, September 11, 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  :   185,224:    60,874     27,378      6,330     86,502    111,363    153,706    145,071:    31,518     40,153
Old  :   185,224:    60,874     27,378      6,330     86,502    111,363    153,706    145,071:    31,518     40,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    21,537:     5,629     -1,229        852      9,720     16,540     16,200     16,163:     5,337      5,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       14.8        3.4       46.7       60.1       83.0       78.3:      17.0       21.7
Old  :     100.0:      32.9       14.8        3.4       46.7       60.1       83.0       78.3:      17.0       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        31         31         17         28         34         67         75:
Old  :       103:        31         31         17         28         34         67         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       40.4       53.6       49.3       41.7       40.2       50.5       47.5
Old  :                 42.9       40.4       53.6       49.3       41.7       40.2       50.5       47.5
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, September 11, 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  :   373,921:    43,056    138,136     37,743    246,151    127,953    326,949    303,831:    46,972     70,090
Old  :   373,921:    43,056    138,136     37,743    246,151    127,953    326,949    303,831:    46,972     70,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     4,867:       -86    -10,439        193      1,335     14,703      1,442      4,457:     3,425        410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       36.9       10.1       65.8       34.2       87.4       81.3:      12.6       18.7
Old  :     100.0:      11.5       36.9       10.1       65.8       34.2       87.4       81.3:      12.6       18.7
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  :       203:        49         76         57         54         55        137        156:
Old  :       203:        49         76         57         54         55        137        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       29.3       44.7       37.0       32.9       28.3       42.7       34.2
Old  :                 33.7       29.3       44.7       37.0       32.9       28.3       42.7       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :    16,112:    13,640     13,765         78      1,768      1,840     15,486     15,683:       626        429
Old  :    16,112:    13,640     13,765         78      1,768      1,840     15,486     15,683:       626        429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    -1,966:      -436       -278       -421       -825       -972     -1,682     -1,671:      -284       -295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.7       85.4        0.5       11.0       11.4       96.1       97.3:       3.9        2.7
Old  :     100.0:      84.7       85.4        0.5       11.0       11.4       96.1       97.3:       3.9        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  :        20:         7          4          1          5          5         12         10:
Old  :        20:         7          4          1          5          5         12         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.6       87.2       91.6       95.8       82.1       87.2       90.8       94.7
Old  :                 82.6       87.2       91.6       95.8       82.1       87.2       90.8       94.7
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, September 11, 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  :    27,152:    13,641      3,609        729      8,115     20,781     22,485     25,119:     4,667      2,033
Old  :    27,152:    13,641      3,609        729      8,115     20,781     22,485     25,119:     4,667      2,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     1,759:    -1,174        195        601        844        945        271      1,741:     1,488         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.2       13.3        2.7       29.9       76.5       82.8       92.5:      17.2        7.5
Old  :     100.0:      50.2       13.3        2.7       29.9       76.5       82.8       92.5:      17.2        7.5
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  :        49:        20         10          3         14         13         37         24:
Old  :        49:        20         10          3         14         13         37         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       69.1       58.5       80.9       35.5       63.4       46.9       70.4
Old  :                 40.5       69.1       58.5       80.9       35.5       63.4       46.9       70.4
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, September 11, 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  :12,887,954: 1,611,162    502,918  4,449,292  5,897,004  6,953,545 11,957,458 11,905,755:   930,496    982,199
Old  :12,887,954: 1,611,162    502,918  4,449,292  5,897,004  6,953,545 11,957,458 11,905,755:   930,496    982,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :   237,309:   127,816     16,926    -13,269    102,467    219,387    217,014    223,043:    20,295     14,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        3.9       34.5       45.8       54.0       92.8       92.4:       7.2        7.6
Old  :     100.0:      12.5        3.9       34.5       45.8       54.0       92.8       92.4:       7.2        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        69         41         90        135        139        250        235:
Old  :       264:        69         41         90        135        139        250        235:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       21.9       29.8       33.4       10.4       14.0       16.5       16.6
Old  :                 19.1       21.9       29.8       33.4       10.4       14.0       16.5       16.6
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, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  : 1,029,904:    91,783     86,150     65,082    713,211    750,068    870,076    901,301:   159,828    128,603
Old  : 1,029,904:    91,783     86,150     65,082    713,211    750,068    870,076    901,301:   159,828    128,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    30,137:    10,305     -6,224      1,590     15,437     34,202     27,332     29,568:     2,805        569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        8.4        6.3       69.3       72.8       84.5       87.5:      15.5       12.5
Old  :     100.0:       8.9        8.4        6.3       69.3       72.8       84.5       87.5:      15.5       12.5
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  :       597:       121        123        116        258        257        444        432:
Old  :       597:       121        123        116        258        257        444        432:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.5       11.4       18.6       19.1        9.6        8.4       16.0       15.0
Old  :                 11.5       11.4       18.6       19.1        9.6        8.4       16.0       15.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :   314,815:    11,601      8,548     22,442    200,763    207,684    234,806    238,674:    80,008     76,141
Old  :   314,815:    11,601      8,548     22,442    200,763    207,684    234,806    238,674:    80,008     76,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :       890:     3,712     -2,493        156     -4,100      3,084       -233        747:     1,123        144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        2.7        7.1       63.8       66.0       74.6       75.8:      25.4       24.2
Old  :     100.0:       3.7        2.7        7.1       63.8       66.0       74.6       75.8:      25.4       24.2
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  :       112:        12         13         21         68         61         93         83:
Old  :       112:        12         13         21         68         61         93         83:
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  :                 17.2       15.1       27.4       25.9       15.0       12.0       21.7       20.4
Old  :                 17.2       15.1       27.4       25.9       15.0       12.0       21.7       20.4
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, September 11, 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  : 3,575,446:   431,921    419,024    182,188  2,562,236  2,711,922  3,176,345  3,313,134:   399,101    262,312
Old  : 3,575,446:   431,921    419,024    182,188  2,562,236  2,711,922  3,176,345  3,313,134:   399,101    262,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :   146,234:    26,815    -24,807     13,322     97,688    155,593    137,826    144,109:     8,408      2,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       11.7        5.1       71.7       75.8       88.8       92.7:      11.2        7.3
Old  :     100.0:      12.1       11.7        5.1       71.7       75.8       88.8       92.7:      11.2        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       564:       118        116        107        238        239        413        405:
Old  :       564:       118        116        107        238        239        413        405:
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  :                 14.1       12.0       23.2       21.0       12.8       10.7       20.9       18.2
Old  :                 14.1       12.0       23.2       21.0       12.8       10.7       20.9       18.2
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, September 11, 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  :   124,148:    16,584      3,419        241     95,286    116,774    112,111    120,434:    12,037      3,714
Old  :   124,148:    16,584      3,419        241     95,286    116,774    112,111    120,434:    12,037      3,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     2,727:       186       -317       -947      2,746      5,092      1,985      3,828:       742     -1,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        2.8        0.2       76.8       94.1       90.3       97.0:       9.7        3.0
Old  :     100.0:      13.4        2.8        0.2       76.8       94.1       90.3       97.0:       9.7        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        19          3          1         56         40         76         44:
Old  :       104:        19          3          1         56         40         76         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  :                 31.2       45.7       46.3       62.2       30.8       45.7       44.8       62.1
Old  :                 31.2       45.7       46.3       62.2       30.8       45.7       44.8       62.1
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, September 11, 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  :   118,001:    32,452      3,842      2,301     67,691    103,223    102,443    109,365:    15,558      8,636
Old  :   118,001:    32,452      3,842      2,301     67,691    103,223    102,443    109,365:    15,558      8,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     1,997:    -1,668     -1,349        395      1,670      2,835        398      1,881:     1,599        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        3.3        1.9       57.4       87.5       86.8       92.7:      13.2        7.3
Old  :     100.0:      27.5        3.3        1.9       57.4       87.5       86.8       92.7:      13.2        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        85         25         19         77         80        168        118:
Old  :       239:        85         25         19         77         80        168        118:
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  :                 27.9       42.6       37.1       56.3       24.5       36.8       33.1       47.9
Old  :                 27.9       42.6       37.1       56.3       24.5       36.8       33.1       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    22,758:       241      1,231          0     14,771     20,478     15,012     21,709:     7,746      1,049
Old  :    22,758:       241      1,231          0     14,771     20,478     15,012     21,709:     7,746      1,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     1,111:         0          0          0        701      1,209        701      1,209:       410        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        5.4        0.0       64.9       90.0       66.0       95.4:      34.0        4.6
Old  :     100.0:       1.1        5.4        0.0       64.9       90.0       66.0       95.4:      34.0        4.6
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  :        22:         1          2          0          8         12          9         14:
Old  :        22:         1          2          0          8         12          9         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       65.8       64.9       83.6       55.0       65.8       64.5       83.6
Old  :                 55.4       65.8       64.9       83.6       55.0       65.8       64.5       83.6
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, September 11, 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  :   476,217:   163,772     15,770      8,786    264,599    413,723    437,157    438,279:    39,060     37,938
Old  :   476,217:   163,772     15,770      8,786    264,599    413,723    437,157    438,279:    39,060     37,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     4,430:    -8,366     -6,775      2,004      4,846      8,129     -1,515      3,358:     5,945      1,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4        3.3        1.8       55.6       86.9       91.8       92.0:       8.2        8.0
Old  :     100.0:      34.4        3.3        1.8       55.6       86.9       91.8       92.0:       8.2        8.0
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  :       238:        86         24         17         73         78        163        115:
Old  :       238:        86         24         17         73         78        163        115:
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  :                 30.0       41.4       40.7       56.0       30.0       41.4       40.7       55.0
Old  :                 30.0       41.4       40.7       56.0       30.0       41.4       40.7       55.0
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, September 11, 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  :   231,918:   106,863     36,856     13,557     80,729    156,264    201,148    206,677:    30,769     25,241
Old  :   231,918:   106,863     36,856     13,557     80,729    156,264    201,148    206,677:    30,769     25,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    19,658:    -5,777    -13,882      2,496     23,003     31,455     19,722     20,069:       -63       -411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.1       15.9        5.8       34.8       67.4       86.7       89.1:      13.3       10.9
Old  :     100.0:      46.1       15.9        5.8       34.8       67.4       86.7       89.1:      13.3       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        33         31         26         26         34         76         74:
Old  :       102:        33         31         26         26         34         76         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  :                 40.4       46.0       54.4       57.6       39.5       38.2       46.1       48.2
Old  :                 40.4       46.0       54.4       57.6       39.5       38.2       46.1       48.2
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, September 11, 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  :    35,704:     3,955     10,184        320     22,336      7,291     26,611     17,795:     9,093     17,909
Old  :    35,704:     3,955     10,184        320     22,336      7,291     26,611     17,795:     9,093     17,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     4,132:     1,325     -1,356        180      1,738      3,061      3,243      1,885:       889      2,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       28.5        0.9       62.6       20.4       74.5       49.8:      25.5       50.2
Old  :     100.0:      11.1       28.5        0.9       62.6       20.4       74.5       49.8:      25.5       50.2
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  :        33:         8          6          2         19          6         27         14:
Old  :        33:         8          6          2         19          6         27         14:
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  :                 41.1       38.9       53.5       46.0       33.4       35.3       45.8       40.2
Old  :                 41.1       38.9       53.5       46.0       33.4       35.3       45.8       40.2
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, September 11, 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  :    73,313:    13,190      9,021      4,799     48,331     19,508     66,320     33,328:     6,993     39,985
Old  :    73,313:    13,190      9,021      4,799     48,331     19,508     66,320     33,328:     6,993     39,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    16,448:       780        946      3,407     11,087      4,109     15,274      8,462:     1,174      7,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       12.3        6.5       65.9       26.6       90.5       45.5:       9.5       54.5
Old  :     100.0:      18.0       12.3        6.5       65.9       26.6       90.5       45.5:       9.5       54.5
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  :        62:        16          9          5         28         21         46         33:
Old  :        62:        16          9          5         28         21         46         33:
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  :                 27.0       18.3       44.3       27.5       24.5       14.1       39.0       19.0
Old  :                 27.0       18.3       44.3       27.5       24.5       14.1       39.0       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :     9,650:     6,056      1,522          0      2,491      7,618      8,547      9,140:     1,103        510
Old  :     9,650:     6,056      1,522          0      2,491      7,618      8,547      9,140:     1,103        510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.8       15.8        0.0       25.8       78.9       88.6       94.7:      11.4        5.3
Old  :     100.0:      62.8       15.8        0.0       25.8       78.9       88.6       94.7:      11.4        5.3
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  :        20:         9          3          0          6          2         15          5:
Old  :        20:         9          3          0          6          2         15          5:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       93.4       72.8       94.7       53.7       93.4       72.8       94.7
Old  :                 53.7       93.4       72.8       94.7       53.7       93.4       72.8       94.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 14, 2012