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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :     4,937:        11        116        138      4,065      4,371      4,214      4,625:       722        311
Old  :     4,937:        11        116        138      4,065      4,371      4,214      4,625:       722        311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       116:       -11         67         54         50         81         93        202:        23        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        2.3        2.8       82.3       88.6       85.4       93.7:      14.6        6.3
Old  :     100.0:       0.2        2.3        2.8       82.3       88.6       85.4       93.7:      14.6        6.3
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  :        23:         1          3          2         14         11         16         15:
Old  :        23:         1          3          2         14         11         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.6       69.9       78.7       85.4       63.6       67.7       77.0       82.1
Old  :                 63.6       69.9       78.7       85.4       63.6       67.7       77.0       82.1
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, July 17, 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  :    42,323:     5,540      2,343      9,397     20,522     22,950     35,459     34,690:     6,864      7,632
Old  :    42,323:     5,540      2,343      9,397     20,522     22,950     35,459     34,690:     6,864      7,632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     4,796:       977       -236      1,708      1,567      3,106      4,252      4,578:       544        218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        5.5       22.2       48.5       54.2       83.8       82.0:      16.2       18.0
Old  :     100.0:      13.1        5.5       22.2       48.5       54.2       83.8       82.0:      16.2       18.0
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  :        80:        23         12         20         37         33         66         59:
Old  :        80:        23         12         20         37         33         66         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       29.2       45.9       43.2       30.8       28.6       41.4       38.7
Old  :                 31.0       29.2       45.9       43.2       30.8       28.6       41.4       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   277,021:    70,607     30,932     82,215     97,804    122,391    250,625    235,538:    26,396     41,484
Old  :   149,066:    54,443     39,329     37,045     44,161     52,826    135,648    129,199:    13,418     19,867
Other:   127,955:    36,211     11,649     25,123     53,643     69,566    114,977    106,338:    12,978     21,617
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :   -16,590:    -2,141      7,385     -5,446     -5,642    -14,465    -13,229    -12,525:    -3,361     -4,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       11.2       29.7       35.3       44.2       90.5       85.0:       9.5       15.0
Old  :     100.0:      36.5       26.4       24.9       29.6       35.4       91.0       86.7:       9.0       13.3
Other:     100.0:      28.3        9.1       19.6       41.9       54.4       89.9       83.1:      10.1       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:       105         71        101         70         83        226        213:
Old  :       266:        85         86         74         51         77        182        193:
Other:       186:        64         28         48         61         70        145        133:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       16.2       26.0       24.8       14.6       15.5       24.9       22.1
Old  :                 16.5       15.1       27.3       23.7       16.3       14.4       26.6       21.0
Other:                 21.0       18.3       34.3       29.3       20.6       16.9       32.0       27.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   398,940:    93,751     52,471    117,679    157,376    170,475    368,806    340,625:    30,135     58,316
Old  :   398,940:    93,751     52,471    117,679    157,376    170,475    368,806    340,625:    30,135     58,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     6,395:    -5,523      2,012      7,050      5,049     -5,620      6,575      3,442:      -180      2,953
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       13.2       29.5       39.4       42.7       92.4       85.4:       7.6       14.6
Old  :     100.0:      23.5       13.2       29.5       39.4       42.7       92.4       85.4:       7.6       14.6
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  :       390:       113        100        134        112        151        286        335:
Old  :       390:       113        100        134        112        151        286        335:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       15.3       26.9       21.0       15.3       10.4       25.6       14.7
Old  :                 15.8       15.3       26.9       21.0       15.3       10.4       25.6       14.7
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, July 17, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     7,723:     3,610      2,744        919      1,891      2,721      6,420      6,384:     1,303      1,339
Old  :     7,723:     3,610      2,744        919      1,891      2,721      6,420      6,384:     1,303      1,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       411:       242         26        266        -68        150        439        442:       -28        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7       35.5       11.9       24.5       35.2       83.1       82.7:      16.9       17.3
Old  :     100.0:      46.7       35.5       11.9       24.5       35.2       83.1       82.7:      16.9       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        35         19         13         16         24         59         49:
Old  :        83:        35         19         13         16         24         59         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       24.3       50.8       39.7       32.4       22.3       49.2       35.9
Old  :                 32.4       24.3       50.8       39.7       32.4       22.3       49.2       35.9
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, July 17, 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  :    51,520:     8,659      7,601     16,519     16,107      7,050     41,285     31,170:    10,235     20,350
Old  :    51,520:     8,659      7,601     16,519     16,107      7,050     41,285     31,170:    10,235     20,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     3,933:    -1,016       -204      3,322      1,798       -471      4,104      2,647:      -171      1,286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       14.8       32.1       31.3       13.7       80.1       60.5:      19.9       39.5
Old  :     100.0:      16.8       14.8       32.1       31.3       13.7       80.1       60.5:      19.9       39.5
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  :       191:        50         50         59         69         55        144        144:
Old  :       191:        50         50         59         69         55        144        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       11.7       23.2       18.9        9.6        4.9       16.2        8.3
Old  :                 13.6       11.7       23.2       18.9        9.6        4.9       16.2        8.3
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, July 17, 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  :     8,464:       177      2,472        378      7,076      5,279      7,631      8,129:       833        336
Old  :     8,464:       177      2,472        378      7,076      5,279      7,631      8,129:       833        336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       218:        52       -124         71         64        328        187        275:        30        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       29.2        4.5       83.6       62.4       90.2       96.0:       9.8        4.0
Old  :     100.0:       2.1       29.2        4.5       83.6       62.4       90.2       96.0:       9.8        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          7          9         12         13         21         24:
Old  :        30:         4          7          9         12         13         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  :                 75.7       61.7       81.9       80.6       75.7       61.5       80.9       79.0
Old  :                 75.7       61.7       81.9       80.6       75.7       61.5       80.9       79.0
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, July 17, 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  :   105,123:     4,294      6,482      4,874     95,737     93,042    104,905    104,398:       218        725
Old  :   105,123:     4,294      6,482      4,874     95,737     93,042    104,905    104,398:       218        725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :      -114:         0        126          0        -94       -222        -94        -96:       -20        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        6.2        4.6       91.1       88.5       99.8       99.3:       0.2        0.7
Old  :     100.0:       4.1        6.2        4.6       91.1       88.5       99.8       99.3:       0.2        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  :        23:         2          3          2         15         15         17         20:
Old  :        23:         2          3          2         15         15         17         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.1       64.7       90.5       81.7       49.5       45.8       56.6       53.9
Old  :                 76.1       64.7       90.5       81.7       49.5       45.8       56.6       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   113,687:    23,115     24,728      4,453     55,209     54,802     82,776     83,982:    30,911     29,705
Old  :   113,687:    23,115     24,728      4,453     55,209     54,802     82,776     83,982:    30,911     29,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     4,571:    -1,461      4,743        692      5,240       -541      4,470      4,893:       100       -322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       21.8        3.9       48.6       48.2       72.8       73.9:      27.2       26.1
Old  :     100.0:      20.3       21.8        3.9       48.6       48.2       72.8       73.9:      27.2       26.1
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  :        73:        19         24         15         23         22         52         51:
Old  :        73:        19         24         15         23         22         52         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  :                 33.5       41.1       44.9       51.0       31.7       40.5       41.8       47.7
Old  :                 33.5       41.1       44.9       51.0       31.7       40.5       41.8       47.7
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, July 17, 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  :    63,746:     6,209     29,299          0     48,292      8,453     54,501     37,752:     9,244     25,994
Old  :    63,746:     6,209     29,299          0     48,292      8,453     54,501     37,752:     9,244     25,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     4,752:       394      5,900          0      4,480       -324      4,874      5,576:      -122       -824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       46.0        0.0       75.8       13.3       85.5       59.2:      14.5       40.8
Old  :     100.0:       9.7       46.0        0.0       75.8       13.3       85.5       59.2:      14.5       40.8
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:         8         19          0         11          8         19         27:
Old  :        42:         8         19          0         11          8         19         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.0       29.8       77.2       39.9       70.0       29.8       76.9       39.9
Old  :                 70.0       29.8       77.2       39.9       70.0       29.8       76.9       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   159,971:    60,772     25,783        806     94,067    129,183    155,645    155,772:     4,326      4,199
Old  :   159,971:    60,772     25,783        806     94,067    129,183    155,645    155,772:     4,326      4,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    17,502:    12,205      2,438       -322      5,065     15,430     16,948     17,546:       554        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       16.1        0.5       58.8       80.8       97.3       97.4:       2.7        2.6
Old  :     100.0:      38.0       16.1        0.5       58.8       80.8       97.3       97.4:       2.7        2.6
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  :        98:        37         27          7         13         23         52         56:
Old  :        98:        37         27          7         13         23         52         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       51.3       82.6       71.5       59.9       51.3       81.6       71.5
Old  :                 59.9       51.3       82.6       71.5       59.9       51.3       81.6       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   122,439:    33,565     40,902      3,433     67,646     46,010    104,644     90,345:    17,795     32,094
Old  :   122,439:    33,565     40,902      3,433     67,646     46,010    104,644     90,345:    17,795     32,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :      -342:       479        534        514       -145       -625        848        423:    -1,190       -765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       33.4        2.8       55.2       37.6       85.5       73.8:      14.5       26.2
Old  :     100.0:      27.4       33.4        2.8       55.2       37.6       85.5       73.8:      14.5       26.2
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  :        91:        14         37         15         28         27         53         68:
Old  :        91:        14         37         15         28         27         53         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       22.2       58.2       31.8       37.4       16.0       51.4       24.7
Old  :                 38.0       22.2       58.2       31.8       37.4       16.0       51.4       24.7
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, July 17, 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  :   129,479:    36,485     24,782      3,478     70,799     63,476    110,762     91,735:    18,717     37,743
Old  :   129,479:    36,485     24,782      3,478     70,799     63,476    110,762     91,735:    18,717     37,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     6,469:     3,709      1,684        122      1,238      4,852      5,069      6,659:     1,400       -190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       19.1        2.7       54.7       49.0       85.5       70.8:      14.5       29.2
Old  :     100.0:      28.2       19.1        2.7       54.7       49.0       85.5       70.8:      14.5       29.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        21         35         14         22         25         53         64:
Old  :        90:        21         35         14         22         25         53         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       34.4       61.8       44.1       51.1       34.2       61.0       44.0
Old  :                 51.4       34.4       61.8       44.1       51.1       34.2       61.0       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   371,186:    32,827    200,722     30,336    267,664     62,643    330,827    293,701:    40,359     77,485
Old  :   371,186:    32,827    200,722     30,336    267,664     62,643    330,827    293,701:    40,359     77,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -4,001:    -6,298     -5,359       -409      3,876      3,463     -2,830     -2,305:    -1,171     -1,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       54.1        8.2       72.1       16.9       89.1       79.1:      10.9       20.9
Old  :     100.0:       8.8       54.1        8.2       72.1       16.9       89.1       79.1:      10.9       20.9
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  :       203:        36         89         42         55         52        118        156:
Old  :       203:        36         89         42         55         52        118        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  :                 38.8       28.7       52.1       36.3       38.3       28.3       51.1       35.8
Old  :                 38.8       28.7       52.1       36.3       38.3       28.3       51.1       35.8
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, July 17, 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  :    16,330:    12,965     13,907         72      2,895      1,541     15,932     15,520:       398        810
Old  :    16,330:    12,965     13,907         72      2,895      1,541     15,932     15,520:       398        810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -1,146:    -1,604     -1,198         -3        453         -8     -1,154     -1,209:         8         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.4       85.2        0.4       17.7        9.4       97.6       95.0:       2.4        5.0
Old  :     100.0:      79.4       85.2        0.4       17.7        9.4       97.6       95.0:       2.4        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          5          2          8          5         14         11:
Old  :        21:         5          5          2          8          5         14         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.8       85.7       94.2       93.1       85.4       85.2       93.8       91.9
Old  :                 85.8       85.7       94.2       93.1       85.4       85.2       93.8       91.9
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, July 17, 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  :    23,328:    10,986      4,047        134      8,749     17,052     19,869     21,233:     3,459      2,095
Old  :    23,328:    10,986      4,047        134      8,749     17,052     19,869     21,233:     3,459      2,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       972:      -448     -1,796          0      1,692      2,281      1,244        485:      -272        487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.1       17.3        0.6       37.5       73.1       85.2       91.0:      14.8        9.0
Old  :     100.0:      47.1       17.3        0.6       37.5       73.1       85.2       91.0:      14.8        9.0
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  :        42:        15         13          1          4         10         20         23:
Old  :        42:        15         13          1          4         10         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  :                 61.9       65.2       76.4       78.3       61.9       65.2       76.4       78.3
Old  :                 61.9       65.2       76.4       78.3       61.9       65.2       76.4       78.3
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, July 17, 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  :12,064,154: 1,271,577    491,263  4,162,168  5,649,814  6,363,511 11,083,558 11,016,942:   980,595  1,047,212
Old  :12,064,154: 1,271,577    491,263  4,162,168  5,649,814  6,363,511 11,083,558 11,016,942:   980,595  1,047,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :  -176,386:    88,281    -29,711   -269,018    -62,035     81,492   -242,772   -217,236:    66,386     40,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        4.1       34.5       46.8       52.7       91.9       91.3:       8.1        8.7
Old  :     100.0:      10.5        4.1       34.5       46.8       52.7       91.9       91.3:       8.1        8.7
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  :       252:        60         47         80        134        134        239        222:
Old  :       252:        60         47         80        134        134        239        222:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       22.6       30.3       35.0       11.0       13.4       17.6       16.6
Old  :                 19.4       22.6       30.3       35.0       11.0       13.4       17.6       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, July 17, 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  :   947,233:    64,972     87,481     67,021    650,897    655,344    782,889    809,846:   164,343    137,387
Old  :   947,233:    64,972     87,481     67,021    650,897    655,344    782,889    809,846:   164,343    137,387
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     5,078:    -2,044    -10,006     -1,881      4,539     12,864        614        977:     4,465      4,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        9.2        7.1       68.7       69.2       82.7       85.5:      17.3       14.5
Old  :     100.0:       6.9        9.2        7.1       68.7       69.2       82.7       85.5:      17.3       14.5
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  :       590:       108        130        116        251        253        432        427:
Old  :       590:       108        130        116        251        253        432        427:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       11.1       19.8       19.7       10.8        9.5       17.5       17.4
Old  :                 12.5       11.1       19.8       19.7       10.8        9.5       17.5       17.4
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, July 17, 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  :   313,028:     8,459      7,001     27,265    203,032    192,152    238,756    226,418:    74,273     86,611
Old  :   313,028:     8,459      7,001     27,265    203,032    192,152    238,756    226,418:    74,273     86,611
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     2,207:       199     -2,371     -1,402      2,019      2,413        816     -1,360:     1,391      3,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        2.2        8.7       64.9       61.4       76.3       72.3:      23.7       27.7
Old  :     100.0:       2.7        2.2        8.7       64.9       61.4       76.3       72.3:      23.7       27.7
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  :       120:        12         22         31         73         59        107         91:
Old  :       120:        12         22         31         73         59        107         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       16.5       29.6       28.5       17.3       14.2       24.8       23.2
Old  :                 18.7       16.5       29.6       28.5       17.3       14.2       24.8       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  : 3,171,020:   311,705    431,540    169,640  2,239,322  2,315,960  2,720,668  2,917,140:   450,353    253,880
Old  : 3,171,020:   311,705    431,540    169,640  2,239,322  2,315,960  2,720,668  2,917,140:   450,353    253,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    14,355:   -22,349    -49,309      8,739     12,598     52,253     -1,012     11,684:    15,367      2,671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       13.6        5.3       70.6       73.0       85.8       92.0:      14.2        8.0
Old  :     100.0:       9.8       13.6        5.3       70.6       73.0       85.8       92.0:      14.2        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  :       548:       103        121        101        224        234        389        394:
Old  :       548:       103        121        101        224        234        389        394:
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       13.3       25.1       22.7       14.2       12.3       21.9       20.8
Old  :                 15.3       13.3       25.1       22.7       14.2       12.3       21.9       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   107,750:    11,979      5,957         93     86,244     97,334     98,316    103,384:     9,433      4,365
Old  :   107,750:    11,979      5,957         93     86,244     97,334     98,316    103,384:     9,433      4,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     2,610:       481        294       -876      1,756      3,121      1,361      2,539:     1,249         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        5.5        0.1       80.0       90.3       91.2       95.9:       8.8        4.1
Old  :     100.0:      11.1        5.5        0.1       80.0       90.3       91.2       95.9:       8.8        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        12          7          1         52         36         65         43:
Old  :        96:        12          7          1         52         36         65         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       45.3       45.8       64.3       30.9       45.3       45.7       64.3
Old  :                 30.9       45.3       45.8       64.3       30.9       45.3       45.7       64.3
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, July 17, 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  :    69,332:    13,004      4,219        640     49,752     61,820     63,397     66,679:     5,935      2,653
Old  :    69,332:    13,004      4,219        640     49,752     61,820     63,397     66,679:     5,935      2,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -1,841:    -1,994     -1,083       -208        106       -214     -2,097     -1,505:       256       -336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        6.1        0.9       71.8       89.2       91.4       96.2:       8.6        3.8
Old  :     100.0:      18.8        6.1        0.9       71.8       89.2       91.4       96.2:       8.6        3.8
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  :       216:        59         25         16         68         89        133        124:
Old  :       216:        59         25         16         68         89        133        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       35.8       49.4       50.2       38.9       35.8       49.4       50.2
Old  :                 38.9       35.8       49.4       50.2       38.9       35.8       49.4       50.2
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, July 17, 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  :   346,658:    65,021     21,093      3,200    248,762    309,100    316,983    333,393:    29,675     13,265
Old  :   346,658:    65,021     21,093      3,200    248,762    309,100    316,983    333,393:    29,675     13,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -9,205:    -9,972     -5,416     -1,041        529     -1,068    -10,484     -7,525:     1,278     -1,681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        6.1        0.9       71.8       89.2       91.4       96.2:       8.6        3.8
Old  :     100.0:      18.8        6.1        0.9       71.8       89.2       91.4       96.2:       8.6        3.8
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  :       216:        59         25         16         68         89        133        124:
Old  :       216:        59         25         16         68         89        133        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       35.8       49.4       50.2       38.9       35.8       49.4       50.2
Old  :                 38.9       35.8       49.4       50.2       38.9       35.8       49.4       50.2
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, July 17, 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  :   133,344:    50,612     36,946      4,123     56,342     66,109    111,077    107,178:    22,267     26,166
Old  :   133,344:    50,612     36,946      4,123     56,342     66,109    111,077    107,178:    22,267     26,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     2,577:    -3,922      1,534        254      3,367        352       -301      2,140:     2,878        437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       27.7        3.1       42.3       49.6       83.3       80.4:      16.7       19.6
Old  :     100.0:      38.0       27.7        3.1       42.3       49.6       83.3       80.4:      16.7       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        17         34         14         21         24         48         62:
Old  :        83:        17         34         14         21         24         48         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  :                 42.8       42.4       57.3       52.2       42.8       41.9       56.5       51.6
Old  :                 42.8       42.4       57.3       52.2       42.8       41.9       56.5       51.6
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, July 17, 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  :    29,531:     2,607      9,829          0     20,676      5,415     23,283     15,244:     6,248     14,287
Old  :    29,531:     2,607      9,829          0     20,676      5,415     23,283     15,244:     6,248     14,287
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :      -149:        -6        265          0       -380        176       -386        441:       237       -590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       33.3        0.0       70.0       18.3       78.8       51.6:      21.2       48.4
Old  :     100.0:       8.8       33.3        0.0       70.0       18.3       78.8       51.6:      21.2       48.4
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  :        35:         6          6          0         18          7         24         13:
Old  :        35:         6          6          0         18          7         24         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       40.2       57.5       47.0       43.9       40.2       57.5       47.0
Old  :                 43.9       40.2       57.5       47.0       43.9       40.2       57.5       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :    44,945:    10,882      5,888        947     28,071     13,141     39,900     19,976:     5,045     24,969
Old  :    44,945:    10,882      5,888        947     28,071     13,141     39,900     19,976:     5,045     24,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     3,878:        78        390       -104      3,514      1,343      3,488      1,629:       390      2,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       13.1        2.1       62.5       29.2       88.8       44.4:      11.2       55.6
Old  :     100.0:      24.2       13.1        2.1       62.5       29.2       88.8       44.4:      11.2       55.6
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  :        53:        14          7          2         21         16         36         24:
Old  :        53:        14          7          2         21         16         36         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  :                 32.0       27.3       49.1       33.2       30.9       24.5       47.7       30.1
Old  :                 32.0       27.3       49.1       33.2       30.9       24.5       47.7       30.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 20, 2012