```
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     5,729:       478        148         95      4,286      4,850      4,858      5,093:       871        637
Old  :     5,729:       478        148         95      4,286      4,850      4,858      5,093:       871        637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       661:       157         37         -4        312        564        465        598:       196         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        2.6        1.7       74.8       84.7       84.8       88.9:      15.2       11.1
Old  :     100.0:       8.3        2.6        1.7       74.8       84.7       84.8       88.9:      15.2       11.1
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  :        26:         3          3          3         16         12         22         15:
Old  :        26:         3          3          3         16         12         22         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  :                 54.7       70.0       69.9       81.6       54.7       66.8       68.5       77.1
Old  :                 54.7       70.0       69.9       81.6       54.7       66.8       68.5       77.1
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, January 31, 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  :    53,933:     6,931      4,038     11,773     29,232     26,273     47,936     42,084:     5,996     11,849
Old  :    53,933:     6,931      4,038     11,773     29,232     26,273     47,936     42,084:     5,996     11,849
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     1,993:       203        674        393      1,226        786      1,822      1,853:       171        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        7.5       21.8       54.2       48.7       88.9       78.0:      11.1       22.0
Old  :     100.0:      12.9        7.5       21.8       54.2       48.7       88.9       78.0:      11.1       22.0
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  :        82:        13         22         20         37         33         63         62:
Old  :        82:        13         22         20         37         33         63         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  :                 42.1       26.7       55.2       40.1       40.4       26.0       49.9       34.4
Old  :                 42.1       26.7       55.2       40.1       40.4       26.0       49.9       34.4
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, January 31, 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  :   296,067:    74,262     42,807     81,640    111,376    131,965    267,278    256,412:    28,789     39,655
Old  :   276,342:    71,301     46,105     72,520    107,185    121,454    251,005    240,079:    25,337     36,263
Other:    19,725:     6,732        473      5,350      4,191     10,510     16,273     16,333:     3,452      3,392
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :      -609:      -983       -704      2,997       -785     -3,144      1,229       -851:    -1,838        242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       14.5       27.6       37.6       44.6       90.3       86.6:       9.7       13.4
Old  :     100.0:      25.8       16.7       26.2       38.8       44.0       90.8       86.9:       9.2       13.1
Other:     100.0:      34.1        2.4       27.1       21.2       53.3       82.5       82.8:      17.5       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        87         88        113         61         74        222        221:
Old  :       280:        80        103        111         60         74        219        220:
Other:        95:        39          6         23         28         38         72         63:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       18.5       29.4       25.6       16.2       17.2       26.3       22.8
Old  :                 17.4       18.6       30.1       25.9       17.0       17.4       27.8       23.3
Other:                 26.6       30.3       43.0       46.2       21.6       22.6       30.1       31.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   433,009:   123,272     37,629    118,866    159,542    202,820    401,680    359,315:    31,329     73,694
Old  :   433,009:   123,272     37,629    118,866    159,542    202,820    401,680    359,315:    31,329     73,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     3,646:     5,346     -1,876     -2,727      1,794      7,111      4,412      2,508:      -766      1,138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        8.7       27.5       36.8       46.8       92.8       83.0:       7.2       17.0
Old  :     100.0:      28.5        8.7       27.5       36.8       46.8       92.8       83.0:       7.2       17.0
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  :       440:       137        103        138        111        173        328        347:
Old  :       440:       137        103        138        111        173        328        347:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       14.0       28.5       20.5       16.6       10.9       26.3       16.1
Old  :                 17.8       14.0       28.5       20.5       16.6       10.9       26.3       16.1
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, January 31, 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  :    10,241:     3,757      5,007      1,689      2,780      1,986      8,227      8,682:     2,014      1,560
Old  :    10,241:     3,757      5,007      1,689      2,780      1,986      8,227      8,682:     2,014      1,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       449:      -153        222        381        140         59        367        662:        82       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       48.9       16.5       27.1       19.4       80.3       84.8:      19.7       15.2
Old  :     100.0:      36.7       48.9       16.5       27.1       19.4       80.3       84.8:      19.7       15.2
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  :        87:        29         27         22         18         17         61         61:
Old  :        87:        29         27         22         18         17         61         61:
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  :                 33.3       27.0       47.1       41.6       33.3       25.9       42.8       39.1
Old  :                 33.3       27.0       47.1       41.6       33.3       25.9       42.8       39.1
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, January 31, 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  :    49,598:    21,370      4,223     11,518      9,055     11,391     41,943     27,132:     7,655     22,466
Old  :    49,598:    21,370      4,223     11,518      9,055     11,391     41,943     27,132:     7,655     22,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :      -154:       660        293       -577        -34        516         49        231:      -203       -386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1        8.5       23.2       18.3       23.0       84.6       54.7:      15.4       45.3
Old  :     100.0:      43.1        8.5       23.2       18.3       23.0       84.6       54.7:      15.4       45.3
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  :       205:        74         36         53         43         70        146        141:
Old  :       205:        74         36         53         43         70        146        141:
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  :                 12.2        8.5       22.3       14.9       11.8        6.4       20.2       11.2
Old  :                 12.2        8.5       22.3       14.9       11.8        6.4       20.2       11.2
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, January 31, 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  :     7,988:         0      4,891          3      7,255      2,098      7,258      6,992:       730        996
Old  :     7,695:         0      4,852          3      6,985      1,940      6,988      6,795:       706        899
Other:       294:         0         39          0        270        158        270        197:        24         97
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       214:         0         27         -1        233         99        232        125:       -19         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       61.2        0.0       90.8       26.3       90.9       87.5:       9.1       12.5
Old  :     100.0:       0.0       63.1        0.0       90.8       25.2       90.8       88.3:       9.2       11.7
Other:     100.0:       0.0       13.3        0.0       91.9       53.8       91.9       67.1:       8.1       32.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          4          1         13         10         14         14:
Old  :        22:         0          4          1         13         10         14         14:
Other:        12:         0          2          0          8          3          8          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 78.3       65.8       88.4       83.0       77.8       65.8       87.1       82.6
Old  :                 78.1       66.4       88.3       83.6       77.6       66.2       87.0       83.3
Other:                 84.0       66.0       91.9       67.1       84.0       66.0       91.2       66.4
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   126,862:    10,151        534      3,193    113,287    122,948    126,631    126,675:       231        187
Old  :   126,862:    10,151        534      3,193    113,287    122,948    126,631    126,675:       231        187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       979:     1,126        118          0       -117        884      1,009      1,002:       -30        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        0.4        2.5       89.3       96.9       99.8       99.9:       0.2        0.1
Old  :     100.0:       8.0        0.4        2.5       89.3       96.9       99.8       99.9:       0.2        0.1
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  :        23:         4          2          1         15         16         19         19:
Old  :        23:         4          2          1         15         16         19         19:
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  :                 78.3       75.2       89.1       90.1       31.9       31.0       38.7       37.0
Old  :                 78.3       75.2       89.1       90.1       31.9       31.0       38.7       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   127,599:    29,874     49,381      4,153     58,956     52,241     92,983    105,774:    34,617     21,825
Old  :   127,599:    29,874     49,381      4,153     58,956     52,241     92,983    105,774:    34,617     21,825
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     3,767:       123        772        978      1,026        981      2,128      2,732:     1,639      1,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       38.7        3.3       46.2       40.9       72.9       82.9:      27.1       17.1
Old  :     100.0:      23.4       38.7        3.3       46.2       40.9       72.9       82.9:      27.1       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        28         18          8         24         24         56         46:
Old  :        79:        28         18          8         24         24         56         46:
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  :                 32.5       53.4       42.5       61.5       31.5       53.3       41.0       59.9
Old  :                 32.5       53.4       42.5       61.5       31.5       53.3       41.0       59.9
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, January 31, 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  :    43,701:     6,051     17,072      2,204     24,237      9,028     32,492     28,305:    11,209     15,396
Old  :    43,701:     6,051     17,072      2,204     24,237      9,028     32,492     28,305:    11,209     15,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     1,662:     1,431        -52        497     -1,416      3,057        512      3,502:     1,150     -1,840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       39.1        5.0       55.5       20.7       74.4       64.8:      25.6       35.2
Old  :     100.0:      13.8       39.1        5.0       55.5       20.7       74.4       64.8:      25.6       35.2
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  :        42:         8         14          7         14         16         26         33:
Old  :        42:         8         14          7         14         16         26         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       28.9       60.9       38.9       43.8       28.9       57.8       38.0
Old  :                 45.6       28.9       60.9       38.9       43.8       28.9       57.8       38.0
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, January 31, 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  :   150,567:    44,190     22,709          1    101,524    123,612    145,715    146,322:     4,852      4,245
Old  :   150,567:    44,190     22,709          1    101,524    123,612    145,715    146,322:     4,852      4,245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     8,053:     7,678     -6,385          1       -529     15,100      7,150      8,716:       903       -663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       15.1        0.0       67.4       82.1       96.8       97.2:       3.2        2.8
Old  :     100.0:      29.3       15.1        0.0       67.4       82.1       96.8       97.2:       3.2        2.8
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  :       102:        38         27          1         18         23         56         51:
Old  :       102:        38         27          1         18         23         56         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  :                 64.9       55.8       83.1       72.7       64.9       55.8       83.1       72.3
Old  :                 64.9       55.8       83.1       72.7       64.9       55.8       83.1       72.3
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, January 31, 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  :   197,551:    23,036     50,250      3,524    154,995    113,164    181,555    166,939:    15,996     30,612
Old  :   197,551:    23,036     50,250      3,524    154,995    113,164    181,555    166,939:    15,996     30,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     1,237:     6,920      1,798      1,111     -6,896        661      1,135      3,570:       101     -2,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       25.4        1.8       78.5       57.3       91.9       84.5:       8.1       15.5
Old  :     100.0:      11.7       25.4        1.8       78.5       57.3       91.9       84.5:       8.1       15.5
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  :        99:        18         40         18         27         31         58         76:
Old  :        99:        18         40         18         27         31         58         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       47.5       71.1       57.3       48.8       46.4       70.2       56.1
Old  :                 48.9       47.5       71.1       57.3       48.8       46.4       70.2       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   184,018:    80,888     23,896      3,909     70,374    121,808    155,172    149,614:    28,846     34,404
Old  :   184,018:    80,888     23,896      3,909     70,374    121,808    155,172    149,614:    28,846     34,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    23,099:    14,723      2,258      1,174      1,712     17,879     17,610     21,311:     5,489      1,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       13.0        2.1       38.2       66.2       84.3       81.3:      15.7       18.7
Old  :     100.0:      44.0       13.0        2.1       38.2       66.2       84.3       81.3:      15.7       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        22         39         13         24         31         57         72:
Old  :       100:        22         39         13         24         31         57         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       39.9       66.7       51.3       58.9       39.7       66.3       50.3
Old  :                 58.9       39.9       66.7       51.3       58.9       39.7       66.3       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   355,550:    30,590    186,577     35,753    253,041     66,651    319,385    288,981:    36,165     66,569
Old  :   355,550:    30,590    186,577     35,753    253,041     66,651    319,385    288,981:    36,165     66,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    -6,318:      -273    -14,028      3,484     -8,087      5,089     -4,877     -5,455:    -1,441       -864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       52.5       10.1       71.2       18.7       89.8       81.3:      10.2       18.7
Old  :     100.0:       8.6       52.5       10.1       71.2       18.7       89.8       81.3:      10.2       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        31         88         51         54         59        117        166:
Old  :       198:        31         88         51         54         59        117        166:
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       28.3       53.1       36.1       42.3       27.5       52.2       34.7
Old  :                 42.8       28.3       53.1       36.1       42.3       27.5       52.2       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :    31,627:    25,330     10,533        380      1,796     19,087     27,506     30,000:     4,121      1,627
Old  :    31,627:    25,330     10,533        380      1,796     19,087     27,506     30,000:     4,121      1,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     6,058:     5,098      3,233         14         81      2,822      5,193      6,069:       865        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.1       33.3        1.2        5.7       60.4       87.0       94.9:      13.0        5.1
Old  :     100.0:      80.1       33.3        1.2        5.7       60.4       87.0       94.9:      13.0        5.1
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  :        49:        20         14          2          3         12         25         26:
Old  :        49:        20         14          2          3         12         25         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       67.5       75.6       80.1       64.4       67.5       75.6       80.1
Old  :                 64.4       67.5       75.6       80.1       64.4       67.5       75.6       80.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :13,624,683:   706,950    624,739  5,555,871  6,425,951  6,468,181 12,688,771 12,648,792:   935,912    975,891
Old  :13,624,683:   706,950    624,739  5,555,871  6,425,951  6,468,181 12,688,771 12,648,792:   935,912    975,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :   879,866:    47,746      5,398    644,235    205,692    266,618    897,674    916,251:   -17,807    -36,385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        4.6       40.8       47.2       47.5       93.1       92.8:       6.9        7.2
Old  :     100.0:       5.2        4.6       40.8       47.2       47.5       93.1       92.8:       6.9        7.2
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  :       274:        61         49         94        146        150        256        251:
Old  :       274:        61         49         94        146        150        256        251:
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  :                 22.0       23.1       33.9       35.0       12.9        9.5       17.3       12.9
Old  :                 22.0       23.1       33.9       35.0       12.9        9.5       17.3       12.9
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, January 31, 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  :   915,002:    76,011    108,406     65,360    638,664    634,677    780,035    808,443:   134,967    106,559
Old  :   915,002:    76,011    108,406     65,360    638,664    634,677    780,035    808,443:   134,967    106,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    14,042:    11,615      3,944     -4,833      6,861     19,474     13,643     18,585:       399     -4,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       11.8        7.1       69.8       69.4       85.2       88.4:      14.8       11.6
Old  :     100.0:       8.3       11.8        7.1       69.8       69.4       85.2       88.4:      14.8       11.6
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  :       544:       102        114        100        237        232        394        391:
Old  :       544:       102        114        100        237        232        394        391:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       10.9       21.6       20.3       12.4       10.1       19.3       17.1
Old  :                 14.2       10.9       21.6       20.3       12.4       10.1       19.3       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   320,885:    10,543     21,542     26,697    200,869    229,860    238,109    278,100:    82,775     42,785
Old  :   320,885:    10,543     21,542     26,697    200,869    229,860    238,109    278,100:    82,775     42,785
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :      -358:    -7,727      2,568        403     -3,179     11,119    -10,503     14,090:    10,145    -14,448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        6.7        8.3       62.6       71.6       74.2       86.7:      25.8       13.3
Old  :     100.0:       3.3        6.7        8.3       62.6       71.6       74.2       86.7:      25.8       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        15         17         24         66         62         93         91:
Old  :       119:        15         17         24         66         62         93         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  :                 20.1       22.2       30.5       35.4       18.3       21.4       26.0       32.3
Old  :                 20.1       22.2       30.5       35.4       18.3       21.4       26.0       32.3
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, January 31, 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  : 2,970,586:   376,478    483,457    144,175  2,188,976  2,024,082  2,709,629  2,651,715:   260,957    318,872
Old  : 2,970,586:   376,478    483,457    144,175  2,188,976  2,024,082  2,709,629  2,651,715:   260,957    318,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    72,000:    63,506    -26,325      7,024     50,198     41,778    120,727     22,477:   -48,727     49,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       16.3        4.9       73.7       68.1       91.2       89.3:       8.8       10.7
Old  :     100.0:      12.7       16.3        4.9       73.7       68.1       91.2       89.3:       8.8       10.7
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  :       514:       100        104         90        217        218        363        366:
Old  :       514:       100        104         90        217        218        363        366:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       11.4       26.3       18.7       16.3       10.9       23.3       17.3
Old  :                 17.7       11.4       26.3       18.7       16.3       10.9       23.3       17.3
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, January 31, 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  :   109,607:     9,985      5,078          0     88,528    100,188     98,513    105,266:    11,094      4,341
Old  :   109,607:     9,985      5,078          0     88,528    100,188     98,513    105,266:    11,094      4,341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       461:       614       -525       -321        253      1,436        546        590:       -84       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        4.6        0.0       80.8       91.4       89.9       96.0:      10.1        4.0
Old  :     100.0:       9.1        4.6        0.0       80.8       91.4       89.9       96.0:      10.1        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  :        94:        14          6          0         54         36         68         42:
Old  :        94:        14          6          0         54         36         68         42:
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  :                 30.5       42.1       46.0       64.0       30.2       41.9       43.3       61.1
Old  :                 30.5       42.1       46.0       64.0       30.2       41.9       43.3       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :    93,030:    25,515      3,975      1,271     57,492     83,475     84,279     88,722:     8,752      4,309
Old  :    93,030:    25,515      3,975      1,271     57,492     83,475     84,279     88,722:     8,752      4,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     1,078:     2,766         53     -2,836      4,188      6,395      4,118      3,612:    -3,041     -2,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        4.3        1.4       61.8       89.7       90.6       95.4:       9.4        4.6
Old  :     100.0:      27.4        4.3        1.4       61.8       89.7       90.6       95.4:       9.4        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        75         32         15         80         83        162        124:
Old  :       239:        75         32         15         80         83        162        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  :                 21.3       31.3       33.9       46.9       20.7       28.2       32.5       41.9
Old  :                 21.3       31.3       33.9       46.9       20.7       28.2       32.5       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :    15,499:       789        979          0     11,604     13,801     12,393     14,780:     3,106        719
Old  :    15,499:       789        979          0     11,604     13,801     12,393     14,780:     3,106        719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :      -521:    -2,971        123          0      2,031      2,705       -940      2,828:       419     -3,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        6.3        0.0       74.9       89.0       80.0       95.4:      20.0        4.6
Old  :     100.0:       5.1        6.3        0.0       74.9       89.0       80.0       95.4:      20.0        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          0         11         12         13         13:
Old  :        24:         2          1          0         11         12         13         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  :                 55.9       63.5       71.1       89.8       55.9       63.5       70.9       89.8
Old  :                 55.9       63.5       71.1       89.8       55.9       63.5       70.9       89.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   387,659:   127,574     18,924      2,412    229,442    348,372    359,428    369,708:    28,231     17,951
Old  :   387,659:   127,574     18,924      2,412    229,442    348,372    359,428    369,708:    28,231     17,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     7,993:    13,831    -15,203        677     10,785     18,449     25,292      3,922:   -17,299      4,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        4.9        0.6       59.2       89.9       92.7       95.4:       7.3        4.6
Old  :     100.0:      32.9        4.9        0.6       59.2       89.9       92.7       95.4:       7.3        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        75         33         14         74         81        155        122:
Old  :       239:        75         33         14         74         81        155        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       31.7       39.1       46.8       24.9       31.7       39.0       46.8
Old  :                 24.9       31.7       39.1       46.8       24.9       31.7       39.0       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   162,866:    96,869     19,550      7,640     27,588    114,062    132,098    141,251:    30,769     21,615
Old  :   162,866:    96,869     19,550      7,640     27,588    114,062    132,098    141,251:    30,769     21,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    12,939:     6,239     -2,895      1,364      4,450     12,498     12,053     10,967:       887      1,972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.5       12.0        4.7       16.9       70.0       81.1       86.7:      18.9       13.3
Old  :     100.0:      59.5       12.0        4.7       16.9       70.0       81.1       86.7:      18.9       13.3
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  :        98:        35         25         14         23         31         70         58:
Old  :        98:        35         25         14         23         31         70         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       47.1       55.1       58.7       47.5       46.6       54.5       56.8
Old  :                 47.5       47.1       55.1       58.7       47.5       46.6       54.5       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :    21,835:     3,499      6,472          0     12,514      4,984     16,013     11,456:     5,822     10,379
Old  :    21,835:     3,499      6,472          0     12,514      4,984     16,013     11,456:     5,822     10,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    -1,072:        -9        108          0     -1,344       -951     -1,353       -843:       281       -229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       29.6        0.0       57.3       22.8       73.3       52.5:      26.7       47.5
Old  :     100.0:      16.0       29.6        0.0       57.3       22.8       73.3       52.5:      26.7       47.5
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  :        34:         6          7          0         18          5         24         12:
Old  :        34:         6          7          0         18          5         24         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       43.1       47.4       50.3       31.5       43.1       47.4       50.3
Old  :                 31.5       43.1       47.4       50.3       31.5       43.1       47.4       50.3
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, January 31, 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  :    42,431:     7,300      2,214      4,954     24,402     14,687     36,656     21,855:     5,775     20,576
Old  :    42,431:     7,300      2,214      4,954     24,402     14,687     36,656     21,855:     5,775     20,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    -1,176:    -2,570        443      1,741        990      2,316        161      4,500:    -1,337     -5,676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        5.2       11.7       57.5       34.6       86.4       51.5:      13.6       48.5
Old  :     100.0:      17.2        5.2       11.7       57.5       34.6       86.4       51.5:      13.6       48.5
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  :        56:        12          7          4         22         22         36         31:
Old  :        56:        12          7          4         22         22         36         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       22.7       54.7       32.4       31.8       16.0       46.8       23.9
Old  :                 36.1       22.7       54.7       32.4       31.8       16.0       46.8       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 3, 2012