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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     6,464:       323        126        134      5,366      5,406      5,824      5,667:       640        796
Old  :     6,464:       323        126        134      5,366      5,406      5,824      5,667:       640        796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :        52:       -26         14          3         59        -27         36        -10:        16         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        2.0        2.1       83.0       83.6       90.1       87.7:       9.9       12.3
Old  :     100.0:       5.0        2.0        2.1       83.0       83.6       90.1       87.7:       9.9       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          2         14         12         18         14:
Old  :        23:         2          2          2         14         12         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.8       64.9       81.9       79.5       68.8       64.1       81.1       75.5
Old  :                 68.8       64.9       81.9       79.5       68.8       64.1       81.1       75.5
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, May 1, 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  :    53,100:     7,048      4,415     12,259     28,502     24,736     47,809     41,410:     5,291     11,691
Old  :    53,100:     7,048      4,415     12,259     28,502     24,736     47,809     41,410:     5,291     11,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       359:       225        420         94         47        215        366        729:        -7       -370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        8.3       23.1       53.7       46.6       90.0       78.0:      10.0       22.0
Old  :     100.0:      13.3        8.3       23.1       53.7       46.6       90.0       78.0:      10.0       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:        14         20         23         38         35         64         66:
Old  :        82:        14         20         23         38         35         64         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       28.0       51.5       41.0       35.9       26.5       47.1       35.4
Old  :                 37.3       28.0       51.5       41.0       35.9       26.5       47.1       35.4
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, May 1, 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  :   333,495:    63,256     65,871    108,223    129,929    114,949    301,409    289,044:    32,086     44,451
Old  :   264,298:    56,763     70,325     81,798    101,872     79,053    240,433    231,177:    23,864     33,121
Other:    69,197:    16,948      6,001     15,970     28,057     35,896     60,976     57,867:     8,222     11,330
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     4,479:    -2,405      4,111      4,503      2,286     -3,900      4,385      4,714:        94       -235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       19.8       32.5       39.0       34.5       90.4       86.7:       9.6       13.3
Old  :     100.0:      21.5       26.6       30.9       38.5       29.9       91.0       87.5:       9.0       12.5
Other:     100.0:      24.5        8.7       23.1       40.5       51.9       88.1       83.6:      11.9       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:       101        114        147         71         78        256        276:
Old  :       324:        97        126        140         64         77        242        273:
Other:       148:        44         24         41         54         59        121        104:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       11.2       27.7       18.6       14.4        9.2       24.0       14.1
Old  :                 17.5       11.1       26.8       18.2       16.4        8.4       23.7       12.9
Other:                 30.4       19.0       42.3       33.2       30.4       16.7       40.2       27.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :   454,891:   120,437     66,589    128,123    171,483    198,390    420,044    393,102:    34,847     61,788
Old  :   454,891:   120,437     66,589    128,123    171,483    198,390    420,044    393,102:    34,847     61,788
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -8,219:    -1,905       -906     -4,978         60        786     -6,823     -5,099:    -1,397     -3,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       14.6       28.2       37.7       43.6       92.3       86.4:       7.7       13.6
Old  :     100.0:      26.5       14.6       28.2       37.7       43.6       92.3       86.4:       7.7       13.6
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  :       438:       135        116        152        112        161        310        378:
Old  :       438:       135        116        152        112        161        310        378:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       15.2       26.9       21.2       16.2       10.0       25.3       14.4
Old  :                 16.3       15.2       26.9       21.2       16.2       10.0       25.3       14.4
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, May 1, 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  :     9,158:     3,735      3,177        868      2,792      3,520      7,396      7,565:     1,763      1,593
Old  :     9,158:     3,735      3,177        868      2,792      3,520      7,396      7,565:     1,763      1,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :      -475:      -447       -692        -83        -45        228       -576       -547:       101         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8       34.7        9.5       30.5       38.4       80.8       82.6:      19.2       17.4
Old  :     100.0:      40.8       34.7        9.5       30.5       38.4       80.8       82.6:      19.2       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        31         20         14         18         22         58         47:
Old  :        76:        31         20         14         18         22         58         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       29.4       49.2       47.0       29.1       28.9       45.8       44.6
Old  :                 29.1       29.4       49.2       47.0       29.1       28.9       45.8       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :    49,281:    14,876      8,442     11,244     14,402     10,205     40,521     29,890:     8,760     19,391
Old  :    49,281:    14,876      8,442     11,244     14,402     10,205     40,521     29,890:     8,760     19,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -1,300:       134      1,350     -1,247         36       -179     -1,076        -75:      -223     -1,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       17.1       22.8       29.2       20.7       82.2       60.7:      17.8       39.3
Old  :     100.0:      30.2       17.1       22.8       29.2       20.7       82.2       60.7:      17.8       39.3
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  :       178:        36         52         39         52         62        115        130:
Old  :       178:        36         52         39         52         62        115        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       12.5       29.3       20.3       16.8       10.1       26.1       15.0
Old  :                 17.2       12.5       29.3       20.3       16.8       10.1       26.1       15.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :    11,104:       417      5,249        156      9,604      3,797     10,177      9,203:       928      1,901
Old  :    10,106:       378      4,976        149      8,711      3,516      9,237      8,641:       869      1,465
Other:       998:        43        277          4        893        281        940        562:        59        436
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       493:        26        380        -22        396         77        400        435:        93         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       47.3        1.4       86.5       34.2       91.6       82.9:       8.4       17.1
Old  :     100.0:       3.7       49.2        1.5       86.2       34.8       91.4       85.5:       8.6       14.5
Other:     100.0:       4.3       27.7        0.4       89.4       28.2       94.1       56.3:       5.9       43.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2         11          7         16         13         24         25:
Old  :        34:         2         11          7         15         13         23         25:
Other:        22:         4          4          1         12          3         16          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.2       57.4       84.2       70.6       75.7       57.2       82.3       67.3
Old  :                 76.0       57.7       83.9       72.2       75.5       57.5       82.1       68.9
Other:                 79.1       53.9       88.5       56.3       79.1       53.9       88.5       55.1
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :   127,909:     9,131      6,536      3,258    114,938    118,000    127,327    127,794:       582        115
Old  :   127,909:     9,131      6,536      3,258    114,938    118,000    127,327    127,794:       582        115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       486:        46        123          0        519        364        565        487:       -79         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        5.1        2.5       89.9       92.3       99.5       99.9:       0.5        0.1
Old  :     100.0:       7.1        5.1        2.5       89.9       92.3       99.5       99.9:       0.5        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  :        28:         6          3          2         16         16         22         21:
Old  :        28:         6          3          2         16         16         22         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.0       72.8       87.0       87.1       30.1       31.1       37.7       36.7
Old  :                 73.0       72.8       87.0       87.1       30.1       31.1       37.7       36.7
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, May 1, 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  :   172,283:    83,703     13,946      4,022     32,991    134,897    120,717    152,866:    51,566     19,417
Old  :   172,283:    83,703     13,946      4,022     32,991    134,897    120,717    152,866:    51,566     19,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    28,896:    21,311     -4,402        297       -807     33,230     20,801     29,126:     8,095       -230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6        8.1        2.3       19.1       78.3       70.1       88.7:      29.9       11.3
Old  :     100.0:      48.6        8.1        2.3       19.1       78.3       70.1       88.7:      29.9       11.3
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  :        88:        38         15         12         23         29         71         46:
Old  :        88:        38         15         12         23         29         71         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  :                 31.2       53.6       40.8       68.0       30.9       53.4       40.4       67.5
Old  :                 31.2       53.6       40.8       68.0       30.9       53.4       40.4       67.5
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, May 1, 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  :    42,582:     5,692     20,003        123     22,847      7,786     28,662     27,912:    13,920     14,670
Old  :    42,582:     5,692     20,003        123     22,847      7,786     28,662     27,912:    13,920     14,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     1,513:     1,380       -950          3       -980      3,235        403      2,288:     1,111       -775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       47.0        0.3       53.7       18.3       67.3       65.5:      32.7       34.5
Old  :     100.0:      13.4       47.0        0.3       53.7       18.3       67.3       65.5:      32.7       34.5
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  :        35:         7         12          3         10         12         19         25:
Old  :        35:         7         12          3         10         12         19         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       35.8       57.8       48.4       49.2       35.8       57.1       48.4
Old  :                 49.2       35.8       57.8       48.4       49.2       35.8       57.1       48.4
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, May 1, 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  :   156,499:    57,907     15,862        570     92,134    137,335    150,611    153,767:     5,888      2,732
Old  :   156,499:    57,907     15,862        570     92,134    137,335    150,611    153,767:     5,888      2,732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -5,906:      -637     -2,474        103     -6,073     -3,009     -6,607     -5,380:       701       -526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       10.1        0.4       58.9       87.8       96.2       98.3:       3.8        1.7
Old  :     100.0:      37.0       10.1        0.4       58.9       87.8       96.2       98.3:       3.8        1.7
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:        44         21          4         19         20         65         43:
Old  :       100:        44         21          4         19         20         65         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       62.3       77.2       82.2       57.7       62.3       76.1       82.2
Old  :                 57.7       62.3       77.2       82.2       57.7       62.3       76.1       82.2
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, May 1, 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  :   195,493:    52,512     36,912      2,341     98,109    135,376    152,962    174,630:    42,531     20,864
Old  :   195,493:    52,512     36,912      2,341     98,109    135,376    152,962    174,630:    42,531     20,864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    16,282:     5,426     -3,212        639      4,861     20,077     10,925     17,504:     5,358     -1,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       18.9        1.2       50.2       69.2       78.2       89.3:      21.8       10.7
Old  :     100.0:      26.9       18.9        1.2       50.2       69.2       78.2       89.3:      21.8       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  :       103:        38         23          9         25         33         70         58:
Old  :       103:        38         23          9         25         33         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  :                 39.2       52.8       49.1       62.6       38.9       50.3       47.6       59.7
Old  :                 39.2       52.8       49.1       62.6       38.9       50.3       47.6       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :   154,940:    13,300     64,936      6,623    121,543     35,230    141,465    106,789:    13,475     48,152
Old  :   154,940:    13,300     64,936      6,623    121,543     35,230    141,465    106,789:    13,475     48,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     3,835:       900     -3,406        569      1,821      2,962      3,291        125:       544      3,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       41.9        4.3       78.4       22.7       91.3       68.9:       8.7       31.1
Old  :     100.0:       8.6       41.9        4.3       78.4       22.7       91.3       68.9:       8.7       31.1
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  :        94:        14         46         21         26         22         55         74:
Old  :        94:        14         46         21         26         22         55         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       29.4       66.7       37.9       53.4       29.4       65.9       37.6
Old  :                 54.1       29.4       66.7       37.9       53.4       29.4       65.9       37.6
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, May 1, 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  :   321,316:    33,938    138,622     30,664    222,762     78,772    287,363    248,058:    33,953     73,258
Old  :   321,316:    33,938    138,622     30,664    222,762     78,772    287,363    248,058:    33,953     73,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -9,805:    -1,292     -8,736       -918     -8,302     -1,246    -10,513    -10,900:       708      1,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       43.1        9.5       69.3       24.5       89.4       77.2:      10.6       22.8
Old  :     100.0:      10.6       43.1        9.5       69.3       24.5       89.4       77.2:      10.6       22.8
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  :       187:        29         81         48         57         56        121        150:
Old  :       187:        29         81         48         57         56        121        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       29.4       49.4       36.0       34.1       28.4       49.2       33.9
Old  :                 34.3       29.4       49.4       36.0       34.1       28.4       49.2       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    18,898:    13,597     14,503      1,264      3,571      2,383     18,432     18,150:       466        748
Old  :    18,898:    13,597     14,503      1,264      3,571      2,383     18,432     18,150:       466        748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -1,718:    -1,680        -14          8        -90     -1,625     -1,762     -1,631:        44        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.9       76.7        6.7       18.9       12.6       97.5       96.0:       2.5        4.0
Old  :     100.0:      71.9       76.7        6.7       18.9       12.6       97.5       96.0:       2.5        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  :        21:        10          3          2          6          3         16          8:
Old  :        21:        10          3          2          6          3         16          8:
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  :                 79.4       89.9       91.0       96.0       72.6       87.9       84.2       89.3
Old  :                 79.4       89.9       91.0       96.0       72.6       87.9       84.2       89.3
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, May 1, 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  :    19,815:    12,155      4,130        125      3,302     14,182     15,582     18,437:     4,233      1,378
Old  :    19,815:    12,155      4,130        125      3,302     14,182     15,582     18,437:     4,233      1,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       689:    -1,829       -368         24      1,998      1,152        193        808:       496       -119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.3       20.8        0.6       16.7       71.6       78.6       93.0:      21.4        7.0
Old  :     100.0:      61.3       20.8        0.6       16.7       71.6       78.6       93.0:      21.4        7.0
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  :        45:        18         12          1          8          8         26         21:
Old  :        45:        18         12          1          8          8         26         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       71.3       58.9       81.7       44.7       71.3       58.9       81.7
Old  :                 44.7       71.3       58.9       81.7       44.7       71.3       58.9       81.7
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, May 1, 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  :13,821,372:   932,332    692,194  5,031,360  6,949,462  7,085,091 12,913,153 12,808,645:   908,218  1,012,727
Old  :13,821,372:   932,332    692,194  5,031,360  6,949,462  7,085,091 12,913,153 12,808,645:   908,218  1,012,727
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :   252,475:   100,439     47,555    114,185     49,094     96,629    263,718    258,369:   -11,243     -5,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        5.0       36.4       50.3       51.3       93.4       92.7:       6.6        7.3
Old  :     100.0:       6.7        5.0       36.4       50.3       51.3       93.4       92.7:       6.6        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        57         60         99        144        146        265        249:
Old  :       276:        57         60         99        144        146        265        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       20.7       29.9       32.4       11.3       10.6       16.5       14.7
Old  :                 18.6       20.7       29.9       32.4       11.3       10.6       16.5       14.7
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, May 1, 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  :   946,557:    93,784     96,970     62,240    631,718    660,914    787,743    820,124:   158,814    126,433
Old  :   946,557:    93,784     96,970     62,240    631,718    660,914    787,743    820,124:   158,814    126,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    18,148:    10,402    -12,476      7,982      1,006     26,602     19,390     22,107:    -1,242     -3,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       10.2        6.6       66.7       69.8       83.2       86.6:      16.8       13.4
Old  :     100.0:       9.9       10.2        6.6       66.7       69.8       83.2       86.6:      16.8       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       579:       127        112        104        242        238        421        403:
Old  :       579:       127        112        104        242        238        421        403:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       11.2       18.8       20.0       10.8       10.7       17.2       18.3
Old  :                 11.9       11.2       18.8       20.0       10.8       10.7       17.2       18.3
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, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   314,345:    16,088      5,679     24,364    202,275    206,301    242,727    236,344:    71,617     78,001
Old  :   314,345:    16,088      5,679     24,364    202,275    206,301    242,727    236,344:    71,617     78,001
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     6,194:     4,342     -3,947      2,801       -973     10,061      6,170      8,915:        23     -2,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        1.8        7.8       64.3       65.6       77.2       75.2:      22.8       24.8
Old  :     100.0:       5.1        1.8        7.8       64.3       65.6       77.2       75.2:      22.8       24.8
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  :       127:        13         21         29         77         65        112         94:
Old  :       127:        13         21         29         77         65        112         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       16.4       29.7       28.0       17.3       16.1       24.0       25.1
Old  :                 19.3       16.4       29.7       28.0       17.3       16.1       24.0       25.1
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, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,161,064:   424,717    492,691    153,146  2,147,216  2,273,065  2,725,079  2,918,901:   435,985    242,162
Old  : 3,161,064:   424,717    492,691    153,146  2,147,216  2,273,065  2,725,079  2,918,901:   435,985    242,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    59,772:    36,294    -36,649     19,908      9,896     82,701     66,099     65,960:    -6,327     -6,189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       15.6        4.8       67.9       71.9       86.2       92.3:      13.8        7.7
Old  :     100.0:      13.4       15.6        4.8       67.9       71.9       86.2       92.3:      13.8        7.7
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  :       538:       121        106         92        213        217        378        371:
Old  :       538:       121        106         92        213        217        378        371:
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  :                 14.6       12.1       22.6       20.3       14.2       11.7       21.1       19.2
Old  :                 14.6       12.1       22.6       20.3       14.2       11.7       21.1       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :    98,838:    15,148      8,850         50     72,864     86,585     88,062     95,485:    10,776      3,353
Old  :    98,838:    15,148      8,850         50     72,864     86,585     88,062     95,485:    10,776      3,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -2,049:     2,894       -141         -3     -6,911     -1,315     -4,020     -1,459:     1,971       -590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        9.0        0.1       73.7       87.6       89.1       96.6:      10.9        3.4
Old  :     100.0:      15.3        9.0        0.1       73.7       87.6       89.1       96.6:      10.9        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        13          8          2         56         32         70         41:
Old  :        98:        13          8          2         56         32         70         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       44.8       41.9       61.4       29.8       44.6       41.3       61.2
Old  :                 29.9       44.8       41.9       61.4       29.8       44.6       41.3       61.2
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, May 1, 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  :   100,249:    25,666      6,439      2,881     60,764     83,712     89,311     93,032:    10,938      7,218
Old  :   100,249:    25,666      6,439      2,881     60,764     83,712     89,311     93,032:    10,938      7,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :        98:    -2,718       -126        653      2,588     -1,208        523       -681:      -425        779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        6.4        2.9       60.6       83.5       89.1       92.8:      10.9        7.2
Old  :     100.0:      25.6        6.4        2.9       60.6       83.5       89.1       92.8:      10.9        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  :       246:        81         33         18         82         83        173        124:
Old  :       246:        81         33         18         82         83        173        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  :                 27.0       36.4       37.7       50.6       26.1       32.4       34.4       45.2
Old  :                 27.0       36.4       37.7       50.6       26.1       32.4       34.4       45.2
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, May 1, 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  :    16,490:     1,474        957        548      9,597     14,023     11,619     15,528:     4,871        962
Old  :    16,490:     1,474        957        548      9,597     14,023     11,619     15,528:     4,871        962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     1,262:       657        468         74      1,062        830      1,793      1,372:      -531       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        5.8        3.3       58.2       85.0       70.5       94.2:      29.5        5.8
Old  :     100.0:       8.9        5.8        3.3       58.2       85.0       70.5       94.2:      29.5        5.8
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  :        23:         3          3          1          7         10         11         13:
Old  :        23:         3          3          1          7         10         11         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  :                 48.9       69.5       63.3       82.3       48.9       69.5       62.9       81.7
Old  :                 48.9       69.5       63.3       82.3       48.9       69.5       62.9       81.7
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, May 1, 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  :   418,798:   127,746     34,194      4,880    255,835    348,444    388,462    387,518:    30,337     31,281
Old  :   418,798:   127,746     34,194      4,880    255,835    348,444    388,462    387,518:    30,337     31,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -5,819:   -14,187       -280        206      7,631    -10,190     -6,350    -10,263:       531      4,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        8.2        1.2       61.1       83.2       92.8       92.5:       7.2        7.5
Old  :     100.0:      30.5        8.2        1.2       61.1       83.2       92.8       92.5:       7.2        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        80         31         16         79         79        168        117:
Old  :       243:        80         31         16         79         79        168        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       36.2       41.2       51.9       30.1       36.2       41.2       51.7
Old  :                 30.1       36.2       41.2       51.9       30.1       36.2       41.2       51.7
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, May 1, 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  :   157,802:    88,669     36,519      5,183     33,238     95,506    127,090    137,208:    30,712     20,594
Old  :   157,802:    88,669     36,519      5,183     33,238     95,506    127,090    137,208:    30,712     20,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       949:     8,214      1,884        415    -11,495      1,088     -2,866      3,386:     3,815     -2,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.2       23.1        3.3       21.1       60.5       80.5       86.9:      19.5       13.1
Old  :     100.0:      56.2       23.1        3.3       21.1       60.5       80.5       86.9:      19.5       13.1
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  :        84:        30         25         15         18         25         59         54:
Old  :        84:        30         25         15         18         25         59         54:
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  :                 48.4       47.1       60.1       61.4       48.3       46.7       59.6       60.9
Old  :                 48.4       47.1       60.1       61.4       48.3       46.7       59.6       60.9
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, May 1, 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  :    42,151:     9,415     14,182          0     25,741      4,895     35,156     19,077:     6,995     23,074
Old  :    42,151:     9,415     14,182          0     25,741      4,895     35,156     19,077:     6,995     23,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       337:      -485         92          0        200         20       -285        112:       622        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       33.6        0.0       61.1       11.6       83.4       45.3:      16.6       54.7
Old  :     100.0:      22.3       33.6        0.0       61.1       11.6       83.4       45.3:      16.6       54.7
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  :        42:        13          7          0         19          5         32         12:
Old  :        42:        13          7          0         19          5         32         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  :                 45.2       38.4       57.6       43.4       45.2       38.4       57.6       43.4
Old  :                 45.2       38.4       57.6       43.4       45.2       38.4       57.6       43.4
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, May 1, 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  :    66,562:    16,948      3,626      7,686     29,609     15,537     54,243     26,849:    12,319     39,713
Old  :    66,562:    16,948      3,626      7,686     29,609     15,537     54,243     26,849:    12,319     39,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     2,979:       679       -464        353      2,304     -2,443      3,336     -2,554:      -357      5,533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        5.4       11.5       44.5       23.3       81.5       40.3:      18.5       59.7
Old  :     100.0:      25.5        5.4       11.5       44.5       23.3       81.5       40.3:      18.5       59.7
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  :        55:        15          7          4         21         18         38         27:
Old  :        55:        15          7          4         21         18         38         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       22.0       55.0       28.6       33.0       13.5       43.7       17.4
Old  :                 39.5       22.0       55.0       28.6       33.0       13.5       43.7       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 4, 2012