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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     3,981:         2         22        172      3,266      3,230      3,440      3,425:       541        557
Old  :     3,981:         2         22        172      3,266      3,230      3,440      3,425:       541        557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :       343:        -4         22         45        249        287        289        354:        54        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.6        4.3       82.0       81.1       86.4       86.0:      13.6       14.0
Old  :     100.0:       0.1        0.6        4.3       82.0       81.1       86.4       86.0:      13.6       14.0
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  :        20:         1          2          3         16         11         19         14:
Old  :        20:         1          2          3         16         11         19         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  :                 48.1       69.5       67.7       78.8       47.1       63.7       58.4       63.8
Old  :                 48.1       69.5       67.7       78.8       47.1       63.7       58.4       63.8
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, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    38,739:     3,105      2,691      9,357     21,305     19,380     33,767     31,428:     4,972      7,311
Old  :    38,739:     3,105      2,691      9,357     21,305     19,380     33,767     31,428:     4,972      7,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :      -314:      -254        128        -42         67       -175       -229        -89:       -85       -225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        6.9       24.2       55.0       50.0       87.2       81.1:      12.8       18.9
Old  :     100.0:       8.0        6.9       24.2       55.0       50.0       87.2       81.1:      12.8       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        24         10         25         38         34         71         60:
Old  :        80:        24         10         25         38         34         71         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       29.2       48.1       46.9       30.7       27.6       40.9       39.3
Old  :                 32.4       29.2       48.1       46.9       30.7       27.6       40.9       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   280,451:    82,808     23,438     84,543     83,093    133,521    250,443    241,502:    30,008     38,949
Old  :   268,254:    82,071     24,934     80,371     79,153    126,292    241,595    231,598:    26,660     36,656
Other:    12,197:     2,581        348      2,327      3,940      7,229      8,848      9,904:     3,349      2,293
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     5,339:     3,318     -2,940      2,647        304      8,454      6,270      8,161:      -931     -2,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        8.4       30.1       29.6       47.6       89.3       86.1:      10.7       13.9
Old  :     100.0:      30.6        9.3       30.0       29.5       47.1       90.1       86.3:       9.9       13.7
Other:     100.0:      21.2        2.8       19.1       32.3       59.3       72.5       81.2:      27.5       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:       104         76        116         69         83        242        220:
Old  :       290:       102         79        116         64         83        237        220:
Other:        82:        22          8         14         33         38         60         56:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       15.5       22.7       24.9       11.6       15.1       20.2       23.2
Old  :                 12.4       16.0       23.3       25.6       11.9       15.8       20.7       23.7
Other:                 18.4       27.6       31.6       42.2       16.9       25.5       27.0       35.3
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   394,274:   107,968     35,481    115,672    138,392    186,081    362,032    337,234:    32,243     57,040
Old  :   394,274:   107,968     35,481    115,672    138,392    186,081    362,032    337,234:    32,243     57,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :         3:     2,253        619      1,896     -1,521      2,022      2,628      4,537:    -2,625     -4,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        9.0       29.3       35.1       47.2       91.8       85.5:       8.2       14.5
Old  :     100.0:      27.4        9.0       29.3       35.1       47.2       91.8       85.5:       8.2       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       434:       143         87        155        110        168        335        349:
Old  :       434:       143         87        155        110        168        335        349:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       15.0       24.6       22.6       12.3       12.9       21.3       17.7
Old  :                 13.7       15.0       24.6       22.6       12.3       12.9       21.3       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    10,161:     4,498      1,530      1,252      2,175      5,828      7,924      8,610:     2,236      1,551
Old  :    10,161:     4,498      1,530      1,252      2,175      5,828      7,924      8,610:     2,236      1,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -1,045:       -42       -639       -248       -227        -29       -516       -916:      -529       -129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       15.1       12.3       21.4       57.4       78.0       84.7:      22.0       15.3
Old  :     100.0:      44.3       15.1       12.3       21.4       57.4       78.0       84.7:      22.0       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        46         16         13         24         29         76         54:
Old  :        98:        46         16         13         24         29         76         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  :                 23.8       39.5       39.9       51.6       21.0       36.2       33.3       46.3
Old  :                 23.8       39.5       39.9       51.6       21.0       36.2       33.3       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    34,816:    10,055      7,477      7,689      9,401      6,217     27,145     21,384:     7,671     13,432
Old  :    34,816:    10,055      7,477      7,689      9,401      6,217     27,145     21,384:     7,671     13,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :       363:       110      1,081        -49       -154       -183        -93        850:       456       -487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       21.5       22.1       27.0       17.9       78.0       61.4:      22.0       38.6
Old  :     100.0:      28.9       21.5       22.1       27.0       17.9       78.0       61.4:      22.0       38.6
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  :       148:        41         27         35         55         45        113         96:
Old  :       148:        41         27         35         55         45        113         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.7       19.5       22.7       27.2       11.0       14.8       18.5       19.3
Old  :                 12.7       19.5       22.7       27.2       11.0       14.8       18.5       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     6,813:       307      2,093      1,169      4,812      3,324      6,288      6,586:       525        227
Old  :     6,813:       307      2,093      1,169      4,812      3,324      6,288      6,586:       525        227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :       261:        41        142         76        106         -8        223        210:        39         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       30.7       17.2       70.6       48.8       92.3       96.7:       7.7        3.3
Old  :     100.0:       4.5       30.7       17.2       70.6       48.8       92.3       96.7:       7.7        3.3
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  :        33:         9          6         10         15         12         28         24:
Old  :        33:         9          6         10         15         12         28         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       37.2       68.2       63.5       45.3       35.9       57.6       58.8
Old  :                 52.7       37.2       68.2       63.5       45.3       35.9       57.6       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    75,631:    10,973      5,202      3,045     61,029     67,157     75,047     75,404:       584        227
Old  :    75,631:    10,973      5,202      3,045     61,029     67,157     75,047     75,404:       584        227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :       483:       470        -27         -9          0        607        461        571:        22        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        6.9        4.0       80.7       88.8       99.2       99.7:       0.8        0.3
Old  :     100.0:      14.5        6.9        4.0       80.7       88.8       99.2       99.7:       0.8        0.3
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  :        27:         5          2          2         14         18         19         22:
Old  :        27:         5          2          2         14         18         19         22:
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  :                 68.2       59.2       89.2       78.3       57.7       50.2       65.7       60.6
Old  :                 68.2       59.2       89.2       78.3       57.7       50.2       65.7       60.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   147,048:    73,601      7,589      3,988     29,702    118,591    107,290    130,168:    39,758     16,880
Old  :   147,048:    73,601      7,589      3,988     29,702    118,591    107,290    130,168:    39,758     16,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -3,509:       888     -1,957        594       -807       -295        674     -1,658:    -4,183     -1,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1        5.2        2.7       20.2       80.6       73.0       88.5:      27.0       11.5
Old  :     100.0:      50.1        5.2        2.7       20.2       80.6       73.0       88.5:      27.0       11.5
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  :        87:        41         16         14         20         26         68         49:
Old  :        87:        41         16         14         20         26         68         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       63.4       42.5       73.6       34.4       63.3       42.5       73.2
Old  :                 34.4       63.4       42.5       73.6       34.4       63.3       42.5       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    51,892:    23,698     12,483        389      3,244     31,734     27,331     44,606:    24,562      7,286
Old  :    51,892:    23,698     12,483        389      3,244     31,734     27,331     44,606:    24,562      7,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     1,671:     1,903      1,724         -8        496        936      2,391      2,653:      -720       -982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7       24.1        0.7        6.3       61.2       52.7       86.0:      47.3       14.0
Old  :     100.0:      45.7       24.1        0.7        6.3       61.2       52.7       86.0:      47.3       14.0
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  :        41:        15          9          2          7         15         24         24:
Old  :        41:        15          9          2          7         15         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       46.0       38.4       63.1       30.0       45.8       37.7       63.0
Old  :                 30.0       46.0       38.4       63.1       30.0       45.8       37.7       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   186,181:   149,624      7,872        420     28,558    176,559    178,602    184,851:     7,579      1,330
Old  :   186,181:   149,624      7,872        420     28,558    176,559    178,602    184,851:     7,579      1,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :   -14,279:    -7,714       -111        310     -2,332    -14,118     -9,736    -13,919:    -4,543       -360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.4        4.2        0.2       15.3       94.8       95.9       99.3:       4.1        0.7
Old  :     100.0:      80.4        4.2        0.2       15.3       94.8       95.9       99.3:       4.1        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        82         14          3         14         19         98         34:
Old  :       127:        82         14          3         14         19         98         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       59.6       62.6       82.6       52.2       59.6       62.6       82.6
Old  :                 52.2       59.6       62.6       82.6       52.2       59.6       62.6       82.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   188,209:    66,710     32,672      6,935     70,457    127,257    144,102    166,864:    44,107     21,345
Old  :   188,209:    66,710     32,672      6,935     70,457    127,257    144,102    166,864:    44,107     21,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -3,788:    -6,795     -4,488      1,689      1,285     -2,451     -3,821     -5,250:        32      1,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       17.4        3.7       37.4       67.6       76.6       88.7:      23.4       11.3
Old  :     100.0:      35.4       17.4        3.7       37.4       67.6       76.6       88.7:      23.4       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  :       103:        37         29         16         19         31         66         66:
Old  :       103:        37         29         16         19         31         66         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  :                 38.2       38.2       48.2       52.6       38.2       38.0       47.5       52.4
Old  :                 38.2       38.2       48.2       52.6       38.2       38.0       47.5       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   240,939:    29,538    107,697     26,717    162,325     39,434    218,579    173,848:    22,359     67,090
Old  :   240,939:    29,538    107,697     26,717    162,325     39,434    218,579    173,848:    22,359     67,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     9,978:     3,622     -2,368      6,904     -5,429      7,709      5,097     12,245:     4,881     -2,267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       44.7       11.1       67.4       16.4       90.7       72.2:       9.3       27.8
Old  :     100.0:      12.3       44.7       11.1       67.4       16.4       90.7       72.2:       9.3       27.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        24         66         34         28         28         74        107:
Old  :       131:        24         66         34         28         28         74        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       25.9       52.1       32.3       36.7       24.6       50.3       30.4
Old  :                 38.1       25.9       52.1       32.3       36.7       24.6       50.3       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   251,780:    79,565     73,360     28,522     88,029     96,580    196,116    198,463:    55,664     53,317
Old  :   251,780:    79,565     73,360     28,522     88,029     96,580    196,116    198,463:    55,664     53,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     6,180:     6,244     -1,260        914        415      6,723      7,572      6,376:    -1,392       -197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       29.1       11.3       35.0       38.4       77.9       78.8:      22.1       21.2
Old  :     100.0:      31.6       29.1       11.3       35.0       38.4       77.9       78.8:      22.1       21.2
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  :       187:        52         64         43         47         54        124        136:
Old  :       187:        52         64         43         47         54        124        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       18.6       27.9       27.7       20.7       18.3       27.1       26.8
Old  :                 20.8       18.6       27.9       27.7       20.7       18.3       27.1       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  :    38,246:    22,143      7,430         39     15,495     30,169     37,677     37,638:       569        608
Old  :    38,246:    22,143      7,430         39     15,495     30,169     37,677     37,638:       569        608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -2,808:      -204       -153     -1,052     -1,450     -1,549     -2,706     -2,754:      -102        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.9       19.4        0.1       40.5       78.9       98.5       98.4:       1.5        1.6
Old  :     100.0:      57.9       19.4        0.1       40.5       78.9       98.5       98.4:       1.5        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        10          4          1          6          7         17         11:
Old  :        25:        10          4          1          6          7         17         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.2       88.9       94.1       96.4       82.1       88.9       93.1       96.0
Old  :                 82.2       88.9       94.1       96.4       82.1       88.9       93.1       96.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    34,531:    25,832      8,750        231      4,147     23,921     30,210     32,902:     4,321      1,629
Old  :    34,531:    25,832      8,750        231      4,147     23,921     30,210     32,902:     4,321      1,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -5,604:    -1,593     -3,936          2     -1,030     -1,863     -2,621     -5,797:    -2,983        193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.8       25.3        0.7       12.0       69.3       87.5       95.3:      12.5        4.7
Old  :     100.0:      74.8       25.3        0.7       12.0       69.3       87.5       95.3:      12.5        4.7
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:        24         11          2          9         13         33         26:
Old  :        55:        24         11          2          9         13         33         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       72.3       68.3       83.1       53.1       72.3       68.3       83.1
Old  :                 53.1       72.3       68.3       83.1       53.1       72.3       68.3       83.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :10,511,265:   982,796    563,049  3,328,530  5,310,033  5,592,227  9,621,359  9,483,806:   889,906  1,027,459
Old  :10,511,265:   982,796    563,049  3,328,530  5,310,033  5,592,227  9,621,359  9,483,806:   889,906  1,027,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :   123,002:   -68,822     26,048     91,755    151,003     60,371    173,936    178,174:   -50,934    -55,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        5.4       31.7       50.5       53.2       91.5       90.2:       8.5        9.8
Old  :     100.0:       9.3        5.4       31.7       50.5       53.2       91.5       90.2:       8.5        9.8
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  :       235:        51         45         81        122        126        218        216:
Old  :       235:        51         45         81        122        126        218        216:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       24.4       32.0       34.6       14.1       15.6       19.0       19.0
Old  :                 20.7       24.4       32.0       34.6       14.1       15.6       19.0       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   850,806:    97,209     68,600     49,481    584,161    649,696    730,851    767,777:   119,955     83,029
Old  :   850,806:    97,209     68,600     49,481    584,161    649,696    730,851    767,777:   119,955     83,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -1,240:     3,192      3,555        202     -1,150     -1,391      2,245      2,367:    -3,484     -3,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        8.1        5.8       68.7       76.4       85.9       90.2:      14.1        9.8
Old  :     100.0:      11.4        8.1        5.8       68.7       76.4       85.9       90.2:      14.1        9.8
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  :       562:       128        100         98        242        215        425        360:
Old  :       562:       128        100         98        242        215        425        360:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       15.9       22.4       26.6       12.2       15.8       19.1       26.0
Old  :                 14.2       15.9       22.4       26.6       12.2       15.8       19.1       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   227,968:    15,187      2,217     14,469    137,795    166,430    167,450    183,116:    60,518     44,852
Old  :   227,968:    15,187      2,217     14,469    137,795    166,430    167,450    183,116:    60,518     44,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     6,284:     4,371      1,021       -273      1,034      6,532      5,132      7,280:     1,152       -996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        1.0        6.3       60.4       73.0       73.5       80.3:      26.5       19.7
Old  :     100.0:       6.7        1.0        6.3       60.4       73.0       73.5       80.3:      26.5       19.7
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  :       111:        17         11         21         65         55         94         77:
Old  :       111:        17         11         21         65         55         94         77:
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  :                 17.4       25.2       25.4       36.1       14.8       24.9       21.9       35.5
Old  :                 17.4       25.2       25.4       36.1       14.8       24.9       21.9       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,114,188:   430,653    352,455    154,518  2,231,833  2,416,332  2,817,004  2,923,305:   297,183    190,882
Old  : 3,114,188:   430,653    352,455    154,518  2,231,833  2,416,332  2,817,004  2,923,305:   297,183    190,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :   -37,619:     7,172     25,737    -10,690    -10,918    -39,613    -14,436    -24,565:   -23,183    -13,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       11.3        5.0       71.7       77.6       90.5       93.9:       9.5        6.1
Old  :     100.0:      13.8       11.3        5.0       71.7       77.6       90.5       93.9:       9.5        6.1
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  :       522:       120         94         87        217        200        383        335:
Old  :       522:       120         94         87        217        200        383        335:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       17.7       27.2       29.3       16.1       17.6       23.7       28.7
Old  :                 16.8       17.7       27.2       29.3       16.1       17.6       23.7       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   111,804:    19,505      2,266        180     80,754    106,639    100,439    109,085:    11,366      2,720
Old  :   111,804:    19,505      2,266        180     80,754    106,639    100,439    109,085:    11,366      2,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -1,772:     1,557       -218        180     -2,974     -2,052     -1,237     -2,090:      -535        318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        2.0        0.2       72.2       95.4       89.8       97.6:      10.2        2.4
Old  :     100.0:      17.4        2.0        0.2       72.2       95.4       89.8       97.6:      10.2        2.4
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:        19          2          1         52         38         71         41:
Old  :        98:        19          2          1         52         38         71         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  :                 33.3       44.2       47.5       63.5       33.3       44.2       46.6       63.3
Old  :                 33.3       44.2       47.5       63.5       33.3       44.2       46.6       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    58,152:    13,019      7,677      1,371     37,533     46,392     51,923     55,440:     6,229      2,712
Old  :    58,152:    13,019      7,677      1,371     37,533     46,392     51,923     55,440:     6,229      2,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -2,452:    -1,320      1,436        281       -975     -4,446     -2,014     -2,730:      -438        278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       13.2        2.4       64.5       79.8       89.3       95.3:      10.7        4.7
Old  :     100.0:      22.4       13.2        2.4       64.5       79.8       89.3       95.3:      10.7        4.7
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  :       204:        53         25         19         71         75        130        113:
Old  :       204:        53         25         19         71         75        130        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       29.9       45.1       44.4       32.9       29.9       44.6       44.0
Old  :                 32.9       29.9       45.1       44.4       32.9       29.9       44.6       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   290,758:    65,096     38,385      6,854    187,664    231,961    259,613    277,200:    31,145     13,558
Old  :   290,758:    65,096     38,385      6,854    187,664    231,961    259,613    277,200:    31,145     13,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :   -12,259:    -6,599      7,180      1,403     -4,873    -22,230    -10,069    -13,648:    -2,191      1,389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       13.2        2.4       64.5       79.8       89.3       95.3:      10.7        4.7
Old  :     100.0:      22.4       13.2        2.4       64.5       79.8       89.3       95.3:      10.7        4.7
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  :       204:        53         25         19         71         75        130        113:
Old  :       204:        53         25         19         71         75        130        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       29.9       45.1       44.4       32.9       29.9       44.6       44.0
Old  :                 32.9       29.9       45.1       44.4       32.9       29.9       44.6       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   181,742:   116,717     38,804      6,361     24,360    116,433    147,438    161,597:    34,303     20,144
Old  :   181,742:   116,717     38,804      6,361     24,360    116,433    147,438    161,597:    34,303     20,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -3,589:       249     -3,674        797       -101     -1,139        946     -4,015:    -4,535        426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.2       21.4        3.5       13.4       64.1       81.1       88.9:      18.9       11.1
Old  :     100.0:      64.2       21.4        3.5       13.4       64.1       81.1       88.9:      18.9       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        36         35         21         23         27         73         69:
Old  :       106:        36         35         21         23         27         73         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       50.7       54.3       63.4       43.3       50.1       54.3       62.7
Old  :                 43.3       50.7       54.3       63.4       43.3       50.1       54.3       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    52,920:    18,159     20,708        860     24,594     10,782     43,613     32,350:     9,307     20,570
Old  :    52,920:    18,159     20,708        860     24,594     10,782     43,613     32,350:     9,307     20,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :       388:     1,058     -1,259         84       -191        439        951       -736:      -563      1,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       39.1        1.6       46.5       20.4       82.4       61.1:      17.6       38.9
Old  :     100.0:      34.3       39.1        1.6       46.5       20.4       82.4       61.1:      17.6       38.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        21          8          3         21          6         44         15:
Old  :        53:        21          8          3         21          6         44         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       43.9       46.2       57.4       32.7       43.9       46.2       55.9
Old  :                 32.7       43.9       46.2       57.4       32.7       43.9       46.2       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    54,529:    26,729      3,962        483     20,238     22,928     47,450     27,373:     7,079     27,156
Old  :    54,529:    26,729      3,962        483     20,238     22,928     47,450     27,373:     7,079     27,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     1,148:       421        680        345        924      4,190      1,690      5,215:      -542     -4,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.0        7.3        0.9       37.1       42.0       87.0       50.2:      13.0       49.8
Old  :     100.0:      49.0        7.3        0.9       37.1       42.0       87.0       50.2:      13.0       49.8
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  :        67:        23          6          3         23         23         47         31:
Old  :        67:        23          6          3         23         23         47         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       20.3       51.7       30.4       34.9       18.6       48.8       28.1
Old  :                 35.9       20.3       51.7       30.4       34.9       18.6       48.8       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 4, 2013