```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,559
COMMITMENTS
       0      127      168    4,511    4,989    4,679    5,284      880      276

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        527)
      -2       -0        9      412      566      420      575      107      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      3.0     81.1     89.7     84.2     95.0     15.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        4        2       16       13       18       17
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       45,186
COMMITMENTS
   5,261    3,232    9,748   22,687   24,762   37,696   37,741    7,490    7,444

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        605)
    -342      311      148      756      355      562      814       44     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      7.2     21.6     50.2     54.8     83.4     83.5     16.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      22       11       20       38       34       65       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      270,459
COMMITMENTS
  66,892   26,810   86,359   94,028  117,308  247,280  230,478   23,179   39,981

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      8,485)
   4,401     -867    5,967   -1,796    2,429    8,572    7,529      -87      956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      9.9     31.9     34.8     43.4     91.4     85.2      8.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
     100       79      108       64       79      227      213
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      400,124
COMMITMENTS
  97,003   52,748  125,055  149,454  166,564  371,512  344,367   28,612   55,757

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      2,696)
   3,551   -4,983    2,587   -4,903    5,480    1,235    3,084    1,461     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     13.2     31.3     37.4     41.6     92.8     86.1      7.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     124       97      146      109      151      297      343
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,605
COMMITMENTS
   3,708    3,009    1,019    2,048    3,297    6,775    7,326    1,830    1,279

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -600)
    -291       43     -404     -108     -240     -803     -601      203        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.1     35.0     11.8     23.8     38.3     78.7     85.1     21.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      37       20       17       17       24       65       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,230
COMMITMENTS
   8,225    7,975   16,051   15,809    6,815   40,086   30,841   10,144   19,389

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        932)
     432      -39      717     -345      484      804    1,162      128     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     15.9     32.0     31.5     13.6     79.8     61.4     20.2     38.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      40       47       54       69       53      134      136
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,558
COMMITMENTS
     124    2,442      448    7,145    5,299    7,717    8,188      842      370

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:         14)
      -3       13      -15       30       13       12       11        2        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     28.5      5.2     83.5     61.9     90.2     95.7      9.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        8        8       11       13       20       23
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      103,664
COMMITMENTS
   4,294    5,562    4,885   94,224   92,741  103,403  103,188      261      476

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -252)
       0     -487       11     -263      366     -252     -110        0     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.4      4.7     90.9     89.5     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        3       15       15       18       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      115,007
COMMITMENTS
  29,402   17,281    7,022   43,769   65,691   80,194   89,995   34,814   25,012

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -7,416)
      86  -14,046    2,113  -14,442    9,102  -12,244   -2,831    4,828   -4,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     15.0      6.1     38.1     57.1     69.7     78.3     30.3     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      26       25       17       24       28       62       58
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       60,800
COMMITMENTS
   5,429   24,110      377   46,071   11,821   51,877   36,307    8,923   24,493

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -4,813)
     327   -6,937      377   -4,688    3,390   -3,984   -3,170     -829   -1,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     39.7      0.6     75.8     19.4     85.3     59.7     14.7     40.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8       14        2       12       11       20       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      170,977
COMMITMENTS
  69,542   21,986    1,463   95,869  143,789  166,874  167,238    4,103    3,739

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      6,380)
   3,557    5,663      488    2,014      932    6,059    7,083      321     -703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.7     12.9      0.9     56.1     84.1     97.6     97.8      2.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      35       26       11       14       21       54       54
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      117,255
COMMITMENTS
  30,595   32,648    4,380   64,321   51,488   99,297   88,516   17,958   28,738

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -5,018)
   1,515      848      297   -8,059   -3,946   -6,248   -2,802    1,230   -2,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     27.8      3.7     54.9     43.9     84.7     75.5     15.3     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      17       34       15       28       28       55       67
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      154,598
COMMITMENTS
  55,055   22,313    4,806   69,418   90,302  129,279  117,421   25,319   37,177

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      5,886)
   3,392   -4,154      712     -818    7,865    3,285    4,422    2,601    1,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.6     14.4      3.1     44.9     58.4     83.6     76.0     16.4     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      29       33       16       21       26       59       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      371,166
COMMITMENTS
  40,241  182,878   38,657  253,431   75,709  332,330  297,244   38,836   73,922

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -19,530)
    -964  -16,138   -1,368  -15,490    1,718  -17,822  -15,788   -1,708   -3,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     49.3     10.4     68.3     20.4     89.5     80.1     10.5     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      43       99       58       56       55      139      172
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       16,507
COMMITMENTS
  13,053   13,939      125    2,843    1,688   16,021   15,752      486      755

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        114)
      81        8       49      -64      102       66      159       48      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.1     84.4      0.8     17.2     10.2     97.1     95.4      2.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        2        9        6       16       12
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,967
COMMITMENTS
  13,659    3,312      186    7,151   19,684   20,996   23,182    3,971    1,785

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,761)
   1,956     -612       52   -1,231    2,645      777    2,085      984     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.7     13.3      0.7     28.6     78.8     84.1     92.9     15.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      19       14        2        6        8       26       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,310,074
COMMITMENTS
 1383727  487,151  4322241  5700840  6573788 11406808 11383180  903,266  926,894

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -22,149)
  31,143  -51,069    3,567  -25,941   95,017    8,769   47,516  -30,918  -69,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      4.0     35.1     46.3     53.4     92.7     92.5      7.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      69       48       86      138      138      253      232
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      917,317
COMMITMENTS
  70,755   79,427   59,405  628,886  646,308  759,047  785,141  158,270  132,176

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -30,516)
   9,911   -7,574   -9,434  -25,764   -8,289  -25,287  -25,297   -5,229   -5,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      8.7      6.5     68.6     70.5     82.7     85.6     17.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      586)
     118      120      110      249      246      430      415
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      304,348
COMMITMENTS
   8,429    6,689   25,007  193,976  192,972  227,412  224,668   76,936   79,680

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -11,980)
  -1,219   -5,839   -1,930  -10,968    3,671  -14,117   -4,098    2,137   -7,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.2      8.2     63.7     63.4     74.7     73.8     25.3     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      14       12       22       72       57       98       80
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,064,847
COMMITMENTS
 340,601  392,655  143,025  2174550  2266684  2658176  2802364  406,671  262,483

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -92,681)
  16,923  -47,402    1,206  -73,982  -59,798  -55,853 -105,994  -36,829   13,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     12.8      4.7     71.0     74.0     86.7     91.4     13.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      550)
     113      116      100      222      229      392      388
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      104,091
COMMITMENTS
   9,861    2,319        0   84,590   97,512   94,451   99,831    9,640    4,260

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -1,576)
     490   -1,415     -789   -2,681    1,492   -2,980     -712    1,404     -864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      2.2      0.0     81.3     93.7     90.7     95.9      9.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      10        2        0       50       35       60       37
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,097
COMMITMENTS
  20,331    4,392      448   48,632   67,176   69,412   72,016    5,685    3,081

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -7,329)
   4,838      158   -3,083   -5,710   -2,868   -3,954   -5,792   -3,375   -1,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      5.8      0.6     64.8     89.5     92.4     95.9      7.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      73       22       12       64       85      139      117
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      375,485
COMMITMENTS
 101,657   21,962    2,241  243,162  335,879  347,060  360,081   28,425   15,404

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     15,811)
  17,455   -3,195   -2,203      -84   24,771   15,169   19,373      643   -3,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      5.8      0.6     64.8     89.5     92.4     95.9      7.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      73       22       12       64       85      139      117
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      161,584
COMMITMENTS
  79,194   41,880    8,676   45,015   86,917  132,885  137,473   28,699   24,111

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     17,298)
  12,970    1,470    3,094   -3,439   13,486   12,626   18,051    4,672     -753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.0     25.9      5.4     27.9     53.8     82.2     85.1     17.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      24       42       19       25       27       64       73
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,261
COMMITMENTS
   4,374   11,133        2   20,155    5,418   24,531   16,553    6,730   14,708

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      2,226)
   1,461    1,555        1      414      178    1,876    1,734      350      492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     35.6      0.0     64.5     17.3     78.5     53.0     21.5     47.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        5        1       19        7       27       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,766
COMMITMENTS
  10,531    5,947      656   34,058   13,930   45,245   20,533    5,521   30,233

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      5,352)
     943      -80       90    3,051      -72    4,084      -62    1,268    5,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     11.7      1.3     67.1     27.4     89.1     40.4     10.9     59.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        7        2       22       15       34       23
```

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Updated August 3, 2012