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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :     3,900:        74          0        167      2,938      3,365      3,179      3,532:       721        367
Old  :     3,900:        74          0        167      2,938      3,365      3,179      3,532:       721        367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :       108:         6         -0          3         54         83         63         86:        45         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        0.0        4.3       75.3       86.3       81.5       90.6:      18.5        9.4
Old  :     100.0:       1.9        0.0        4.3       75.3       86.3       81.5       90.6:      18.5        9.4
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  :        21:         2          1          3         16         11         19         14:
Old  :        21:         2          1          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  :                 44.8       69.1       67.6       83.4       41.5       63.5       55.4       68.3
Old  :                 44.8       69.1       67.6       83.4       41.5       63.5       55.4       68.3
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, October 30, 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  :    49,293:     6,491      2,434     11,791     22,922     26,540     41,204     40,765:     8,089      8,528
Old  :    49,293:     6,491      2,434     11,791     22,922     26,540     41,204     40,765:     8,089      8,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     1,098:       148        209        438        616        247      1,203        895:      -105        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        4.9       23.9       46.5       53.8       83.6       82.7:      16.4       17.3
Old  :     100.0:      13.2        4.9       23.9       46.5       53.8       83.6       82.7:      16.4       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        22          9         21         36         31         66         53:
Old  :        73:        22          9         21         36         31         66         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       30.0       44.3       44.9       28.5       29.0       37.5       39.0
Old  :                 31.6       30.0       44.3       44.9       28.5       29.0       37.5       39.0
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, October 30, 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  :   260,178:    71,753     29,681     83,508     81,090    100,956    236,351    214,145:    23,827     46,033
Old  :   257,065:    71,363     29,936     82,158     80,461     99,919    233,982    212,014:    23,082     45,051
Other:     3,114:       863        219        876        630      1,037      2,369      2,132:       745        982
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -4,297:      -598     -1,321     -2,909     -1,093     -1,479     -4,601     -5,709:       303      1,412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       11.4       32.1       31.2       38.8       90.8       82.3:       9.2       17.7
Old  :     100.0:      27.8       11.6       32.0       31.3       38.9       91.0       82.5:       9.0       17.5
Other:     100.0:      27.7        7.0       28.1       20.2       33.3       76.1       68.5:      23.9       31.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:       103         91        133         58         74        240        234:
Old  :       296:       102         91        133         57         74        239        234:
Other:        50:        16          7          9         10         20         29         33:
     :----------------------------------------------------------------------------------------------------
     :             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       13.0       25.3       21.0       13.5       11.3       22.5       17.5
Old  :                 14.3       13.1       25.5       21.0       13.6       11.4       22.7       17.6
Other:                 36.4       29.2       56.1       46.0       30.0       19.8       40.1       30.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :   380,870:    93,467     52,781    108,004    145,230    164,159    346,702    324,944:    34,168     55,925
Old  :   380,870:    93,467     52,781    108,004    145,230    164,159    346,702    324,944:    34,168     55,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    16,185:       653      6,896      6,718      5,266       -509     12,636     13,105:     3,548      3,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       13.9       28.4       38.1       43.1       91.0       85.3:       9.0       14.7
Old  :     100.0:      24.5       13.9       28.4       38.1       43.1       91.0       85.3:       9.0       14.7
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  :       420:       115        101        157        122        155        321        356:
Old  :       420:       115        101        157        122        155        321        356:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       12.4       25.8       18.8       13.9       11.1       23.6       16.2
Old  :                 15.6       12.4       25.8       18.8       13.9       11.1       23.6       16.2
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, October 30, 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  :    10,783:     4,480      2,427        717      3,317      5,848      8,514      8,992:     2,269      1,791
Old  :    10,783:     4,480      2,427        717      3,317      5,848      8,514      8,992:     2,269      1,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     1,474:       486        217        155        407        980      1,049      1,352:       425        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       22.5        6.6       30.8       54.2       79.0       83.4:      21.0       16.6
Old  :     100.0:      41.6       22.5        6.6       30.8       54.2       79.0       83.4:      21.0       16.6
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  :       104:        42         22         12         30         32         82         57:
Old  :       104:        42         22         12         30         32         82         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       28.0       41.6       42.6       22.7       24.0       36.6       36.1
Old  :                 24.5       28.0       41.6       42.6       22.7       24.0       36.6       36.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :    28,996:     8,109      7,163      6,217      8,179      4,526     22,505     17,907:     6,491     11,090
Old  :    28,996:     8,109      7,163      6,217      8,179      4,526     22,505     17,907:     6,491     11,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -2,936:       729        304     -1,622     -1,581       -427     -2,474     -1,745:      -462     -1,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       24.7       21.4       28.2       15.6       77.6       61.8:      22.4       38.2
Old  :     100.0:      28.0       24.7       21.4       28.2       15.6       77.6       61.8:      22.4       38.2
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  :       143:        33         40         39         47         42        100        109:
Old  :       143:        33         40         39         47         42        100        109:
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  :                 14.9       12.0       26.0       19.4       14.9       10.1       24.0       15.3
Old  :                 14.9       12.0       26.0       19.4       14.9       10.1       24.0       15.3
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, October 30, 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  :     6,761:       190      1,399        881      5,005      4,284      6,075      6,564:       686        197
Old  :     6,761:       190      1,399        881      5,005      4,284      6,075      6,564:       686        197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :       143:        20         -5         27        102        129        149        152:        -6         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       20.7       13.0       74.0       63.4       89.9       97.1:      10.1        2.9
Old  :     100.0:       2.8       20.7       13.0       74.0       63.4       89.9       97.1:      10.1        2.9
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  :        33:         7          8         12         12         12         25         26:
Old  :        33:         7          8         12         12         12         25         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.7       50.3       70.6       74.4       55.2       48.5       62.3       66.1
Old  :                 58.7       50.3       70.6       74.4       55.2       48.5       62.3       66.1
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, October 30, 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  :    85,252:     7,108      5,072      2,729     74,778     77,023     84,615     84,824:       637        428
Old  :    85,252:     7,108      5,072      2,729     74,778     77,023     84,615     84,824:       637        428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -2,999:    -1,018       -235        403     -2,346     -3,196     -2,961     -3,028:       -38         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        5.9        3.2       87.7       90.3       99.3       99.5:       0.7        0.5
Old  :     100.0:       8.3        5.9        3.2       87.7       90.3       99.3       99.5:       0.7        0.5
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  :        22:         2          1          1         15         16         17         18:
Old  :        22:         2          1          1         15         16         17         18:
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  :                 72.3       66.0       88.6       83.0       59.0       57.4       67.8       65.8
Old  :                 72.3       66.0       88.6       83.0       59.0       57.4       67.8       65.8
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, October 30, 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  :   185,758:    87,011      5,883     10,194     46,850    150,642    144,055    166,719:    41,702     19,038
Old  :   185,758:    87,011      5,883     10,194     46,850    150,642    144,055    166,719:    41,702     19,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -8,840:   -12,138     -1,951      2,338       -815     -7,867    -10,616     -7,481:     1,776     -1,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.8        3.2        5.5       25.2       81.1       77.6       89.8:      22.4       10.2
Old  :     100.0:      46.8        3.2        5.5       25.2       81.1       77.6       89.8:      22.4       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        39         14         18         25         29         72         53:
Old  :        90:        39         14         18         25         29         72         53:
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  :                 38.6       54.6       47.8       70.2       37.5       54.5       46.7       69.4
Old  :                 38.6       54.6       47.8       70.2       37.5       54.5       46.7       69.4
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, October 30, 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  :    38,773:    11,785      9,419        118     10,469     17,343     22,372     26,880:    16,401     11,893
Old  :    38,773:    11,785      9,419        118     10,469     17,343     22,372     26,880:    16,401     11,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :       923:     1,029      1,024         82        469       -623      1,580        483:      -657        440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       24.3        0.3       27.0       44.7       57.7       69.3:      42.3       30.7
Old  :     100.0:      30.4       24.3        0.3       27.0       44.7       57.7       69.3:      42.3       30.7
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  :        37:        12          8          3          9         12         21         23:
Old  :        37:        12          8          3          9         12         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       39.0       44.4       50.5       32.2       38.8       43.9       50.2
Old  :                 32.3       39.0       44.4       50.5       32.2       38.8       43.9       50.2
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, October 30, 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  :   202,456:   130,624      4,615      1,096     62,410    193,779    194,130    199,490:     8,326      2,966
Old  :   202,456:   130,624      4,615      1,096     62,410    193,779    194,130    199,490:     8,326      2,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -5,150:    -6,056        337         -5      1,199     -5,945     -4,862     -5,613:      -288        463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.5        2.3        0.5       30.8       95.7       95.9       98.5:       4.1        1.5
Old  :     100.0:      64.5        2.3        0.5       30.8       95.7       95.9       98.5:       4.1        1.5
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  :       127:        78         14          8         18         17        101         37:
Old  :       127:        78         14          8         18         17        101         37:
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  :                 48.5       69.8       64.1       87.8       48.5       69.6       63.8       87.5
Old  :                 48.5       69.8       64.1       87.8       48.5       69.6       63.8       87.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :   174,707:    58,175     33,695      5,637     73,796    112,689    137,608    152,021:    37,099     22,686
Old  :   174,707:    58,175     33,695      5,637     73,796    112,689    137,608    152,021:    37,099     22,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     8,160:     1,966     -2,598       -441      2,346     13,003      3,871      9,964:     4,289     -1,804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       19.3        3.2       42.2       64.5       78.8       87.0:      21.2       13.0
Old  :     100.0:      33.3       19.3        3.2       42.2       64.5       78.8       87.0:      21.2       13.0
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  :        97:        31         24         12         24         33         62         62:
Old  :        97:        31         24         12         24         33         62         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       29.2       50.1       46.3       37.0       27.6       45.7       42.7
Old  :                 39.8       29.2       50.1       46.3       37.0       27.6       45.7       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :   164,494:    19,724     55,991      9,674    121,105     43,971    150,503    109,635:    13,991     54,859
Old  :   164,494:    19,724     55,991      9,674    121,105     43,971    150,503    109,635:    13,991     54,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    10,407:    -5,964     13,289        259     18,174     -7,183     12,469      6,365:    -2,062      4,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       34.0        5.9       73.6       26.7       91.5       66.6:       8.5       33.4
Old  :     100.0:      12.0       34.0        5.9       73.6       26.7       91.5       66.6:       8.5       33.4
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  :       103:        19         43         21         29         25         60         77:
Old  :       103:        19         43         21         29         25         60         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  :                 45.6       22.6       58.7       34.1       45.6       22.3       58.4       33.4
Old  :                 45.6       22.6       58.7       34.1       45.6       22.3       58.4       33.4
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, October 30, 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  :   264,788:    37,690     99,794     25,701    156,161     75,373    219,552    200,868:    45,235     63,920
Old  :   264,788:    37,690     99,794     25,701    156,161     75,373    219,552    200,868:    45,235     63,920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     4,611:      -223      2,527        204      5,492        287      5,473      3,019:      -862      1,592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       37.7        9.7       59.0       28.5       82.9       75.9:      17.1       24.1
Old  :     100.0:      14.2       37.7        9.7       59.0       28.5       82.9       75.9:      17.1       24.1
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  :       200:        41         74         54         58         64        134        157:
Old  :       200:        41         74         54         58         64        134        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       20.3       34.4       27.5       23.9       20.0       34.0       26.7
Old  :                 24.3       20.3       34.4       27.5       23.9       20.0       34.0       26.7
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, October 30, 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  :    28,703:    18,643        491         59      9,135     27,763     27,837     28,313:       866        390
Old  :    28,703:    18,643        491         59      9,135     27,763     27,837     28,313:       866        390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     1,007:      -129         -5          0        957      1,092        828      1,087:       179        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.0        1.7        0.2       31.8       96.7       97.0       98.6:       3.0        1.4
Old  :     100.0:      65.0        1.7        0.2       31.8       96.7       97.0       98.6:       3.0        1.4
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  :        23:         9          1          1          8          9         17         11:
Old  :        23:         9          1          1          8          9         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  :                 84.4       89.5       91.3       96.8       78.1       84.0       83.9       88.9
Old  :                 84.4       89.5       91.3       96.8       78.1       84.0       83.9       88.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    31,023:    20,849      4,104        226      5,473     24,721     26,548     29,051:     4,475      1,972
Old  :    31,023:    20,849      4,104        226      5,473     24,721     26,548     29,051:     4,475      1,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     1,884:       321        -75         95      1,462      2,005      1,878      2,025:         6       -141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.2       13.2        0.7       17.6       79.7       85.6       93.6:      14.4        6.4
Old  :     100.0:      67.2       13.2        0.7       17.6       79.7       85.6       93.6:      14.4        6.4
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  :        56:        26         11          1          7         14         33         26:
Old  :        56:        26         11          1          7         14         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  :                 57.6       67.7       70.8       78.0       57.6       67.7       70.8       78.0
Old  :                 57.6       67.7       70.8       78.0       57.6       67.7       70.8       78.0
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, October 30, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :12,050,985: 1,301,686    438,971  3,969,088  5,857,555  6,605,904 11,128,329 11,013,963:   922,656  1,037,022
Old  :12,050,985: 1,301,686    438,971  3,969,088  5,857,555  6,605,904 11,128,329 11,013,963:   922,656  1,037,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    60,532:   -83,001     41,153     82,955     71,347    -65,340     71,302     58,768:   -10,770      1,763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        3.6       32.9       48.6       54.8       92.3       91.4:       7.7        8.6
Old  :     100.0:      10.8        3.6       32.9       48.6       54.8       92.3       91.4:       7.7        8.6
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  :       252:        65         38         87        130        135        235        230:
Old  :       252:        65         38         87        130        135        235        230:
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  :                 20.4       23.1       31.0       33.5       12.6       16.3       18.6       19.8
Old  :                 20.4       23.1       31.0       33.5       12.6       16.3       18.6       19.8
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, October 30, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   947,313:    99,925     86,878     53,884    669,826    716,269    823,635    857,031:   123,679     90,282
Old  :   947,313:    99,925     86,878     53,884    669,826    716,269    823,635    857,031:   123,679     90,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     6,222:     3,869      2,208     -4,938      6,937      5,378      5,868      2,647:       354      3,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        9.2        5.7       70.7       75.6       86.9       90.5:      13.1        9.5
Old  :     100.0:      10.5        9.2        5.7       70.7       75.6       86.9       90.5:      13.1        9.5
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  :       607:       141        111        112        256        250        452        418:
Old  :       607:       141        111        112        256        250        452        418:
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  :                 12.8       16.1       21.1       25.0       10.5       15.3       18.3       23.7
Old  :                 12.8       16.1       21.1       25.0       10.5       15.3       18.3       23.7
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, October 30, 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  :   272,621:     9,887      9,883     20,087    175,813    200,246    205,788    230,216:    66,834     42,405
Old  :   272,621:     9,887      9,883     20,087    175,813    200,246    205,788    230,216:    66,834     42,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :        25:       -78     -4,460        904      2,343        199      3,169     -3,357:    -3,144      3,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        3.6        7.4       64.5       73.5       75.5       84.4:      24.5       15.6
Old  :     100.0:       3.6        3.6        7.4       64.5       73.5       75.5       84.4:      24.5       15.6
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  :       119:        21         10         25         69         62         98         89:
Old  :       119:        21         10         25         69         62         98         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       25.1       27.7       38.7       15.2       24.2       22.1       32.7
Old  :                 18.3       25.1       27.7       38.7       15.2       24.2       22.1       32.7
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, October 30, 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  : 3,373,460:   459,622    394,411    159,550  2,470,063  2,580,116  3,089,235  3,134,077:   284,226    239,383
Old  : 3,373,460:   459,622    394,411    159,550  2,470,063  2,580,116  3,089,235  3,134,077:   284,226    239,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    30,987:    -1,725     11,877     -7,751     22,968     25,892     13,492     30,018:    17,494        968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       11.7        4.7       73.2       76.5       91.6       92.9:       8.4        7.1
Old  :     100.0:      13.6       11.7        4.7       73.2       76.5       91.6       92.9:       8.4        7.1
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  :       559:       128        107         99        232        226        412        380:
Old  :       559:       128        107         99        232        226        412        380:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       16.6       26.2       27.3       14.4       16.1       22.9       26.8
Old  :                 15.6       16.6       26.2       27.3       14.4       16.1       22.9       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :   113,941:    14,105      3,278      2,259     85,256    105,886    101,620    111,423:    12,321      2,518
Old  :   113,941:    14,105      3,278      2,259     85,256    105,886    101,620    111,423:    12,321      2,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     1,231:      -744          0      1,471       -592        -89        135      1,382:     1,096       -151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        2.9        2.0       74.8       92.9       89.2       97.8:      10.8        2.2
Old  :     100.0:      12.4        2.9        2.0       74.8       92.9       89.2       97.8:      10.8        2.2
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  :       101:        17          3          1         57         37         74         41:
Old  :       101:        17          3          1         57         37         74         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  :                 34.1       41.1       47.8       63.5       33.7       41.1       44.9       63.4
Old  :                 34.1       41.1       47.8       63.5       33.7       41.1       44.9       63.4
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, October 30, 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  :    76,144:    16,870      7,008      1,413     51,277     64,858     69,560     73,279:     6,584      2,865
Old  :    76,144:    16,870      7,008      1,413     51,277     64,858     69,560     73,279:     6,584      2,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :        11:      -570       -319        -73        959        658        316        266:      -305       -254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        9.2        1.9       67.3       85.2       91.4       96.2:       8.6        3.8
Old  :     100.0:      22.2        9.2        1.9       67.3       85.2       91.4       96.2:       8.6        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        58         33         17         73         74        139        116:
Old  :       216:        58         33         17         73         74        139        116:
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  :                 33.1       50.0       44.7       58.4       33.1       50.0       43.1       57.5
Old  :                 33.1       50.0       44.7       58.4       33.1       50.0       43.1       57.5
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, October 30, 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  :   380,719:    84,351     35,039      7,064    256,386    324,292    347,801    366,395:    32,918     14,324
Old  :   380,719:    84,351     35,039      7,064    256,386    324,292    347,801    366,395:    32,918     14,324
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :        56:    -2,851     -1,597       -363      4,793      3,288      1,579      1,328:    -1,524     -1,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        9.2        1.9       67.3       85.2       91.4       96.2:       8.6        3.8
Old  :     100.0:      22.2        9.2        1.9       67.3       85.2       91.4       96.2:       8.6        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        58         33         17         73         74        139        116:
Old  :       216:        58         33         17         73         74        139        116:
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  :                 33.1       50.0       44.7       58.4       33.1       50.0       43.1       57.5
Old  :                 33.1       50.0       44.7       58.4       33.1       50.0       43.1       57.5
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, October 30, 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  :   188,883:    90,519     38,834      6,792     57,506    117,763    154,817    163,389:    34,066     25,494
Old  :   188,883:    90,519     38,834      6,792     57,506    117,763    154,817    163,389:    34,066     25,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     4,904:     7,020         28       -500     -7,186      5,827       -665      5,355:     5,569       -451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.9       20.6        3.6       30.4       62.3       82.0       86.5:      18.0       13.5
Old  :     100.0:      47.9       20.6        3.6       30.4       62.3       82.0       86.5:      18.0       13.5
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  :       102:        31         29         19         23         35         64         73:
Old  :       102:        31         29         19         23         35         64         73:
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  :                 41.7       41.2       59.0       53.0       41.3       40.7       58.6       52.5
Old  :                 41.7       41.2       59.0       53.0       41.3       40.7       58.6       52.5
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, October 30, 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  :    30,071:     7,143      7,312          0     17,403      7,939     24,546     15,251:     5,525     14,820
Old  :    30,071:     7,143      7,312          0     17,403      7,939     24,546     15,251:     5,525     14,820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     4,436:     3,579      2,767          0        867        111      4,446      2,878:       -10      1,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       24.3        0.0       57.9       26.4       81.6       50.7:      18.4       49.3
Old  :     100.0:      23.8       24.3        0.0       57.9       26.4       81.6       50.7:      18.4       49.3
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  :        39:        10          5          0         17          9         27         14:
Old  :        39:        10          5          0         17          9         27         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  :                 43.9       37.1       57.9       46.0       43.9       37.1       57.9       46.0
Old  :                 43.9       37.1       57.9       46.0       43.9       37.1       57.9       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :    33,463:    10,084      6,053        182     17,141     18,868     27,407     25,103:     6,056      8,360
Old  :    33,463:    10,084      6,053        182     17,141     18,868     27,407     25,103:     6,056      8,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     2,018:     3,301         32        -59     -1,101       -505      2,141       -532:      -123      2,550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       18.1        0.5       51.2       56.4       81.9       75.0:      18.1       25.0
Old  :     100.0:      30.1       18.1        0.5       51.2       56.4       81.9       75.0:      18.1       25.0
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  :        58:        13          9          2         23         20         36         31:
Old  :        58:        13          9          2         23         20         36         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       33.7       43.8       47.9       27.5       33.7       39.9       47.7
Old  :                 30.2       33.7       43.8       47.9       27.5       33.7       39.9       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 2, 2012