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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     5,684:       427        102        100      4,340      4,855      4,868      5,058:       816        626
Old  :     5,684:       427        102        100      4,340      4,855      4,868      5,058:       816        626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       -45:       -51        -46          6         55          5          9        -35:       -55        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        1.8        1.8       76.4       85.4       85.6       89.0:      14.4       11.0
Old  :     100.0:       7.5        1.8        1.8       76.4       85.4       85.6       89.0:      14.4       11.0
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  :        22:         2          2          2         15         12         19         14:
Old  :        22:         2          2          2         15         12         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  :                 61.9       71.3       75.9       83.1       61.9       68.4       73.8       78.8
Old  :                 61.9       71.3       75.9       83.1       61.9       68.4       73.8       78.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    53,285:     6,109      3,365     12,687     28,405     25,217     47,201     41,268:     6,084     12,017
Old  :    53,285:     6,109      3,365     12,687     28,405     25,217     47,201     41,268:     6,084     12,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :      -648:      -822       -673        914       -827     -1,056       -735       -816:        88        168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        6.3       23.8       53.3       47.3       88.6       77.4:      11.4       22.6
Old  :     100.0:      11.5        6.3       23.8       53.3       47.3       88.6       77.4:      11.4       22.6
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  :        77:        13         16         19         37         32         60         57:
Old  :        77:        13         16         19         37         32         60         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  :                 41.4       25.3       54.5       38.2       39.9       24.1       48.9       32.5
Old  :                 41.4       25.3       54.5       38.2       39.9       24.1       48.9       32.5
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, February 7, 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  :   305,623:    79,603     39,570     86,293    110,315    138,133    276,211    263,995:    29,412     41,628
Old  :   279,131:    76,880     45,093     72,933    104,529    123,591    254,342    241,617:    24,789     37,514
Other:    26,492:     8,840        593      7,243      5,786     14,541     21,869     22,378:     4,622      4,114
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     9,555:     5,342     -3,237      4,652     -1,061      6,168      8,933      7,583:       622      1,972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       12.9       28.2       36.1       45.2       90.4       86.4:       9.6       13.6
Old  :     100.0:      27.5       16.2       26.1       37.4       44.3       91.1       86.6:       8.9       13.4
Other:     100.0:      33.4        2.2       27.3       21.8       54.9       82.6       84.5:      17.4       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        93         87        121         63         76        234        224:
Old  :       283:        87        101        117         61         76        228        223:
Other:       108:        42          8         24         31         44         80         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       18.8       29.9       25.5       16.6       17.4       26.8       22.8
Old  :                 18.8       19.0       30.9       26.1       17.9       17.6       29.0       23.3
Other:                 24.3       29.5       40.7       43.9       20.0       21.4       27.4       30.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :   412,521:   121,857     33,725     99,443    159,787    202,499    381,087    335,667:    31,435     76,854
Old  :   412,521:   121,857     33,725     99,443    159,787    202,499    381,087    335,667:    31,435     76,854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :   -20,487:    -1,415     -3,904    -19,423        245       -321    -20,593    -23,648:       106      3,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        8.2       24.1       38.7       49.1       92.4       81.4:       7.6       18.6
Old  :     100.0:      29.5        8.2       24.1       38.7       49.1       92.4       81.4:       7.6       18.6
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  :       444:       152         93        143        103        169        335        342:
Old  :       444:       152         93        143        103        169        335        342:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       13.9       28.9       20.3       16.7       11.7       27.0       16.8
Old  :                 17.7       13.9       28.9       20.3       16.7       11.7       27.0       16.8
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, February 7, 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  :    10,044:     3,758      3,462      1,763      2,734      3,044      8,255      8,269:     1,789      1,775
Old  :    10,044:     3,758      3,462      1,763      2,734      3,044      8,255      8,269:     1,789      1,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :      -198:         0     -1,545         73        -46      1,059         27       -413:      -225        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       34.5       17.6       27.2       30.3       82.2       82.3:      17.8       17.7
Old  :     100.0:      37.4       34.5       17.6       27.2       30.3       82.2       82.3:      17.8       17.7
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  :        88:        29         25         21         16         22         58         64:
Old  :        88:        29         25         21         16         22         58         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       22.9       51.5       37.2       34.7       20.8       44.8       33.3
Old  :                 36.8       22.9       51.5       37.2       34.7       20.8       44.8       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :    52,912:    22,065      3,925     13,173      9,379     12,119     44,616     29,217:     8,296     23,695
Old  :    52,912:    22,065      3,925     13,173      9,379     12,119     44,616     29,217:     8,296     23,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     3,314:       694       -298      1,654        324        728      2,673      2,085:       641      1,229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7        7.4       24.9       17.7       22.9       84.3       55.2:      15.7       44.8
Old  :     100.0:      41.7        7.4       24.9       17.7       22.9       84.3       55.2:      15.7       44.8
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  :       209:        72         39         52         43         76        142        148:
Old  :       209:        72         39         52         43         76        142        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5        8.3       23.2       14.3       10.8        6.2       18.6       10.8
Old  :                 13.5        8.3       23.2       14.3       10.8        6.2       18.6       10.8
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, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     7,201:         0      4,131         10      6,565      2,008      6,575      6,149:       625      1,051
Old  :     6,880:         0      4,087         10      6,271      1,835      6,281      5,932:       599        948
Other:       321:         0         44          0        295        174        295        218:        26        103
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :      -787:         0       -760          7       -690        -90       -683       -843:      -105         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       57.4        0.1       91.2       27.9       91.3       85.4:       8.7       14.6
Old  :     100.0:       0.0       59.4        0.1       91.1       26.7       91.3       86.2:       8.7       13.8
Other:     100.0:       0.0       13.7        0.0       91.8       54.2       91.8       67.9:       8.2       32.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          4          1         13         10         14         14:
Old  :        22:         0          4          1         13         10         14         14:
Other:        12:         0          2          0          8          3          8          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.8       63.1       88.4       79.5       76.2       63.0       86.4       78.9
Old  :                 76.4       63.4       88.3       80.0       75.8       63.3       86.2       79.5
Other:                 84.6       66.9       91.8       67.9       84.6       66.9       91.2       67.2
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   126,958:    10,081        992      3,193    113,221    122,691    126,495    126,876:       463         82
Old  :   126,958:    10,081        992      3,193    113,221    122,691    126,495    126,876:       463         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :        96:       -70        458          0        -66       -257       -136        201:       232       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        0.8        2.5       89.2       96.6       99.6       99.9:       0.4        0.1
Old  :     100.0:       7.9        0.8        2.5       89.2       96.6       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          3          1         14         15         17         19:
Old  :        22:         3          3          1         14         15         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.1       74.8       88.9       89.7       31.6       30.4       38.4       36.4
Old  :                 78.1       74.8       88.9       89.7       31.6       30.4       38.4       36.4
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, February 7, 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  :   129,189:    36,981     34,765      5,697     49,596     68,237     92,274    108,700:    36,915     20,489
Old  :   129,189:    36,981     34,765      5,697     49,596     68,237     92,274    108,700:    36,915     20,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     1,589:     7,107    -14,616      1,544     -9,360     15,997       -709      2,925:     2,298     -1,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       26.9        4.4       38.4       52.8       71.4       84.1:      28.6       15.9
Old  :     100.0:      28.6       26.9        4.4       38.4       52.8       71.4       84.1:      28.6       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        33         11          7         23         28         60         42:
Old  :        80:        33         11          7         23         28         60         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       56.8       36.8       65.4       25.9       56.7       33.8       62.7
Old  :                 27.3       56.8       36.8       65.4       25.9       56.7       33.8       62.7
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, February 7, 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  :    44,859:     8,111     17,775      1,452     24,866      9,120     34,428     28,347:    10,431     16,512
Old  :    44,859:     8,111     17,775      1,452     24,866      9,120     34,428     28,347:    10,431     16,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     1,158:     2,060        703       -753        630         92      1,937         42:      -778      1,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       39.6        3.2       55.4       20.3       76.7       63.2:      23.3       36.8
Old  :     100.0:      18.1       39.6        3.2       55.4       20.3       76.7       63.2:      23.3       36.8
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  :        45:        10         14          6         15         15         27         33:
Old  :        45:        10         14          6         15         15         27         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       27.5       61.0       36.5       42.7       26.7       58.0       35.7
Old  :                 44.9       27.5       61.0       36.5       42.7       26.7       58.0       35.7
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, February 7, 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  :   145,645:    44,614     10,507          3     95,669    131,536    140,286    142,046:     5,359      3,599
Old  :   145,645:    44,614     10,507          3     95,669    131,536    140,286    142,046:     5,359      3,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -4,922:       424    -12,202          2     -5,855      7,924     -5,429     -4,276:       507       -646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        7.2        0.0       65.7       90.3       96.3       97.5:       3.7        2.5
Old  :     100.0:      30.6        7.2        0.0       65.7       90.3       96.3       97.5:       3.7        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        42         19          2         19         23         62         43:
Old  :        99:        42         19          2         19         23         62         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       63.6       80.4       79.6       61.5       63.6       80.4       79.0
Old  :                 61.5       63.6       80.4       79.6       61.5       63.6       80.4       79.0
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, February 7, 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  :   199,870:    28,194     61,130      1,696    150,184    108,108    180,074    170,933:    19,796     28,937
Old  :   199,870:    28,194     61,130      1,696    150,184    108,108    180,074    170,933:    19,796     28,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     2,319:     5,158     10,879     -1,829     -4,810     -5,056     -1,481      3,994:     3,800     -1,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       30.6        0.8       75.1       54.1       90.1       85.5:       9.9       14.5
Old  :     100.0:      14.1       30.6        0.8       75.1       54.1       90.1       85.5:       9.9       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        22         31         10         29         28         59         61:
Old  :        95:        22         31         10         29         28         59         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       50.0       67.9       60.0       47.4       48.9       67.1       58.6
Old  :                 47.5       50.0       67.9       60.0       47.4       48.9       67.1       58.6
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, February 7, 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  :   187,706:    84,866     29,294      3,200     71,631    120,667    159,698    153,161:    28,009     34,545
Old  :   187,706:    84,866     29,294      3,200     71,631    120,667    159,698    153,161:    28,009     34,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     3,689:     3,978      5,397       -709      1,257     -1,141      4,526      3,548:      -837        141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2       15.6        1.7       38.2       64.3       85.1       81.6:      14.9       18.4
Old  :     100.0:      45.2       15.6        1.7       38.2       64.3       85.1       81.6:      14.9       18.4
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  :       113:        30         41         14         24         32         63         78:
Old  :       113:        30         41         14         24         32         63         78:
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  :                 58.6       38.7       65.7       50.4       58.6       38.6       65.2       49.2
Old  :                 58.6       38.7       65.7       50.4       58.6       38.6       65.2       49.2
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, February 7, 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  :   325,847:    31,956    169,376     26,568    230,968     65,197    289,491    261,141:    36,356     64,706
Old  :   325,847:    31,956    169,376     26,568    230,968     65,197    289,491    261,141:    36,356     64,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :   -29,703:     1,365    -17,200     -9,185    -22,074     -1,454    -29,894    -27,840:       191     -1,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       52.0        8.2       70.9       20.0       88.8       80.1:      11.2       19.9
Old  :     100.0:       9.8       52.0        8.2       70.9       20.0       88.8       80.1:      11.2       19.9
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  :       188:        31         79         40         54         54        111        147:
Old  :       188:        31         79         40         54         54        111        147:
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  :                 41.6       29.3       52.8       36.7       41.3       28.7       52.2       35.4
Old  :                 41.6       29.3       52.8       36.7       41.3       28.7       52.2       35.4
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, February 7, 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  :    35,020:    28,201      4,866        380      1,992     28,240     30,573     33,486:     4,447      1,534
Old  :    35,020:    28,201      4,866        380      1,992     28,240     30,573     33,486:     4,447      1,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     3,393:     2,871     -5,667          0        196      9,153      3,067      3,486:       326        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.5       13.9        1.1        5.7       80.6       87.3       95.6:      12.7        4.4
Old  :     100.0:      80.5       13.9        1.1        5.7       80.6       87.3       95.6:      12.7        4.4
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  :        47:        22         12          2          3         10         27         22:
Old  :        47:        22         12          2          3         10         27         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       64.7       74.5       81.2       62.8       64.7       74.5       81.2
Old  :                 62.8       64.7       74.5       81.2       62.8       64.7       74.5       81.2
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, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :13,915,719:   764,199    560,455  5,626,603  6,574,218  6,715,851 12,965,021 12,902,909:   950,699  1,012,810
Old  :13,915,719:   764,199    560,455  5,626,603  6,574,218  6,715,851 12,965,021 12,902,909:   950,699  1,012,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :   291,036:    57,249    -64,284     70,732    148,268    247,670    276,249    254,117:    14,787     36,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        4.0       40.4       47.2       48.3       93.2       92.7:       6.8        7.3
Old  :     100.0:       5.5        4.0       40.4       47.2       48.3       93.2       92.7:       6.8        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        65         52        100        144        147        262        254:
Old  :       280:        65         52        100        144        147        262        254:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       21.1       31.5       33.3       12.5        9.9       17.2       13.0
Old  :                 20.1       21.1       31.5       33.3       12.5        9.9       17.2       13.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :   944,693:    73,504    101,431     77,773    661,891    656,847    813,168    836,052:   131,524    108,641
Old  :   944,693:    73,504    101,431     77,773    661,891    656,847    813,168    836,052:   131,524    108,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    29,691:    -2,507     -6,975     12,413     23,227     22,171     33,133     27,609:    -3,442      2,082
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       10.7        8.2       70.1       69.5       86.1       88.5:      13.9       11.5
Old  :     100.0:       7.8       10.7        8.2       70.1       69.5       86.1       88.5:      13.9       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       556:       110        117         95        240        227        396        393:
Old  :       556:       110        117         95        240        227        396        393:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       11.4       21.1       21.0       12.0       10.4       18.7       17.0
Old  :                 13.7       11.4       21.1       21.0       12.0       10.4       18.7       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :   339,591:    11,398     23,652     32,719    212,870    240,578    256,987    296,949:    82,604     42,642
Old  :   339,591:    11,398     23,652     32,719    212,870    240,578    256,987    296,949:    82,604     42,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    18,706:       854      2,109      6,022     12,001     10,718     18,877     18,849:      -171       -143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        7.0        9.6       62.7       70.8       75.7       87.4:      24.3       12.6
Old  :     100.0:       3.4        7.0        9.6       62.7       70.8       75.7       87.4:      24.3       12.6
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  :       126:        14         21         27         71         64        101         96:
Old  :       126:        14         21         27         71         64        101         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       22.7       29.0       35.1       17.0       21.2       24.1       31.6
Old  :                 19.2       22.7       29.0       35.1       17.0       21.2       24.1       31.6
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, February 7, 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  : 3,025,509:   368,586    446,949    167,218  2,245,104  2,081,346  2,780,908  2,695,513:   244,601    329,996
Old  : 3,025,509:   368,586    446,949    167,218  2,245,104  2,081,346  2,780,908  2,695,513:   244,601    329,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    54,923:    -7,893    -36,509     23,043     56,129     57,264     71,279     43,798:   -16,356     11,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       14.8        5.5       74.2       68.8       91.9       89.1:       8.1       10.9
Old  :     100.0:      12.2       14.8        5.5       74.2       68.8       91.9       89.1:       8.1       10.9
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  :       522:       105        109         85        216        212        361        366:
Old  :       522:       105        109         85        216        212        361        366:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       11.6       26.4       19.7       16.2       10.6       23.2       17.0
Old  :                 17.6       11.6       26.4       19.7       16.2       10.6       23.2       17.0
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, February 7, 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  :   110,043:    10,231      5,278      1,784     87,290     99,030     99,305    106,092:    10,738      3,951
Old  :   110,043:    10,231      5,278      1,784     87,290     99,030     99,305    106,092:    10,738      3,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       436:       246        200      1,784     -1,238     -1,158        792        826:      -356       -390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        4.8        1.6       79.3       90.0       90.2       96.4:       9.8        3.6
Old  :     100.0:       9.3        4.8        1.6       79.3       90.0       90.2       96.4:       9.8        3.6
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  :        91:        12          7          1         51         35         63         43:
Old  :        91:        12          7          1         51         35         63         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       41.8       45.9       63.4       31.2       41.7       44.4       61.6
Old  :                 31.5       41.8       45.9       63.4       31.2       41.7       44.4       61.6
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, February 7, 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  :    94,375:    27,968      4,428        933     56,237     84,252     85,139     89,613:     9,236      4,761
Old  :    94,375:    27,968      4,428        933     56,237     84,252     85,139     89,613:     9,236      4,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     1,345:     2,454        453       -338     -1,256        777        860        892:       485        453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        4.7        1.0       59.6       89.3       90.2       95.0:       9.8        5.0
Old  :     100.0:      29.6        4.7        1.0       59.6       89.3       90.2       95.0:       9.8        5.0
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  :       250:        83         30         13         83         86        170        125:
Old  :       250:        83         30         13         83         86        170        125:
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  :                 18.5       33.1       30.2       47.7       17.2       29.8       28.4       42.3
Old  :                 18.5       33.1       30.2       47.7       17.2       29.8       28.4       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    15,736:       290        979          0     12,243     14,049     12,533     15,028:     3,203        708
Old  :    15,736:       290        979          0     12,243     14,049     12,533     15,028:     3,203        708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       237:      -499          0          0        639        248        140        248:        97        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        6.2        0.0       77.8       89.3       79.6       95.5:      20.4        4.5
Old  :     100.0:       1.8        6.2        0.0       77.8       89.3       79.6       95.5:      20.4        4.5
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  :        23:         1          1          0         11         12         12         13:
Old  :        23:         1          1          0         11         12         12         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       65.3       72.8       90.0       58.2       65.3       72.7       90.0
Old  :                 58.2       65.3       72.8       90.0       58.2       65.3       72.7       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :   393,195:   139,842     18,694      3,217    219,969    351,016    363,028    372,927:    30,167     20,268
Old  :   393,195:   139,842     18,694      3,217    219,969    351,016    363,028    372,927:    30,167     20,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     5,537:    12,268       -230        806     -9,474      2,644      3,600      3,219:     1,937      2,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6        4.8        0.8       55.9       89.3       92.3       94.8:       7.7        5.2
Old  :     100.0:      35.6        4.8        0.8       55.9       89.3       92.3       94.8:       7.7        5.2
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  :       249:        83         30         13         76         83        163        122:
Old  :       249:        83         30         13         76         83        163        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       32.4       34.1       47.8       20.7       32.4       34.0       47.8
Old  :                 20.7       32.4       34.1       47.8       20.7       32.4       34.0       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   157,486:    94,200     18,589      5,795     22,859    112,136    122,855    136,520:    34,631     20,966
Old  :   157,486:    94,200     18,589      5,795     22,859    112,136    122,855    136,520:    34,631     20,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -5,381:    -2,669       -961     -1,845     -4,729     -1,926     -9,243     -4,732:     3,862       -649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.8       11.8        3.7       14.5       71.2       78.0       86.7:      22.0       13.3
Old  :     100.0:      59.8       11.8        3.7       14.5       71.2       78.0       86.7:      22.0       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        38         21         11         20         28         67         51:
Old  :        93:        38         21         11         20         28         67         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       49.9       52.3       61.6       44.6       49.3       51.7       60.3
Old  :                 44.6       49.9       52.3       61.6       44.6       49.3       51.7       60.3
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, February 7, 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  :    24,074:     4,697      7,810        501     12,862      5,869     18,060     14,180:     6,014      9,894
Old  :    24,074:     4,697      7,810        501     12,862      5,869     18,060     14,180:     6,014      9,894
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     2,239:     1,198      1,338        501        348        885      2,047      2,724:       192       -485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       32.4        2.1       53.4       24.4       75.0       58.9:      25.0       41.1
Old  :     100.0:      19.5       32.4        2.1       53.4       24.4       75.0       58.9:      25.0       41.1
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  :        44:         9          9          2         20          7         30         17:
Old  :        44:         9          9          2         20          7         30         17:
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  :                 28.1       41.2       41.8       50.5       28.1       41.2       41.8       48.9
Old  :                 28.1       41.2       41.8       50.5       28.1       41.2       41.8       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :    44,693:    12,282      1,259      2,472     24,717     11,635     39,471     15,366:     5,222     29,327
Old  :    44,693:    12,282      1,259      2,472     24,717     11,635     39,471     15,366:     5,222     29,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     2,262:     4,982       -955     -2,482        315     -3,052      2,815     -6,489:      -553      8,751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        2.8        5.5       55.3       26.0       88.3       34.4:      11.7       65.6
Old  :     100.0:      27.5        2.8        5.5       55.3       26.0       88.3       34.4:      11.7       65.6
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  :        58:        18          4          3         23         20         41         27:
Old  :        58:        18          4          3         23         20         41         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       15.0       51.2       22.3       28.6       13.8       46.2       18.5
Old  :                 33.2       15.0       51.2       22.3       28.6       13.8       46.2       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 10, 2012