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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     5,559:         0        127        168      4,511      4,989      4,679      5,284:       880        276
Old  :     5,559:         0        127        168      4,511      4,989      4,679      5,284:       880        276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       527:        -2         -0          9        412        566        420        575:       107        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.3        3.0       81.1       89.7       84.2       95.0:      15.8        5.0
Old  :     100.0:       0.0        2.3        3.0       81.1       89.7       84.2       95.0:      15.8        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  :        25:         0          4          2         16         13         18         17:
Old  :        25:         0          4          2         16         13         18         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  :                 57.8       69.1       73.7       82.9       54.8       65.8       68.4       78.4
Old  :                 57.8       69.1       73.7       82.9       54.8       65.8       68.4       78.4
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    45,186:     5,261      3,232      9,748     22,687     24,762     37,696     37,741:     7,490      7,444
Old  :    45,186:     5,261      3,232      9,748     22,687     24,762     37,696     37,741:     7,490      7,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       605:      -342        311        148        756        355        562        814:        44       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        7.2       21.6       50.2       54.8       83.4       83.5:      16.6       16.5
Old  :     100.0:      11.6        7.2       21.6       50.2       54.8       83.4       83.5:      16.6       16.5
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  :        78:        22         11         20         38         34         65         60:
Old  :        78:        22         11         20         38         34         65         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       31.5       46.7       46.0       31.2       31.0       42.1       42.0
Old  :                 31.2       31.5       46.7       46.0       31.2       31.0       42.1       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   270,459:    66,892     26,810     86,359     94,028    117,308    247,280    230,478:    23,179     39,981
Old  :   139,283:    49,056     43,636     32,098     47,490     45,865    128,643    121,599:    10,640     17,684
Other:   131,176:    43,642      8,979     28,456     46,538     71,443    118,637    108,879:    12,539     22,297
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     8,485:     4,401       -867      5,967     -1,796      2,429      8,572      7,529:       -87        956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        9.9       31.9       34.8       43.4       91.4       85.2:       8.6       14.8
Old  :     100.0:      35.2       31.3       23.0       34.1       32.9       92.4       87.3:       7.6       12.7
Other:     100.0:      33.3        6.8       21.7       35.5       54.5       90.4       83.0:       9.6       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:       100         79        108         64         79        227        213:
Old  :       262:        81         92         64         47         71        170        186:
Other:       199:        83         29         59         57         68        157        142:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       15.8       26.9       26.1       15.7       15.0       26.1       22.5
Old  :                 16.2       16.1       27.8       25.9       16.2       14.8       27.8       23.7
Other:                 21.0       18.1       33.7       29.6       19.5       16.8       29.9       27.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   400,124:    97,003     52,748    125,055    149,454    166,564    371,512    344,367:    28,612     55,757
Old  :   400,124:    97,003     52,748    125,055    149,454    166,564    371,512    344,367:    28,612     55,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     2,696:     3,551     -4,983      2,587     -4,903      5,480      1,235      3,084:     1,461       -388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       13.2       31.3       37.4       41.6       92.8       86.1:       7.2       13.9
Old  :     100.0:      24.2       13.2       31.3       37.4       41.6       92.8       86.1:       7.2       13.9
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  :       399:       124         97        146        109        151        297        343:
Old  :       399:       124         97        146        109        151        297        343:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       13.3       26.4       19.6       14.8       10.2       25.0       14.7
Old  :                 15.6       13.3       26.4       19.6       14.8       10.2       25.0       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     8,605:     3,708      3,009      1,019      2,048      3,297      6,775      7,326:     1,830      1,279
Old  :     8,605:     3,708      3,009      1,019      2,048      3,297      6,775      7,326:     1,830      1,279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :      -600:      -291         43       -404       -108       -240       -803       -601:       203          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1       35.0       11.8       23.8       38.3       78.7       85.1:      21.3       14.9
Old  :     100.0:      43.1       35.0       11.8       23.8       38.3       78.7       85.1:      21.3       14.9
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  :        89:        37         20         17         17         24         65         52:
Old  :        89:        37         20         17         17         24         65         52:
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  :                 28.7       30.5       46.1       46.8       28.7       26.1       44.1       41.5
Old  :                 28.7       30.5       46.1       46.8       28.7       26.1       44.1       41.5
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    50,230:     8,225      7,975     16,051     15,809      6,815     40,086     30,841:    10,144     19,389
Old  :    50,230:     8,225      7,975     16,051     15,809      6,815     40,086     30,841:    10,144     19,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       932:       432        -39        717       -345        484        804      1,162:       128       -230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       15.9       32.0       31.5       13.6       79.8       61.4:      20.2       38.6
Old  :     100.0:      16.4       15.9       32.0       31.5       13.6       79.8       61.4:      20.2       38.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        40         47         54         69         53        134        136:
Old  :       176:        40         47         54         69         53        134        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       13.3       23.3       20.9        8.6        5.6       15.3        9.1
Old  :                 13.6       13.3       23.3       20.9        8.6        5.6       15.3        9.1
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     8,558:       124      2,442        448      7,145      5,299      7,717      8,188:       842        370
Old  :     8,558:       124      2,442        448      7,145      5,299      7,717      8,188:       842        370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :        14:        -3         13        -15         30         13         12         11:         2          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       28.5        5.2       83.5       61.9       90.2       95.7:       9.8        4.3
Old  :     100.0:       1.4       28.5        5.2       83.5       61.9       90.2       95.7:       9.8        4.3
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  :        30:         3          8          8         11         13         20         23:
Old  :        30:         3          8          8         11         13         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.7       61.1       81.9       79.4       75.7       60.8       80.7       77.7
Old  :                 75.7       61.1       81.9       79.4       75.7       60.8       80.7       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   103,664:     4,294      5,562      4,885     94,224     92,741    103,403    103,188:       261        476
Old  :   103,664:     4,294      5,562      4,885     94,224     92,741    103,403    103,188:       261        476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :      -252:         0       -487         11       -263        366       -252       -110:         0       -142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        5.4        4.7       90.9       89.5       99.7       99.5:       0.3        0.5
Old  :     100.0:       4.1        5.4        4.7       90.9       89.5       99.7       99.5:       0.3        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          4          3         15         15         18         21:
Old  :        24:         2          4          3         15         15         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.8       65.4       91.7       82.7       50.1       46.3       57.8       55.1
Old  :                 76.8       65.4       91.7       82.7       50.1       46.3       57.8       55.1
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   115,007:    29,402     17,281      7,022     43,769     65,691     80,194     89,995:    34,814     25,012
Old  :   115,007:    29,402     17,281      7,022     43,769     65,691     80,194     89,995:    34,814     25,012
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    -7,416:        86    -14,046      2,113    -14,442      9,102    -12,244     -2,831:     4,828     -4,585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       15.0        6.1       38.1       57.1       69.7       78.3:      30.3       21.7
Old  :     100.0:      25.6       15.0        6.1       38.1       57.1       69.7       78.3:      30.3       21.7
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  :        86:        26         25         17         24         28         62         58:
Old  :        86:        26         25         17         24         28         62         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       38.3       35.0       47.7       22.2       36.6       31.7       44.3
Old  :                 23.7       38.3       35.0       47.7       22.2       36.6       31.7       44.3
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    60,800:     5,429     24,110        377     46,071     11,821     51,877     36,307:     8,923     24,493
Old  :    60,800:     5,429     24,110        377     46,071     11,821     51,877     36,307:     8,923     24,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    -4,813:       327     -6,937        377     -4,688      3,390     -3,984     -3,170:      -829     -1,643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       39.7        0.6       75.8       19.4       85.3       59.7:      14.7       40.3
Old  :     100.0:       8.9       39.7        0.6       75.8       19.4       85.3       59.7:      14.7       40.3
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  :        40:         8         14          2         12         11         20         27:
Old  :        40:         8         14          2         12         11         20         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  :                 70.3       33.3       77.6       43.8       70.3       33.3       77.3       43.8
Old  :                 70.3       33.3       77.6       43.8       70.3       33.3       77.3       43.8
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   170,977:    69,542     21,986      1,463     95,869    143,789    166,874    167,238:     4,103      3,739
Old  :   170,977:    69,542     21,986      1,463     95,869    143,789    166,874    167,238:     4,103      3,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     6,380:     3,557      5,663        488      2,014        932      6,059      7,083:       321       -703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7       12.9        0.9       56.1       84.1       97.6       97.8:       2.4        2.2
Old  :     100.0:      40.7       12.9        0.9       56.1       84.1       97.6       97.8:       2.4        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        35         26         11         14         21         54         54:
Old  :        94:        35         26         11         14         21         54         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       57.2       83.9       74.5       60.2       57.2       83.0       74.5
Old  :                 60.2       57.2       83.9       74.5       60.2       57.2       83.0       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   117,255:    30,595     32,648      4,380     64,321     51,488     99,297     88,516:    17,958     28,738
Old  :   117,255:    30,595     32,648      4,380     64,321     51,488     99,297     88,516:    17,958     28,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    -5,018:     1,515        848        297     -8,059     -3,946     -6,248     -2,802:     1,230     -2,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       27.8        3.7       54.9       43.9       84.7       75.5:      15.3       24.5
Old  :     100.0:      26.1       27.8        3.7       54.9       43.9       84.7       75.5:      15.3       24.5
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  :        92:        17         34         15         28         28         55         67:
Old  :        92:        17         34         15         28         28         55         67:
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  :                 36.5       25.0       53.3       35.7       32.8       18.1       45.4       27.7
Old  :                 36.5       25.0       53.3       35.7       32.8       18.1       45.4       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   154,598:    55,055     22,313      4,806     69,418     90,302    129,279    117,421:    25,319     37,177
Old  :   154,598:    55,055     22,313      4,806     69,418     90,302    129,279    117,421:    25,319     37,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     5,886:     3,392     -4,154        712       -818      7,865      3,285      4,422:     2,601      1,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       14.4        3.1       44.9       58.4       83.6       76.0:      16.4       24.0
Old  :     100.0:      35.6       14.4        3.1       44.9       58.4       83.6       76.0:      16.4       24.0
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  :        96:        29         33         16         21         26         59         66:
Old  :        96:        29         33         16         21         26         59         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       42.4       57.1       51.4       47.7       42.2       56.5       51.2
Old  :                 47.8       42.4       57.1       51.4       47.7       42.2       56.5       51.2
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   371,166:    40,241    182,878     38,657    253,431     75,709    332,330    297,244:    38,836     73,922
Old  :   371,166:    40,241    182,878     38,657    253,431     75,709    332,330    297,244:    38,836     73,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -19,530:      -964    -16,138     -1,368    -15,490      1,718    -17,822    -15,788:    -1,708     -3,742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       49.3       10.4       68.3       20.4       89.5       80.1:      10.5       19.9
Old  :     100.0:      10.8       49.3       10.4       68.3       20.4       89.5       80.1:      10.5       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  :       221:        43         99         58         56         55        139        172:
Old  :       221:        43         99         58         56         55        139        172:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       25.2       48.5       32.7       37.8       24.9       46.8       31.9
Old  :                 38.6       25.2       48.5       32.7       37.8       24.9       46.8       31.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    16,507:    13,053     13,939        125      2,843      1,688     16,021     15,752:       486        755
Old  :    16,507:    13,053     13,939        125      2,843      1,688     16,021     15,752:       486        755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       114:        81          8         49        -64        102         66        159:        48        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.1       84.4        0.8       17.2       10.2       97.1       95.4:       2.9        4.6
Old  :     100.0:      79.1       84.4        0.8       17.2       10.2       97.1       95.4:       2.9        4.6
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  :        22:         6          5          2          9          6         16         12:
Old  :        22:         6          5          2          9          6         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.5       85.4       92.8       93.3       83.9       85.2       92.1       91.9
Old  :                 84.5       85.4       92.8       93.3       83.9       85.2       92.1       91.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    24,967:    13,659      3,312        186      7,151     19,684     20,996     23,182:     3,971      1,785
Old  :    24,967:    13,659      3,312        186      7,151     19,684     20,996     23,182:     3,971      1,785
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     1,761:     1,956       -612         52     -1,231      2,645        777      2,085:       984       -324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.7       13.3        0.7       28.6       78.8       84.1       92.9:      15.9        7.1
Old  :     100.0:      54.7       13.3        0.7       28.6       78.8       84.1       92.9:      15.9        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        19         14          2          6          8         26         23:
Old  :        47:        19         14          2          6          8         26         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       72.8       68.2       83.0       52.9       72.8       68.2       83.0
Old  :                 52.9       72.8       68.2       83.0       52.9       72.8       68.2       83.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :12,310,074: 1,383,727    487,151  4,322,241  5,700,840  6,573,788 11,406,808 11,383,180:   903,266    926,894
Old  :12,310,074: 1,383,727    487,151  4,322,241  5,700,840  6,573,788 11,406,808 11,383,180:   903,266    926,894
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -22,149:    31,143    -51,069      3,567    -25,941     95,017      8,769     47,516:   -30,918    -69,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        4.0       35.1       46.3       53.4       92.7       92.5:       7.3        7.5
Old  :     100.0:      11.2        4.0       35.1       46.3       53.4       92.7       92.5:       7.3        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        69         48         86        138        138        253        232:
Old  :       266:        69         48         86        138        138        253        232:
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  :                 18.8       20.9       29.2       33.4       10.8       12.8       16.8       15.9
Old  :                 18.8       20.9       29.2       33.4       10.8       12.8       16.8       15.9
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   917,317:    70,755     79,427     59,405    628,886    646,308    759,047    785,141:   158,270    132,176
Old  :   917,317:    70,755     79,427     59,405    628,886    646,308    759,047    785,141:   158,270    132,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -30,516:     9,911     -7,574     -9,434    -25,764     -8,289    -25,287    -25,297:    -5,229     -5,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        8.7        6.5       68.6       70.5       82.7       85.6:      17.3       14.4
Old  :     100.0:       7.7        8.7        6.5       68.6       70.5       82.7       85.6:      17.3       14.4
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  :       586:       118        120        110        249        246        430        415:
Old  :       586:       118        120        110        249        246        430        415:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       11.1       19.9       19.9       10.4        9.7       17.5       17.4
Old  :                 12.6       11.1       19.9       19.9       10.4        9.7       17.5       17.4
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   304,348:     8,429      6,689     25,007    193,976    192,972    227,412    224,668:    76,936     79,680
Old  :   304,348:     8,429      6,689     25,007    193,976    192,972    227,412    224,668:    76,936     79,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -11,980:    -1,219     -5,839     -1,930    -10,968      3,671    -14,117     -4,098:     2,137     -7,882
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        2.2        8.2       63.7       63.4       74.7       73.8:      25.3       26.2
Old  :     100.0:       2.8        2.2        8.2       63.7       63.4       74.7       73.8:      25.3       26.2
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  :       113:        14         12         22         72         57         98         80:
Old  :       113:        14         12         22         72         57         98         80:
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  :                 18.2       16.2       28.4       28.1       16.1       13.9       23.0       23.0
Old  :                 18.2       16.2       28.4       28.1       16.1       13.9       23.0       23.0
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,064,847:   340,601    392,655    143,025  2,174,550  2,266,684  2,658,176  2,802,364:   406,671    262,483
Old  : 3,064,847:   340,601    392,655    143,025  2,174,550  2,266,684  2,658,176  2,802,364:   406,671    262,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -92,681:    16,923    -47,402      1,206    -73,982    -59,798    -55,853   -105,994:   -36,829     13,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       12.8        4.7       71.0       74.0       86.7       91.4:      13.3        8.6
Old  :     100.0:      11.1       12.8        4.7       71.0       74.0       86.7       91.4:      13.3        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       550:       113        116        100        222        229        392        388:
Old  :       550:       113        116        100        222        229        392        388:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       13.4       25.4       22.2       13.8       12.2       22.2       20.6
Old  :                 15.2       13.4       25.4       22.2       13.8       12.2       22.2       20.6
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   104,091:     9,861      2,319          0     84,590     97,512     94,451     99,831:     9,640      4,260
Old  :   104,091:     9,861      2,319          0     84,590     97,512     94,451     99,831:     9,640      4,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    -1,576:       490     -1,415       -789     -2,681      1,492     -2,980       -712:     1,404       -864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        2.2        0.0       81.3       93.7       90.7       95.9:       9.3        4.1
Old  :     100.0:       9.5        2.2        0.0       81.3       93.7       90.7       95.9:       9.3        4.1
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  :        86:        10          2          0         50         35         60         37:
Old  :        86:        10          2          0         50         35         60         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       47.7       47.7       66.1       31.9       47.7       46.9       66.0
Old  :                 31.9       47.7       47.7       66.1       31.9       47.7       46.9       66.0
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    75,097:    20,331      4,392        448     48,632     67,176     69,412     72,016:     5,685      3,081
Old  :    75,097:    20,331      4,392        448     48,632     67,176     69,412     72,016:     5,685      3,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    -7,329:     4,838        158     -3,083     -5,710     -2,868     -3,954     -5,792:    -3,375     -1,537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        5.8        0.6       64.8       89.5       92.4       95.9:       7.6        4.1
Old  :     100.0:      27.1        5.8        0.6       64.8       89.5       92.4       95.9:       7.6        4.1
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  :       223:        73         22         12         64         85        139        117:
Old  :       223:        73         22         12         64         85        139        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       34.3       46.5       49.1       35.8       34.3       46.5       49.1
Old  :                 35.8       34.3       46.5       49.1       35.8       34.3       46.5       49.1
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   375,485:   101,657     21,962      2,241    243,162    335,879    347,060    360,081:    28,425     15,404
Old  :   375,485:   101,657     21,962      2,241    243,162    335,879    347,060    360,081:    28,425     15,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    15,811:    17,455     -3,195     -2,203        -84     24,771     15,169     19,373:       643     -3,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        5.8        0.6       64.8       89.5       92.4       95.9:       7.6        4.1
Old  :     100.0:      27.1        5.8        0.6       64.8       89.5       92.4       95.9:       7.6        4.1
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  :       223:        73         22         12         64         85        139        117:
Old  :       223:        73         22         12         64         85        139        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       34.3       46.5       49.1       35.8       34.3       46.5       49.1
Old  :                 35.8       34.3       46.5       49.1       35.8       34.3       46.5       49.1
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   161,584:    79,194     41,880      8,676     45,015     86,917    132,885    137,473:    28,699     24,111
Old  :   161,584:    79,194     41,880      8,676     45,015     86,917    132,885    137,473:    28,699     24,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    17,298:    12,970      1,470      3,094     -3,439     13,486     12,626     18,051:     4,672       -753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.0       25.9        5.4       27.9       53.8       82.2       85.1:      17.8       14.9
Old  :     100.0:      49.0       25.9        5.4       27.9       53.8       82.2       85.1:      17.8       14.9
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  :       103:        24         42         19         25         27         64         73:
Old  :       103:        24         42         19         25         27         64         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       42.7       53.8       53.3       43.7       41.6       53.3       52.3
Old  :                 43.7       42.7       53.8       53.3       43.7       41.6       53.3       52.3
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, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    31,261:     4,374     11,133          2     20,155      5,418     24,531     16,553:     6,730     14,708
Old  :    31,261:     4,374     11,133          2     20,155      5,418     24,531     16,553:     6,730     14,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     2,226:     1,461      1,555          1        414        178      1,876      1,734:       350        492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       35.6        0.0       64.5       17.3       78.5       53.0:      21.5       47.0
Old  :     100.0:      14.0       35.6        0.0       64.5       17.3       78.5       53.0:      21.5       47.0
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  :        37:         8          5          1         19          7         27         13:
Old  :        37:         8          5          1         19          7         27         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  :                 39.3       43.2       54.8       50.0       39.3       43.2       54.8       50.0
Old  :                 39.3       43.2       54.8       50.0       39.3       43.2       54.8       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    50,766:    10,531      5,947        656     34,058     13,930     45,245     20,533:     5,521     30,233
Old  :    50,766:    10,531      5,947        656     34,058     13,930     45,245     20,533:     5,521     30,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     5,352:       943        -80         90      3,051        -72      4,084        -62:     1,268      5,414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       11.7        1.3       67.1       27.4       89.1       40.4:      10.9       59.6
Old  :     100.0:      20.7       11.7        1.3       67.1       27.4       89.1       40.4:      10.9       59.6
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  :        49:        11          7          2         22         15         34         23:
Old  :        49:        11          7          2         22         15         34         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       23.0       51.4       30.6       30.7       21.3       49.1       28.4
Old  :                 32.4       23.0       51.4       30.6       30.7       21.3       49.1       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 3, 2012