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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :     5,702:       193        112        119      4,853      4,802      5,165      5,032:       537        670
Old  :     5,702:       193        112        119      4,853      4,802      5,165      5,032:       537        670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :      -762:      -131        -15        -16       -513       -605       -659       -635:      -102       -127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        2.0        2.1       85.1       84.2       90.6       88.3:       9.4       11.7
Old  :     100.0:       3.4        2.0        2.1       85.1       84.2       90.6       88.3:       9.4       11.7
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  :        23:         2          2          2         14         12         18         14:
Old  :        23:         2          2          2         14         12         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       64.1       83.2       80.2       70.6       63.8       81.8       76.7
Old  :                 70.6       64.1       83.2       80.2       70.6       63.8       81.8       76.7
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, May 8, 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  :    48,923:     6,322      4,102     11,522     25,781     22,063     43,625     37,687:     5,298     11,236
Old  :    48,923:     6,322      4,102     11,522     25,781     22,063     43,625     37,687:     5,298     11,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -4,177:      -726       -313       -738     -2,721     -2,672     -4,184     -3,723:         7       -454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        8.4       23.6       52.7       45.1       89.2       77.0:      10.8       23.0
Old  :     100.0:      12.9        8.4       23.6       52.7       45.1       89.2       77.0:      10.8       23.0
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  :        79:        19         13         21         39         33         64         61:
Old  :        79:        19         13         21         39         33         64         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       28.6       50.8       41.6       34.3       26.7       45.8       34.6
Old  :                 35.7       28.6       50.8       41.6       34.3       26.7       45.8       34.6
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, May 8, 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  :   336,917:    64,356     73,522    110,267    130,691    109,386    305,314    293,175:    31,603     43,742
Old  :   264,253:    57,113     76,332     84,978     99,545     70,865    241,636    232,175:    22,617     32,078
Other:    72,664:    15,801      5,748     16,732     31,146     38,521     63,678     61,000:     8,986     11,664
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     3,422:     1,099      7,651      2,044        762     -5,563      3,905      4,131:      -483       -709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       21.8       32.7       38.8       32.5       90.6       87.0:       9.4       13.0
Old  :     100.0:      21.6       28.9       32.2       37.7       26.8       91.4       87.9:       8.6       12.1
Other:     100.0:      21.7        7.9       23.0       42.9       53.0       87.6       83.9:      12.4       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       320:       104        108        137         73         81        243        278:
Old  :       316:        97        119        126         65         79        227        270:
Other:       143:        42         19         39         58         59        119        102:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       11.3       26.9       18.5       13.6        8.6       23.2       13.0
Old  :                 17.6       11.1       26.5       17.5       16.2        7.8       23.2       12.3
Other:                 32.1       18.4       43.4       32.4       32.1       16.1       40.8       27.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   450,316:   122,232     64,598    124,691    169,090    196,896    416,013    386,185:    34,304     64,131
Old  :   450,316:   122,232     64,598    124,691    169,090    196,896    416,013    386,185:    34,304     64,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -4,574:     1,794     -1,991     -3,432     -2,394     -1,494     -4,031     -6,917:      -543      2,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       14.3       27.7       37.5       43.7       92.4       85.8:       7.6       14.2
Old  :     100.0:      27.1       14.3       27.7       37.5       43.7       92.4       85.8:       7.6       14.2
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  :       427:       122        118        148        111        159        304        368:
Old  :       427:       122        118        148        111        159        304        368:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       15.3       26.4       21.2       16.1       10.4       25.4       15.1
Old  :                 16.3       15.3       26.4       21.2       16.1       10.4       25.4       15.1
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, May 8, 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  :     9,240:     3,596      3,248      1,150      2,925      3,455      7,671      7,852:     1,569      1,388
Old  :     9,240:     3,596      3,248      1,150      2,925      3,455      7,671      7,852:     1,569      1,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :        81:      -139         71        281        133        -65        275        287:      -194       -205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9       35.1       12.4       31.7       37.4       83.0       85.0:      17.0       15.0
Old  :     100.0:      38.9       35.1       12.4       31.7       37.4       83.0       85.0:      17.0       15.0
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  :        83:        34         21         16         19         23         64         51:
Old  :        83:        34         21         16         19         23         64         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       29.3       48.5       45.7       29.6       27.6       44.7       42.4
Old  :                 29.6       29.3       48.5       45.7       29.6       27.6       44.7       42.4
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, May 8, 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  :    50,667:    16,487      8,234     11,796     14,175     10,548     42,458     30,578:     8,209     20,089
Old  :    50,667:    16,487      8,234     11,796     14,175     10,548     42,458     30,578:     8,209     20,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     1,386:     1,611       -208        552       -227        344      1,937        688:      -551        697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       16.3       23.3       28.0       20.8       83.8       60.4:      16.2       39.6
Old  :     100.0:      32.5       16.3       23.3       28.0       20.8       83.8       60.4:      16.2       39.6
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  :       185:        54         33         41         52         72        124        132:
Old  :       185:        54         33         41         52         72        124        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       15.5       29.7       23.0       17.1       12.4       27.3       16.8
Old  :                 17.5       15.5       29.7       23.0       17.1       12.4       27.3       16.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    10,446:       424      4,604        199      9,027      3,609      9,650      8,412:       796      2,034
Old  :     9,365:       385      4,314        192      8,056      3,287      8,633      7,793:       732      1,572
Other:     1,081:        42        293          4        971        322      1,017        619:        64        461
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :      -659:         8       -645         42       -577       -188       -527       -791:      -132        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       44.1        1.9       86.4       34.6       92.4       80.5:       7.6       19.5
Old  :     100.0:       4.1       46.1        2.0       86.0       35.1       92.2       83.2:       7.8       16.8
Other:     100.0:       3.9       27.1        0.4       89.9       29.8       94.1       57.3:       5.9       42.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         3          9          8         16         14         25         25:
Old  :        33:         3          9          8         15         14         24         25:
Other:        23:         3          5          1         13          5         17         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 76.0       55.3       84.8       67.8       75.4       55.0       82.0       65.1
Old  :                 75.8       55.4       84.3       69.3       75.2       55.1       81.7       66.3
Other:                 79.9       54.3       89.2       56.9       79.9       54.3       89.2       55.8
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   127,511:     8,758      6,469      3,263    114,754    117,645    126,775    127,377:       736        134
Old  :   127,511:     8,758      6,469      3,263    114,754    117,645    126,775    127,377:       736        134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :      -397:      -373        -67          5       -183       -354       -551       -416:       154         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        5.1        2.6       90.0       92.3       99.4       99.9:       0.6        0.1
Old  :     100.0:       6.9        5.1        2.6       90.0       92.3       99.4       99.9:       0.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          3          2         16         16         20         21:
Old  :        26:         4          3          2         16         16         20         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  :                 73.3       72.9       86.9       87.2       29.9       30.9       37.4       36.5
Old  :                 73.3       72.9       86.9       87.2       29.9       30.9       37.4       36.5
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, May 8, 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  :   157,832:    69,219      9,726      3,646     38,790    120,542    111,655    133,914:    46,177     23,918
Old  :   157,832:    69,219      9,726      3,646     38,790    120,542    111,655    133,914:    46,177     23,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :   -14,451:   -14,485     -4,220       -376      5,798    -14,355     -9,062    -18,952:    -5,389      4,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9        6.2        2.3       24.6       76.4       70.7       84.8:      29.3       15.2
Old  :     100.0:      43.9        6.2        2.3       24.6       76.4       70.7       84.8:      29.3       15.2
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  :        83:        38         11         12         24         26         66         45:
Old  :        83:        38         11         12         24         26         66         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       53.8       44.1       65.4       35.5       53.6       43.6       64.1
Old  :                 35.9       53.8       44.1       65.4       35.5       53.6       43.6       64.1
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, May 8, 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  :    46,490:     4,980     21,474         94     30,091      3,357     35,165     24,925:    11,325     21,566
Old  :    46,490:     4,980     21,474         94     30,091      3,357     35,165     24,925:    11,325     21,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     3,908:      -712      1,471        -29      7,244     -4,430      6,503     -2,988:    -2,595      6,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       46.2        0.2       64.7        7.2       75.6       53.6:      24.4       46.4
Old  :     100.0:      10.7       46.2        0.2       64.7        7.2       75.6       53.6:      24.4       46.4
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  :        33:         6         13          1         11          8         17         22:
Old  :        33:         6         13          1         11          8         17         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       29.3       63.8       40.1       51.4       29.3       63.3       40.1
Old  :                 51.4       29.3       63.8       40.1       51.4       29.3       63.3       40.1
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, May 8, 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  :   160,169:    53,380     16,452        791    101,102    139,871    155,273    157,114:     4,896      3,055
Old  :   160,169:    53,380     16,452        791    101,102    139,871    155,273    157,114:     4,896      3,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     3,670:    -4,527        590        221      8,968      2,536      4,662      3,347:      -992        323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       10.3        0.5       63.1       87.3       96.9       98.1:       3.1        1.9
Old  :     100.0:      33.3       10.3        0.5       63.1       87.3       96.9       98.1:       3.1        1.9
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  :        99:        37         26          6         18         21         58         50:
Old  :        99:        37         26          6         18         21         58         50:
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  :                 60.7       60.8       80.2       79.9       60.7       60.8       79.1       79.9
Old  :                 60.7       60.8       80.2       79.9       60.7       60.8       79.1       79.9
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, May 8, 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  :   204,299:    59,663     34,573        914    100,180    147,784    160,757    183,271:    43,542     21,028
Old  :   204,299:    59,663     34,573        914    100,180    147,784    160,757    183,271:    43,542     21,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     8,806:     7,151     -2,339     -1,427      2,071     12,407      7,795      8,641:     1,011        165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       16.9        0.4       49.0       72.3       78.7       89.7:      21.3       10.3
Old  :     100.0:      29.2       16.9        0.4       49.0       72.3       78.7       89.7:      21.3       10.3
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  :        99:        38         22          5         22         30         64         53:
Old  :        99:        38         22          5         22         30         64         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       55.0       50.1       64.9       40.4       52.5       48.8       62.2
Old  :                 40.5       55.0       50.1       64.9       40.4       52.5       48.8       62.2
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, May 8, 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  :   151,961:    16,429     57,638      3,733    115,485     44,340    135,647    105,711:    16,313     46,249
Old  :   151,961:    16,429     57,638      3,733    115,485     44,340    135,647    105,711:    16,313     46,249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -2,980:     3,129     -7,298     -2,890     -6,058      9,110     -5,818     -1,077:     2,838     -1,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       37.9        2.5       76.0       29.2       89.3       69.6:      10.7       30.4
Old  :     100.0:      10.8       37.9        2.5       76.0       29.2       89.3       69.6:      10.7       30.4
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  :        86:        14         40         14         24         22         48         66:
Old  :        86:        14         40         14         24         22         48         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  :                 54.1       31.0       66.9       43.2       53.7       30.7       66.1       43.0
Old  :                 54.1       31.0       66.9       43.2       53.7       30.7       66.1       43.0
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, May 8, 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  :   364,655:    35,601    178,434     30,679    262,956     79,271    329,236    288,385:    35,419     76,270
Old  :   364,655:    35,601    178,434     30,679    262,956     79,271    329,236    288,385:    35,419     76,270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    43,339:     1,663     39,813         15     40,195        499     41,873     40,327:     1,466      3,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       48.9        8.4       72.1       21.7       90.3       79.1:       9.7       20.9
Old  :     100.0:       9.8       48.9        8.4       72.1       21.7       90.3       79.1:       9.7       20.9
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  :       192:        33         82         41         56         55        115        152:
Old  :       192:        33         82         41         56         55        115        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       32.3       52.9       38.8       37.9       31.4       52.6       37.5
Old  :                 38.2       32.3       52.9       38.8       37.9       31.4       52.6       37.5
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, May 8, 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  :    18,977:    13,700     14,701      1,211      3,418      2,298     18,329     18,210:       648        767
Old  :    18,977:    13,700     14,701      1,211      3,418      2,298     18,329     18,210:       648        767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :        79:       103        198        -53       -153        -85       -103         60:       182         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2       77.5        6.4       18.0       12.1       96.6       96.0:       3.4        4.0
Old  :     100.0:      72.2       77.5        6.4       18.0       12.1       96.6       96.0:       3.4        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        10          4          2          6          4         16         10:
Old  :        22:        10          4          2          6          4         16         10:
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  :                 79.5       88.7       89.8       95.7       72.9       87.0       83.2       89.4
Old  :                 79.5       88.7       89.8       95.7       72.9       87.0       83.2       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    17,969:    11,688      5,464        125      3,427      9,902     15,240     15,491:     2,729      2,478
Old  :    17,969:    11,688      5,464        125      3,427      9,902     15,240     15,491:     2,729      2,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -1,846:      -467      1,334          0        125     -4,280       -342     -2,946:    -1,504      1,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.0       30.4        0.7       19.1       55.1       84.8       86.2:      15.2       13.8
Old  :     100.0:      65.0       30.4        0.7       19.1       55.1       84.8       86.2:      15.2       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        18         14          1          8          8         26         23:
Old  :        47:        18         14          1          8          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  :                 48.1       51.9       60.2       69.3       48.1       51.9       60.2       69.3
Old  :                 48.1       51.9       60.2       69.3       48.1       51.9       60.2       69.3
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, May 8, 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  :14,001,295:   935,040    681,837  5,172,994  7,014,429  7,133,666 13,122,463 12,988,498:   878,832  1,012,798
Old  :14,001,295:   935,040    681,837  5,172,994  7,014,429  7,133,666 13,122,463 12,988,498:   878,832  1,012,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :   179,924:     2,708    -10,357    141,635     64,967     48,575    209,310    179,852:   -29,386         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        4.9       36.9       50.1       51.0       93.7       92.8:       6.3        7.2
Old  :     100.0:       6.7        4.9       36.9       50.1       51.0       93.7       92.8:       6.3        7.2
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  :       279:        60         61        105        143        147        266        256:
Old  :       279:        60         61        105        143        147        266        256:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       21.0       29.7       32.5       11.5       10.4       16.9       14.4
Old  :                 18.5       21.0       29.7       32.5       11.5       10.4       16.9       14.4
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, May 8, 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  :   974,837:    89,464    108,135     66,409    656,012    671,749    811,885    846,293:   162,952    128,544
Old  :   974,837:    89,464    108,135     66,409    656,012    671,749    811,885    846,293:   162,952    128,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    28,280:    -4,321     11,165      4,169     24,294     10,835     24,142     26,169:     4,138      2,111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       11.1        6.8       67.3       68.9       83.3       86.8:      16.7       13.2
Old  :     100.0:       9.2       11.1        6.8       67.3       68.9       83.3       86.8:      16.7       13.2
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  :       591:       116        120        112        252        253        430        424:
Old  :       591:       116        120        112        252        253        430        424:
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  :                 11.3       10.7       18.6       19.2       10.2       10.0       16.3       17.2
Old  :                 11.3       10.7       18.6       19.2       10.2       10.0       16.3       17.2
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, May 8, 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  :   329,724:    12,769     10,346     28,345    214,408    210,717    255,523    249,409:    74,202     80,316
Old  :   329,724:    12,769     10,346     28,345    214,408    210,717    255,523    249,409:    74,202     80,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    15,380:    -3,319      4,667      3,981     12,133      4,416     12,795     13,065:     2,584      2,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        3.1        8.6       65.0       63.9       77.5       75.6:      22.5       24.4
Old  :     100.0:       3.9        3.1        8.6       65.0       63.9       77.5       75.6:      22.5       24.4
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  :       126:        13         20         27         77         65        109         94:
Old  :       126:        13         20         27         77         65        109         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       16.8       28.6       27.5       16.2       16.0       23.2       23.7
Old  :                 18.5       16.8       28.6       27.5       16.2       16.0       23.2       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  : 3,225,565:   415,294    520,763    158,498  2,208,021  2,305,159  2,781,814  2,984,421:   443,751    241,144
Old  : 3,225,565:   415,294    520,763    158,498  2,208,021  2,305,159  2,781,814  2,984,421:   443,751    241,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    64,501:    -9,423     28,072      5,352     60,805     32,095     56,734     65,520:     7,767     -1,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       16.1        4.9       68.5       71.5       86.2       92.5:      13.8        7.5
Old  :     100.0:      12.9       16.1        4.9       68.5       71.5       86.2       92.5:      13.8        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  :       549:       114        109        101        223        232        388        391:
Old  :       549:       114        109        101        223        232        388        391:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       12.0       22.7       20.8       13.5       11.5       20.8       19.7
Old  :                 14.3       12.0       22.7       20.8       13.5       11.5       20.8       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   102,658:    10,491      7,215      1,119     82,379     89,013     93,989     97,347:     8,669      5,311
Old  :   102,658:    10,491      7,215      1,119     82,379     89,013     93,989     97,347:     8,669      5,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     3,820:    -4,657     -1,635      1,069      9,515      2,428      5,927      1,862:    -2,107      1,958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        7.0        1.1       80.2       86.7       91.6       94.8:       8.4        5.2
Old  :     100.0:      10.2        7.0        1.1       80.2       86.7       91.6       94.8:       8.4        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:         9          7          2         58         33         68         41:
Old  :        95:         9          7          2         58         33         68         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       45.9       41.3       63.2       27.8       45.9       40.3       63.2
Old  :                 28.0       45.9       41.3       63.2       27.8       45.9       40.3       63.2
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, May 8, 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  :   106,295:    18,533     10,106      5,865     72,063     84,247     96,461    100,218:     9,833      6,077
Old  :   106,295:    18,533     10,106      5,865     72,063     84,247     96,461    100,218:     9,833      6,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     6,045:    -7,133      3,667      2,984     11,299        535      7,150      7,186:    -1,105     -1,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        9.5        5.5       67.8       79.3       90.7       94.3:       9.3        5.7
Old  :     100.0:      17.4        9.5        5.5       67.8       79.3       90.7       94.3:       9.3        5.7
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  :       233:        63         37         19         82         85        156        130:
Old  :       233:        63         37         19         82         85        156        130:
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  :                 28.6       29.1       43.2       45.5       25.2       23.1       33.0       32.5
Old  :                 28.6       29.1       43.2       45.5       25.2       23.1       33.0       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    20,624:       966      1,248        622     14,668     17,971     16,256     19,841:     4,368        783
Old  :    20,624:       966      1,248        622     14,668     17,971     16,256     19,841:     4,368        783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     4,135:      -508        291         74      5,071      3,948      4,637      4,313:      -502       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        6.1        3.0       71.1       87.1       78.8       96.2:      21.2        3.8
Old  :     100.0:       4.7        6.1        3.0       71.1       87.1       78.8       96.2:      21.2        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          3          1         12          8         15         11:
Old  :        25:         2          3          1         12          8         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       79.4       63.4       89.9       47.6       79.4       63.4       89.2
Old  :                 47.6       79.4       63.4       89.9       47.6       79.4       63.4       89.2
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, May 8, 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  :   428,351:    96,436     52,889     17,615    286,977    331,378    401,027    401,883:    27,324     26,469
Old  :   428,351:    96,436     52,889     17,615    286,977    331,378    401,027    401,883:    27,324     26,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     9,553:   -31,311     18,695     12,735     31,141    -17,065     12,566     14,365:    -3,012     -4,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       12.3        4.1       67.0       77.4       93.6       93.8:       6.4        6.2
Old  :     100.0:      22.5       12.3        4.1       67.0       77.4       93.6       93.8:       6.4        6.2
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  :       230:        64         35         18         74         80        148        123:
Old  :       230:        64         35         18         74         80        148        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       30.8       49.9       44.5       34.2       30.8       49.9       44.5
Old  :                 34.2       30.8       49.9       44.5       34.2       30.8       49.9       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   161,980:    72,067     47,840      4,321     61,361     83,026    137,749    135,188:    24,231     26,792
Old  :   161,980:    72,067     47,840      4,321     61,361     83,026    137,749    135,188:    24,231     26,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     4,178:   -16,602     11,321       -862     28,123    -12,480     10,659     -2,021:    -6,481      6,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.5       29.5        2.7       37.9       51.3       85.0       83.5:      15.0       16.5
Old  :     100.0:      44.5       29.5        2.7       37.9       51.3       85.0       83.5:      15.0       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  :        89:        27         29         13         21         27         57         60:
Old  :        89:        27         29         13         21         27         57         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  :                 48.3       45.0       62.7       57.6       48.3       44.6       62.5       57.2
Old  :                 48.3       45.0       62.7       57.6       48.3       44.6       62.5       57.2
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, May 8, 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  :    41,146:     9,714     13,535          0     24,489      5,043     34,203     18,578:     6,943     22,568
Old  :    41,146:     9,714     13,535          0     24,489      5,043     34,203     18,578:     6,943     22,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -1,005:       299       -647          0     -1,252        148       -953       -499:       -52       -506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       32.9        0.0       59.5       12.3       83.1       45.2:      16.9       54.8
Old  :     100.0:      23.6       32.9        0.0       59.5       12.3       83.1       45.2:      16.9       54.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        13          7          0         19          6         32         13:
Old  :        42:        13          7          0         19          6         32         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  :                 45.8       37.9       56.9       42.9       45.8       37.9       56.9       42.9
Old  :                 45.8       37.9       56.9       42.9       45.8       37.9       56.9       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    70,080:    18,439      2,547      7,986     30,800     14,767     57,225     25,300:    12,855     44,780
Old  :    70,080:    18,439      2,547      7,986     30,800     14,767     57,225     25,300:    12,855     44,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     3,518:     1,491     -1,079        300      1,191       -770      2,982     -1,549:       536      5,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        3.6       11.4       43.9       21.1       81.7       36.1:      18.3       63.9
Old  :     100.0:      26.3        3.6       11.4       43.9       21.1       81.7       36.1:      18.3       63.9
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  :        52:        12          6          4         22         18         37         25:
Old  :        52:        12          6          4         22         18         37         25:
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  :                 37.0       21.4       55.4       27.0       31.9       13.0       45.5       16.7
Old  :                 37.0       21.4       55.4       27.0       31.9       13.0       45.5       16.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 11, 2012