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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, July 3, 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  :     4,906:        35        133         47      4,277      4,362      4,359      4,542:       547        364
Old  :     4,906:        35        133         47      4,277      4,362      4,359      4,542:       547        364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :        19:         0          0          2         25         17         27         19:        -8          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        2.7        1.0       87.2       88.9       88.9       92.6:      11.1        7.4
Old  :     100.0:       0.7        2.7        1.0       87.2       88.9       88.9       92.6:      11.1        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          3          2         14         12         17         15:
Old  :        23:         1          3          2         14         12         17         15:
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  :                 67.5       66.4       82.8       84.5       67.5       64.5       81.2       81.6
Old  :                 67.5       66.4       82.8       84.5       67.5       64.5       81.2       81.6
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 - Futures Only, July 3, 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  :    26,492:     5,199      5,122      1,146     15,877     16,048     22,222     22,316:     4,270      4,176
Old  :    26,492:     5,199      5,122      1,146     15,877     16,048     22,222     22,316:     4,270      4,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       620:       241       -330        115        116        809        472        594:       148         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       19.3        4.3       59.9       60.6       83.9       84.2:      16.1       15.8
Old  :     100.0:      19.6       19.3        4.3       59.9       60.6       83.9       84.2:      16.1       15.8
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  :        77:        16         16         17         30         26         55         50:
Old  :        77:        16         16         17         30         26         55         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  :                 41.6       37.5       56.1       55.6       41.4       36.8       54.1       54.7
Old  :                 41.6       37.5       56.1       55.6       41.4       36.8       54.1       54.7
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 - Futures Only, July 3, 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  :   253,306:    77,529     46,025     45,929    101,744    122,856    225,202    214,810:    28,104     38,496
Old  :   150,069:    63,867     46,565     18,237     53,091     63,318    135,195    128,120:    14,874     21,949
Other:   103,237:    33,241     19,039      8,113     48,653     59,538     90,007     86,690:    13,230     16,547
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       974:     8,227     -4,769     -4,899     -1,283     13,091      2,045      3,423:    -1,071     -2,449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       18.2       18.1       40.2       48.5       88.9       84.8:      11.1       15.2
Old  :     100.0:      42.6       31.0       12.2       35.4       42.2       90.1       85.4:       9.9       14.6
Other:     100.0:      32.2       18.4        7.9       47.1       57.7       87.2       84.0:      12.8       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:       110         76        114         70         84        242        228:
Old  :       288:        97         94         83         45         79        192        208:
Other:       186:        52         36         35         57         71        131        128:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       16.6       29.0       24.7       15.7       16.1       27.1       23.6
Old  :                 16.0       16.9       27.4       26.4       16.0       15.4       27.3       24.0
Other:                 24.0       17.8       39.3       29.8       23.6       17.8       38.8       29.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, July 3, 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  :   314,169:    97,676     74,613     48,017    142,163    145,329    287,856    267,959:    26,313     46,210
Old  :   314,169:    97,676     74,613     48,017    142,163    145,329    287,856    267,959:    26,313     46,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -1,120:    -5,197     -3,041      4,844      1,143     -1,440        790        363:    -1,910     -1,483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       23.7       15.3       45.3       46.3       91.6       85.3:       8.4       14.7
Old  :     100.0:      31.1       23.7       15.3       45.3       46.3       91.6       85.3:       8.4       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       384:       102        103        123         79        141        245        325:
Old  :       384:       102        103        123         79        141        245        325:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       12.9       34.4       20.0       20.2       12.7       33.6       18.7
Old  :                 20.3       12.9       34.4       20.0       20.2       12.7       33.6       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, July 3, 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  :     6,734:     2,811      3,471        476      2,122      1,372      5,409      5,319:     1,325      1,415
Old  :     6,734:     2,811      3,471        476      2,122      1,372      5,409      5,319:     1,325      1,415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :      -583:       124         20       -158       -466       -326       -500       -464:       -83       -119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       51.5        7.1       31.5       20.4       80.3       79.0:      19.7       21.0
Old  :     100.0:      41.7       51.5        7.1       31.5       20.4       80.3       79.0:      19.7       21.0
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  :        69:        23         22          9         18         17         47         44:
Old  :        69:        23         22          9         18         17         47         44:
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  :                 37.1       27.2       52.2       44.4       37.1       26.9       50.8       43.6
Old  :                 37.1       27.2       52.2       44.4       37.1       26.9       50.8       43.6
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 - Futures Only, July 3, 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  :    36,145:     9,681      8,941      5,238     12,840      6,525     27,759     20,704:     8,386     15,441
Old  :    36,145:     9,681      8,941      5,238     12,840      6,525     27,759     20,704:     8,386     15,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       105:      -662        811       -161      1,000       -836        177       -186:       -72        291
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       24.7       14.5       35.5       18.1       76.8       57.3:      23.2       42.7
Old  :     100.0:      26.8       24.7       14.5       35.5       18.1       76.8       57.3:      23.2       42.7
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  :       166:        31         52         41         44         52         98        129:
Old  :       166:        31         52         41         44         52         98        129:
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        8.0       28.3       14.0       14.5        6.8       24.3       11.2
Old  :                 16.3        8.0       28.3       14.0       14.5        6.8       24.3       11.2
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 - Futures Only, July 3, 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  :     9,268:       143      4,060         69      8,283      4,942      8,495      9,071:       773        197
Old  :     9,268:       143      4,060         69      8,283      4,942      8,495      9,071:       773        197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       -35:        13        -36         14        -68        -41        -41        -63:         6         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       43.8        0.7       89.4       53.3       91.7       97.9:       8.3        2.1
Old  :     100.0:       1.5       43.8        0.7       89.4       53.3       91.7       97.9:       8.3        2.1
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  :        32:         4          9          7         14         12         21         25:
Old  :        32:         4          9          7         14         12         21         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  :                 80.4       67.0       88.9       85.3       80.4       66.7       85.6       84.3
Old  :                 80.4       67.0       88.9       85.3       80.4       66.7       85.6       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, July 3, 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  :   104,539:     4,712      6,325      4,874     94,731     92,724    104,317    103,923:       222        616
Old  :   104,539:     4,712      6,325      4,874     94,731     92,724    104,317    103,923:       222        616
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     2,298:       100        186          0      2,183      2,339      2,283      2,525:        15       -227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        6.1        4.7       90.6       88.7       99.8       99.4:       0.2        0.6
Old  :     100.0:       4.5        6.1        4.7       90.6       88.7       99.8       99.4:       0.2        0.6
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  :        23:         3          2          2         15         16         18         20:
Old  :        23:         3          2          2         15         16         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.5       64.7       89.2       81.8       47.4       44.9       54.0       52.6
Old  :                 75.5       64.7       89.2       81.8       47.4       44.9       54.0       52.6
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 - Futures Only, July 3, 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  :    93,160:    22,923     14,225        984     40,158     49,308     64,065     64,517:    29,095     28,643
Old  :    93,160:    22,923     14,225        984     40,158     49,308     64,065     64,517:    29,095     28,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -2,661:    -4,855     -4,276       -272        631      2,556     -4,496     -1,992:     1,835       -669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       15.3        1.1       43.1       52.9       68.8       69.3:      31.2       30.7
Old  :     100.0:      24.6       15.3        1.1       43.1       52.9       68.8       69.3:      31.2       30.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        20         21          6         12         20         36         43:
Old  :        65:        20         21          6         12         20         36         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       45.1       49.5       51.3       35.7       42.0       45.9       47.6
Old  :                 37.2       45.1       49.5       51.3       35.7       42.0       45.9       47.6
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 - Futures Only, July 3, 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  :    53,322:     5,263     24,323          0     40,821      8,245     46,084     32,568:     7,238     20,754
Old  :    53,322:     5,263     24,323          0     40,821      8,245     46,084     32,568:     7,238     20,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       875:       626     -4,150          0        373      6,080        999      1,930:      -124     -1,055
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       45.6        0.0       76.6       15.5       86.4       61.1:      13.6       38.9
Old  :     100.0:       9.9       45.6        0.0       76.6       15.5       86.4       61.1:      13.6       38.9
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  :        39:         6         17          0         12          9         18         26:
Old  :        39:         6         17          0         12          9         18         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.7       32.1       78.6       44.9       70.5       32.1       78.1       44.9
Old  :                 70.7       32.1       78.6       44.9       70.5       32.1       78.1       44.9
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 - Futures Only, July 3, 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  :   132,669:    40,604     23,129        711     87,610    104,402    128,925    128,242:     3,744      4,427
Old  :   132,669:    40,604     23,129        711     87,610    104,402    128,925    128,242:     3,744      4,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    11,145:     8,414    -16,708         94      1,678     29,405     10,186     12,791:       959     -1,646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       17.4        0.5       66.0       78.7       97.2       96.7:       2.8        3.3
Old  :     100.0:      30.6       17.4        0.5       66.0       78.7       97.2       96.7:       2.8        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        27         33          6         14         21         43         59:
Old  :        93:        27         33          6         14         21         43         59:
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  :                 67.1       47.8       86.2       66.5       67.1       47.8       85.0       66.5
Old  :                 67.1       47.8       86.2       66.5       67.1       47.8       85.0       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, July 3, 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  :   108,208:    32,208     37,561        557     58,748     42,419     91,513     80,537:    16,695     27,671
Old  :   108,208:    32,208     37,561        557     58,748     42,419     91,513     80,537:    16,695     27,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -6,353:    -3,088      1,507       -389     -3,423     -6,358     -6,900     -5,240:       547     -1,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       34.7        0.5       54.3       39.2       84.6       74.4:      15.4       25.6
Old  :     100.0:      29.8       34.7        0.5       54.3       39.2       84.6       74.4:      15.4       25.6
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  :        87:        17         35          3         20         23         39         59:
Old  :        87:        17         35          3         20         23         39         59:
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  :                 40.9       25.0       60.8       34.8       38.1       17.7       54.0       26.6
Old  :                 40.9       25.0       60.8       34.8       38.1       17.7       54.0       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, July 3, 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  :   117,403:    36,950     32,775        113     66,299     48,531    103,362     81,419:    14,041     35,984
Old  :   117,403:    36,950     32,775        113     66,299     48,531    103,362     81,419:    14,041     35,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -5,844:    -6,960     -6,593         62        188      1,621     -6,710     -4,910:       866       -934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       27.9        0.1       56.5       41.3       88.0       69.4:      12.0       30.6
Old  :     100.0:      31.5       27.9        0.1       56.5       41.3       88.0       69.4:      12.0       30.6
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  :        81:        21         28          3         17         18         40         47:
Old  :        81:        21         28          3         17         18         40         47:
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  :                 54.0       37.3       65.5       47.2       54.0       37.3       64.9       47.2
Old  :                 54.0       37.3       65.5       47.2       54.0       37.3       64.9       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, July 3, 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  :   302,289:    32,236    178,413      2,194    235,912     54,541    270,342    235,148:    31,947     67,141
Old  :   302,289:    32,236    178,413      2,194    235,912     54,541    270,342    235,148:    31,947     67,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :   -13,496:    -4,697    -18,400        238     -9,030      7,019    -13,489    -11,143:        -7     -2,353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       59.0        0.7       78.0       18.0       89.4       77.8:      10.6       22.2
Old  :     100.0:      10.7       59.0        0.7       78.0       18.0       89.4       77.8:      10.6       22.2
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  :       198:        32         92         14         48         46         91        141:
Old  :       198:        32         92         14         48         46         91        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       31.9       59.0       41.8       44.6       31.7       58.8       41.5
Old  :                 44.7       31.9       59.0       41.8       44.6       31.7       58.8       41.5
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 - Futures Only, July 3, 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  :    17,905:    14,821     14,965         65      2,711      1,970     17,597     17,000:       308        905
Old  :    17,905:    14,821     14,965         65      2,711      1,970     17,597     17,000:       308        905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -1,220:       -99         69       -278       -805     -1,151     -1,182     -1,360:       -38        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.8       83.6        0.4       15.1       11.0       98.3       94.9:       1.7        5.1
Old  :     100.0:      82.8       83.6        0.4       15.1       11.0       98.3       94.9:       1.7        5.1
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  :        20:         6          4          1          5          6         11         11:
Old  :        20:         6          4          1          5          6         11         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  :                 89.2       86.7       96.6       93.3       88.9       86.7       96.2       93.2
Old  :                 89.2       86.7       96.6       93.3       88.9       86.7       96.2       93.2
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 - Futures Only, July 3, 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  :    20,483:     9,862      5,542        134      7,158     12,967     17,154     18,643:     3,329      1,840
Old  :    20,483:     9,862      5,542        134      7,158     12,967     17,154     18,643:     3,329      1,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     3,882:     3,754         10        -15       -493      4,230      3,246      4,225:       636       -343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.1       27.1        0.7       34.9       63.3       83.7       91.0:      16.3        9.0
Old  :     100.0:      48.1       27.1        0.7       34.9       63.3       83.7       91.0:      16.3        9.0
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  :        41:        12         12          1          6         11         19         23:
Old  :        41:        12         12          1          6         11         19         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  :                 54.3       59.3       74.6       75.7       54.3       59.3       74.6       75.7
Old  :                 54.3       59.3       74.6       75.7       54.3       59.3       74.6       75.7
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 - Futures Only, July 3, 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  : 7,827,764: 1,197,854    781,881  1,120,829  4,606,635  4,935,345  6,925,318  6,838,055:   902,446    989,709
Old  : 7,827,764: 1,197,854    781,881  1,120,829  4,606,635  4,935,345  6,925,318  6,838,055:   902,446    989,709
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    27,837:    18,282     71,591   -114,654     46,451     -3,622    -49,921    -46,685:    77,758     74,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       10.0       14.3       58.8       63.0       88.5       87.4:      11.5       12.6
Old  :     100.0:      15.3       10.0       14.3       58.8       63.0       88.5       87.4:      11.5       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        51         45         71        119        126        210        209:
Old  :       237:        51         45         71        119        126        210        209:
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  :                 21.6       25.6       35.2       36.7       16.9       19.3       27.7       24.9
Old  :                 21.6       25.6       35.2       36.7       16.9       19.3       27.7       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, July 3, 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  :   773,321:    71,090     89,242     20,668    534,277    541,827    626,035    651,738:   147,286    121,583
Old  :   773,321:    71,090     89,242     20,668    534,277    541,827    626,035    651,738:   147,286    121,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :      -753:    -3,194     -2,474      1,616     -3,600     -3,233     -5,178     -4,091:     4,425      3,337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       11.5        2.7       69.1       70.1       81.0       84.3:      19.0       15.7
Old  :     100.0:       9.2       11.5        2.7       69.1       70.1       81.0       84.3:      19.0       15.7
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  :       534:        94        100         45        229        224        349        344:
Old  :       534:        94        100         45        229        224        349        344:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       13.5       24.1       23.6       13.6       13.0       21.7       22.5
Old  :                 15.4       13.5       24.1       23.6       13.6       13.0       21.7       22.5
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 - Futures Only, July 3, 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  :   227,230:    10,370      4,382      5,787    145,374    140,277    161,531    150,446:    65,699     76,784
Old  :   227,230:    10,370      4,382      5,787    145,374    140,277    161,531    150,446:    65,699     76,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     1,552:     3,432     -4,348     -1,694     -2,136      4,054       -398     -1,988:     1,950      3,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        1.9        2.5       64.0       61.7       71.1       66.2:      28.9       33.8
Old  :     100.0:       4.6        1.9        2.5       64.0       61.7       71.1       66.2:      28.9       33.8
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  :       100:        10          8          5         57         46         70         57:
Old  :       100:        10          8          5         57         46         70         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       22.4       36.0       33.3       23.5       20.9       33.0       31.8
Old  :                 25.5       22.4       36.0       33.3       23.5       20.9       33.0       31.8
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 - Futures Only, July 3, 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  : 2,730,453:   330,128    450,827     47,879  1,944,513  2,007,752  2,322,520  2,506,458:   407,933    223,995
Old  : 2,730,453:   330,128    450,827     47,879  1,944,513  2,007,752  2,322,520  2,506,458:   407,933    223,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :   -11,526:   -27,388     15,114     10,809     -7,321    -36,436    -23,900    -10,513:    12,374     -1,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       16.5        1.8       71.2       73.5       85.1       91.8:      14.9        8.2
Old  :     100.0:      12.1       16.5        1.8       71.2       73.5       85.1       91.8:      14.9        8.2
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  :       507:        94         98         39        200        207        315        323:
Old  :       507:        94         98         39        200        207        315        323:
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  :                 18.0       14.9       29.0       25.9       16.9       14.4       25.8       25.3
Old  :                 18.0       14.9       29.0       25.9       16.9       14.4       25.8       25.3
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 - Futures Only, July 3, 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  :   102,601:    11,831      6,219        101     82,878     92,831     94,810     99,151:     7,791      3,450
Old  :   102,601:    11,831      6,219        101     82,878     92,831     94,810     99,151:     7,791      3,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     3,646:     4,655      1,387     -1,139        369      4,024      3,885      4,272:      -239       -626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        6.1        0.1       80.8       90.5       92.4       96.6:       7.6        3.4
Old  :     100.0:      11.5        6.1        0.1       80.8       90.5       92.4       96.6:       7.6        3.4
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  :        98:        12          6          2         54         37         67         44:
Old  :        98:        12          6          2         54         37         67         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       46.2       45.1       63.8       30.7       46.1       44.9       63.8
Old  :                 30.7       46.2       45.1       63.8       30.7       46.1       44.9       63.8
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 - Futures Only, July 3, 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  :    70,759:    17,593      4,842        200     47,235     63,030     65,028     68,072:     5,731      2,687
Old  :    70,759:    17,593      4,842        200     47,235     63,030     65,028     68,072:     5,731      2,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     2,902:       475       -552        -12      1,516      3,653      1,979      3,090:       923       -187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        6.8        0.3       66.8       89.1       91.9       96.2:       8.1        3.8
Old  :     100.0:      24.9        6.8        0.3       66.8       89.1       91.9       96.2:       8.1        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  :       214:        60         28          8         59         81        121        115:
Old  :       214:        60         28          8         59         81        121        115:
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  :                 37.5       34.5       48.7       49.7       37.5       34.5       48.7       49.7
Old  :                 37.5       34.5       48.7       49.7       37.5       34.5       48.7       49.7
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 - Futures Only, July 3, 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  :   353,795:    87,963     24,211      1,001    236,174    315,149    325,138    340,361:    28,657     13,434
Old  :   353,795:    87,963     24,211      1,001    236,174    315,149    325,138    340,361:    28,657     13,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    14,512:     2,374     -2,760        -58      7,579     18,266      9,895     15,448:     4,617       -936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        6.8        0.3       66.8       89.1       91.9       96.2:       8.1        3.8
Old  :     100.0:      24.9        6.8        0.3       66.8       89.1       91.9       96.2:       8.1        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  :       214:        60         28          8         59         81        121        115:
Old  :       214:        60         28          8         59         81        121        115:
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  :                 37.5       34.5       48.7       49.7       37.5       34.5       48.7       49.7
Old  :                 37.5       34.5       48.7       49.7       37.5       34.5       48.7       49.7
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 - Futures Only, July 3, 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  :   125,706:    50,125     40,777        176     58,014     62,192    108,315    103,145:    17,391     22,561
Old  :   125,706:    50,125     40,777        176     58,014     62,192    108,315    103,145:    17,391     22,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     3,322:    10,102     -1,405        143     -6,493      3,255      3,752      1,993:      -430      1,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9       32.4        0.1       46.2       49.5       86.2       82.1:      13.8       17.9
Old  :     100.0:      39.9       32.4        0.1       46.2       49.5       86.2       82.1:      13.8       17.9
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  :        81:        22         28          2         18         21         42         49:
Old  :        81:        22         28          2         18         21         42         49:
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  :                 42.5       46.9       59.9       59.0       42.4       46.4       59.8       58.4
Old  :                 42.5       46.9       59.9       59.0       42.4       46.4       59.8       58.4
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 - Futures Only, July 3, 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  :    28,497:     1,939      9,507          0     20,384      5,567     22,323     15,074:     6,174     13,423
Old  :    28,497:     1,939      9,507          0     20,384      5,567     22,323     15,074:     6,174     13,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     1,088:      -842       -200          0      2,518        240      1,676         40:      -588      1,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       33.4        0.0       71.5       19.5       78.3       52.9:      21.7       47.1
Old  :     100.0:       6.8       33.4        0.0       71.5       19.5       78.3       52.9:      21.7       47.1
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  :        36:         5          7          0         19          7         24         14:
Old  :        36:         5          7          0         19          7         24         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  :                 42.2       39.0       57.4       47.8       42.2       39.0       57.4       47.8
Old  :                 42.2       39.0       57.4       47.8       42.2       39.0       57.4       47.8
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 - Futures Only, July 3, 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  :    36,247:    10,661      9,662      1,057     20,456     12,156     32,174     22,875:     4,073     13,372
Old  :    36,247:    10,661      9,662      1,057     20,456     12,156     32,174     22,875:     4,073     13,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       890:        53      1,224        616        222     -1,049        891        791:        -1         99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       26.7        2.9       56.4       33.5       88.8       63.1:      11.2       36.9
Old  :     100.0:      29.4       26.7        2.9       56.4       33.5       88.8       63.1:      11.2       36.9
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  :        54:        14         10          2         22         14         37         25:
Old  :        54:        14         10          2         22         14         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  :                 31.1       38.6       45.7       47.3       29.9       37.3       44.5       44.5
Old  :                 31.1       38.6       45.7       47.3       29.9       37.3       44.5       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 3, 2012