BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :     3,709:        50        100         62      2,866      2,913      2,978      3,075:       731        634
Old  :     3,709:        50        100         62      2,866      2,913      2,978      3,075:       731        634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :      -459:        -6        -59          2       -584       -424       -589       -481:       129         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        2.7        1.7       77.3       78.5       80.3       82.9:      19.7       17.1
Old  :     100.0:       1.4        2.7        1.7       77.3       78.5       80.3       82.9:      19.7       17.1
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  :        24:         2          2          3         16         12         20         15:
Old  :        24:         2          2          3         16         12         20         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  :                 52.6       62.4       71.1       77.1       52.6       61.3       70.0       74.8
Old  :                 52.6       62.4       71.1       77.1       52.6       61.3       70.0       74.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :    48,574:     7,526      2,789     11,106     24,030     22,503     42,661     36,397:     5,913     12,177
Old  :    48,574:     7,526      2,789     11,106     24,030     22,503     42,661     36,397:     5,913     12,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    -7,293:    -1,915     -1,106     -1,627     -3,538     -4,361     -7,080     -7,094:      -212       -199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        5.7       22.9       49.5       46.3       87.8       74.9:      12.2       25.1
Old  :     100.0:      15.5        5.7       22.9       49.5       46.3       87.8       74.9:      12.2       25.1
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  :        75:        14         17         18         33         33         60         55:
Old  :        75:        14         17         18         33         33         60         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       28.5       53.3       41.7       36.2       26.5       46.3       33.7
Old  :                 38.2       28.5       53.3       41.7       36.2       26.5       46.3       33.7
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 with Delta-adjusted Options and Futures Combined, January 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  :   277,185:    68,277     34,796     70,557    110,446    131,600    249,280    236,953:    27,905     40,232
Old  :   270,550:    67,612     36,254     67,534    109,470    128,271    244,617    232,059:    25,933     38,491
Other:     6,635:     2,191         69      1,496        975      3,329      4,663      4,894:     1,972      1,741
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    -3,908:    -1,534      3,037       -767       -458     -3,562     -2,759     -1,292:    -1,149     -2,616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       12.6       25.5       39.8       47.5       89.9       85.5:      10.1       14.5
Old  :     100.0:      25.0       13.4       25.0       40.5       47.4       90.4       85.8:       9.6       14.2
Other:     100.0:      33.0        1.0       22.5       14.7       50.2       70.3       73.8:      29.7       26.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        90         73        108         64         76        212        215:
Old  :       267:        86         79        108         64         76        212        215:
Other:        58:        22          3         14         18         22         43         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       18.9       29.1       27.2       17.1       16.1       27.1       23.0
Old  :                 17.8       19.1       29.7       27.5       17.4       16.2       27.5       23.2
Other:                 27.1       32.6       40.0       46.1       23.2       30.2       32.1       41.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   399,273:   106,329     34,402    107,743    156,716    192,258    370,788    334,403:    28,485     64,870
Old  :   399,273:   106,329     34,402    107,743    156,716    192,258    370,788    334,403:    28,485     64,870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     2,959:     1,189     -1,894      3,861     -3,941        710      1,109      2,677:     1,850        282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        8.6       27.0       39.3       48.2       92.9       83.8:       7.1       16.2
Old  :     100.0:      26.6        8.6       27.0       39.3       48.2       92.9       83.8:       7.1       16.2
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  :       390:       121         83        123         96        163        278        317:
Old  :       390:       121         83        123         96        163        278        317:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       15.0       29.3       21.9       16.5       11.4       27.3       16.4
Old  :                 17.3       15.0       29.3       21.9       16.5       11.4       27.3       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :     8,723:     3,515      3,662        890      2,502      2,338      6,907      6,890:     1,816      1,832
Old  :     8,723:     3,515      3,662        890      2,502      2,338      6,907      6,890:     1,816      1,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    -1,018:        -7     -1,206       -340       -677        495     -1,024     -1,050:         6         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       42.0       10.2       28.7       26.8       79.2       79.0:      20.8       21.0
Old  :     100.0:      40.3       42.0       10.2       28.7       26.8       79.2       79.0:      20.8       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  :        72:        17         26         12         19         18         46         51:
Old  :        72:        17         26         12         19         18         46         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       25.0       52.9       40.5       39.1       24.9       51.7       38.7
Old  :                 39.1       25.0       52.9       40.5       39.1       24.9       51.7       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :    39,571:    15,473      3,164      8,120      9,177      8,702     32,770     19,987:     6,801     19,584
Old  :    39,571:    15,473      3,164      8,120      9,177      8,702     32,770     19,987:     6,801     19,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     2,225:     1,087        295        224        545      1,048      1,856      1,566:       370        659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1        8.0       20.5       23.2       22.0       82.8       50.5:      17.2       49.5
Old  :     100.0:      39.1        8.0       20.5       23.2       22.0       82.8       50.5:      17.2       49.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        52         33         45         46         54        127        114:
Old  :       167:        52         33         45         46         54        127        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3        8.0       24.5       13.7       12.9        5.9       21.8       10.1
Old  :                 13.3        8.0       24.5       13.7       12.9        5.9       21.8       10.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   132,179:     7,595      1,224      3,193    121,334    127,344    132,122    131,761:        57        418
Old  :   132,179:     7,595      1,224      3,193    121,334    127,344    132,122    131,761:        57        418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     6,570:       657        -63          0      6,267      7,143      6,924      7,080:      -354       -510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        0.9        2.4       91.8       96.3      100.0       99.7:       0.0        0.3
Old  :     100.0:       5.7        0.9        2.4       91.8       96.3      100.0       99.7:       0.0        0.3
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  :        22:         2          3          1         16         15         18         19:
Old  :        22:         2          3          1         16         15         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.9       77.6       92.5       91.7       36.2       35.1       41.6       40.2
Old  :                 81.9       77.6       92.5       91.7       36.2       35.1       41.6       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   126,694:    27,561     51,185      3,388     67,149     48,709     98,098    103,282:    28,597     23,412
Old  :   126,694:    27,561     51,185      3,388     67,149     48,709     98,098    103,282:    28,597     23,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     1,454:      -448      1,196        162        256        677        -30      2,035:     1,484       -581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       40.4        2.7       53.0       38.4       77.4       81.5:      22.6       18.5
Old  :     100.0:      21.8       40.4        2.7       53.0       38.4       77.4       81.5:      22.6       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        22         14          8         23         25         50         42:
Old  :        68:        22         14          8         23         25         50         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       59.7       52.2       66.6       39.7       59.6       50.9       65.0
Old  :                 39.8       59.7       52.2       66.6       39.7       59.6       50.9       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :    40,439:     3,241     15,698      1,869     26,682      3,962     31,792     21,529:     8,646     18,909
Old  :    40,439:     3,241     15,698      1,869     26,682      3,962     31,792     21,529:     8,646     18,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     2,178:         5      1,536        -60      1,258        651      1,204      2,127:       974         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       38.8        4.6       66.0        9.8       78.6       53.2:      21.4       46.8
Old  :     100.0:       8.0       38.8        4.6       66.0        9.8       78.6       53.2:      21.4       46.8
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  :        38:         4         18          5         13         10         21         29:
Old  :        38:         4         18          5         13         10         21         29:
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  :                 54.6       24.1       68.2       32.4       54.6       24.1       67.4       32.1
Old  :                 54.6       24.1       68.2       32.4       54.6       24.1       67.4       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   121,622:    22,073     47,902         42     96,797     68,111    118,912    116,055:     2,710      5,567
Old  :   121,622:    22,073     47,902         42     96,797     68,111    118,912    116,055:     2,710      5,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     4,252:     3,845      3,989         42        233      1,529      4,120      5,560:       132     -1,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       39.4        0.0       79.6       56.0       97.8       95.4:       2.2        4.6
Old  :     100.0:      18.1       39.4        0.0       79.6       56.0       97.8       95.4:       2.2        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        18         40          1         20         23         38         64:
Old  :        95:        18         40          1         20         23         38         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.5       39.6       86.8       58.2       73.5       39.6       86.5       58.2
Old  :                 73.5       39.6       86.8       58.2       73.5       39.6       86.5       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   198,554:    27,786     59,344      2,602    154,836    107,363    185,224    169,309:    13,330     29,245
Old  :   198,554:    27,786     59,344      2,602    154,836    107,363    185,224    169,309:    13,330     29,245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    10,714:     2,356      5,121        226      9,486      3,092     12,067      8,438:    -1,353      2,276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       29.9        1.3       78.0       54.1       93.3       85.3:       6.7       14.7
Old  :     100.0:      14.0       29.9        1.3       78.0       54.1       93.3       85.3:       6.7       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  :        92:        15         35         10         26         33         48         71:
Old  :        92:        15         35         10         26         33         48         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       54.7       74.8       61.0       51.5       53.4       74.1       59.7
Old  :                 51.5       54.7       74.8       61.0       51.5       53.4       74.1       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   166,661:    73,030     16,238      3,185     67,718    118,591    143,933    138,015:    22,727     28,646
Old  :   166,661:    73,030     16,238      3,185     67,718    118,591    143,933    138,015:    22,727     28,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    26,601:    20,181    -13,894        389       -231     39,233     20,339     25,728:     6,262        873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        9.7        1.9       40.6       71.2       86.4       82.8:      13.6       17.2
Old  :     100.0:      43.8        9.7        1.9       40.6       71.2       86.4       82.8:      13.6       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        30         26         16         24         26         62         60:
Old  :        90:        30         26         16         24         26         62         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       48.3       67.9       60.6       59.5       48.2       67.4       59.3
Old  :                 59.5       48.3       67.9       60.6       59.5       48.2       67.4       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   329,463:    40,424    178,170     32,917    224,183     56,600    297,524    267,687:    31,938     61,776
Old  :   329,463:    40,424    178,170     32,917    224,183     56,600    297,524    267,687:    31,938     61,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    10,751:    -5,061      5,745      3,252      9,636        141      7,828      9,139:     2,923      1,612
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       54.1       10.0       68.0       17.2       90.3       81.2:       9.7       18.8
Old  :     100.0:      12.3       54.1       10.0       68.0       17.2       90.3       81.2:       9.7       18.8
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  :       199:        37         88         51         55         52        123        160:
Old  :       199:        37         88         51         55         52        123        160:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       27.0       50.0       35.2       39.3       26.9       49.2       33.5
Old  :                 39.8       27.0       50.0       35.2       39.3       26.9       49.2       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :    10,812:     7,857      5,421        225        687      2,984      8,769      8,630:     2,043      2,182
Old  :    10,812:     7,857      5,421        225        687      2,984      8,769      8,630:     2,043      2,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :       631:     1,286        255          0       -853        633        433        888:       198       -257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.7       50.1        2.1        6.4       27.6       81.1       79.8:      18.9       20.2
Old  :     100.0:      72.7       50.1        2.1        6.4       27.6       81.1       79.8:      18.9       20.2
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  :        30:        10         13          1          2          5         12         19:
Old  :        30:        10         13          1          2          5         12         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       43.7       75.5       59.6       63.8       43.7       74.0       59.6
Old  :                 63.8       43.7       75.5       59.6       63.8       43.7       74.0       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :11,785,910:   216,025    735,123  4,448,189  6,352,430  5,560,838 11,016,643 10,744,149:   769,267  1,041,761
Old  :11,785,910:   216,025    735,123  4,448,189  6,352,430  5,560,838 11,016,643 10,744,149:   769,267  1,041,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :   247,665:   -34,320     32,963    203,576     73,337     18,054    242,593    254,593:     5,072     -6,928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        6.2       37.7       53.9       47.2       93.5       91.2:       6.5        8.8
Old  :     100.0:       1.8        6.2       37.7       53.9       47.2       93.5       91.2:       6.5        8.8
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  :       253:        36         66         96        136        137        234        245:
Old  :       253:        36         66         96        136        137        234        245:
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  :                 26.5       20.8       38.1       32.9       18.6        9.9       23.3       13.3
Old  :                 26.5       20.8       38.1       32.9       18.6        9.9       23.3       13.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   885,114:    57,054     92,674     74,592    618,165    602,489    749,810    769,755:   135,304    115,359
Old  :   885,114:    57,054     92,674     74,592    618,165    602,489    749,810    769,755:   135,304    115,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    25,607:     2,911     -3,278      8,761      6,672     19,627     18,344     25,109:     7,264        498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       10.5        8.4       69.8       68.1       84.7       87.0:      15.3       13.0
Old  :     100.0:       6.4       10.5        8.4       69.8       68.1       84.7       87.0:      15.3       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       529:        94        104         88        237        229        375        377:
Old  :       529:        94        104         88        237        229        375        377:
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  :                 15.5       11.0       24.0       19.0       13.0        9.5       20.1       15.3
Old  :                 15.5       11.0       24.0       19.0       13.0        9.5       20.1       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   304,397:    33,713     20,830     18,814    181,735    198,833    234,262    238,476:    70,135     65,921
Old  :   304,397:    33,713     20,830     18,814    181,735    198,833    234,262    238,476:    70,135     65,921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    12,581:     3,673       -488        126      7,175      9,360     10,974      8,998:     1,607      3,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        6.8        6.2       59.7       65.3       77.0       78.3:      23.0       21.7
Old  :     100.0:      11.1        6.8        6.2       59.7       65.3       77.0       78.3:      23.0       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        14         16         24         61         58         88         85:
Old  :       111:        14         16         24         61         58         88         85:
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  :                 26.9       17.8       37.5       30.5       25.8       16.0       34.2       27.8
Old  :                 26.9       17.8       37.5       30.5       25.8       16.0       34.2       27.8
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 with Delta-adjusted Options and Futures Combined, January 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  : 2,903,588:   275,079    517,598    120,514  2,182,148  2,018,282  2,577,741  2,656,394:   325,847    247,194
Old  : 2,903,588:   275,079    517,598    120,514  2,182,148  2,018,282  2,577,741  2,656,394:   325,847    247,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    65,130:    31,901     21,760      7,462     -2,514     51,337     36,849     80,559:    28,281    -15,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       17.8        4.2       75.2       69.5       88.8       91.5:      11.2        8.5
Old  :     100.0:       9.5       17.8        4.2       75.2       69.5       88.8       91.5:      11.2        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       496:        86        101         79        214        210        341        349:
Old  :       496:        86        101         79        214        210        341        349:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       14.2       27.2       22.4       17.6       13.7       23.7       21.5
Old  :                 19.2       14.2       27.2       22.4       17.6       13.7       23.7       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   103,740:     6,761      6,122          8     87,589     93,279     94,358     99,409:     9,382      4,331
Old  :   103,740:     6,761      6,122          8     87,589     93,279     94,358     99,409:     9,382      4,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    -2,168:       -71        -89         -1     -3,378     -1,936     -3,450     -2,026:     1,282       -142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        5.9        0.0       84.4       89.9       91.0       95.8:       9.0        4.2
Old  :     100.0:       6.5        5.9        0.0       84.4       89.9       91.0       95.8:       9.0        4.2
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  :        88:         9          7          1         51         36         60         44:
Old  :        88:         9          7          1         51         36         60         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  :                 30.9       45.6       46.1       63.5       30.1       42.6       43.3       59.1
Old  :                 30.9       45.6       46.1       63.5       30.1       42.6       43.3       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :    53,531:     9,576      4,165        357     36,699     45,942     46,631     50,464:     6,900      3,068
Old  :    53,531:     9,576      4,165        357     36,699     45,942     46,631     50,464:     6,900      3,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     1,757:     1,740       -744       -717       -381      2,823        642      1,361:     1,115        396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        7.8        0.7       68.6       85.8       87.1       94.3:      12.9        5.7
Old  :     100.0:      17.9        7.8        0.7       68.6       85.8       87.1       94.3:      12.9        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        54         29         15         66         79        125        118:
Old  :       208:        54         29         15         66         79        125        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       23.6       43.3       37.6       29.8       23.6       43.1       37.6
Old  :                 29.8       23.6       43.3       37.6       29.8       23.6       43.1       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   267,657:    47,879     20,827      1,783    183,494    229,709    233,156    252,319:    34,501     15,338
Old  :   267,657:    47,879     20,827      1,783    183,494    229,709    233,156    252,319:    34,501     15,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     8,787:     8,702     -3,722     -3,587     -1,905     14,115      3,210      6,806:     5,577      1,981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        7.8        0.7       68.6       85.8       87.1       94.3:      12.9        5.7
Old  :     100.0:      17.9        7.8        0.7       68.6       85.8       87.1       94.3:      12.9        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        54         29         15         66         79        125        118:
Old  :       208:        54         29         15         66         79        125        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       23.6       43.3       37.6       29.8       23.6       43.1       37.6
Old  :                 29.8       23.6       43.3       37.6       29.8       23.6       43.1       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   127,616:    69,863     23,225      7,027     29,270     78,188    106,160    108,441:    21,456     19,175
Old  :   127,616:    69,863     23,225      7,027     29,270     78,188    106,160    108,441:    21,456     19,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     8,810:     9,922     -4,127      1,201     -4,120     10,030      7,003      7,105:     1,807      1,705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.7       18.2        5.5       22.9       61.3       83.2       85.0:      16.8       15.0
Old  :     100.0:      54.7       18.2        5.5       22.9       61.3       83.2       85.0:      16.8       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        24         26         15         21         32         57         61:
Old  :        86:        24         26         15         21         32         57         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       42.4       59.9       53.5       47.9       41.9       59.4       52.1
Old  :                 47.9       42.4       59.9       53.5       47.9       41.9       59.4       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :    23,554:     3,802      7,896          0     13,859      5,362     17,661     13,258:     5,893     10,296
Old  :    23,554:     3,802      7,896          0     13,859      5,362     17,661     13,258:     5,893     10,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :       450:       239       -464         -3        176        788        412        321:        38        129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       33.5        0.0       58.8       22.8       75.0       56.3:      25.0       43.7
Old  :     100.0:      16.1       33.5        0.0       58.8       22.8       75.0       56.3:      25.0       43.7
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  :        38:         8          8          0         17          7         25         15:
Old  :        38:         8          8          0         17          7         25         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  :                 33.5       42.7       49.9       50.8       33.5       42.7       49.9       50.8
Old  :                 33.5       42.7       49.9       50.8       33.5       42.7       49.9       50.8
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 with Delta-adjusted Options and Futures Combined, January 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  :    37,355:     7,139      3,775      1,540     22,861     10,533     31,540     15,848:     5,815     21,507
Old  :    37,355:     7,139      3,775      1,540     22,861     10,533     31,540     15,848:     5,815     21,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     1,599:       111      1,095        -64      1,271     -2,437      1,318     -1,406:       281      3,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       10.1        4.1       61.2       28.2       84.4       42.4:      15.6       57.6
Old  :     100.0:      19.1       10.1        4.1       61.2       28.2       84.4       42.4:      15.6       57.6
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  :        51:         9          9          1         22         17         32         26:
Old  :        51:         9          9          1         22         17         32         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  :                 37.9       18.7       53.7       27.5       36.3       15.8       50.6       23.2
Old  :                 37.9       18.7       53.7       27.5       36.3       15.8       50.6       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 3, 2012