MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,808
COMMITMENTS
   3,888    3,871    1,030   13,354   14,293   18,272   19,194    4,536    3,614

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -3,684)
  -1,311   -1,251     -116   -2,523   -1,755   -3,950   -3,122      266     -562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     17.0      4.5     58.5     62.7     80.1     84.2     19.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      15       16       15       26       24       49       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      242,599
COMMITMENTS
  75,253   41,449   43,513   96,603  120,741  215,369  205,703   27,230   36,896

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -10,707)
  -2,276   -4,576   -2,416   -5,141   -2,115   -9,833   -9,107     -874   -1,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     17.1     17.9     39.8     49.8     88.8     84.8     11.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     110       64      102       67       86      227      217
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      300,961
COMMITMENTS
  97,326   72,198   43,143  134,047  139,727  274,516  255,068   26,445   45,893

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -13,208)
    -350   -2,415   -4,874   -8,116   -5,602  -13,340  -12,891      132     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     24.0     14.3     44.5     46.4     91.2     84.8      8.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     100       95      114       75      139      232      310
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,112
COMMITMENTS
   3,381    2,835      496    1,940    2,454    5,817    5,785    1,295    1,327

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:        378)
     570     -636       20     -182    1,082      408      466      -30      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5     39.9      7.0     27.3     34.5     81.8     81.3     18.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      28       20       10       16       24       53       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,446
COMMITMENTS
  10,226    9,113    5,532   12,706    6,395   28,464   21,040    7,982   15,406

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:        301)
     545      172      294     -134     -130      705      336     -404      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     25.0     15.2     34.9     17.5     78.1     57.7     21.9     42.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      34       48       45       47       50      106      126
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,538
COMMITMENTS
     121    2,644       61    6,707    4,573    6,889    7,278      649      260

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -1,730)
     -22   -1,416       -8   -1,576     -369   -1,606   -1,793     -124       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     35.1      0.8     89.0     60.7     91.4     96.6      8.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        7        5       11       11       17       20
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      103,837
COMMITMENTS
   4,294    6,356    4,874   94,431   91,864  103,599  103,094      238      743

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -702)
    -418       31        0     -300     -860     -718     -829       16      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      6.1      4.7     90.9     88.5     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        2       15       16       17       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      100,606
COMMITMENTS
  24,673   20,335      956   46,123   50,960   71,752   72,251   28,854   28,355

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      7,446)
   1,750    6,110      -28    5,965    1,652    7,687    7,734     -241     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     20.2      1.0     45.8     50.7     71.3     71.8     28.7     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      21       24        9       17       22       45       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       58,117
COMMITMENTS
   5,815   23,399        0   43,752    8,717   49,567   32,116    8,550   26,001

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      4,795)
     552     -924        0    2,931      472    3,483     -452    1,312    5,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     40.3      0.0     75.3     15.0     85.3     55.3     14.7     44.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       15        0       10        8       17       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,469
COMMITMENTS
  48,567   23,345    1,128   89,002  113,753  138,697  138,226    3,772    4,243

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      9,800)
   7,963      216      417    1,392    9,351    9,772    9,984       28     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     16.4      0.8     62.5     79.8     97.4     97.0      2.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      34       27        8       14       24       51       57
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      117,616
COMMITMENTS
  32,804   40,426      880   66,039   44,391   99,723   85,697   17,893   31,919

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      9,408)
     596    2,865      323    7,291    1,972    8,210    5,160    1,198    4,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     34.4      0.7     56.1     37.7     84.8     72.9     15.2     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      15       35        3       24       25       39       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      115,522
COMMITMENTS
  32,920   23,968      208   66,776   56,267   99,904   80,443   15,618   35,079

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -1,881)
  -4,030   -8,807       95      477    7,736   -3,458     -976    1,577     -905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     20.7      0.2     57.8     48.7     86.5     69.6     13.5     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      18       28        2       18       19       37       48
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      326,374
COMMITMENTS
  36,409  202,114    2,505  251,888   49,424  290,802  254,043   35,572   72,331

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     24,085)
   4,173   23,701      311   15,976   -5,117   20,460   18,895    3,625    5,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     61.9      0.8     77.2     15.1     89.1     77.8     10.9     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      29       83       14       50       45       91      130
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,476
COMMITMENTS
  14,569   15,105       75    2,442    1,549   17,086   16,729      390      747

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -429)
    -252      140       10     -269     -421     -511     -271       82     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.4     86.4      0.4     14.0      8.9     97.8     95.7      2.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        5        2        7        5       14       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       22,356
COMMITMENTS
  11,434    5,843      134    7,057   14,771   18,625   20,748    3,731    1,608

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      1,873)
   1,572      301        0     -101    1,804    1,471    2,105      402     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     26.1      0.6     31.6     66.1     83.3     92.8     16.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12       18        1        4       11       17       29
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,785,474
COMMITMENTS
 1237869  770,355  1151711  4513361  4908001  6902941  6830067  882,533  955,407

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -42,290)
  40,015  -11,526   30,882  -93,274  -27,344  -22,377   -7,988  -19,913  -34,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      9.9     14.8     58.0     63.0     88.7     87.7     11.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      46       48       69      120      128      209      209
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      794,026
COMMITMENTS
  68,187   94,058   23,236  552,631  554,585  644,054  671,880  149,973  122,147

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     20,706)
  -2,903    4,816    2,568   18,354   12,758   18,019   20,142    2,687      564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     11.8      2.9     69.6     69.8     81.1     84.6     18.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      541)
      92      109       47      223      226      343      355
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      234,840
COMMITMENTS
   8,831    8,539    5,795  153,476  143,115  168,102  157,449   66,738   77,391

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      7,610)
  -1,539    4,157        8    8,102    2,838    6,571    7,003    1,039      607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      3.6      2.5     65.4     60.9     71.6     67.0     28.4     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
       9       10        5       57       48       69       61
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,795,931
COMMITMENTS
 337,532  468,348   46,453  1995773  2057352  2379758  2572153  416,173  223,778

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     65,478)
   7,404   17,521   -1,426   51,260   49,600   57,238   65,695    8,240     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     16.8      1.7     71.4     73.6     85.1     92.0     14.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      513)
      92      107       40      197      207      313      330
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,138
COMMITMENTS
  11,498    5,663      969   84,488   94,212   96,955  100,844    8,183    4,294

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      2,537)
    -333     -556      868    1,610    1,381    2,145    1,693      392      844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      5.4      0.9     80.4     89.6     92.2     95.9      7.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13        6        2       51       35       65       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       69,789
COMMITMENTS
  14,778    5,345      493   48,969   61,133   64,239   66,970    5,549    2,819

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -970)
  -2,815      503      293    1,734   -1,897     -788   -1,102     -182      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      7.7      0.7     70.2     87.6     92.0     96.0      8.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      60       29       13       62       82      129      117
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      348,944
COMMITMENTS
  73,890   26,724    2,464  244,843  305,663  321,197  334,851   27,747   14,093

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -4,851)
 -14,073    2,513    1,463    8,669   -9,486   -3,941   -5,510     -910      659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      7.7      0.7     70.2     87.6     92.0     96.0      8.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      60       29       13       62       82      129      117
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      121,235
COMMITMENTS
  54,718   35,653      117   48,365   61,709  103,200   97,479   18,035   23,756

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -4,471)
   4,593   -5,124      -59   -9,649     -483   -5,115   -5,666      644    1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1     29.4      0.1     39.9     50.9     85.1     80.4     14.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      19       28        2       18       20       39       48
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,680
COMMITMENTS
   2,613    9,564        0   21,056    5,239   23,669   14,803    6,011   14,877

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      1,183)
     674       57        0      672     -328    1,346     -271     -163    1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     32.2      0.0     70.9     17.7     79.7     49.9     20.3     50.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        7        0       19        7       25       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       41,067
COMMITMENTS
  10,804    5,498    1,051   24,557   11,798   36,412   18,347    4,655   22,720

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      4,820)
     143   -4,164       -6    4,101     -358    4,238   -4,528      582    9,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     13.4      2.6     59.8     28.7     88.7     44.7     11.3     55.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      15        7        2       22       14       37       23
 

Updated July 13, 2012