BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,323
COMMITMENTS
       0      187       44    3,730    3,823    3,774    4,054      549      269

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         66)
       0       20        2       39       33       41       55       25       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      1.0     86.3     88.4     87.3     93.8     12.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        4        2       12       11       14       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,214
COMMITMENTS
   4,285    4,192    1,202   15,504   17,313   20,991   22,707    5,223    3,507

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,775)
     -31       27      149    1,159    1,519    1,277    1,695      498       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     16.0      4.6     59.1     66.0     80.1     86.6     19.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      18       17       16       27       26       54       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      217,979
COMMITMENTS
  64,723   44,929   42,140   90,210   99,765  197,073  186,834   20,906   31,145

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -3,915)
  -3,657     -784    2,865   -1,334   -4,658   -2,126   -2,577   -1,789   -1,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     20.6     19.3     41.4     45.8     90.4     85.7      9.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      89       66       85       57       78      193      198
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      302,335
COMMITMENTS
  92,761   79,488   49,708  135,901  126,423  278,370  255,619   23,965   46,716

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -430)
  -1,115    7,102    2,936     -690   -8,651    1,131    1,387   -1,561   -1,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     26.3     16.4     45.0     41.8     92.1     84.5      7.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
      96      108      122       77      133      242      309
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,873
COMMITMENTS
   3,996    3,124    1,142    2,137    3,379    7,275    7,645    1,598    1,228

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,405)
     373      233      450      262      778    1,085    1,461      320      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     35.2     12.9     24.1     38.1     82.0     86.2     18.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      36       25       12       15       24       62       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,857
COMMITMENTS
   8,745   10,285    4,724   14,579    5,146   28,048   20,155    7,809   15,702

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -1,534)
    -605      649   -1,315      259     -532   -1,661   -1,198      127     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     28.7     13.2     40.7     14.4     78.2     56.2     21.8     43.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      29       53       45       54       42      113      117
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,626
COMMITMENTS
     170    2,452       79    6,756    4,879    7,005    7,410      621      216

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         49)
       7      -50        8       34       71       49       29        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     32.2      1.0     88.6     64.0     91.9     97.2      8.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        7        8       10       12       18       23
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,474
COMMITMENTS
   4,294    6,049    4,874   93,045   90,933  102,213  101,856      261      618

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -1,338)
       0     -433        0   -1,381     -798   -1,381   -1,231       43     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      5.9      4.8     90.8     88.7     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        2       15       15       17       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      111,062
COMMITMENTS
  29,695   32,127    1,150   52,846   50,324   83,691   83,601   27,371   27,461

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      7,099)
   6,067    7,291       84    2,485      135    8,636    7,510   -1,537     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     28.9      1.0     47.6     45.3     75.4     75.3     24.6     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       25        6       22       25       49       52
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       64,375
COMMITMENTS
   5,102   31,047        0   50,483    8,296   55,585   39,343    8,790   25,032

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,539)
  -1,107    1,748        0    2,245      -98    1,138    1,650      401     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     48.2      0.0     78.4     12.9     86.3     61.1     13.7     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       16        0       11        9       17       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      164,597
COMMITMENTS
  65,985   16,323      975   93,855  142,857  160,815  160,155    3,782    4,442

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      4,626)
   5,213   -9,460      169     -212   13,674    5,170    4,383     -544      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1      9.9      0.6     57.0     86.8     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      35       20        8       16       22       55       47
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      116,143
COMMITMENTS
  29,332   32,266    1,119   70,130   52,738  100,581   86,123   15,562   30,020

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -833)
  -4,564   -9,083      244    4,705    8,861      385       22   -1,218     -855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     27.8      1.0     60.4     45.4     86.6     74.2     13.4     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15       29        6       25       28       43       60
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      139,033
COMMITMENTS
  52,024   26,963      413   65,716   79,575  118,153  106,951   20,880   32,082

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     17,227)
  15,290    1,350      119   -2,003   18,555   13,406   20,024    3,821   -2,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     19.4      0.3     47.3     57.2     85.0     76.9     15.0     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      27       28        3       15       25       43       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      324,443
COMMITMENTS
  39,501  194,567    3,179  248,645   56,865  291,325  254,611   33,118   69,832

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      1,215)
   7,680   -4,503      795   -5,705    5,721    2,770    2,013   -1,555     -798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     60.0      1.0     76.6     17.5     89.8     78.5     10.2     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      42       83       17       51       46      104      135
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       16,393
COMMITMENTS
  12,972   13,931       76    2,907    1,586   15,955   15,593      438      800

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         63)
       7       24        4       12       45       23       73       40      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.1     85.0      0.5     17.7      9.7     97.3     95.1      2.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        5        2        8        5       14       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,206
COMMITMENTS
  11,703    3,924      134    8,382   17,039   20,219   21,097    2,987    2,109

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -122)
     717     -123        0     -367      -13      350     -136     -472       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4     16.9      0.6     36.1     73.4     87.1     90.9     12.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      13       16        1        7        9       21       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,936,511
COMMITMENTS
 1426439  734,346  1147302  4476322  5119224  7050063  7000872  886,448  935,639

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     69,250)
  75,127   34,578      100   34,114   82,321  109,341  116,999  -40,091  -47,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      9.3     14.5     56.4     64.5     88.8     88.2     11.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      53       46       71      125      130      222      210
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      817,472
COMMITMENTS
  61,689   84,997   30,262  575,041  577,961  666,992  693,220  150,480  124,252

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     15,990)
  -5,543     -485    8,356   17,065    9,487   19,878   17,357   -3,888   -1,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     10.4      3.7     70.3     70.7     81.6     84.8     18.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      542)
      89      107       49      229      237      346      367
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      245,444
COMMITMENTS
  10,772   12,618    5,379  163,395  147,881  179,546  165,878   65,898   79,566

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      5,665)
   1,596    6,162      408    5,863     -142    7,867    6,428   -2,202     -763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      5.1      2.2     66.6     60.3     73.2     67.6     26.8     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
       9        7        5       58       48       70       58
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,860,141
COMMITMENTS
 326,532  433,843   52,467  2058232  2150400  2437231  2636710  422,910  223,431

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     51,627)
   5,106    7,563   -1,061   56,011   48,145   60,056   54,647   -8,429   -3,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     15.2      1.8     72.0     75.2     85.2     92.2     14.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      519)
      89      106       43      204      218      316      344
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,666
COMMITMENTS
   9,371    3,734      789   87,271   96,020   97,431  100,543    8,235    5,123

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -2,082)
  -2,608   -2,223      696    1,027   -1,313     -885   -2,840   -1,197      758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      3.5      0.7     82.6     90.9     92.2     95.2      7.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12        5        2       52       34       65       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       81,009
COMMITMENTS
  15,322    4,226    3,057   53,732   69,284   72,112   76,567    8,898    4,442

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     13,117)
   2,558      -92    2,795    4,695    8,434   10,048   11,136    3,069    1,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      5.2      3.8     66.3     85.5     89.0     94.5     11.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      58       26       21       70       88      136      128
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       10,488
COMMITMENTS
   1,295    1,845        0    5,693    7,822    6,988    9,667    3,500      821

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     17.6      0.0     54.3     74.6     66.6     92.2     33.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        0       10        5       12        8
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      352,606
COMMITMENTS
  83,348   25,114    2,074  240,196  307,312  325,618  334,500   26,988   18,106

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     13,146)
  19,524    3,524      765   -4,989    3,058   15,300    7,347   -2,154    5,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      7.1      0.6     68.1     87.2     92.3     94.9      7.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      58       27       17       64       86      128      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      131,295
COMMITMENTS
  66,740   40,297      145   41,986   68,179  108,871  108,621   22,424   22,674

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      8,361)
  15,759    3,247       34   -8,915    6,338    6,878    9,619    1,483   -1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.8     30.7      0.1     32.0     51.9     82.9     82.7     17.1     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      22       36        4       20       22       46       58
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,035
COMMITMENTS
   2,913    9,578        1   19,741    5,240   22,655   14,819    6,380   14,216

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -496)
     306     -251        1     -935     -175     -628     -425      132      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     33.0      0.0     68.0     18.0     78.0     51.0     22.0     49.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        5        1       19        6       26       12
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,414
COMMITMENTS
   9,588    6,027      566   31,007   14,002   41,161   20,595    4,253   24,819

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        469)
  -1,294      139     -381    2,936      861    1,261      619     -792     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     13.3      1.2     68.3     30.8     90.6     45.3      9.4     54.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11       10        2       24       17       36       28
 

Updated July 27, 2012