BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,771
COMMITMENTS
       0      199       41    4,049    4,270    4,090    4,510      681      261

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        448)
       0       12       -3      319      447      316      456      132       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      0.9     84.9     89.5     85.7     94.5     14.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        2       14       12       16       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,233
COMMITMENTS
   4,041    4,458    1,319   16,521   17,991   21,881   23,768    5,352    3,465

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,019)
    -244      266      117    1,017      678      890    1,061      129      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     16.4      4.8     60.7     66.1     80.3     87.3     19.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       15       17       28       26       53       51
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      221,692
COMMITMENTS
  68,458   44,994   44,565   87,498  100,142  200,521  189,701   21,171   31,991

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      3,713)
   3,735       65    2,425   -2,712      377    3,448    2,867      265      846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     20.3     20.1     39.5     45.2     90.5     85.6      9.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      87       70       88       51       73      199      194
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      303,512
COMMITMENTS
  94,688   77,518   51,247  132,623  128,574  278,558  257,339   24,954   46,173

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,177)
   1,927   -1,970    1,539   -3,278    2,151      188    1,720      989     -543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     25.5     16.9     43.7     42.4     91.8     84.8      8.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     103      102      126       75      138      249      311
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,288
COMMITMENTS
   3,711    3,152      749    2,029    3,151    6,489    7,052    1,799    1,236

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -585)
    -285       28     -393     -108     -228     -786     -593      201        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8     38.0      9.0     24.5     38.0     78.3     85.1     21.7     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      34       22       13       17       23       61       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,765
COMMITMENTS
   9,227   10,129    5,316   14,260    5,565   28,803   21,010    7,962   15,755

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        908)
     482     -156      592     -319      419      755      855      153       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     27.6     14.5     38.8     15.1     78.3     57.1     21.7     42.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      32       50       45       51       43      110      118
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,729
COMMITMENTS
     172    2,501       75    6,846    4,929    7,093    7,505      636      224

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        103)
       2       49       -4       90       50       88       95       15        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     32.4      1.0     88.6     63.8     91.8     97.1      8.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        7        5       10       12       17       21
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,438
COMMITMENTS
   4,294    5,562    4,885   92,998   91,515  102,177  101,962      261      476

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        -36)
       0     -487       11      -47      582      -36      106        0     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      5.4      4.8     90.8     89.3     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        3       15       15       18       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      101,082
COMMITMENTS
  30,652   18,203      829   36,868   59,582   68,349   78,614   32,733   22,468

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -9,980)
     957  -13,924     -321  -15,978    9,258  -15,342   -4,987    5,362   -4,993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     18.0      0.8     36.5     58.9     67.6     77.8     32.4     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      28       21        5       22       27       53       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       59,536
COMMITMENTS
   5,409   24,217        0   45,865   11,664   51,274   35,881    8,262   23,655

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -4,839)
     307   -6,830        0   -4,618    3,368   -4,311   -3,462     -528   -1,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     40.7      0.0     77.0     19.6     86.1     60.3     13.9     39.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6       16        0       11       11       17       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      170,977
COMMITMENTS
  69,542   21,986    1,463   95,869  143,789  166,874  167,238    4,103    3,739

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      6,380)
   3,557    5,663      488    2,014      932    6,059    7,083      321     -703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     12.9      0.9     56.1     84.1     97.6     97.8      2.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      35       26       11       14       21       54       54
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      110,770
COMMITMENTS
  31,304   33,114    1,128   61,352   49,211   93,784   83,453   16,986   27,317

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -5,373)
   1,972      848        9   -8,778   -3,527   -6,797   -2,670    1,424   -2,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     29.9      1.0     55.4     44.4     84.7     75.3     15.3     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      20       29        6       27       24       50       56
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      144,095
COMMITMENTS
  55,373   23,119      545   64,503   87,144  120,421  110,808   23,674   33,287

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      5,062)
   3,349   -3,844      132   -1,213    7,569    2,268    3,857    2,794    1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     16.0      0.4     44.8     60.5     83.6     76.9     16.4     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      27       30        4       16       24       45       56
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      311,436
COMMITMENTS
  41,327  180,321    3,314  234,082   61,370  278,723  245,005   32,713   66,431

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -13,007)
   1,826  -14,246      135  -14,563    4,505  -12,602   -9,606     -405   -3,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     57.9      1.1     75.2     19.7     89.5     78.7     10.5     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      42       79       16       48       50      101      134
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       16,507
COMMITMENTS
  13,053   13,939      125    2,843    1,688   16,021   15,752      486      755

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        114)
      81        8       49      -64      102       66      159       48      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.1     84.4      0.8     17.2     10.2     97.1     95.4      2.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        2        9        6       16       12
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,967
COMMITMENTS
  13,659    3,312      186    7,151   19,684   20,996   23,182    3,971    1,785

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,761)
   1,956     -612       52   -1,231    2,645      777    2,085      984     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.7     13.3      0.7     28.6     78.8     84.1     92.9     15.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      19       14        2        6        8       26       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,934,103
COMMITMENTS
 1454856  669,083  1186271  4433834  5203329  7074961  7058683  859,142  875,420

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -2,408)
  28,417  -65,263   38,969  -42,488   84,105   24,898   57,811  -27,306  -60,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      8.4     15.0     55.9     65.6     89.2     89.0     10.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      59       47       73      125      132      228      214
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      781,796
COMMITMENTS
  71,955   78,374   20,272  542,133  565,295  634,360  663,941  147,436  117,855

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -35,676)
  10,266   -6,623   -9,990  -32,909  -12,666  -32,632  -29,279   -3,044   -6,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     10.0      2.6     69.3     72.3     81.1     84.9     18.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      545)
     105       97       50      230      229      362      352
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      230,496
COMMITMENTS
   8,610    6,023    4,764  148,705  148,664  162,079  159,451   68,417   71,045

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -14,948)
  -2,162   -6,595     -615  -14,690      783  -17,467   -6,427    2,519   -8,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      2.6      2.1     64.5     64.5     70.3     69.2     29.7     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
       9        7        5       58       49       69       60
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,756,499
COMMITMENTS
 344,098  389,127   50,168  1967138  2083153  2361404  2522448  395,095  234,051

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:   -103,642)
  17,566  -44,716   -2,299  -91,094  -67,247  -75,827 -114,262  -27,815   10,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     14.1      1.8     71.4     75.6     85.7     91.5     14.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      519)
     105       96       46      202      209      331      328
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      104,090
COMMITMENTS
   9,861    2,319        0   84,590   97,511   94,451   99,830    9,639    4,260

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -1,576)
     490   -1,415     -789   -2,681    1,491   -2,980     -713    1,404     -863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      2.2      0.0     81.3     93.7     90.7     95.9      9.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      10        2        0       50       35       60       37
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       73,700
COMMITMENTS
  20,053    4,383       73   48,003   66,359   68,129   70,816    5,572    2,885

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -7,309)
   4,730      157   -2,984   -5,729   -2,925   -3,983   -5,751   -3,326   -1,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      5.9      0.1     65.1     90.0     92.4     96.1      7.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      70       22        8       60       83      131      112
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      368,502
COMMITMENTS
 100,263   21,915      366  240,015  331,797  340,644  354,078   27,858   14,424

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     15,896)
  16,915   -3,199   -1,708     -181   24,485   15,026   19,578      870   -3,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      5.9      0.1     65.1     90.0     92.4     96.1      7.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      70       22        8       60       83      131      112
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      144,498
COMMITMENTS
  79,895   42,660      373   36,723   80,453  116,991  123,486   27,507   21,012

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     13,203)
  13,155    2,363      228   -5,263   12,274    8,120   14,865    5,083   -1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.3     29.5      0.3     25.4     55.7     81.0     85.5     19.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      25       37        5       21       23       50       61
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,261
COMMITMENTS
   4,374   11,133        2   20,155    5,418   24,531   16,553    6,730   14,708

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      2,226)
   1,461    1,555        1      414      178    1,876    1,734      350      492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     35.6      0.0     64.5     17.3     78.5     53.0     21.5     47.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        5        1       19        7       27       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,766
COMMITMENTS
  10,531    5,947      656   34,058   13,930   45,245   20,533    5,521   30,233

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      5,352)
     943      -80       90    3,051      -72    4,084      -62    1,268    5,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     11.7      1.3     67.1     27.4     89.1     40.4     10.9     59.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        7        2       22       15       34       23
 

Updated August 3, 2012