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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, March 13, 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  :     5,652:       393        104         68      4,445      4,788      4,906      4,960:       746        692
Old  :     5,652:       393        104         68      4,445      4,788      4,906      4,960:       746        692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :       284:         3          4         15        243        210        261        229:        23         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        1.8        1.2       78.6       84.7       86.8       87.8:      13.2       12.2
Old  :     100.0:       7.0        1.8        1.2       78.6       84.7       86.8       87.8:      13.2       12.2
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  :        20:         4          1          2         11         10         16         12:
Old  :        20:         4          1          2         11         10         16         12:
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  :                 66.9       68.5       80.7       83.5       66.9       68.2       78.3       79.1
Old  :                 66.9       68.5       80.7       83.5       66.9       68.2       78.3       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, March 13, 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  :    31,092:     5,120      9,546        853     20,665     14,969     26,638     25,368:     4,454      5,724
Old  :    31,092:     5,120      9,546        853     20,665     14,969     26,638     25,368:     4,454      5,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :       347:      -142       -564        -20        464        611        302         27:        45        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       30.7        2.7       66.5       48.1       85.7       81.6:      14.3       18.4
Old  :     100.0:      16.5       30.7        2.7       66.5       48.1       85.7       81.6:      14.3       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        11         21          8         23         23         40         47:
Old  :        71:        11         21          8         23         23         40         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       29.2       63.6       45.6       50.4       28.4       61.7       44.3
Old  :                 51.6       29.2       63.6       45.6       50.4       28.4       61.7       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, March 13, 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  :   256,308:    66,308     53,917     45,224    114,849    117,314    226,381    216,455:    29,927     39,853
Old  :   224,877:    61,252     58,281     33,929    106,524     98,673    201,705    190,883:    23,172     33,994
Other:    31,431:    13,230      3,810      3,121      8,325     18,641     24,676     25,572:     6,755      5,859
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   -12,262:   -10,635       -193     -4,482      4,077     -5,879    -11,040    -10,554:    -1,222     -1,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       21.0       17.6       44.8       45.8       88.3       84.5:      11.7       15.5
Old  :     100.0:      27.2       25.9       15.1       47.4       43.9       89.7       84.9:      10.3       15.1
Other:     100.0:      42.1       12.1        9.9       26.5       59.3       78.5       81.4:      21.5       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        96         81        117         52         76        212        235:
Old  :       289:        91        100        110         41         75        195        232:
Other:       122:        35         13         19         35         52         80         81:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       16.9       34.0       23.6       19.4       15.9       30.8       21.6
Old  :                 22.8       18.1       36.3       25.3       22.0       16.8       33.9       23.1
Other:                 29.2       21.2       45.4       35.3       28.3       18.6       39.8       30.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, March 13, 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  :   351,454:   123,752     67,802     54,946    145,603    162,743    324,301    285,491:    27,153     65,963
Old  :   351,454:   123,752     67,802     54,946    145,603    162,743    324,301    285,491:    27,153     65,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   -13,522:    -7,111      2,241     -2,233     -2,708    -13,322    -12,052    -13,314:    -1,470       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       19.3       15.6       41.4       46.3       92.3       81.2:       7.7       18.8
Old  :     100.0:      35.2       19.3       15.6       41.4       46.3       92.3       81.2:       7.7       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  :       407:       131         92        118         70        149        265        310:
Old  :       407:       131         92        118         70        149        265        310:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       13.3       34.9       20.5       21.6       12.1       34.4       18.8
Old  :                 21.7       13.3       34.9       20.5       21.6       12.1       34.4       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, March 13, 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  :    10,043:     4,034      3,220      1,536      2,594      3,589      8,164      8,345:     1,879      1,698
Old  :    10,043:     4,034      3,220      1,536      2,594      3,589      8,164      8,345:     1,879      1,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :      -334:      -120       -126        122          4         27          6         23:      -340       -357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       32.1       15.3       25.8       35.7       81.3       83.1:      18.7       16.9
Old  :     100.0:      40.2       32.1       15.3       25.8       35.7       81.3       83.1:      18.7       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        27         20         14         14         21         50         51:
Old  :        77:        27         20         14         14         21         50         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  :                 36.7       32.0       54.3       47.2       35.9       28.9       48.9       42.1
Old  :                 36.7       32.0       54.3       47.2       35.9       28.9       48.9       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, March 13, 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  :    53,578:    22,826      7,645      9,609     10,794     12,289     43,229     29,543:    10,349     24,035
Old  :    53,578:    22,826      7,645      9,609     10,794     12,289     43,229     29,543:    10,349     24,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    -1,546:    -2,464       -248       -424         17       -297     -2,871       -969:     1,325       -577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       14.3       17.9       20.1       22.9       80.7       55.1:      19.3       44.9
Old  :     100.0:      42.6       14.3       17.9       20.1       22.9       80.7       55.1:      19.3       44.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        61         38         40         31         64        116        126:
Old  :       185:        61         38         40         31         64        116        126:
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  :                 15.6        9.3       24.7       15.9       14.4        7.9       22.5       13.1
Old  :                 15.6        9.3       24.7       15.9       14.4        7.9       22.5       13.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, March 13, 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  :     8,568:       169      4,433         16      7,686      2,687      7,871      7,136:       697      1,432
Old  :     8,039:       142      4,312         16      7,197      2,507      7,355      6,835:       684      1,204
Other:       529:        27        121          0        489        180        516        301:        13        228
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :       306:         3        170         -5        274         59        272        224:        34         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       51.7        0.2       89.7       31.4       91.9       83.3:       8.1       16.7
Old  :     100.0:       1.8       53.6        0.2       89.5       31.2       91.5       85.0:       8.5       15.0
Other:     100.0:       5.1       22.9        0.0       92.4       34.0       97.5       56.9:       2.5       43.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          8          3         12          8         16         17:
Old  :        26:         2          8          3         12          8         16         17:
Other:        16:         1          4          0          8          3          9          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 81.0       62.3       88.0       77.0       81.0       62.2       87.3       75.5
Old  :                 80.7       64.4       87.8       78.4       80.7       64.3       86.8       76.8
Other:                 89.0       54.8       97.4       56.9       89.0       54.8       97.4       56.9
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, March 13, 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  :   133,461:    11,589      6,828      3,316    117,969    122,994    132,874    133,138:       587        323
Old  :   133,461:    11,589      6,828      3,316    117,969    122,994    132,874    133,138:       587        323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :       277:        10        204          0        236       -161        246         43:        31        234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        5.1        2.5       88.4       92.2       99.6       99.8:       0.4        0.2
Old  :     100.0:       8.7        5.1        2.5       88.4       92.2       99.6       99.8:       0.4        0.2
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  :        23:         4          3          1         14         15         18         19:
Old  :        23:         4          3          1         14         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  :                 71.7       69.0       87.4       85.8       29.4       25.3       36.9       33.6
Old  :                 71.7       69.0       87.4       85.8       29.4       25.3       36.9       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, March 13, 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  :   172,856:    59,548     32,827     10,051     61,100    111,626    130,699    154,504:    42,157     18,352
Old  :   172,856:    59,548     32,827     10,051     61,100    111,626    130,699    154,504:    42,157     18,352
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    26,085:     3,642      2,953      5,091     14,098     19,440     22,831     27,484:     3,254     -1,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       19.0        5.8       35.3       64.6       75.6       89.4:      24.4       10.6
Old  :     100.0:      34.4       19.0        5.8       35.3       64.6       75.6       89.4:      24.4       10.6
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  :        82:        33         14          8         24         23         62         40:
Old  :        82:        33         14          8         24         23         62         40:
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  :                 28.3       50.4       40.6       68.5       26.6       46.4       33.3       58.2
Old  :                 28.3       50.4       40.6       68.5       26.6       46.4       33.3       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, March 13, 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  :    56,305:     9,351     24,149      3,420     33,675     10,630     46,446     38,199:     9,859     18,106
Old  :    56,305:     9,351     24,149      3,420     33,675     10,630     46,446     38,199:     9,859     18,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     2,656:     1,237     -3,443      3,072       -200        196      4,109       -175:    -1,453      2,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       42.9        6.1       59.8       18.9       82.5       67.8:      17.5       32.2
Old  :     100.0:      16.6       42.9        6.1       59.8       18.9       82.5       67.8:      17.5       32.2
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  :        44:         8         15          8         12         14         25         34:
Old  :        44:         8         15          8         12         14         25         34:
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  :                 49.2       30.2       64.5       41.0       49.1       29.0       62.7       38.5
Old  :                 49.2       30.2       64.5       41.0       49.1       29.0       62.7       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, March 13, 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  :   247,777:    86,449      7,557     37,512    115,569    198,917    239,530    243,986:     8,247      3,791
Old  :   247,777:    86,449      7,557     37,512    115,569    198,917    239,530    243,986:     8,247      3,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    39,783:     1,935    -10,610     34,481        640     16,121     37,056     39,992:     2,727       -209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        3.0       15.1       46.6       80.3       96.7       98.5:       3.3        1.5
Old  :     100.0:      34.9        3.0       15.1       46.6       80.3       96.7       98.5:       3.3        1.5
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  :       115:        57         17          8         21         25         83         48:
Old  :       115:        57         17          8         21         25         83         48:
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  :                 43.5       60.5       67.5       79.5       38.7       54.2       52.2       62.5
Old  :                 43.5       60.5       67.5       79.5       38.7       54.2       52.2       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, March 13, 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  :   202,880:    21,924     63,772      7,246    156,862    103,648    186,032    174,666:    16,848     28,214
Old  :   202,880:    21,924     63,772      7,246    156,862    103,648    186,032    174,666:    16,848     28,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    18,776:      -384      4,365      6,648     14,837      4,949     21,101     15,962:    -2,325      2,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       31.4        3.6       77.3       51.1       91.7       86.1:       8.3       13.9
Old  :     100.0:      10.8       31.4        3.6       77.3       51.1       91.7       86.1:       8.3       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        19         32         12         27         29         53         67:
Old  :        93:        19         32         12         27         29         53         67:
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  :                 45.5       49.9       65.9       58.2       45.2       44.2       64.2       51.6
Old  :                 45.5       49.9       65.9       58.2       45.2       44.2       64.2       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, March 13, 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  :   196,396:    22,249     64,629      6,066    156,362     74,440    184,677    145,135:    11,719     51,261
Old  :   196,396:    22,249     64,629      6,066    156,362     74,440    184,677    145,135:    11,719     51,261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    48,444:   -11,032     11,990      4,296     55,174     24,369     48,438     40,655:         6      7,789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       32.9        3.1       79.6       37.9       94.0       73.9:       6.0       26.1
Old  :     100.0:      11.3       32.9        3.1       79.6       37.9       94.0       73.9:       6.0       26.1
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  :       102:        12         48          7         30         29         47         79:
Old  :       102:        12         48          7         30         29         47         79:
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  :                 54.9       17.8       69.8       30.9       46.2       11.9       57.8       18.9
Old  :                 54.9       17.8       69.8       30.9       46.2       11.9       57.8       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, March 13, 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  :   311,057:    40,325    139,661     14,877    212,175     83,411    267,377    237,949:    43,680     73,108
Old  :   311,057:    40,325    139,661     14,877    212,175     83,411    267,377    237,949:    43,680     73,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    26,318:       382    -16,755      8,767      6,601     20,125     15,750     12,137:    10,568     14,181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       44.9        4.8       68.2       26.8       86.0       76.5:      14.0       23.5
Old  :     100.0:      13.0       44.9        4.8       68.2       26.8       86.0       76.5:      14.0       23.5
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  :       177:        27         75         25         49         50         89        137:
Old  :       177:        27         75         25         49         50         89        137:
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  :                 38.6       26.7       52.2       34.5       38.0       26.7       50.0       33.8
Old  :                 38.6       26.7       52.2       34.5       38.0       26.7       50.0       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, March 13, 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  :    32,911:    19,223      6,000      4,454      5,280     20,713     28,957     31,167:     3,954      1,744
Old  :    32,911:    19,223      6,000      4,454      5,280     20,713     28,957     31,167:     3,954      1,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     2,961:    -4,283       -718      3,971      3,241        -41      2,929      3,212:        32       -251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.4       18.2       13.5       16.0       62.9       88.0       94.7:      12.0        5.3
Old  :     100.0:      58.4       18.2       13.5       16.0       62.9       88.0       94.7:      12.0        5.3
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  :        51:        25          8          6          9         14         35         27:
Old  :        51:        25          8          6          9         14         35         27:
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  :                 49.6       55.9       64.3       76.6       36.1       51.8       47.9       61.0
Old  :                 49.6       55.9       64.3       76.6       36.1       51.8       47.9       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, March 13, 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  : 8,870,995:   803,461    856,500  1,902,443  5,386,286  5,209,384  8,092,190  7,968,327:   778,805    902,668
Old  : 8,870,995:   803,461    856,500  1,902,443  5,386,286  5,209,384  8,092,190  7,968,327:   778,805    902,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   148,056:   -28,185     46,972     67,283    153,511     45,611    192,609    159,866:   -44,553    -11,810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        9.7       21.4       60.7       58.7       91.2       89.8:       8.8       10.2
Old  :     100.0:       9.1        9.7       21.4       60.7       58.7       91.2       89.8:       8.8       10.2
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  :       271:        57         49         88        137        143        246        240:
Old  :       271:        57         49         88        137        143        246        240:
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  :                 22.5       22.9       36.0       36.5       19.2       17.5       27.6       23.2
Old  :                 22.5       22.9       36.0       36.5       19.2       17.5       27.6       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, March 13, 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  :   967,328:    87,438    104,556     40,192    686,658    688,240    814,288    832,988:   153,040    134,340
Old  :   967,328:    87,438    104,556     40,192    686,658    688,240    814,288    832,988:   153,040    134,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   120,541:     8,146     -4,635     10,661     76,995     92,652     95,802     98,678:    24,739     21,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       10.8        4.2       71.0       71.1       84.2       86.1:      15.8       13.9
Old  :     100.0:       9.0       10.8        4.2       71.0       71.1       84.2       86.1:      15.8       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       563:       114        104         73        255        244        398        393:
Old  :       563:       114        104         73        255        244        398        393:
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  :                 14.9       14.2       22.7       21.3       13.6        9.8       20.2       16.4
Old  :                 14.9       14.2       22.7       21.3       13.6        9.8       20.2       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, March 13, 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  :   303,611:    12,588     14,499      5,245    208,681    210,694    226,514    230,438:    77,097     73,173
Old  :   303,611:    12,588     14,499      5,245    208,681    210,694    226,514    230,438:    77,097     73,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    50,906:      -101     -7,139      3,523     42,537     34,240     45,959     30,624:     4,947     20,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        4.8        1.7       68.7       69.4       74.6       75.9:      25.4       24.1
Old  :     100.0:       4.1        4.8        1.7       68.7       69.4       74.6       75.9:      25.4       24.1
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  :       108:        11         11         11         70         63         87         79:
Old  :       108:        11         11         11         70         63         87         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       24.7       31.3       35.1       19.7       21.6       27.3       30.2
Old  :                 21.1       24.7       31.3       35.1       19.7       21.6       27.3       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, March 13, 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  : 3,318,585:   419,953    495,986    129,032  2,389,884  2,387,732  2,938,869  3,012,750:   379,716    305,835
Old  : 3,318,585:   419,953    495,986    129,032  2,389,884  2,387,732  2,938,869  3,012,750:   379,716    305,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   348,176:    33,722      5,005     43,207    172,288    292,059    249,217    340,271:    98,959      7,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       14.9        3.9       72.0       72.0       88.6       90.8:      11.4        9.2
Old  :     100.0:      12.7       14.9        3.9       72.0       72.0       88.6       90.8:      11.4        9.2
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  :       537:       109        103         66        223        228        358        373:
Old  :       537:       109        103         66        223        228        358        373:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       11.6       27.3       20.0       17.8       10.4       25.4       17.5
Old  :                 18.6       11.6       27.3       20.0       17.8       10.4       25.4       17.5
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 - Futures Only, March 13, 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  :   126,548:    16,075      6,322          9    100,084    115,150    116,168    121,481:    10,380      5,067
Old  :   126,548:    16,075      6,322          9    100,084    115,150    116,168    121,481:    10,380      5,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    14,058:      -933        450          9     14,143     12,849     13,219     13,308:       839        750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        5.0        0.0       79.1       91.0       91.8       96.0:       8.2        4.0
Old  :     100.0:      12.7        5.0        0.0       79.1       91.0       91.8       96.0:       8.2        4.0
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  :        96:        13          5          1         60         47         74         52:
Old  :        96:        13          5          1         60         47         74         52:
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  :                 32.6       40.6       47.5       59.6       30.5       40.1       44.3       56.9
Old  :                 32.6       40.6       47.5       59.6       30.5       40.1       44.3       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, March 13, 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  :   140,207:    33,952      6,324      5,378     88,916    119,961    128,245    131,663:    11,961      8,544
Old  :   140,207:    33,952      6,324      5,378     88,916    119,961    128,245    131,663:    11,961      8,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    24,477:     2,446       -625      3,363     16,108     18,774     21,916     21,513:     2,561      2,964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        4.5        3.8       63.4       85.6       91.5       93.9:       8.5        6.1
Old  :     100.0:      24.2        4.5        3.8       63.4       85.6       91.5       93.9:       8.5        6.1
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  :       260:        87         31         17         88        100        182        142:
Old  :       260:        87         31         17         88        100        182        142:
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  :                 26.2       33.6       36.4       49.9       23.3       28.1       31.3       39.7
Old  :                 26.2       33.6       36.4       49.9       23.3       28.1       31.3       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, March 13, 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  :    22,693:     1,218      1,348        939     14,723     18,219     16,880     20,506:     5,813      2,187
Old  :    22,693:     1,218      1,348        939     14,723     18,219     16,880     20,506:     5,813      2,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     3,075:      -238        369        664       -167        865        259      1,898:     2,816      1,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        5.9        4.1       64.9       80.3       74.4       90.4:      25.6        9.6
Old  :     100.0:       5.4        5.9        4.1       64.9       80.3       74.4       90.4:      25.6        9.6
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  :        24:         3          2          2         10         12         14         15:
Old  :        24:         3          2          2         10         12         14         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  :                 54.3       57.8       66.3       77.2       52.9       56.7       61.2       73.4
Old  :                 54.3       57.8       66.3       77.2       52.9       56.7       61.2       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, March 13, 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  :   587,569:   172,792     34,005     13,069    370,966    508,709    556,827    555,783:    30,742     31,786
Old  :   587,569:   172,792     34,005     13,069    370,966    508,709    556,827    555,783:    30,742     31,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   107,010:    16,362     -2,025     10,552     81,373     89,547    108,287     98,074:    -1,277      8,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        5.8        2.2       63.1       86.6       94.8       94.6:       5.2        5.4
Old  :     100.0:      29.4        5.8        2.2       63.1       86.6       94.8       94.6:       5.2        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        87         30         15         84         99        175        141:
Old  :       259:        87         30         15         84         99        175        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       31.6       39.2       47.7       27.8       31.3       37.4       42.6
Old  :                 28.5       31.6       39.2       47.7       27.8       31.3       37.4       42.6
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 - Futures Only, March 13, 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  :   200,719:    98,469     31,713     17,037     53,899    131,001    169,405    179,751:    31,314     20,968
Old  :   200,719:    98,469     31,713     17,037     53,899    131,001    169,405    179,751:    31,314     20,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    36,712:     2,111     -2,925     13,681     22,367     27,611     38,159     38,367:    -1,447     -1,655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.1       15.8        8.5       26.9       65.3       84.4       89.6:      15.6       10.4
Old  :     100.0:      49.1       15.8        8.5       26.9       65.3       84.4       89.6:      15.6       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        35         25         12         20         29         66         55:
Old  :        97:        35         25         12         20         29         66         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  :                 39.9       47.2       59.3       63.4       36.7       34.2       44.1       45.6
Old  :                 39.9       47.2       59.3       63.4       36.7       34.2       44.1       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, March 13, 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  :    45,950:     6,291     18,256          0     33,050      5,433     39,341     23,689:     6,609     22,261
Old  :    45,950:     6,291     18,256          0     33,050      5,433     39,341     23,689:     6,609     22,261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    -4,260:       824      6,766     -4,156        587    -10,709     -2,745     -8,099:    -1,515      3,839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       39.7        0.0       71.9       11.8       85.6       51.6:      14.4       48.4
Old  :     100.0:      13.7       39.7        0.0       71.9       11.8       85.6       51.6:      14.4       48.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        12         12          0         24          6         36         18:
Old  :        52:        12         12          0         24          6         36         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       39.5       52.2       45.9       37.1       39.5       52.2       45.9
Old  :                 37.1       39.5       52.2       45.9       37.1       39.5       52.2       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, March 13, 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  :    45,893:    19,298      9,259        154     18,205     10,891     37,657     20,304:     8,236     25,589
Old  :    45,893:    19,298      9,259        154     18,205     10,891     37,657     20,304:     8,236     25,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   -22,747:     5,121      5,285    -10,138     -3,450    -19,062     -8,467    -23,915:   -14,280      1,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0       20.2        0.3       39.7       23.7       82.1       44.2:      17.9       55.8
Old  :     100.0:      42.0       20.2        0.3       39.7       23.7       82.1       44.2:      17.9       55.8
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  :        56:        16          8          2         19         16         36         25:
Old  :        56:        16          8          2         19         16         36         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       19.2       55.4       29.7       42.3       19.2       54.1       29.7
Old  :                 43.6       19.2       55.4       29.7       42.3       19.2       54.1       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    11,692:     6,394        828          0      3,673     10,451     10,067     11,279:     1,625        413
Old  :    11,692:     6,394        828          0      3,673     10,451     10,067     11,279:     1,625        413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     1,342:       143         85          0        989      1,111      1,132      1,196:       210        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.7        7.1        0.0       31.4       89.4       86.1       96.5:      13.9        3.5
Old  :     100.0:      54.7        7.1        0.0       31.4       89.4       86.1       96.5:      13.9        3.5
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  :        22:        11          2          0          7          3         18          5:
Old  :        22:        11          2          0          7          3         18          5:
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       95.4       66.1       96.5       45.1       87.0       61.1       88.1
Old  :                 47.9       95.4       66.1       96.5       45.1       87.0       61.1       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 16, 2012