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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, February 21, 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  :    33,999:     5,510      9,833        915     22,682     17,464     29,107     28,212:     4,892      5,787
Old  :    33,999:     5,510      9,833        915     22,682     17,464     29,107     28,212:     4,892      5,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     1,096:       345        211        -44        499        321        800        488:       296        608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       28.9        2.7       66.7       51.4       85.6       83.0:      14.4       17.0
Old  :     100.0:      16.2       28.9        2.7       66.7       51.4       85.6       83.0:      14.4       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:         9         20          6         24         25         37         47:
Old  :        72:         9         20          6         24         25         37         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  :                 51.3       30.1       64.4       47.2       49.6       29.1       62.6       46.0
Old  :                 51.3       30.1       64.4       47.2       49.6       29.1       62.6       46.0
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, February 21, 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  :   258,910:    80,230     50,614     46,875    102,645    122,421    229,750    219,910:    29,160     39,000
Old  :   233,879:    76,239     54,148     37,167     97,130    108,079    210,536    199,394:    23,343     34,485
Other:    25,031:    10,894      3,369      2,805      5,515     14,342     19,214     20,516:     5,817      4,515
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     3,293:    -2,138     -2,900      1,850      3,413      2,766      3,125      1,716:       168      1,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       19.5       18.1       39.6       47.3       88.7       84.9:      11.3       15.1
Old  :     100.0:      32.6       23.2       15.9       41.5       46.2       90.0       85.3:      10.0       14.7
Other:     100.0:      43.5       13.5       11.2       22.0       57.3       76.8       82.0:      23.2       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        95         80        116         52         80        221        232:
Old  :       296:        88         98        110         43         79        206        229:
Other:       117:        35         14         18         29         48         74         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       18.5       34.7       25.6       18.8       18.0       31.0       23.8
Old  :                 21.7       19.6       36.3       27.2       21.0       18.9       34.2       25.3
Other:                 28.9       24.3       46.2       38.9       25.8       20.4       41.5       33.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, February 21, 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  :   357,639:   132,139     63,189     52,284    143,992    175,401    328,415    290,874:    29,224     66,765
Old  :   357,639:   132,139     63,189     52,284    143,992    175,401    328,415    290,874:    29,224     66,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    10,389:     7,901      4,426      4,736     -1,136      1,806     11,501     10,968:    -1,112       -579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       17.7       14.6       40.3       49.0       91.8       81.3:       8.2       18.7
Old  :     100.0:      36.9       17.7       14.6       40.3       49.0       91.8       81.3:       8.2       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       445:       157         90        124         77        169        306        325:
Old  :       445:       157         90        124         77        169        306        325:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       11.3       31.8       18.2       17.7       10.8       29.4       16.8
Old  :                 19.4       11.3       31.8       18.2       17.7       10.8       29.4       16.8
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, February 21, 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  :    10,004:     4,157      3,269      1,324      2,729      3,294      8,210      7,887:     1,794      2,117
Old  :    10,004:     4,157      3,269      1,324      2,729      3,294      8,210      7,887:     1,794      2,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :       -31:       294        146       -296         38        -89         36       -239:       -67        208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       32.7       13.2       27.3       32.9       82.1       78.8:      17.9       21.2
Old  :     100.0:      41.6       32.7       13.2       27.3       32.9       82.1       78.8:      17.9       21.2
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  :        80:        26         24         14         14         23         52         54:
Old  :        80:        26         24         14         14         23         52         54:
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  :                 36.8       25.6       54.7       39.6       34.8       22.3       47.9       34.1
Old  :                 36.8       25.6       54.7       39.6       34.8       22.3       47.9       34.1
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, February 21, 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  :    54,748:    24,430      8,121     12,241      9,568     12,024     46,239     32,386:     8,509     22,362
Old  :    54,748:    24,430      8,121     12,241      9,568     12,024     46,239     32,386:     8,509     22,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     4,157:     1,837        645      1,881        174        809      3,892      3,335:       265        822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6       14.8       22.4       17.5       22.0       84.5       59.2:      15.5       40.8
Old  :     100.0:      44.6       14.8       22.4       17.5       22.0       84.5       59.2:      15.5       40.8
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  :       201:        71         41         52         29         69        130        141:
Old  :       201:        71         41         52         29         69        130        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  :                 14.0        9.2       22.8       15.7       11.7        7.7       19.9       12.1
Old  :                 14.0        9.2       22.8       15.7       11.7        7.7       19.9       12.1
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, February 21, 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  :     7,783:        66      4,196          8      7,233      2,381      7,307      6,585:       476      1,198
Old  :     7,407:        66      4,133          8      6,869      2,224      6,943      6,365:       464      1,042
Other:       376:         0         63          0        364        157        364        220:        12        156
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :       432:        66        -29         -3        300        282        363        250:        69        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8       53.9        0.1       92.9       30.6       93.9       84.6:       6.1       15.4
Old  :     100.0:       0.9       55.8        0.1       92.7       30.0       93.7       85.9:       6.3       14.1
Other:     100.0:       0.0       16.8        0.0       96.8       41.8       96.8       58.5:       3.2       41.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          6          2         12          8         15         14:
Old  :        23:         1          6          2         12          8         15         14:
Other:        15:         0          4          0          9          2          9          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 82.4       62.6       90.7       79.3       82.4       62.5       89.3       77.1
Old  :                 81.9       64.5       90.5       80.4       81.9       64.4       89.1       78.2
Other:                 91.5       57.2       96.5       58.5       91.5       57.2       96.5       58.5
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, February 21, 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  :   125,274:    11,296      1,790      3,316    110,195    120,064    124,807    125,170:       467        104
Old  :   125,274:    11,296      1,790      3,316    110,195    120,064    124,807    125,170:       467        104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     1,803:     1,095        404        123        400      1,258      1,618      1,785:       185         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        1.4        2.6       88.0       95.8       99.6       99.9:       0.4        0.1
Old  :     100.0:       9.0        1.4        2.6       88.0       95.8       99.6       99.9:       0.4        0.1
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  :        23:         3          4          1         14         15         17         20:
Old  :        23:         3          4          1         14         15         17         20:
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  :                 76.4       72.5       88.0       87.9       31.4       29.9       39.3       36.4
Old  :                 76.4       72.5       88.0       87.9       31.4       29.9       39.3       36.4
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, February 21, 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  :   129,249:    47,784     33,672      4,486     40,420     72,938     92,690    111,096:    36,559     18,153
Old  :   129,249:    47,784     33,672      4,486     40,420     72,938     92,690    111,096:    36,559     18,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     6,353:     9,319      4,773        550     -4,850      3,043      5,019      8,366:     1,334     -2,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       26.1        3.5       31.3       56.4       71.7       86.0:      28.3       14.0
Old  :     100.0:      37.0       26.1        3.5       31.3       56.4       71.7       86.0:      28.3       14.0
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  :        76:        30         13          7         22         21         56         37:
Old  :        76:        30         13          7         22         21         56         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       56.4       40.8       67.6       29.2       56.2       38.6       66.4
Old  :                 30.7       56.4       40.8       67.6       29.2       56.2       38.6       66.4
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, February 21, 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  :    51,197:     7,900     27,746        180     31,243      8,442     39,323     36,368:    11,874     14,829
Old  :    51,197:     7,900     27,746        180     31,243      8,442     39,323     36,368:    11,874     14,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     3,105:      -763      3,220       -104      1,832        254        965      3,370:     2,140       -265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       54.2        0.4       61.0       16.5       76.8       71.0:      23.2       29.0
Old  :     100.0:      15.4       54.2        0.4       61.0       16.5       76.8       71.0:      23.2       29.0
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  :        47:         9         18          4         10         15         21         35:
Old  :        47:         9         18          4         10         15         21         35:
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  :                 53.4       32.5       67.2       43.1       51.8       32.5       65.4       43.1
Old  :                 53.4       32.5       67.2       43.1       51.8       32.5       65.4       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, February 21, 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  :   173,082:    62,775     13,350      1,675    103,017    155,069    167,467    170,094:     5,615      2,988
Old  :   173,082:    62,775     13,350      1,675    103,017    155,069    167,467    170,094:     5,615      2,988
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    13,314:    10,314      2,128      1,025      4,462     13,022     15,801     16,175:    -2,487     -2,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        7.7        1.0       59.5       89.6       96.8       98.3:       3.2        1.7
Old  :     100.0:      36.3        7.7        1.0       59.5       89.6       96.8       98.3:       3.2        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        50         19          6         19         21         74         43:
Old  :       107:        50         19          6         19         21         74         43:
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  :                 53.3       62.8       75.7       79.9       53.3       60.6       74.1       74.2
Old  :                 53.3       62.8       75.7       79.9       53.3       60.6       74.1       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, February 21, 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  :   186,668:    27,617     58,967        602    139,035    101,041    167,254    160,610:    19,414     26,058
Old  :   186,668:    27,617     58,967        602    139,035    101,041    167,254    160,610:    19,414     26,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -5,403:    -1,692    -10,941         67     -4,987      6,183     -6,612     -4,691:     1,209       -712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       31.6        0.3       74.5       54.1       89.6       86.0:      10.4       14.0
Old  :     100.0:      14.8       31.6        0.3       74.5       54.1       89.6       86.0:      10.4       14.0
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  :        95:        21         31          5         26         28         51         60:
Old  :        95:        21         31          5         26         28         51         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       48.5       68.8       59.9       49.0       47.3       68.4       58.6
Old  :                 49.0       48.5       68.8       59.9       49.0       47.3       68.4       58.6
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, February 21, 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  :   150,551:    62,062     44,805        138     72,539     66,143    134,739    111,086:    15,812     39,465
Old  :   150,551:    62,062     44,805        138     72,539     66,143    134,739    111,086:    15,812     39,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -3,132:    -2,034     10,168         52      3,351    -17,444      1,369     -7,224:    -4,501      4,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2       29.8        0.1       48.2       43.9       89.5       73.8:      10.5       26.2
Old  :     100.0:      41.2       29.8        0.1       48.2       43.9       89.5       73.8:      10.5       26.2
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  :       106:        23         46          6         22         24         48         73:
Old  :       106:        23         46          6         22         24         48         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       23.8       68.6       34.7       59.5       23.8       68.2       34.4
Old  :                 59.5       23.8       68.6       34.7       59.5       23.8       68.2       34.4
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, February 21, 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  :   287,525:    29,369    171,528      3,231    221,151     51,617    253,751    226,376:    33,774     61,149
Old  :   287,525:    29,369    171,528      3,231    221,151     51,617    253,751    226,376:    33,774     61,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -3,535:     2,595     -3,887       -160     -7,790     -2,191     -5,355     -6,238:     1,820      2,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       59.7        1.1       76.9       18.0       88.3       78.7:      11.7       21.3
Old  :     100.0:      10.2       59.7        1.1       76.9       18.0       88.3       78.7:      11.7       21.3
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  :       176:        22         76         14         46         50         79        130:
Old  :       176:        22         76         14         46         50         79        130:
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  :                 45.9       32.3       57.6       39.4       45.8       32.3       57.6       39.4
Old  :                 45.9       32.3       57.6       39.4       45.8       32.3       57.6       39.4
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, February 21, 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  :    36,889:    29,422      5,211        418      2,712     29,577     32,552     35,206:     4,337      1,683
Old  :    36,889:    29,422      5,211        418      2,712     29,577     32,552     35,206:     4,337      1,683
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :       185:       220       -121         -3        -57        305        160        181:        25          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.8       14.1        1.1        7.4       80.2       88.2       95.4:      11.8        4.6
Old  :     100.0:      79.8       14.1        1.1        7.4       80.2       88.2       95.4:      11.8        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        28         10          2          5         12         34         23:
Old  :        54:        28         10          2          5         12         34         23:
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  :                 58.7       60.2       69.7       78.9       58.7       60.2       69.7       78.9
Old  :                 58.7       60.2       69.7       78.9       58.7       60.2       69.7       78.9
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, February 21, 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  : 8,445,006:   846,664    690,414  1,694,260  5,079,381  5,151,527  7,620,305  7,536,201:   824,701    908,805
Old  : 8,445,006:   846,664    690,414  1,694,260  5,079,381  5,151,527  7,620,305  7,536,201:   824,701    908,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    95,850:   -16,131    -13,373     89,009     67,864     34,135    140,742    109,771:   -44,892    -13,921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        8.2       20.1       60.1       61.0       90.2       89.2:       9.8       10.8
Old  :     100.0:      10.0        8.2       20.1       60.1       61.0       90.2       89.2:       9.8       10.8
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  :       259:        59         42         84        135        136        241        225:
Old  :       259:        59         42         84        135        136        241        225:
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  :                 23.5       24.2       36.8       38.3       20.5       19.0       27.5       24.3
Old  :                 23.5       24.2       36.8       38.3       20.5       19.0       27.5       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, February 21, 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  :   808,052:    74,736    110,657     25,744    593,528    581,707    694,008    718,107:   114,044     89,945
Old  :   808,052:    74,736    110,657     25,744    593,528    581,707    694,008    718,107:   114,044     89,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    11,758:     3,107     -1,772      3,325      4,585      7,776     11,017      9,329:       742      2,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       13.7        3.2       73.5       72.0       85.9       88.9:      14.1       11.1
Old  :     100.0:       9.2       13.7        3.2       73.5       72.0       85.9       88.9:      14.1       11.1
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  :       547:       105        106         50        227        232        353        367:
Old  :       547:       105        106         50        227        232        353        367:
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  :                 16.2       13.0       24.7       21.8       14.6       12.3       22.5       19.9
Old  :                 16.2       13.0       24.7       21.8       14.6       12.3       22.5       19.9
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, February 21, 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  :   247,517:    11,071     19,307      1,771    166,308    188,359    179,150    209,437:    68,367     38,080
Old  :   247,517:    11,071     19,307      1,771    166,308    188,359    179,150    209,437:    68,367     38,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     2,578:       319      1,706        282      1,166     -1,656      1,767        332:       811      2,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        7.8        0.7       67.2       76.1       72.4       84.6:      27.6       15.4
Old  :     100.0:       4.5        7.8        0.7       67.2       76.1       72.4       84.6:      27.6       15.4
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  :       104:         9         10          4         55         56         66         68:
Old  :       104:         9         10          4         55         56         66         68:
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  :                 24.1       28.8       34.8       41.4       22.4       28.6       33.1       41.1
Old  :                 24.1       28.8       34.8       41.4       22.4       28.6       33.1       41.1
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, February 21, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,802,676:   353,640    492,064     84,550  2,136,102  1,966,738  2,574,292  2,543,352:   228,384    259,324
Old  : 2,802,676:   353,640    492,064     84,550  2,136,102  1,966,738  2,574,292  2,543,352:   228,384    259,324
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    45,901:    18,132    -13,196     11,022     17,094     47,160     46,248     44,986:      -347        915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       17.6        3.0       76.2       70.2       91.9       90.7:       8.1        9.3
Old  :     100.0:      12.6       17.6        3.0       76.2       70.2       91.9       90.7:       8.1        9.3
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  :       523:       102        105         48        202        215        324        348:
Old  :       523:       102        105         48        202        215        324        348:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       13.2       28.9       20.8       18.8       11.8       27.0       19.1
Old  :                 19.6       13.2       28.9       20.8       18.8       11.8       27.0       19.1
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, February 21, 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  :   108,707:    13,949      5,329          0     84,328     99,582     98,277    104,911:    10,430      3,796
Old  :   108,707:    13,949      5,329          0     84,328     99,582     98,277    104,911:    10,430      3,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :      -322:     1,780       -255          0     -1,195        438        585        183:      -907       -505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        4.9        0.0       77.6       91.6       90.4       96.5:       9.6        3.5
Old  :     100.0:      12.8        4.9        0.0       77.6       91.6       90.4       96.5:       9.6        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  :        93:        13          7          0         50         36         63         43:
Old  :        93:        13          7          0         50         36         63         43:
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  :                 32.4       43.5       46.9       64.8       32.1       43.5       46.1       62.2
Old  :                 32.4       43.5       46.9       64.8       32.1       43.5       46.1       62.2
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, February 21, 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  :   110,676:    28,308      6,180      1,739     72,297     98,257    102,344    106,176:     8,332      4,500
Old  :   110,676:    28,308      6,180      1,739     72,297     98,257    102,344    106,176:     8,332      4,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     4,652:    -2,528        497        210      8,396      4,754      6,078      5,462:    -1,426       -809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        5.6        1.6       65.3       88.8       92.5       95.9:       7.5        4.1
Old  :     100.0:      25.6        5.6        1.6       65.3       88.8       92.5       95.9:       7.5        4.1
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  :       247:        76         32         11         74         93        155        132:
Old  :       247:        76         32         11         74         93        155        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       37.2       42.1       52.0       29.7       33.7       39.6       46.6
Old  :                 30.7       37.2       42.1       52.0       29.7       33.7       39.6       46.6
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, February 21, 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  :    18,193:       819      1,225          0     14,322     16,257     15,141     17,482:     3,052        711
Old  :    18,193:       819      1,225          0     14,322     16,257     15,141     17,482:     3,052        711
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :      -302:        57          0          0       -258       -249       -201       -249:      -101        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        6.7        0.0       78.7       89.4       83.2       96.1:      16.8        3.9
Old  :     100.0:       4.5        6.7        0.0       78.7       89.4       83.2       96.1:      16.8        3.9
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  :        23:         2          1          0         10         11         12         12:
Old  :        23:         2          1          0         10         11         12         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  :                 62.5       70.7       76.4       91.3       62.5       70.7       76.3       91.3
Old  :                 62.5       70.7       76.4       91.3       62.5       70.7       76.3       91.3
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, February 21, 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  :   462,415:   141,522     28,850      4,619    289,875    410,002    436,016    443,471:    26,399     18,944
Old  :   462,415:   141,522     28,850      4,619    289,875    410,002    436,016    443,471:    26,399     18,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    24,772:   -12,660      2,751        787     43,270     25,015     31,397     28,553:    -6,625     -3,781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        6.2        1.0       62.7       88.7       94.3       95.9:       5.7        4.1
Old  :     100.0:      30.6        6.2        1.0       62.7       88.7       94.3       95.9:       5.7        4.1
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  :       247:        75         34         10         67         92        147        131:
Old  :       247:        75         34         10         67         92        147        131:
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  :                 35.6       34.6       47.3       48.6       35.6       34.6       47.3       48.6
Old  :                 35.6       34.6       47.3       48.6       35.6       34.6       47.3       48.6
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, February 21, 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  :   149,840:    92,233     17,533      2,919     20,354    107,822    115,506    128,274:    34,334     21,566
Old  :   149,840:    92,233     17,533      2,919     20,354    107,822    115,506    128,274:    34,334     21,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -2,045:    -1,633     -2,592        245     -1,093     -1,067     -2,481     -3,414:       436      1,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.6       11.7        1.9       13.6       72.0       77.1       85.6:      22.9       14.4
Old  :     100.0:      61.6       11.7        1.9       13.6       72.0       77.1       85.6:      22.9       14.4
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  :        92:        39         17          5         17         28         59         47:
Old  :        92:        39         17          5         17         28         59         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  :                 43.8       49.3       53.9       62.6       43.8       48.9       53.8       61.8
Old  :                 43.8       49.3       53.9       62.6       43.8       48.9       53.8       61.8
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, February 21, 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  :    31,610:     5,368     10,158        500     18,113      6,124     23,981     16,782:     7,629     14,828
Old  :    31,610:     5,368     10,158        500     18,113      6,124     23,981     16,782:     7,629     14,828
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     6,308:       507      2,346          0      4,773        812      5,280      3,158:     1,028      3,150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       32.1        1.6       57.3       19.4       75.9       53.1:      24.1       46.9
Old  :     100.0:      17.0       32.1        1.6       57.3       19.4       75.9       53.1:      24.1       46.9
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  :        49:        12         10          1         22          8         35         18:
Old  :        49:        12         10          1         22          8         35         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  :                 30.3       35.9       43.2       46.2       30.2       35.9       43.1       44.6
Old  :                 30.3       35.9       43.2       46.2       30.2       35.9       43.1       44.6
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, February 21, 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  :    43,754:    11,962      2,509      2,489     21,533     21,982     35,984     26,980:     7,770     16,774
Old  :    43,754:    11,962      2,509      2,489     21,533     21,982     35,984     26,980:     7,770     16,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -2,327:       570      1,483       -922       -922      7,488     -1,274      8,049:    -1,053    -10,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        5.7        5.7       49.2       50.2       82.2       61.7:      17.8       38.3
Old  :     100.0:      27.3        5.7        5.7       49.2       50.2       82.2       61.7:      17.8       38.3
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  :        63:        15          8          3         23         23         39         33:
Old  :        63:        15          8          3         23         23         39         33:
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  :                 27.3       20.6       44.0       34.6       26.4       20.1       41.2       32.1
Old  :                 27.3       20.6       44.0       34.6       26.4       20.1       41.2       32.1
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, February 21, 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  :     9,711:     4,357        989          0      4,113      8,567      8,470      9,556:     1,241        155
Old  :     9,711:     4,357        989          0      4,113      8,567      8,470      9,556:     1,241        155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -1,192:      -127       -121        -13       -935       -890     -1,075     -1,024:      -117       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9       10.2        0.0       42.4       88.2       87.2       98.4:      12.8        1.6
Old  :     100.0:      44.9       10.2        0.0       42.4       88.2       87.2       98.4:      12.8        1.6
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  :        21:         9          3          0          6          3         15          6:
Old  :        21:         9          3          0          6          3         15          6:
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  :                 55.2       95.7       71.9       98.4       55.2       95.7       71.9       98.4
Old  :                 55.2       95.7       71.9       98.4       55.2       95.7       71.9       98.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 24, 2012