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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, February 7, 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  :     4,818:       427        124         32      3,598      4,115      4,057      4,271:       761        547
Old  :     4,818:       427        124         32      3,598      4,115      4,057      4,271:       761        547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :      -105:       -51        -79         23       -155         -5       -183        -61:        78        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        2.6        0.7       74.7       85.4       84.2       88.6:      15.8       11.4
Old  :     100.0:       8.9        2.6        0.7       74.7       85.4       84.2       88.6:      15.8       11.4
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  :        20:         2          2          2         13         11         17         13:
Old  :        20:         2          2          2         13         11         17         13:
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  :                 59.7       70.0       76.2       84.0       59.7       66.8       73.7       79.1
Old  :                 59.7       70.0       76.2       84.0       59.7       66.8       73.7       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    31,480:     5,219      8,520        891     20,801     16,867     26,911     26,278:     4,569      5,202
Old  :    31,480:     5,219      8,520        891     20,801     16,867     26,911     26,278:     4,569      5,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -3,163:    -1,086        150       -300     -1,547     -2,490     -2,933     -2,640:      -230       -523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       27.1        2.8       66.1       53.6       85.5       83.5:      14.5       16.5
Old  :     100.0:      16.6       27.1        2.8       66.1       53.6       85.5       83.5:      14.5       16.5
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  :        69:         7         20          7         25         23         37         45:
Old  :        69:         7         20          7         25         23         37         45:
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  :                 52.5       31.4       65.5       48.3       50.7       30.1       63.4       47.0
Old  :                 52.5       31.4       65.5       48.3       50.7       30.1       63.4       47.0
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 7, 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  :   254,310:    82,923     56,636     43,204    100,507    118,391    226,634    218,231:    27,676     36,079
Old  :   235,533:    80,297     59,349     34,963     97,007    108,127    212,267    202,439:    23,266     33,094
Other:    18,777:     8,168      2,829      2,699      3,500     10,264     14,367     15,792:     4,410      2,985
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     5,767:     4,644     -3,416      2,619     -2,325      4,775      4,938      3,978:       829      1,789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       22.3       17.0       39.5       46.6       89.1       85.8:      10.9       14.2
Old  :     100.0:      34.1       25.2       14.8       41.2       45.9       90.1       85.9:       9.9       14.1
Other:     100.0:      43.5       15.1       14.4       18.6       54.7       76.5       84.1:      23.5       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        87         87        105         50         75        210        214:
Old  :       278:        83        100        101         45         75        201        213:
Other:       104:        32         16         12         23         40         61         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       19.3       34.0       26.4       18.5       19.0       30.6       25.4
Old  :                 20.7       20.2       35.1       27.6       20.0       19.8       33.2       26.5
Other:                 33.2       30.2       47.4       45.1       28.2       23.8       38.8       37.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, February 7, 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  :   339,300:   121,769     56,795     44,850    143,318    170,676    309,937    272,321:    29,363     66,979
Old  :   339,300:   121,769     56,795     44,850    143,318    170,676    309,937    272,321:    29,363     66,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :        91:    -2,021    -12,148      2,467     -1,044      5,733       -598     -3,948:       689      4,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       16.7       13.2       42.2       50.3       91.3       80.3:       8.7       19.7
Old  :     100.0:      35.9       16.7       13.2       42.2       50.3       91.3       80.3:       8.7       19.7
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  :       428:       141         91        124         80        162        297        321:
Old  :       428:       141         91        124         80        162        297        321:
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  :                 20.2       12.3       33.6       19.2       19.4       12.0       31.7       18.4
Old  :                 20.2       12.3       33.6       19.2       19.4       12.0       31.7       18.4
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 7, 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  :     9,867:     3,765      3,455      1,674      2,681      3,020      8,120      8,149:     1,747      1,718
Old  :     9,867:     3,765      3,455      1,674      2,681      3,020      8,120      8,149:     1,747      1,718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :      -212:       -16     -1,534         66        -46      1,057          4       -411:      -216        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       35.0       17.0       27.2       30.6       82.3       82.6:      17.7       17.4
Old  :     100.0:      38.2       35.0       17.0       27.2       30.6       82.3       82.6:      17.7       17.4
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  :        88:        29         25         18         15         22         56         62:
Old  :        88:        29         25         18         15         22         56         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       23.3       52.4       37.8       35.4       21.1       45.6       33.9
Old  :                 37.4       23.3       52.4       37.8       35.4       21.1       45.6       33.9
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 7, 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  :    47,757:    21,809      6,916      9,112      9,035     10,924     39,956     26,952:     7,801     20,805
Old  :    47,757:    21,809      6,916      9,112      9,035     10,924     39,956     26,952:     7,801     20,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     3,052:       699          1      1,358        335        679      2,392      2,038:       660      1,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7       14.5       19.1       18.9       22.9       83.7       56.4:      16.3       43.6
Old  :     100.0:      45.7       14.5       19.1       18.9       22.9       83.7       56.4:      16.3       43.6
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  :       192:        65         38         43         31         67        121        132:
Old  :       192:        65         38         43         31         67        121        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  :                 14.4        8.4       24.6       14.9       11.9        7.8       20.7       12.8
Old  :                 14.4        8.4       24.6       14.9       11.9        7.8       20.7       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, February 7, 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  :   123,008:    10,081        992      3,193    109,271    118,741    122,545    122,926:       463         82
Old  :   123,008:    10,081        992      3,193    109,271    118,741    122,545    122,926:       463         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       515:       -70        458          0        353        162        283        620:       232       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        0.8        2.6       88.8       96.5       99.6       99.9:       0.4        0.1
Old  :     100.0:       8.2        0.8        2.6       88.8       96.5       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  :        22:         3          3          1         14         15         17         19:
Old  :        22:         3          3          1         14         15         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.4       74.0       88.5       89.4       31.8       30.6       38.9       36.8
Old  :                 77.4       74.0       88.5       89.4       31.8       30.6       38.9       36.8
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 7, 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  :   122,955:    37,065     34,881      3,953     46,984     65,258     88,002    104,092:    34,953     18,863
Old  :   122,955:    37,065     34,881      3,953     46,984     65,258     88,002    104,092:    34,953     18,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     3,685:     6,925    -14,668      2,250     -7,921     16,998      1,254      4,580:     2,431       -895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       28.4        3.2       38.2       53.1       71.6       84.7:      28.4       15.3
Old  :     100.0:      30.1       28.4        3.2       38.2       53.1       71.6       84.7:      28.4       15.3
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  :        78:        32         10          6         22         26         57         39:
Old  :        78:        32         10          6         22         26         57         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       59.7       38.6       68.7       27.2       59.6       35.3       65.9
Old  :                 28.7       59.7       38.6       68.7       27.2       59.6       35.3       65.9
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 7, 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  :    42,826:     8,331     18,126        415     24,204      8,551     32,950     27,092:     9,876     15,734
Old  :    42,826:     8,331     18,126        415     24,204      8,551     32,950     27,092:     9,876     15,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     1,990:     1,854        427       -176      1,096        378      2,774        629:      -784      1,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       42.3        1.0       56.5       20.0       76.9       63.3:      23.1       36.7
Old  :     100.0:      19.5       42.3        1.0       56.5       20.0       76.9       63.3:      23.1       36.7
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  :        45:        10         14          4         12         14         23         31:
Old  :        45:        10         14          4         12         14         23         31:
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  :                 46.7       28.0       63.6       37.4       44.8       28.0       60.9       37.4
Old  :                 46.7       28.0       63.6       37.4       44.8       28.0       60.9       37.4
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 7, 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  :   145,645:    44,614     10,507          3     95,669    131,536    140,286    142,046:     5,359      3,599
Old  :   145,645:    44,614     10,507          3     95,669    131,536    140,286    142,046:     5,359      3,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -4,922:       424    -12,202          2     -5,855      7,924     -5,429     -4,276:       507       -646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        7.2        0.0       65.7       90.3       96.3       97.5:       3.7        2.5
Old  :     100.0:      30.6        7.2        0.0       65.7       90.3       96.3       97.5:       3.7        2.5
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  :        99:        42         19          2         19         23         62         43:
Old  :        99:        42         19          2         19         23         62         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  :                 61.5       63.6       80.4       79.6       61.5       63.6       80.4       79.0
Old  :                 61.5       63.6       80.4       79.6       61.5       63.6       80.4       79.0
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 7, 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  :   195,733:    28,161     61,283        415    148,536    106,817    177,112    168,515:    18,621     27,218
Old  :   195,733:    28,161     61,283        415    148,536    106,817    177,112    168,515:    18,621     27,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     4,884:     4,463     11,371       -183     -2,956     -4,395      1,324      6,793:     3,560     -1,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       31.3        0.2       75.9       54.6       90.5       86.1:       9.5       13.9
Old  :     100.0:      14.4       31.3        0.2       75.9       54.6       90.5       86.1:       9.5       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        23         29          3         25         27         50         57:
Old  :        94:        23         29          3         25         27         50         57:
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  :                 48.5       51.1       69.3       61.2       48.4       49.9       68.5       59.8
Old  :                 48.5       51.1       69.3       61.2       48.4       49.9       68.5       59.8
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 7, 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  :   178,512:    84,847     29,676         70     67,345    117,566    152,262    147,312:    26,250     31,200
Old  :   178,512:    84,847     29,676         70     67,345    117,566    152,262    147,312:    26,250     31,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     5,545:     3,793      5,291         56      2,186       -654      6,035      4,693:      -490        852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5       16.6        0.0       37.7       65.9       85.3       82.5:      14.7       17.5
Old  :     100.0:      47.5       16.6        0.0       37.7       65.9       85.3       82.5:      14.7       17.5
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  :       106:        27         38          5         17         31         48         70:
Old  :       106:        27         38          5         17         31         48         70:
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  :                 61.6       40.6       69.1       52.4       61.6       40.6       68.6       52.2
Old  :                 61.6       40.6       69.1       52.4       61.6       40.6       68.6       52.2
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 7, 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  :   288,657:    32,128    172,721      2,198    221,948     56,784    256,274    231,703:    32,383     56,954
Old  :   288,657:    32,128    172,721      2,198    221,948     56,784    256,274    231,703:    32,383     56,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :   -16,671:       222    -16,731       -157    -17,179      1,582    -17,114    -15,306:       443     -1,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       59.8        0.8       76.9       19.7       88.8       80.3:      11.2       19.7
Old  :     100.0:      11.1       59.8        0.8       76.9       19.7       88.8       80.3:      11.2       19.7
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  :       177:        26         75         15         48         48         84        128:
Old  :       177:        26         75         15         48         48         84        128:
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  :                 46.6       32.4       58.7       40.0       46.5       32.4       58.7       39.9
Old  :                 46.6       32.4       58.7       40.0       46.5       32.4       58.7       39.9
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 7, 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  :    35,020:    28,201      4,866        380      1,992     28,240     30,573     33,486:     4,447      1,534
Old  :    35,020:    28,201      4,866        380      1,992     28,240     30,573     33,486:     4,447      1,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     3,393:     2,871     -5,667          0        196      9,153      3,067      3,486:       326        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.5       13.9        1.1        5.7       80.6       87.3       95.6:      12.7        4.4
Old  :     100.0:      80.5       13.9        1.1        5.7       80.6       87.3       95.6:      12.7        4.4
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  :        47:        22         12          2          3         10         27         22:
Old  :        47:        22         12          2          3         10         27         22:
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  :                 62.8       64.7       74.5       81.2       62.8       64.7       74.5       81.2
Old  :                 62.8       64.7       74.5       81.2       62.8       64.7       74.5       81.2
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 7, 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  : 8,287,842:   833,377    693,793  1,613,348  4,968,876  5,056,468  7,415,601  7,363,609:   872,241    924,233
Old  : 8,287,842:   833,377    693,793  1,613,348  4,968,876  5,056,468  7,415,601  7,363,609:   872,241    924,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :   231,768:    62,215     62,520     82,359     82,118     65,364    226,692    210,243:     5,076     21,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        8.4       19.5       60.0       61.0       89.5       88.8:      10.5       11.2
Old  :     100.0:      10.1        8.4       19.5       60.0       61.0       89.5       88.8:      10.5       11.2
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  :       253:        58         42         79        131        132        231        220:
Old  :       253:        58         42         79        131        132        231        220:
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  :                 23.6       23.1       37.2       37.2       20.5       17.7       28.3       22.8
Old  :                 23.6       23.1       37.2       37.2       20.5       17.7       28.3       22.8
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 7, 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  :   798,596:    73,919    102,558     25,552    575,964    574,005    675,435    702,116:   123,162     96,481
Old  :   798,596:    73,919    102,558     25,552    575,964    574,005    675,435    702,116:   123,162     96,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :      -703:    -2,697     -6,628      3,250      3,417      3,599      3,970        221:    -4,673       -924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       12.8        3.2       72.1       71.9       84.6       87.9:      15.4       12.1
Old  :     100.0:       9.3       12.8        3.2       72.1       71.9       84.6       87.9:      15.4       12.1
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  :       525:       102         98         46        223        216        344        341:
Old  :       525:       102         98         46        223        216        344        341:
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       24.9       22.2       14.2       12.4       22.1       20.1
Old  :                 16.2       13.0       24.9       22.2       14.2       12.4       22.1       20.1
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 7, 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  :   253,617:    10,496     23,150      1,301    164,763    192,746    176,560    217,197:    77,057     36,420
Old  :   253,617:    10,496     23,150      1,301    164,763    192,746    176,560    217,197:    77,057     36,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       353:       -32      1,130         55      1,377        677      1,400      1,862:    -1,047     -1,509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        9.1        0.5       65.0       76.0       69.6       85.6:      30.4       14.4
Old  :     100.0:       4.1        9.1        0.5       65.0       76.0       69.6       85.6:      30.4       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  :       108:        10         13          5         56         54         69         69:
Old  :       108:        10         13          5         56         54         69         69:
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       28.7       34.3       42.6       22.7       28.4       32.5       42.4
Old  :                 24.1       28.7       34.3       42.6       22.7       28.4       32.5       42.4
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 7, 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  : 2,724,897:   374,660    454,588     63,710  2,056,003  1,906,295  2,494,373  2,424,593:   230,524    300,304
Old  : 2,724,897:   374,660    454,588     63,710  2,056,003  1,906,295  2,494,373  2,424,593:   230,524    300,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -5,280:    -4,443    -29,911      7,092     10,200     14,612     12,849     -8,207:   -18,129      2,927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       16.7        2.3       75.5       70.0       91.5       89.0:       8.5       11.0
Old  :     100.0:      13.7       16.7        2.3       75.5       70.0       91.5       89.0:       8.5       11.0
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  :       503:       101         95         41        201        201        318        321:
Old  :       503:       101         95         41        201        201        318        321:
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       12.8       29.2       20.2       18.0       11.7       26.3       18.5
Old  :                 19.6       12.8       29.2       20.2       18.0       11.7       26.3       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, February 7, 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  :   110,032:    10,231      5,278      1,784     87,281     99,028     99,296    106,090:    10,736      3,942
Old  :   110,032:    10,231      5,278      1,784     87,281     99,028     99,296    106,090:    10,736      3,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       432:       246        200      1,784     -1,243     -1,157        787        827:      -355       -395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        4.8        1.6       79.3       90.0       90.2       96.4:       9.8        3.6
Old  :     100.0:       9.3        4.8        1.6       79.3       90.0       90.2       96.4:       9.8        3.6
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  :        91:        12          7          1         50         35         62         43:
Old  :        91:        12          7          1         50         35         62         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  :                 31.5       41.8       45.9       63.4       31.2       41.7       44.4       61.6
Old  :                 31.5       41.8       45.9       63.4       31.2       41.7       44.4       61.6
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 7, 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  :    92,812:    27,843      4,485        648     55,207     83,157     83,697     88,290:     9,115      4,522
Old  :    92,812:    27,843      4,485        648     55,207     83,157     83,697     88,290:     9,115      4,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       879:     2,390        547       -422     -1,551        383        417        508:       462        372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        4.8        0.7       59.5       89.6       90.2       95.1:       9.8        4.9
Old  :     100.0:      30.0        4.8        0.7       59.5       89.6       90.2       95.1:       9.8        4.9
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  :       245:        80         28          9         79         85        162        119:
Old  :       245:        80         28          9         79         85        162        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       33.7       30.7       48.5       17.5       30.3       28.8       43.0
Old  :                 18.8       33.7       30.7       48.5       17.5       30.3       28.8       43.0
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 7, 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  :    15,731:       290        979          0     12,243     14,049     12,533     15,028:     3,198        703
Old  :    15,731:       290        979          0     12,243     14,049     12,533     15,028:     3,198        703
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       237:      -499          0          0        639        248        140        248:        97        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        6.2        0.0       77.8       89.3       79.7       95.5:      20.3        4.5
Old  :     100.0:       1.8        6.2        0.0       77.8       89.3       79.7       95.5:      20.3        4.5
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  :        23:         1          1          0         11         12         12         13:
Old  :        23:         1          1          0         11         12         12         13:
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  :                 58.2       65.3       72.8       90.0       58.2       65.3       72.7       90.0
Old  :                 58.2       65.3       72.8       90.0       58.2       65.3       72.7       90.0
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 7, 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  :   385,405:   139,213     18,981      1,791    214,818    345,540    355,822    366,312:    29,583     19,093
Old  :   385,405:   139,213     18,981      1,791    214,818    345,540    355,822    366,312:    29,583     19,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     3,212:    11,949        239        386    -10,949        673      1,386      1,298:     1,826      1,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1        4.9        0.5       55.7       89.7       92.3       95.0:       7.7        5.0
Old  :     100.0:      36.1        4.9        0.5       55.7       89.7       92.3       95.0:       7.7        5.0
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  :       244:        80         28          9         71         82        154        116:
Old  :       244:        80         28          9         71         82        154        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       33.1       34.7       48.8       21.1       33.1       34.7       48.8
Old  :                 21.1       33.1       34.7       48.8       21.1       33.1       34.7       48.8
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 7, 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  :   148,879:    94,332     19,237      2,694     18,962    108,736    115,988    130,667:    32,891     18,212
Old  :   148,879:    94,332     19,237      2,694     18,962    108,736    115,988    130,667:    32,891     18,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -1,236:    -3,139       -190       -225     -2,365       -768     -5,729     -1,183:     4,493        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.4       12.9        1.8       12.7       73.0       77.9       87.8:      22.1       12.2
Old  :     100.0:      63.4       12.9        1.8       12.7       73.0       77.9       87.8:      22.1       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        36         19          3         14         26         53         45:
Old  :        89:        36         19          3         14         26         53         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       52.4       55.3       64.4       47.1       52.0       54.7       63.5
Old  :                 47.1       52.4       55.3       64.4       47.1       52.0       54.7       63.5
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 7, 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  :    24,074:     4,697      7,810        501     12,862      5,869     18,060     14,180:     6,014      9,894
Old  :    24,074:     4,697      7,810        501     12,862      5,869     18,060     14,180:     6,014      9,894
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     2,239:     1,198      1,338        501        348        885      2,047      2,724:       192       -485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       32.4        2.1       53.4       24.4       75.0       58.9:      25.0       41.1
Old  :     100.0:      19.5       32.4        2.1       53.4       24.4       75.0       58.9:      25.0       41.1
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  :        44:         9          9          2         20          7         30         17:
Old  :        44:         9          9          2         20          7         30         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       41.2       41.8       50.5       28.1       41.2       41.8       48.9
Old  :                 28.1       41.2       41.8       50.5       28.1       41.2       41.8       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, February 7, 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  :    44,693:    12,282      1,259      2,472     24,717     11,635     39,471     15,366:     5,222     29,327
Old  :    44,693:    12,282      1,259      2,472     24,717     11,635     39,471     15,366:     5,222     29,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     2,262:     4,982       -955     -2,482        315     -3,052      2,815     -6,489:      -553      8,751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        2.8        5.5       55.3       26.0       88.3       34.4:      11.7       65.6
Old  :     100.0:      27.5        2.8        5.5       55.3       26.0       88.3       34.4:      11.7       65.6
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  :        58:        18          4          3         23         20         41         27:
Old  :        58:        18          4          3         23         20         41         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       15.0       51.2       22.3       28.6       13.8       46.2       18.5
Old  :                 33.2       15.0       51.2       22.3       28.6       13.8       46.2       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 10, 2012