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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, March 20, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     5,864:       407        111         73      4,691      4,966      5,171      5,150:       693        714
Old  :     5,864:       407        111         73      4,691      4,966      5,171      5,150:       693        714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :       212:        14          7          5        246        178        265        190:       -53         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        1.9        1.2       80.0       84.7       88.2       87.8:      11.8       12.2
Old  :     100.0:       6.9        1.9        1.2       80.0       84.7       88.2       87.8:      11.8       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  :        21:         4          1          2         12         10         17         12:
Old  :        21:         4          1          2         12         10         17         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.3       68.7       79.6       83.5       66.3       68.2       78.3       78.7
Old  :                 66.3       68.7       79.6       83.5       66.3       68.2       78.3       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, March 20, 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  :    32,059:     5,544      9,227        955     21,127     15,588     27,626     25,770:     4,433      6,289
Old  :    32,059:     5,544      9,227        955     21,127     15,588     27,626     25,770:     4,433      6,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :       967:       424       -319        102        462        619        988        402:       -21        565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       28.8        3.0       65.9       48.6       86.2       80.4:      13.8       19.6
Old  :     100.0:      17.3       28.8        3.0       65.9       48.6       86.2       80.4:      13.8       19.6
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  :        70:        11         19          8         24         22         41         44:
Old  :        70:        11         19          8         24         22         41         44:
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  :                 50.8       29.4       62.6       45.8       49.0       28.7       60.6       44.5
Old  :                 50.8       29.4       62.6       45.8       49.0       28.7       60.6       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, March 20, 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  :   259,062:    63,499     60,415     48,922    117,347    111,254    229,768    220,591:    29,294     38,471
Old  :   225,563:    56,793     63,693     38,057    108,022     91,485    202,872    193,235:    22,691     32,328
Other:    33,499:    14,180      4,196      3,391      9,325     19,769     26,896     27,356:     6,603      6,143
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :     2,754:    -2,809      6,498      3,698      2,498     -6,060      3,387      4,136:      -633     -1,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       23.3       18.9       45.3       42.9       88.7       85.1:      11.3       14.9
Old  :     100.0:      25.2       28.2       16.9       47.9       40.6       89.9       85.7:      10.1       14.3
Other:     100.0:      42.3       12.5       10.1       27.8       59.0       80.3       81.7:      19.7       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        86         97        116         54         76        208        246:
Old  :       291:        79        114        111         46         73        195        241:
Other:       123:        33         15         23         35         54         83         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       16.5       33.8       23.2       18.8       14.4       29.8       20.1
Old  :                 22.4       17.9       35.7       25.0       21.4       15.2       32.7       21.5
Other:                 30.2       21.2       47.2       35.3       30.1       18.8       42.9       30.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, March 20, 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  :   350,752:   122,400     69,794     54,796    146,869    161,853    324,065    286,443:    26,687     64,309
Old  :   350,752:   122,400     69,794     54,796    146,869    161,853    324,065    286,443:    26,687     64,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :      -702:    -1,352      1,992       -150      1,266       -890       -236        952:      -466     -1,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       19.9       15.6       41.9       46.1       92.4       81.7:       7.6       18.3
Old  :     100.0:      34.9       19.9       15.6       41.9       46.1       92.4       81.7:       7.6       18.3
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  :       396:       139         87        126         72        143        270        305:
Old  :       396:       139         87        126         72        143        270        305:
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  :                 21.5       13.4       35.2       20.6       21.4       12.4       34.1       19.0
Old  :                 21.5       13.4       35.2       20.6       21.4       12.4       34.1       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, March 20, 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  :    10,347:     4,107      3,132      1,621      2,628      3,683      8,356      8,436:     1,991      1,911
Old  :    10,347:     4,107      3,132      1,621      2,628      3,683      8,356      8,436:     1,991      1,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :       304:        73        -88         85         34         94        192         91:       112        213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7       30.3       15.7       25.4       35.6       80.8       81.5:      19.2       18.5
Old  :     100.0:      39.7       30.3       15.7       25.4       35.6       80.8       81.5:      19.2       18.5
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  :        83:        26         25         16         13         22         51         57:
Old  :        83:        26         25         16         13         22         51         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  :                 36.6       31.5       53.7       45.7       34.8       27.1       47.7       39.7
Old  :                 36.6       31.5       53.7       45.7       34.8       27.1       47.7       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, March 20, 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  :    50,777:    20,626      6,659      9,058     10,510     11,810     40,194     27,527:    10,583     23,250
Old  :    50,777:    20,626      6,659      9,058     10,510     11,810     40,194     27,527:    10,583     23,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    -2,801:    -2,200       -986       -551       -284       -479     -3,035     -2,016:       234       -785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       13.1       17.8       20.7       23.3       79.2       54.2:      20.8       45.8
Old  :     100.0:      40.6       13.1       17.8       20.7       23.3       79.2       54.2:      20.8       45.8
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  :       182:        60         36         45         37         59        122        124:
Old  :       182:        60         36         45         37         59        122        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3        9.3       24.9       16.0       14.4        8.1       22.3       12.8
Old  :                 15.3        9.3       24.9       16.0       14.4        8.1       22.3       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, March 20, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     8,938:       192      4,700         38      7,901      2,774      8,131      7,512:       807      1,426
Old  :     8,388:       165      4,558         38      7,391      2,594      7,594      7,190:       794      1,198
Other:       550:        27        142          0        510        180        537        322:        13        228
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :       370:        23        267         22        215         87        260        376:       110         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       52.6        0.4       88.4       31.0       91.0       84.0:       9.0       16.0
Old  :     100.0:       2.0       54.3        0.5       88.1       30.9       90.5       85.7:       9.5       14.3
Other:     100.0:       4.9       25.8        0.0       92.7       32.7       97.6       58.5:       2.4       41.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          7          3         12          9         16         17:
Old  :        26:         2          7          3         12          9         16         17:
Other:        17:         1          5          0          8          3          9          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 80.2       62.6       87.1       76.9       80.2       62.4       86.4       75.8
Old  :                 79.7       64.5       86.5       78.1       79.7       64.3       85.8       77.0
Other:                 89.5       56.4       97.5       58.5       89.5       56.4       97.5       58.5
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, March 20, 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  :   123,603:    11,686      6,293      3,193    108,199    113,928    123,078    123,414:       525        189
Old  :   123,603:    11,686      6,293      3,193    108,199    113,928    123,078    123,414:       525        189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    -9,858:        97       -535       -123     -9,770     -9,066     -9,796     -9,724:       -62       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        5.1        2.6       87.5       92.2       99.6       99.8:       0.4        0.2
Old  :     100.0:       9.5        5.1        2.6       87.5       92.2       99.6       99.8:       0.4        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          3          1         14         14         18         18:
Old  :        22:         4          3          1         14         14         18         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  :                 73.9       73.8       88.5       88.5       31.6       32.6       39.7       38.5
Old  :                 73.9       73.8       88.5       88.5       31.6       32.6       39.7       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, March 20, 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  :   189,870:    62,768     20,453     19,971     64,621    127,121    147,360    167,545:    42,510     22,325
Old  :   189,870:    62,768     20,453     19,971     64,621    127,121    147,360    167,545:    42,510     22,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    17,014:     3,220    -12,374      9,920      3,521     15,495     16,661     13,041:       353      3,973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       10.8       10.5       34.0       67.0       77.6       88.2:      22.4       11.8
Old  :     100.0:      33.1       10.8       10.5       34.0       67.0       77.6       88.2:      22.4       11.8
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  :        84:        34         13          8         30         25         68         42:
Old  :        84:        34         13          8         30         25         68         42:
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  :                 32.7       48.9       45.3       67.8       24.1       45.0       30.9       54.0
Old  :                 32.7       48.9       45.3       67.8       24.1       45.0       30.9       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, March 20, 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  :    43,616:    11,747     22,938        169     22,199      4,140     34,115     27,247:     9,501     16,369
Old  :    43,616:    11,747     22,938        169     22,199      4,140     34,115     27,247:     9,501     16,369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -12,689:     2,396     -1,211     -3,251    -11,476     -6,490    -12,331    -10,952:      -358     -1,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       52.6        0.4       50.9        9.5       78.2       62.5:      21.8       37.5
Old  :     100.0:      26.9       52.6        0.4       50.9        9.5       78.2       62.5:      21.8       37.5
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  :        33:         6         14          1          9          8         15         23:
Old  :        33:         6         14          1          9          8         15         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  :                 56.0       36.7       70.0       46.3       56.0       36.7       70.0       46.3
Old  :                 56.0       36.7       70.0       46.3       56.0       36.7       70.0       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, March 20, 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  :   174,691:    87,482     63,153        273     79,503    106,155    167,258    169,581:     7,433      5,110
Old  :   174,691:    87,482     63,153        273     79,503    106,155    167,258    169,581:     7,433      5,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -73,086:     1,033     55,596    -37,239    -36,066    -92,762    -72,272    -74,405:      -814      1,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       36.2        0.2       45.5       60.8       95.7       97.1:       4.3        2.9
Old  :     100.0:      50.1       36.2        0.2       45.5       60.8       95.7       97.1:       4.3        2.9
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  :       111:        60         15          2         17         21         79         36:
Old  :       111:        60         15          2         17         21         79         36:
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  :                 53.1       53.6       76.1       79.1       53.1       53.6       74.3       79.1
Old  :                 53.1       53.6       76.1       79.1       53.1       53.6       74.3       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, March 20, 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  :   141,411:    25,951     41,803         99     96,011     75,197    122,061    117,099:    19,350     24,312
Old  :   141,411:    25,951     41,803         99     96,011     75,197    122,061    117,099:    19,350     24,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -61,469:     4,027    -21,969     -7,147    -60,851    -28,451    -63,971    -57,567:     2,502     -3,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       29.6        0.1       67.9       53.2       86.3       82.8:      13.7       17.2
Old  :     100.0:      18.4       29.6        0.1       67.9       53.2       86.3       82.8:      13.7       17.2
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  :        87:        24         25          2         24         26         49         52:
Old  :        87:        24         25          2         24         26         49         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       49.9       61.2       58.0       42.4       48.1       60.6       56.2
Old  :                 42.6       49.9       61.2       58.0       42.4       48.1       60.6       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, March 20, 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  :   139,769:    34,923     60,744         16     92,729     32,938    127,668     93,698:    12,101     46,071
Old  :   139,769:    34,923     60,744         16     92,729     32,938    127,668     93,698:    12,101     46,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -56,627:    12,674     -3,885     -6,050    -63,633    -41,502    -57,009    -51,437:       382     -5,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       43.5        0.0       66.3       23.6       91.3       67.0:       8.7       33.0
Old  :     100.0:      25.0       43.5        0.0       66.3       23.6       91.3       67.0:       8.7       33.0
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  :        98:        12         48          1         23         20         35         69:
Old  :        98:        12         48          1         23         20         35         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  :                 57.4       25.0       72.4       35.2       57.4       25.0       72.4       35.2
Old  :                 57.4       25.0       72.4       35.2       57.4       25.0       72.4       35.2
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, March 20, 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  :   258,535:    50,416    133,370      1,062    176,529     63,974    228,007    198,406:    30,528     60,129
Old  :   258,535:    50,416    133,370      1,062    176,529     63,974    228,007    198,406:    30,528     60,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -52,522:    10,091     -6,291    -13,815    -35,646    -19,437    -39,370    -39,543:   -13,152    -12,979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       51.6        0.4       68.3       24.7       88.2       76.7:      11.8       23.3
Old  :     100.0:      19.5       51.6        0.4       68.3       24.7       88.2       76.7:      11.8       23.3
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  :       163:        26         69          8         45         38         76        110:
Old  :       163:        26         69          8         45         38         76        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       32.6       56.9       40.9       38.9       32.6       56.4       40.9
Old  :                 39.1       32.6       56.9       40.9       38.9       32.6       56.4       40.9
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, March 20, 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  :    20,288:    14,686     10,476        216      2,300      7,757     17,202     18,449:     3,086      1,839
Old  :    20,288:    14,686     10,476        216      2,300      7,757     17,202     18,449:     3,086      1,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -12,623:    -4,537      4,476     -4,238     -2,980    -12,956    -11,755    -12,718:      -868         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.4       51.6        1.1       11.3       38.2       84.8       90.9:      15.2        9.1
Old  :     100.0:      72.4       51.6        1.1       11.3       38.2       84.8       90.9:      15.2        9.1
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  :        42:        22          9          1          4          7         26         17:
Old  :        42:        22          9          1          4          7         26         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  :                 52.5       67.2       65.0       80.5       52.5       67.2       64.5       80.5
Old  :                 52.5       67.2       65.0       80.5       52.5       67.2       64.5       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, March 20, 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  : 7,996,487:   595,836    696,334  1,758,455  4,895,590  4,650,290  7,249,881  7,105,079:   746,606    891,408
Old  : 7,996,487:   595,836    696,334  1,758,455  4,895,590  4,650,290  7,249,881  7,105,079:   746,606    891,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :  -874,508:  -207,625   -160,166   -143,988   -490,696   -559,094   -842,309   -863,248:   -32,199    -11,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        8.7       22.0       61.2       58.2       90.7       88.9:       9.3       11.1
Old  :     100.0:       7.5        8.7       22.0       61.2       58.2       90.7       88.9:       9.3       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  :       246:        57         42         79        126        131        223        221:
Old  :       246:        57         42         79        126        131        223        221:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       25.1       35.6       38.3       19.1       19.7       26.6       23.8
Old  :                 22.7       25.1       35.6       38.3       19.1       19.7       26.6       23.8
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, March 20, 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  :   761,130:    78,944    110,947     12,102    539,048    528,344    630,094    651,393:   131,036    109,737
Old  :   761,130:    78,944    110,947     12,102    539,048    528,344    630,094    651,393:   131,036    109,737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :  -206,198:    -8,494      6,391    -28,090   -147,610   -159,896   -184,194   -181,595:   -22,004    -24,603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       14.6        1.6       70.8       69.4       82.8       85.6:      17.2       14.4
Old  :     100.0:      10.4       14.6        1.6       70.8       69.4       82.8       85.6:      17.2       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  :       547:       104        106         42        221        222        348        347:
Old  :       547:       104        106         42        221        222        348        347:
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  :                 17.6       15.1       26.8       23.6       15.9       14.6       24.7       23.1
Old  :                 17.6       15.1       26.8       23.6       15.9       14.6       24.7       23.1
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, March 20, 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  :   222,267:    11,231      5,647        715    151,470    153,400    163,416    159,762:    58,851     62,505
Old  :   222,267:    11,231      5,647        715    151,470    153,400    163,416    159,762:    58,851     62,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -81,344:    -1,357     -8,852     -4,530    -57,211    -57,294    -63,098    -70,676:   -18,246    -10,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        2.5        0.3       68.1       69.0       73.5       71.9:      26.5       28.1
Old  :     100.0:       5.1        2.5        0.3       68.1       69.0       73.5       71.9:      26.5       28.1
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  :       101:         7         11          5         56         49         66         62:
Old  :       101:         7         11          5         56         49         66         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  :                 27.9       24.1       39.4       36.6       25.9       23.8       36.3       36.3
Old  :                 27.9       24.1       39.4       36.6       25.9       23.8       36.3       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, March 20, 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  : 2,694,315:   347,648    535,583     47,852  1,937,890  1,874,722  2,333,390  2,458,157:   360,925    236,158
Old  : 2,694,315:   347,648    535,583     47,852  1,937,890  1,874,722  2,333,390  2,458,157:   360,925    236,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :  -624,270:   -72,305     39,597    -81,180   -451,994   -513,010   -605,479   -554,593:   -18,791    -69,677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       19.9        1.8       71.9       69.6       86.6       91.2:      13.4        8.8
Old  :     100.0:      12.9       19.9        1.8       71.9       69.6       86.6       91.2:      13.4        8.8
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  :       519:       102        104         40        192        203        315        326:
Old  :       519:       102        104         40        192        203        315        326:
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  :                 21.5       14.7       30.7       22.5       20.3       14.1       28.7       21.8
Old  :                 21.5       14.7       30.7       22.5       20.3       14.1       28.7       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, March 20, 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  :    98,947:    13,905      4,539         26     74,890     90,731     88,821     95,296:    10,126      3,651
Old  :    98,947:    13,905      4,539         26     74,890     90,731     88,821     95,296:    10,126      3,651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -27,601:    -2,170     -1,783         17    -25,194    -24,419    -27,347    -26,185:      -254     -1,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        4.6        0.0       75.7       91.7       89.8       96.3:      10.2        3.7
Old  :     100.0:      14.1        4.6        0.0       75.7       91.7       89.8       96.3:      10.2        3.7
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  :        90:        13          3          1         52         36         65         40:
Old  :        90:        13          3          1         52         36         65         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       45.0       44.5       63.4       30.9       42.2       43.8       60.1
Old  :                 30.9       45.0       44.5       63.4       30.9       42.2       43.8       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, March 20, 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  :    88,340:    26,675      8,599        724     55,647     73,238     83,046     82,562:     5,294      5,779
Old  :    88,340:    26,675      8,599        724     55,647     73,238     83,046     82,562:     5,294      5,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -51,867:    -7,277      2,275     -4,653    -33,269    -46,722    -45,199    -49,101:    -6,668     -2,766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        9.7        0.8       63.0       82.9       94.0       93.5:       6.0        6.5
Old  :     100.0:      30.2        9.7        0.8       63.0       82.9       94.0       93.5:       6.0        6.5
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  :       253:        78         39          8         67         86        148        130:
Old  :       253:        78         39          8         67         86        148        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  :                 36.8       32.6       49.7       47.6       36.8       32.6       49.7       47.6
Old  :                 36.8       32.6       49.7       47.6       36.8       32.6       49.7       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, March 20, 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  :   441,701:   133,373     42,994      3,622    278,237    366,192    415,232    412,808:    26,469     28,893
Old  :   441,701:   133,373     42,994      3,622    278,237    366,192    415,232    412,808:    26,469     28,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :  -145,868:   -39,419      8,989     -9,447    -92,729   -142,517   -141,595   -142,975:    -4,273     -2,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        9.7        0.8       63.0       82.9       94.0       93.5:       6.0        6.5
Old  :     100.0:      30.2        9.7        0.8       63.0       82.9       94.0       93.5:       6.0        6.5
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  :       253:        78         39          8         67         86        148        130:
Old  :       253:        78         39          8         67         86        148        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  :                 36.8       32.6       49.7       47.6       36.8       32.6       49.7       47.6
Old  :                 36.8       32.6       49.7       47.6       36.8       32.6       49.7       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, March 20, 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  :   160,387:    97,025     51,834        196     33,030     88,470    130,251    140,500:    30,136     19,887
Old  :   160,387:    97,025     51,834        196     33,030     88,470    130,251    140,500:    30,136     19,887
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -40,332:    -1,444     20,121    -16,841    -20,869    -42,531    -39,154    -39,251:    -1,178     -1,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.5       32.3        0.1       20.6       55.2       81.2       87.6:      18.8       12.4
Old  :     100.0:      60.5       32.3        0.1       20.6       55.2       81.2       87.6:      18.8       12.4
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  :        90:        30         27          5         15         24         49         52:
Old  :        90:        30         27          5         15         24         49         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       49.3       63.0       63.1       53.3       48.9       63.0       62.7
Old  :                 53.3       49.3       63.0       63.1       53.3       48.9       63.0       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, March 20, 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  :    44,910:     6,728     17,379          0     31,361      5,193     38,089     22,572:     6,821     22,338
Old  :    44,910:     6,728     17,379          0     31,361      5,193     38,089     22,572:     6,821     22,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    -1,040:       437       -877          0     -1,689       -240     -1,252     -1,117:       212         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       38.7        0.0       69.8       11.6       84.8       50.3:      15.2       49.7
Old  :     100.0:      15.0       38.7        0.0       69.8       11.6       84.8       50.3:      15.2       49.7
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  :        49:        14          8          0         24          6         38         14:
Old  :        49:        14          8          0         24          6         38         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       42.7       52.3       48.0       38.6       42.7       52.3       48.0
Old  :                 38.6       42.7       52.3       48.0       38.6       42.7       52.3       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, March 20, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    45,172:    17,981      3,214        833     19,817      8,483     38,631     12,530:     6,541     32,642
Old  :    45,172:    17,981      3,214        833     19,817      8,483     38,631     12,530:     6,541     32,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :      -721:    -1,317     -6,045        679      1,612     -2,408        974     -7,774:    -1,695      7,053
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8        7.1        1.8       43.9       18.8       85.5       27.7:      14.5       72.3
Old  :     100.0:      39.8        7.1        1.8       43.9       18.8       85.5       27.7:      14.5       72.3
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  :        50:        11          5          2         25         15         37         21:
Old  :        50:        11          5          2         25         15         37         21:
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  :                 45.6       12.2       59.0       18.3       42.9       12.2       56.3       17.9
Old  :                 45.6       12.2       59.0       18.3       42.9       12.2       56.3       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 23, 2012