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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, February 28, 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  :     5,720:       476        113         56      4,386      4,881      4,918      5,050:       802        670
Old  :     5,720:       476        113         56      4,386      4,881      4,918      5,050:       802        670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       380:        49         -5         21        358        450        428        466:       -48        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        2.0        1.0       76.7       85.3       86.0       88.3:      14.0       11.7
Old  :     100.0:       8.3        2.0        1.0       76.7       85.3       86.0       88.3:      14.0       11.7
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  :        21:         3          2          2         13         10         18         12:
Old  :        21:         3          2          2         13         10         18         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  :                 64.3       67.5       78.7       83.1       64.3       66.1       76.8       78.6
Old  :                 64.3       67.5       78.7       83.1       64.3       66.1       76.8       78.6
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 28, 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  :    35,185:     5,781     10,298      1,066     23,871     17,595     30,718     28,959:     4,467      6,226
Old  :    35,185:     5,781     10,298      1,066     23,871     17,595     30,718     28,959:     4,467      6,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     1,186:       271        465        151      1,189        131      1,611        747:      -425        439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       29.3        3.0       67.8       50.0       87.3       82.3:      12.7       17.7
Old  :     100.0:      16.4       29.3        3.0       67.8       50.0       87.3       82.3:      12.7       17.7
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  :        76:        11         23          9         24         24         40         51:
Old  :        76:        11         23          9         24         24         40         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       29.7       63.0       46.7       49.8       28.6       60.8       45.6
Old  :                 51.6       29.7       63.0       46.7       49.8       28.6       60.8       45.6
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 28, 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  :   266,858:    82,275     52,885     49,758    103,513    123,267    235,546    225,910:    31,312     40,948
Old  :   240,069:    77,815     55,693     40,521     96,973    107,765    215,309    203,979:    24,760     36,090
Other:    26,789:    10,750      3,482      2,947      6,540     15,502     20,237     21,931:     6,552      4,858
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     7,948:     2,045      2,271      2,883        868        846      5,796      6,000:     2,152      1,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       19.8       18.6       38.8       46.2       88.3       84.7:      11.7       15.3
Old  :     100.0:      32.4       23.2       16.9       40.4       44.9       89.7       85.0:      10.3       15.0
Other:     100.0:      40.1       13.0       11.0       24.4       57.9       75.5       81.9:      24.5       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        99         90        122         49         79        219        245:
Old  :       302:        87        107        116         38         77        202        241:
Other:       122:        38         13         16         31         52         78         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.8       17.9       33.8       24.9       18.2       17.1       29.8       23.2
Old  :                 21.2       18.9       35.3       26.6       20.1       18.1       32.9       24.6
Other:                 28.3       22.6       44.3       37.0       25.9       18.7       38.4       32.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, February 28, 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  :   366,012:   135,674     69,741     55,864    144,466    173,673    336,004    299,278:    30,008     66,734
Old  :   366,012:   135,674     69,741     55,864    144,466    173,673    336,004    299,278:    30,008     66,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     8,373:     3,535      6,552      3,580        474     -1,728      7,589      8,404:       784        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       19.1       15.3       39.5       47.5       91.8       81.8:       8.2       18.2
Old  :     100.0:      37.1       19.1       15.3       39.5       47.5       91.8       81.8:       8.2       18.2
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  :       446:       144        103        117         71        168        290        327:
Old  :       446:       144        103        117         71        168        290        327:
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  :                 19.7       11.6       32.5       18.2       18.3       11.1       30.3       17.0
Old  :                 19.7       11.6       32.5       18.2       18.3       11.1       30.3       17.0
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, February 28, 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  :    10,457:     4,237      3,357      1,587      2,671      3,717      8,495      8,661:     1,962      1,796
Old  :    10,457:     4,237      3,357      1,587      2,671      3,717      8,495      8,661:     1,962      1,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       453:        80         88        263        -58        423        285        774:       168       -321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       32.1       15.2       25.5       35.5       81.2       82.8:      18.8       17.2
Old  :     100.0:      40.5       32.1       15.2       25.5       35.5       81.2       82.8:      18.8       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  :        88:        31         24         16         17         24         60         58:
Old  :        88:        31         24         16         17         24         60         58:
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  :                 36.4       29.4       53.7       44.6       35.1       25.2       47.5       38.0
Old  :                 36.4       29.4       53.7       44.6       35.1       25.2       47.5       38.0
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 28, 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  :    56,207:    25,283      8,149     12,155      9,860     12,701     47,298     33,005:     8,909     23,202
Old  :    56,207:    25,283      8,149     12,155      9,860     12,701     47,298     33,005:     8,909     23,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     1,459:       853         28        -86        292        677      1,059        619:       400        840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0       14.5       21.6       17.5       22.6       84.1       58.7:      15.9       41.3
Old  :     100.0:      45.0       14.5       21.6       17.5       22.6       84.1       58.7:      15.9       41.3
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  :       208:        71         43         53         30         71        133        147:
Old  :       208:        71         43         53         30         71        133        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0        9.3       22.8       15.1       12.4        7.8       20.6       12.2
Old  :                 14.0        9.3       22.8       15.1       12.4        7.8       20.6       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, February 28, 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  :     8,530:        61      4,474         15      7,821      2,683      7,897      7,172:       633      1,358
Old  :     8,054:        61      4,384         15      7,368      2,509      7,444      6,908:       610      1,146
Other:       476:         0         90          0        453        174        453        264:        23        212
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       747:        -5        278          7        588        302        590        587:       157        160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       52.5        0.2       91.7       31.5       92.6       84.1:       7.4       15.9
Old  :     100.0:       0.8       54.4        0.2       91.5       31.2       92.4       85.8:       7.6       14.2
Other:     100.0:       0.0       18.9        0.0       95.2       36.6       95.2       55.5:       4.8       44.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          8          2         12          8         15         16:
Old  :        25:         1          8          2         12          8         15         16:
Other:        16:         0          5          0          9          2          9          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.7       62.8       89.4       78.1       81.7       62.7       88.2       75.8
Old  :                 81.2       64.9       89.1       79.6       81.2       64.8       88.0       77.3
Other:                 89.5       53.4       95.0       55.5       89.5       53.4       95.0       55.5
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, February 28, 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  :   129,332:    11,526      6,742      3,316    113,922    119,186    128,764    129,244:       568         88
Old  :   129,332:    11,526      6,742      3,316    113,922    119,186    128,764    129,244:       568         88
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     4,058:       230      4,952          0      3,727       -878      3,957      4,074:       101        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        5.2        2.6       88.1       92.2       99.6       99.9:       0.4        0.1
Old  :     100.0:       8.9        5.2        2.6       88.1       92.2       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  :        24:         4          4          1         14         15         18         20:
Old  :        24:         4          4          1         14         15         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.0       69.3       88.0       85.6       30.4       28.1       38.1       34.6
Old  :                 74.0       69.3       88.0       85.6       30.4       28.1       38.1       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, February 28, 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  :   136,553:    50,763     28,283      3,292     45,369     86,896     99,424    118,471:    37,129     18,082
Old  :   136,553:    50,763     28,283      3,292     45,369     86,896     99,424    118,471:    37,129     18,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     7,304:     2,979     -5,389     -1,194      4,949     13,958      6,734      7,375:       570        -71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       20.7        2.4       33.2       63.6       72.8       86.8:      27.2       13.2
Old  :     100.0:      37.2       20.7        2.4       33.2       63.6       72.8       86.8:      27.2       13.2
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  :        78:        29         13          8         23         25         55         43:
Old  :        78:        29         13          8         23         25         55         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       55.1       43.2       65.7       31.1       55.0       40.8       64.1
Old  :                 32.2       55.1       43.2       65.7       31.1       55.0       40.8       64.1
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 28, 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  :    52,360:     9,775     29,166        127     28,273      9,637     38,175     38,930:    14,185     13,430
Old  :    52,360:     9,775     29,166        127     28,273      9,637     38,175     38,930:    14,185     13,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     1,163:     1,875      1,420        -53     -2,970      1,195     -1,148      2,562:     2,311     -1,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       55.7        0.2       54.0       18.4       72.9       74.4:      27.1       25.6
Old  :     100.0:      18.7       55.7        0.2       54.0       18.4       72.9       74.4:      27.1       25.6
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  :        49:        10         18          4         10         16         22         36:
Old  :        49:        10         18          4         10         16         22         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  :                 45.4       26.4       60.7       40.6       45.4       26.4       59.3       40.4
Old  :                 45.4       26.4       60.7       40.6       45.4       26.4       59.3       40.4
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 28, 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  :   189,778:    73,810     13,060        876    109,242    172,946    183,928    186,882:     5,850      2,896
Old  :   189,778:    73,810     13,060        876    109,242    172,946    183,928    186,882:     5,850      2,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    16,696:    11,035       -290       -799      6,225     17,877     16,461     16,788:       235        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        6.9        0.5       57.6       91.1       96.9       98.5:       3.1        1.5
Old  :     100.0:      38.9        6.9        0.5       57.6       91.1       96.9       98.5:       3.1        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        52         21          4         20         20         75         44:
Old  :       110:        52         21          4         20         20         75         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  :                 52.7       63.2       73.4       82.2       52.7       61.0       72.2       74.2
Old  :                 52.7       63.2       73.4       82.2       52.7       61.0       72.2       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, February 28, 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  :   176,885:    26,931     50,166        763    130,209     99,507    157,903    150,436:    18,982     26,449
Old  :   176,885:    26,931     50,166        763    130,209     99,507    157,903    150,436:    18,982     26,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -9,783:      -686     -8,801        161     -8,826     -1,534     -9,351    -10,174:      -432        391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       28.4        0.4       73.6       56.3       89.3       85.0:      10.7       15.0
Old  :     100.0:      15.2       28.4        0.4       73.6       56.3       89.3       85.0:      10.7       15.0
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  :        94:        22         30          7         22         31         50         62:
Old  :        94:        22         30          7         22         31         50         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  :                 49.3       45.9       68.6       56.9       49.3       44.9       68.2       55.4
Old  :                 49.3       45.9       68.6       56.9       49.3       44.9       68.2       55.4
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 28, 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  :   148,310:    51,558     52,761        704     83,362     52,335    135,624    105,800:    12,686     42,510
Old  :   148,310:    51,558     52,761        704     83,362     52,335    135,624    105,800:    12,686     42,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -2,241:   -10,504      7,956        566     10,823    -13,808        885     -5,286:    -3,126      3,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       35.6        0.5       56.2       35.3       91.4       71.3:       8.6       28.7
Old  :     100.0:      34.8       35.6        0.5       56.2       35.3       91.4       71.3:       8.6       28.7
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  :       108:        19         49          7         27         24         51         75:
Old  :       108:        19         49          7         27         24         51         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       20.8       66.8       31.1       51.6       20.8       66.8       31.0
Old  :                 51.6       20.8       66.8       31.1       51.6       20.8       66.8       31.0
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 28, 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  :   271,282:    35,728    145,402      5,488    194,512     63,056    235,728    213,946:    35,554     57,336
Old  :   271,282:    35,728    145,402      5,488    194,512     63,056    235,728    213,946:    35,554     57,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :   -16,243:     6,359    -26,126      2,257    -26,639     11,439    -18,023    -12,430:     1,780     -3,813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       53.6        2.0       71.7       23.2       86.9       78.9:      13.1       21.1
Old  :     100.0:      13.2       53.6        2.0       71.7       23.2       86.9       78.9:      13.1       21.1
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  :       179:        30         68         17         48         50         89        125:
Old  :       179:        30         68         17         48         50         89        125:
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  :                 45.1       29.0       55.3       37.5       45.0       29.0       55.2       37.5
Old  :                 45.1       29.0       55.3       37.5       45.0       29.0       55.2       37.5
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 28, 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  :    35,159:    27,006      4,892        418      3,110     28,059     30,534     33,369:     4,625      1,790
Old  :    35,159:    27,006      4,892        418      3,110     28,059     30,534     33,369:     4,625      1,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -1,730:    -2,416       -319          0        398     -1,518     -2,018     -1,837:       288        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8       13.9        1.2        8.8       79.8       86.8       94.9:      13.2        5.1
Old  :     100.0:      76.8       13.9        1.2        8.8       79.8       86.8       94.9:      13.2        5.1
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  :        53:        25         10          2          7         12         33         23:
Old  :        53:        25         10          2          7         12         33         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  :                 53.0       59.8       65.1       78.5       53.0       59.8       65.1       78.5
Old  :                 53.0       59.8       65.1       78.5       53.0       59.8       65.1       78.5
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, February 28, 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  : 8,567,848:   775,501    711,045  1,763,118  5,190,678  5,147,110  7,729,297  7,621,273:   838,551    946,575
Old  : 8,567,848:   775,501    711,045  1,763,118  5,190,678  5,147,110  7,729,297  7,621,273:   838,551    946,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :   122,842:   -71,163     20,631     68,858    111,297     -4,417    108,992     85,072:    13,850     37,770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        8.3       20.6       60.6       60.1       90.2       89.0:       9.8       11.0
Old  :     100.0:       9.1        8.3       20.6       60.6       60.1       90.2       89.0:       9.8       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  :       267:        57         45         88        138        143        246        237:
Old  :       267:        57         45         88        138        143        246        237:
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  :                 22.9       24.2       37.1       38.2       20.2       19.4       26.7       24.2
Old  :                 22.9       24.2       37.1       38.2       20.2       19.4       26.7       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, February 28, 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  :   811,993:    80,391    104,618     22,059    596,662    589,934    699,112    716,611:   112,881     95,382
Old  :   811,993:    80,391    104,618     22,059    596,662    589,934    699,112    716,611:   112,881     95,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     3,941:     5,655     -6,039     -3,685      3,134      8,227      5,104     -1,496:    -1,163      5,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       12.9        2.7       73.5       72.7       86.1       88.3:      13.9       11.7
Old  :     100.0:       9.9       12.9        2.7       73.5       72.7       86.1       88.3:      13.9       11.7
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  :       555:       110        100         48        234        239        362        369:
Old  :       555:       110        100         48        234        239        362        369:
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  :                 16.3       12.6       24.9       21.3       14.7       11.8       22.8       19.6
Old  :                 16.3       12.6       24.9       21.3       14.7       11.8       22.8       19.6
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 28, 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  :   246,409:    12,424     17,440      1,817    165,213    184,938    179,454    204,195:    66,955     42,214
Old  :   246,409:    12,424     17,440      1,817    165,213    184,938    179,454    204,195:    66,955     42,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -1,108:     1,353     -1,867         46     -1,095     -3,421        304     -5,242:    -1,412      4,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        7.1        0.7       67.0       75.1       72.8       82.9:      27.2       17.1
Old  :     100.0:       5.0        7.1        0.7       67.0       75.1       72.8       82.9:      27.2       17.1
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  :       105:        10          9          5         55         56         67         68:
Old  :       105:        10          9          5         55         56         67         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       28.2       33.7       40.4       22.4       27.9       32.1       40.2
Old  :                 23.8       28.2       33.7       40.4       22.4       27.9       32.1       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, February 28, 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  : 2,827,921:   370,112    466,168     70,934  2,157,245  2,024,978  2,598,291  2,562,080:   229,630    265,841
Old  : 2,827,921:   370,112    466,168     70,934  2,157,245  2,024,978  2,598,291  2,562,080:   229,630    265,841
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    25,245:    16,472    -25,896    -13,616     21,143     58,240     23,999     18,728:     1,246      6,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       16.5        2.5       76.3       71.6       91.9       90.6:       8.1        9.4
Old  :     100.0:      13.1       16.5        2.5       76.3       71.6       91.9       90.6:       8.1        9.4
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  :       530:       104        101         46        210        222        334        349:
Old  :       530:       104        101         46        210        222        334        349:
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       29.0       20.6       18.9       11.6       27.4       19.2
Old  :                 19.6       12.8       29.0       20.6       18.9       11.6       27.4       19.2
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 28, 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  :   112,250:    14,863      4,652          0     86,022    103,884    100,885    108,536:    11,365      3,714
Old  :   112,250:    14,863      4,652          0     86,022    103,884    100,885    108,536:    11,365      3,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     3,543:       914       -677          0      1,694      4,302      2,608      3,625:       935        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        4.1        0.0       76.6       92.5       89.9       96.7:      10.1        3.3
Old  :     100.0:      13.2        4.1        0.0       76.6       92.5       89.9       96.7:      10.1        3.3
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  :        95:        13          6          0         52         36         65         42:
Old  :        95:        13          6          0         52         36         65         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  :                 31.3       44.2       45.6       66.3       31.1       44.2       44.9       63.0
Old  :                 31.3       44.2       45.6       66.3       31.1       44.2       44.9       63.0
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 28, 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  :   114,795:    30,705      5,582      1,919     73,407    102,296    106,030    109,798:     8,765      4,998
Old  :   114,795:    30,705      5,582      1,919     73,407    102,296    106,030    109,798:     8,765      4,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     4,119:     2,396       -598        180      1,110      4,039      3,686      3,621:       433        498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        4.9        1.7       63.9       89.1       92.4       95.6:       7.6        4.4
Old  :     100.0:      26.7        4.9        1.7       63.9       89.1       92.4       95.6:       7.6        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  :       252:        78         31         15         80         91        163        133:
Old  :       252:        78         31         15         80         91        163        133:
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  :                 29.0       38.7       41.2       52.8       28.8       35.0       38.9       48.0
Old  :                 29.0       38.7       41.2       52.8       28.8       35.0       38.9       48.0
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 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    18,544:     1,379        979          0     14,097     16,750     15,476     17,729:     3,068        815
Old  :    18,544:     1,379        979          0     14,097     16,750     15,476     17,729:     3,068        815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       351:       560       -246          0       -225        493        335        247:        16        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        5.3        0.0       76.0       90.3       83.5       95.6:      16.5        4.4
Old  :     100.0:       7.4        5.3        0.0       76.0       90.3       83.5       95.6:      16.5        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  :        25:         4          1          0         10         11         14         12:
Old  :        25:         4          1          0         10         11         14         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  :                 60.0       71.3       74.2       89.6       60.0       71.3       74.1       89.6
Old  :                 60.0       71.3       74.2       89.6       60.0       71.3       74.1       89.6
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, February 28, 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  :   481,256:   152,427     28,815      3,797    296,548    427,731    452,772    460,343:    28,484     20,913
Old  :   481,256:   152,427     28,815      3,797    296,548    427,731    452,772    460,343:    28,484     20,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    18,841:    10,905        -35       -822      6,673     17,729     16,756     16,872:     2,085      1,969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        6.0        0.8       61.6       88.9       94.1       95.7:       5.9        4.3
Old  :     100.0:      31.7        6.0        0.8       61.6       88.9       94.1       95.7:       5.9        4.3
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  :       251:        76         33         13         73         90        153        132:
Old  :       251:        76         33         13         73         90        153        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  :                 34.4       36.5       46.5       49.4       34.4       36.5       46.3       49.4
Old  :                 34.4       36.5       46.5       49.4       34.4       36.5       46.3       49.4
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 28, 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  :   161,219:   103,665     25,464      2,900     20,156    113,145    126,721    141,509:    34,498     19,710
Old  :   161,219:   103,665     25,464      2,900     20,156    113,145    126,721    141,509:    34,498     19,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    11,379:    11,432      7,931        -19       -198      5,323     11,215     13,235:       164     -1,856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.3       15.8        1.8       12.5       70.2       78.6       87.8:      21.4       12.2
Old  :     100.0:      64.3       15.8        1.8       12.5       70.2       78.6       87.8:      21.4       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  :        99:        41         23          6         17         28         62         53:
Old  :        99:        41         23          6         17         28         62         53:
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  :                 44.5       46.4       55.1       59.9       44.5       46.0       55.1       59.3
Old  :                 44.5       46.4       55.1       59.9       44.5       46.0       55.1       59.3
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 28, 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  :    36,664:     6,376     11,302        500     22,615      6,143     29,491     17,945:     7,173     18,719
Old  :    36,664:     6,376     11,302        500     22,615      6,143     29,491     17,945:     7,173     18,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     5,054:     1,008      1,144          0      4,502         19      5,510      1,163:      -456      3,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       30.8        1.4       61.7       16.8       80.4       48.9:      19.6       51.1
Old  :     100.0:      17.4       30.8        1.4       61.7       16.8       80.4       48.9:      19.6       51.1
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  :        55:        13         11          1         26          9         40         20:
Old  :        55:        13         11          1         26          9         40         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       33.8       42.8       40.9       29.1       33.8       42.8       40.7
Old  :                 29.1       33.8       42.8       40.9       29.1       33.8       42.8       40.7
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 28, 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  :    45,261:    12,990      4,404      3,072     20,157     26,916     36,219     34,392:     9,042     10,869
Old  :    45,261:    12,990      4,404      3,072     20,157     26,916     36,219     34,392:     9,042     10,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     1,507:     1,028      1,895        583     -1,376      4,934        235      7,412:     1,272     -5,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        9.7        6.8       44.5       59.5       80.0       76.0:      20.0       24.0
Old  :     100.0:      28.7        9.7        6.8       44.5       59.5       80.0       76.0:      20.0       24.0
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  :        67:        18          8          4         23         25         41         37:
Old  :        67:        18          8          4         23         25         41         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       24.0       43.1       39.3       26.8       24.0       39.8       38.3
Old  :                 27.8       24.0       43.1       39.3       26.8       24.0       39.8       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :     9,528:     5,353        645          0      2,754      8,742      8,107      9,387:     1,421        141
Old  :     9,528:     5,353        645          0      2,754      8,742      8,107      9,387:     1,421        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :      -183:       996       -344          0     -1,359        175       -363       -169:       180        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.2        6.8        0.0       28.9       91.8       85.1       98.5:      14.9        1.5
Old  :     100.0:      56.2        6.8        0.0       28.9       91.8       85.1       98.5:      14.9        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        11          2          0          6          3         17          5:
Old  :        22:        11          2          0          6          3         17          5:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       97.4       62.6       98.5       43.1       97.4       62.6       98.5
Old  :                 43.1       97.4       62.6       98.5       43.1       97.4       62.6       98.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 2, 2012