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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, April 17, 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  :     5,480:       306         93         63      4,536      4,480      4,905      4,636:       575        844
Old  :     5,480:       306         93         63      4,536      4,480      4,905      4,636:       575        844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :        74:         4          5          8         54         26         66         39:         8         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        1.7        1.1       82.8       81.8       89.5       84.6:      10.5       15.4
Old  :     100.0:       5.6        1.7        1.1       82.8       81.8       89.5       84.6:      10.5       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          1          2         12         10         16         12:
Old  :        20:         3          1          2         12         10         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.4       65.3       82.6       80.2       67.4       64.5       80.2       74.8
Old  :                 67.4       65.3       82.6       80.2       67.4       64.5       80.2       74.8
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, April 17, 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  :    28,665:     5,252      7,366        835     19,024     15,368     25,111     23,569:     3,554      5,096
Old  :    28,665:     5,252      7,366        835     19,024     15,368     25,111     23,569:     3,554      5,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     1,253:       332        357         35        817        748      1,184      1,140:        69        113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       25.7        2.9       66.4       53.6       87.6       82.2:      12.4       17.8
Old  :     100.0:      18.3       25.7        2.9       66.4       53.6       87.6       82.2:      12.4       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        12         14         12         25         21         43         41:
Old  :        65:        12         14         12         25         21         43         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       35.1       64.2       52.4       47.0       34.3       62.2       51.3
Old  :                 48.3       35.1       64.2       52.4       47.0       34.3       62.2       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, April 17, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   254,266:    69,526     77,645     45,700    112,433     95,175    227,659    218,520:    26,607     35,746
Old  :   206,702:    63,546     78,174     32,003     92,233     69,413    187,782    179,590:    18,920     27,112
Other:    47,564:    15,156      8,647      4,521     20,200     25,762     39,877     38,930:     7,687      8,634
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     4,902:     5,776      7,193      1,164        100     -2,512      7,040      5,845:    -2,138       -943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       30.5       18.0       44.2       37.4       89.5       85.9:      10.5       14.1
Old  :     100.0:      30.7       37.8       15.5       44.6       33.6       90.8       86.9:       9.2       13.1
Other:     100.0:      31.9       18.2        9.5       42.5       54.2       83.8       81.8:      16.2       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:        92        102        114         59         74        213        251:
Old  :       301:        82        121        103         43         69        188        242:
Other:       129:        31         22         23         42         57         88         92:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       14.1       34.6       21.0       20.0       13.9       32.2       19.9
Old  :                 22.9       15.0       34.4       23.2       22.9       14.5       33.2       20.8
Other:                 36.9       20.6       53.1       34.4       36.9       19.0       51.1       31.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, April 17, 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  :   349,958:   121,014     89,900     45,081    153,892    159,409    319,987    294,390:    29,971     55,568
Old  :   349,958:   121,014     89,900     45,081    153,892    159,409    319,987    294,390:    29,971     55,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     4,367:     3,110      8,500     -2,826      2,917         10      3,201      5,684:     1,166     -1,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       25.7       12.9       44.0       45.6       91.4       84.1:       8.6       15.9
Old  :     100.0:      34.6       25.7       12.9       44.0       45.6       91.4       84.1:       8.6       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       410:       108        111        118         88        154        255        345:
Old  :       410:       108        111        118         88        154        255        345:
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  :                 22.4       12.4       36.0       19.5       22.3       12.1       35.1       18.8
Old  :                 22.4       12.4       36.0       19.5       22.3       12.1       35.1       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, April 17, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,919:     4,321      4,327        975      3,073      2,907      8,369      8,209:     1,550      1,710
Old  :     9,919:     4,321      4,327        975      3,073      2,907      8,369      8,209:     1,550      1,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :      -553:        36        168       -544         48       -110       -460       -486:       -93        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6       43.6        9.8       31.0       29.3       84.4       82.8:      15.6       17.2
Old  :     100.0:      43.6       43.6        9.8       31.0       29.3       84.4       82.8:      15.6       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:        29         28         13         22         23         57         59:
Old  :        88:        29         28         13         22         23         57         59:
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  :                 36.1       29.5       53.9       44.7       36.1       28.0       49.5       41.8
Old  :                 36.1       29.5       53.9       44.7       36.1       28.0       49.5       41.8
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, April 17, 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  :    40,413:    14,693      7,453      6,670     12,601      9,707     33,964     23,830:     6,449     16,583
Old  :    40,413:    14,693      7,453      6,670     12,601      9,707     33,964     23,830:     6,449     16,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :      -149:       771      1,780       -985      1,167       -217        953        578:    -1,102       -727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       18.4       16.5       31.2       24.0       84.0       59.0:      16.0       41.0
Old  :     100.0:      36.4       18.4       16.5       31.2       24.0       84.0       59.0:      16.0       41.0
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  :       157:        36         43         36         37         48         94        112:
Old  :       157:        36         43         36         37         48         94        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       11.6       34.1       19.4       18.8        8.5       30.1       14.3
Old  :                 20.7       11.6       34.1       19.4       18.8        8.5       30.1       14.3
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, April 17, 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  :     9,061:       325      4,520         61      8,113      3,000      8,499      7,581:       562      1,480
Old  :     8,272:       296      4,316         61      7,366      2,781      7,723      7,158:       549      1,114
Other:       789:        29        204          0        747        219        776        423:        13        366
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :       599:       136        343          6        540        374        682        723:       -83       -124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       49.9        0.7       89.5       33.1       93.8       83.7:       6.2       16.3
Old  :     100.0:       3.6       52.2        0.7       89.0       33.6       93.4       86.5:       6.6       13.5
Other:     100.0:       3.7       25.9        0.0       94.7       27.8       98.4       53.6:       1.6       46.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2         11          4         14         10         20         21:
Old  :        33:         2         11          4         14         10         20         21:
Other:        20:         2          4          0         10          4         12          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.2       60.1       88.1       73.4       80.2       59.9       87.5       71.2
Old  :                 79.6       61.6       87.3       75.7       79.6       61.4       86.9       73.6
Other:                 87.3       51.2       97.1       53.6       87.3       51.2       97.1       53.6
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, April 17, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   125,366:     9,306      6,318      3,258    112,142    115,706    124,706    125,282:       660         84
Old  :   125,366:     9,306      6,318      3,258    112,142    115,706    124,706    125,282:       660         84
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     1,036:    -1,124       -173         65      1,961      1,069        902        961:       134         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        5.0        2.6       89.5       92.3       99.5       99.9:       0.5        0.1
Old  :     100.0:       7.4        5.0        2.6       89.5       92.3       99.5       99.9:       0.5        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  :        26:         4          3          2         16         16         20         21:
Old  :        26:         4          3          2         16         16         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.1       72.6       87.3       87.2       31.1       31.9       38.3       37.8
Old  :                 73.1       72.6       87.3       87.2       31.1       31.9       38.3       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, April 17, 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  :   128,841:    58,319     20,291        540     31,141     89,592     90,000    110,423:    38,841     18,418
Old  :   128,841:    58,319     20,291        540     31,141     89,592     90,000    110,423:    38,841     18,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    15,008:    10,327        266       -884      1,191     18,432     10,634     17,814:     4,374     -2,806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.3       15.7        0.4       24.2       69.5       69.9       85.7:      30.1       14.3
Old  :     100.0:      45.3       15.7        0.4       24.2       69.5       69.9       85.7:      30.1       14.3
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  :        84:        36         12          6         20         25         59         40:
Old  :        84:        36         12          6         20         25         59         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       50.1       41.4       66.3       32.4       50.0       40.7       65.8
Old  :                 32.9       50.1       41.4       66.3       32.4       50.0       40.7       65.8
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, April 17, 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  :    41,358:     6,040     19,802         98     25,816      4,669     31,954     24,569:     9,404     16,789
Old  :    41,358:     6,040     19,802         98     25,816      4,669     31,954     24,569:     9,404     16,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     1,363:      -508      3,335        -70      2,551     -1,390      1,973      1,875:      -610       -512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       47.9        0.2       62.4       11.3       77.3       59.4:      22.7       40.6
Old  :     100.0:      14.6       47.9        0.2       62.4       11.3       77.3       59.4:      22.7       40.6
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  :        35:         6         12          1         12          9         18         22:
Old  :        35:         6         12          1         12          9         18         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       33.9       64.3       44.7       52.9       33.9       64.2       44.7
Old  :                 52.9       33.9       64.3       44.7       52.9       33.9       64.2       44.7
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, April 17, 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  :   167,618:    63,848     17,747        580     96,911    147,071    161,339    165,398:     6,279      2,220
Old  :   167,618:    63,848     17,747        580     96,911    147,071    161,339    165,398:     6,279      2,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -6,612:   -20,752      1,747        -93     14,073     -7,634     -6,772     -5,980:       160       -632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       10.6        0.3       57.8       87.7       96.3       98.7:       3.7        1.3
Old  :     100.0:      38.1       10.6        0.3       57.8       87.7       96.3       98.7:       3.7        1.3
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  :       104:        43         27          5         19         18         64         48:
Old  :       104:        43         27          5         19         18         64         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       59.0       78.5       80.5       55.8       59.0       76.6       80.5
Old  :                 55.8       59.0       78.5       80.5       55.8       59.0       76.6       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, April 17, 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  :   157,015:    33,221     46,272        592     98,107     89,706    131,920    136,570:    25,095     20,445
Old  :   157,015:    33,221     46,272        592     98,107     89,706    131,920    136,570:    25,095     20,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    11,493:     3,444     -2,289        306      3,859     15,552      7,609     13,569:     3,884     -2,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       29.5        0.4       62.5       57.1       84.0       87.0:      16.0       13.0
Old  :     100.0:      21.2       29.5        0.4       62.5       57.1       84.0       87.0:      16.0       13.0
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  :        89:        29         19          3         25         26         56         46:
Old  :        89:        29         19          3         25         26         56         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       55.2       57.0       66.0       43.4       52.4       55.5       63.3
Old  :                 43.5       55.2       57.0       66.0       43.4       52.4       55.5       63.3
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, April 17, 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  :   144,168:    16,917     74,720        136    117,949     26,308    135,002    101,164:     9,166     43,004
Old  :   144,168:    16,917     74,720        136    117,949     26,308    135,002    101,164:     9,166     43,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -6,707:       820     -7,461        -53     -6,290      4,593     -5,523     -2,921:    -1,184     -3,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       51.8        0.1       81.8       18.2       93.6       70.2:       6.4       29.8
Old  :     100.0:      11.7       51.8        0.1       81.8       18.2       93.6       70.2:       6.4       29.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        15         44          2         22         17         38         62:
Old  :        93:        15         44          2         22         17         38         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  :                 56.7       35.0       70.9       43.6       56.7       35.0       70.6       43.6
Old  :                 56.7       35.0       70.9       43.6       56.7       35.0       70.6       43.6
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, April 17, 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  :   295,844:    40,310    158,435      1,609    226,108     70,285    268,027    230,329:    27,817     65,515
Old  :   295,844:    40,310    158,435      1,609    226,108     70,285    268,027    230,329:    27,817     65,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    21,014:     1,057     17,818        429     21,492      3,718     22,978     21,965:    -1,964       -951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       53.6        0.5       76.4       23.8       90.6       77.9:       9.4       22.1
Old  :     100.0:      13.6       53.6        0.5       76.4       23.8       90.6       77.9:       9.4       22.1
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  :       178:        31         77         15         45         40         88        120:
Old  :       178:        31         77         15         45         40         88        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       33.7       56.8       40.9       39.3       32.6       56.6       39.8
Old  :                 39.4       33.7       56.8       40.9       39.3       32.6       56.6       39.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, April 17, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    17,699:    15,816     13,686        166      1,379      3,363     17,361     17,215:       338        484
Old  :    17,699:    15,816     13,686        166      1,379      3,363     17,361     17,215:       338        484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.4       77.3        0.9        7.8       19.0       98.1       97.3:       1.9        2.7
Old  :     100.0:      89.4       77.3        0.9        7.8       19.0       98.1       97.3:       1.9        2.7
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:        12          2          2          4          4         16          8:
Old  :        21:        12          2          2          4          4         16          8:
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  :                 85.2       93.2       92.1       97.3       84.3       93.2       91.1       96.2
Old  :                 85.2       93.2       92.1       97.3       84.3       93.2       91.1       96.2
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, April 17, 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  :    23,952:    16,999      5,060          0      3,151     17,201     20,150     22,261:     3,802      1,691
Old  :    23,952:    16,999      5,060          0      3,151     17,201     20,150     22,261:     3,802      1,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     2,150:     1,566     -3,203       -143        316      5,439      1,739      2,093:       411         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.0       21.1        0.0       13.2       71.8       84.1       92.9:      15.9        7.1
Old  :     100.0:      71.0       21.1        0.0       13.2       71.8       84.1       92.9:      15.9        7.1
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  :        50:        24         10          0          6         10         30         20:
Old  :        50:        24         10          0          6         10         30         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  :                 48.7       66.7       62.4       80.5       48.7       66.7       62.4       80.5
Old  :                 48.7       66.7       62.4       80.5       48.7       66.7       62.4       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, April 17, 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  : 8,517,016:   826,092    841,912  1,592,186  5,258,610  5,164,864  7,676,888  7,598,962:   840,128    918,054
Old  : 8,517,016:   826,092    841,912  1,592,186  5,258,610  5,164,864  7,676,888  7,598,962:   840,128    918,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :   -31,742:    93,523     88,937   -140,849    -36,800    -26,347    -84,126    -78,259:    52,384     46,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        9.9       18.7       61.7       60.6       90.1       89.2:       9.9       10.8
Old  :     100.0:       9.7        9.9       18.7       61.7       60.6       90.1       89.2:       9.9       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        54         41         78        132        137        228        228:
Old  :       254:        54         41         78        132        137        228        228:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       23.0       34.5       35.9       19.4       18.0       27.0       23.9
Old  :                 21.9       23.0       34.5       35.9       19.4       18.0       27.0       23.9
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, April 17, 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  :   796,135:    92,587    108,560     16,679    539,870    557,196    649,136    682,435:   147,000    113,701
Old  :   796,135:    92,587    108,560     16,679    539,870    557,196    649,136    682,435:   147,000    113,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     5,550:     5,789     -4,475        699     -4,936      4,913      1,553      1,138:     3,997      4,412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.6        2.1       67.8       70.0       81.5       85.7:      18.5       14.3
Old  :     100.0:      11.6       13.6        2.1       67.8       70.0       81.5       85.7:      18.5       14.3
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  :       573:       105        118         54        235        233        365        381:
Old  :       573:       105        118         54        235        233        365        381:
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  :                 14.7       14.0       22.6       22.9       13.4       13.5       20.8       22.4
Old  :                 14.7       14.0       22.6       22.9       13.4       13.5       20.8       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, April 17, 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  :   235,260:    14,515      6,639      1,569    154,044    156,297    170,128    164,505:    65,132     70,755
Old  :   235,260:    14,515      6,639      1,569    154,044    156,297    170,128    164,505:    65,132     70,755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :      -238:     2,373     -3,411        514     -4,474     -3,817     -1,587     -6,714:     1,349      6,476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        2.8        0.7       65.5       66.4       72.3       69.9:      27.7       30.1
Old  :     100.0:       6.2        2.8        0.7       65.5       66.4       72.3       69.9:      27.7       30.1
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  :       112:        12         15          7         58         51         74         69:
Old  :       112:        12         15          7         58         51         74         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       21.7       35.3       33.3       23.0       21.3       32.6       33.0
Old  :                 25.3       21.7       35.3       33.3       23.0       21.3       32.6       33.0
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, April 17, 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  : 2,804,377:   417,430    536,676     48,480  1,929,128  2,004,493  2,395,038  2,589,649:   409,339    214,728
Old  : 2,804,377:   417,430    536,676     48,480  1,929,128  2,004,493  2,395,038  2,589,649:   409,339    214,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    28,939:     5,909    -16,490     12,099     -2,309     43,652     15,699     39,261:    13,240    -10,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       19.1        1.7       68.8       71.5       85.4       92.3:      14.6        7.7
Old  :     100.0:      14.9       19.1        1.7       68.8       71.5       85.4       92.3:      14.6        7.7
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  :       547:       101        117         48        205        215        329        358:
Old  :       547:       101        117         48        205        215        329        358:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       14.0       26.0       22.4       16.8       13.5       24.5       21.9
Old  :                 17.4       14.0       26.0       22.4       16.8       13.5       24.5       21.9
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, April 17, 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  :   100,021:    13,813      8,177          0     77,146     88,169     90,959     96,346:     9,062      3,675
Old  :   100,021:    13,813      8,177          0     77,146     88,169     90,959     96,346:     9,062      3,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -1,330:     2,438      1,034       -867     -3,789     -1,596     -2,218     -1,429:       888         99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        8.2        0.0       77.1       88.2       90.9       96.3:       9.1        3.7
Old  :     100.0:      13.8        8.2        0.0       77.1       88.2       90.9       96.3:       9.1        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        13          7          0         59         35         72         42:
Old  :       100:        13          7          0         59         35         72         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       45.6       43.9       62.5       32.3       45.3       43.7       62.3
Old  :                 32.3       45.6       43.9       62.5       32.3       45.3       43.7       62.3
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, April 17, 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  :   101,027:    30,161      6,876      1,016     59,096     86,136     90,273     94,028:    10,755      6,999
Old  :   101,027:    30,161      6,876      1,016     59,096     86,136     90,273     94,028:    10,755      6,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -1,172:       451     -2,967       -500        -51      3,934       -100        467:    -1,072     -1,639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        6.8        1.0       58.5       85.3       89.4       93.1:      10.6        6.9
Old  :     100.0:      29.9        6.8        1.0       58.5       85.3       89.4       93.1:      10.6        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        74         34         13         70         87        151        129:
Old  :       244:        74         34         13         70         87        151        129:
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       38.9       40.5       53.8       29.1       36.5       40.5       50.6
Old  :                 29.1       38.9       40.5       53.8       29.1       36.5       40.5       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, April 17, 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  :    12,989:       672        486          0      6,989     11,674      7,661     12,160:     5,328        829
Old  :    12,989:       672        486          0      6,989     11,674      7,661     12,160:     5,328        829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :       630:       338       -525          0      1,082      1,449      1,420        924:      -790       -294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        3.7        0.0       53.8       89.9       59.0       93.6:      41.0        6.4
Old  :     100.0:       5.2        3.7        0.0       53.8       89.9       59.0       93.6:      41.0        6.4
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  :        21:         2          1          0          8         11         10         12:
Old  :        21:         2          1          0          8         11         10         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  :                 40.8       68.1       54.3       82.8       40.8       68.1       54.3       82.7
Old  :                 40.8       68.1       54.3       82.8       40.8       68.1       54.3       82.7
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, April 17, 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  :   440,192:   150,633     35,140      1,889    260,537    372,311    413,059    409,340:    27,133     30,852
Old  :   440,192:   150,633     35,140      1,889    260,537    372,311    413,059    409,340:    27,133     30,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -9,009:       859    -11,917     -2,792     -5,666     12,425     -7,599     -2,284:    -1,410     -6,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        8.0        0.4       59.2       84.6       93.8       93.0:       6.2        7.0
Old  :     100.0:      34.2        8.0        0.4       59.2       84.6       93.8       93.0:       6.2        7.0
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  :       243:        73         35         12         68         83        148        124:
Old  :       243:        73         35         12         68         83        148        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       37.4       45.3       53.3       32.3       37.4       45.3       53.3
Old  :                 32.3       37.4       45.3       53.3       32.3       37.4       45.3       53.3
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, April 17, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   148,796:    83,830     35,409        182     36,524     94,156    120,536    129,747:    28,260     19,049
Old  :   148,796:    83,830     35,409        182     36,524     94,156    120,536    129,747:    28,260     19,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -5,274:     4,024     -4,968        -69     -9,869      2,681     -5,914     -2,356:       640     -2,918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.3       23.8        0.1       24.5       63.3       81.0       87.2:      19.0       12.8
Old  :     100.0:      56.3       23.8        0.1       24.5       63.3       81.0       87.2:      19.0       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        27         22          3         14         24         44         46:
Old  :        80:        27         22          3         14         24         44         46:
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  :                 53.8       49.7       65.0       64.0       53.8       49.3       64.8       63.5
Old  :                 53.8       49.7       65.0       64.0       53.8       49.3       64.8       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, April 17, 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  :    42,771:     9,764     14,658          0     26,111      4,840     35,875     19,498:     6,896     23,273
Old  :    42,771:     9,764     14,658          0     26,111      4,840     35,875     19,498:     6,896     23,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -1,302:      -851     -1,309          0       -779       -826     -1,630     -2,135:       328        833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       34.3        0.0       61.0       11.3       83.9       45.6:      16.1       54.4
Old  :     100.0:      22.8       34.3        0.0       61.0       11.3       83.9       45.6:      16.1       54.4
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  :        44:        15          7          0         19          5         34         12:
Old  :        44:        15          7          0         19          5         34         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  :                 46.4       39.2       58.7       43.9       46.4       39.2       58.7       43.9
Old  :                 46.4       39.2       58.7       43.9       46.4       39.2       58.7       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, April 17, 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  :    62,892:    15,814      3,423      7,350     27,005     14,452     50,169     25,225:    12,723     37,667
Old  :    62,892:    15,814      3,423      7,350     27,005     14,452     50,169     25,225:    12,723     37,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    16,401:        14        184      3,424      6,573         99     10,011      3,707:     6,390     12,694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        5.4       11.7       42.9       23.0       79.8       40.1:      20.2       59.9
Old  :     100.0:      25.1        5.4       11.7       42.9       23.0       79.8       40.1:      20.2       59.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        13          5          3         20         19         34         26:
Old  :        49:        13          5          3         20         19         34         26:
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  :                 41.5       19.6       58.0       27.3       34.4       12.0       45.8       17.0
Old  :                 41.5       19.6       58.0       27.3       34.4       12.0       45.8       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 20, 2012