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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, March 6, 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  :     5,368:       390        100         53      4,202      4,578      4,645      4,731:       723        637
Old  :     5,368:       390        100         53      4,202      4,578      4,645      4,731:       723        637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :      -352:       -86        -13         -3       -184       -303       -273       -319:       -79        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        1.9        1.0       78.3       85.3       86.5       88.1:      13.5       11.9
Old  :     100.0:       7.3        1.9        1.0       78.3       85.3       86.5       88.1:      13.5       11.9
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  :        20:         4          1          2         10         10         15         12:
Old  :        20:         4          1          2         10         10         15         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  :                 67.2       68.2       80.8       83.3       67.2       67.9       78.5       79.9
Old  :                 67.2       68.2       80.8       83.3       67.2       67.9       78.5       79.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, March 6, 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  :    30,745:     5,262     10,110        873     20,201     14,358     26,336     25,341:     4,409      5,404
Old  :    30,745:     5,262     10,110        873     20,201     14,358     26,336     25,341:     4,409      5,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    -4,440:      -519       -188       -193     -3,670     -3,237     -4,382     -3,618:       -58       -822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       32.9        2.8       65.7       46.7       85.7       82.4:      14.3       17.6
Old  :     100.0:      17.1       32.9        2.8       65.7       46.7       85.7       82.4:      14.3       17.6
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  :        73:        11         23          8         23         22         39         49:
Old  :        73:        11         23          8         23         22         39         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       29.5       62.8       46.6       49.7       28.2       60.7       45.3
Old  :                 50.7       29.5       62.8       46.6       49.7       28.2       60.7       45.3
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, March 6, 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  :   268,570:    76,943     54,110     49,706    110,772    123,193    237,421    227,009:    31,149     41,561
Old  :   239,129:    72,428     57,804     39,197    103,144    105,937    214,769    202,938:    24,360     36,191
Other:    29,441:    11,965      3,756      3,059      7,628     17,256     22,652     24,071:     6,789      5,370
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     1,712:    -5,332      1,225        -52      7,259        -74      1,875      1,099:      -163        613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       20.1       18.5       41.2       45.9       88.4       84.5:      11.6       15.5
Old  :     100.0:      30.3       24.2       16.4       43.1       44.3       89.8       84.9:      10.2       15.1
Other:     100.0:      40.6       12.8       10.4       25.9       58.6       76.9       81.8:      23.1       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        98         83        119         56         83        219        245:
Old  :       300:        87        104        113         45         82        203        242:
Other:       122:        36         13         15         34         54         78         80:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       17.6       33.2       24.9       17.4       16.2       29.1       21.8
Old  :                 21.2       18.7       35.2       26.7       19.6       17.2       31.9       23.2
Other:                 28.7       21.7       44.3       35.0       27.2       18.4       38.7       30.7
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, March 6, 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  :   364,976:   130,863     65,561     57,179    148,311    176,065    336,353    298,805:    28,623     66,171
Old  :   364,976:   130,863     65,561     57,179    148,311    176,065    336,353    298,805:    28,623     66,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    -1,036:    -4,811     -4,180      1,315      3,845      2,392        349       -473:    -1,385       -563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       18.0       15.7       40.6       48.2       92.2       81.9:       7.8       18.1
Old  :     100.0:      35.9       18.0       15.7       40.6       48.2       92.2       81.9:       7.8       18.1
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  :       430:       146         93        121         74        165        290        319:
Old  :       430:       146         93        121         74        165        290        319:
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  :                 20.3       11.9       33.5       18.9       19.4       11.6       31.7       17.7
Old  :                 20.3       11.9       33.5       18.9       19.4       11.6       31.7       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, March 6, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    10,377:     4,154      3,346      1,414      2,590      3,562      8,158      8,322:     2,219      2,055
Old  :    10,377:     4,154      3,346      1,414      2,590      3,562      8,158      8,322:     2,219      2,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :       -80:       -83        -11       -173        -81       -155       -337       -339:       257        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       32.2       13.6       25.0       34.3       78.6       80.2:      21.4       19.8
Old  :     100.0:      40.0       32.2       13.6       25.0       34.3       78.6       80.2:      21.4       19.8
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  :        78:        27         23         12         14         21         50         51:
Old  :        78:        27         23         12         14         21         50         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       29.6       52.8       44.8       35.0       27.1       47.2       40.2
Old  :                 35.6       29.6       52.8       44.8       35.0       27.1       47.2       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, March 6, 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  :    55,124:    25,290      7,893     10,033     10,777     12,586     46,100     30,512:     9,024     24,612
Old  :    55,124:    25,290      7,893     10,033     10,777     12,586     46,100     30,512:     9,024     24,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    -1,083:         7       -256     -2,122        917       -115     -1,198     -2,493:       115      1,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9       14.3       18.2       19.6       22.8       83.6       55.4:      16.4       44.6
Old  :     100.0:      45.9       14.3       18.2       19.6       22.8       83.6       55.4:      16.4       44.6
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  :       199:        70         37         49         31         66        127        138:
Old  :       199:        70         37         49         31         66        127        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4        9.2       23.1       15.6       14.1        8.0       22.5       13.0
Old  :                 14.4        9.2       23.1       15.6       14.1        8.0       22.5       13.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, March 6, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     8,262:       166      4,263         21      7,412      2,628      7,599      6,912:       663      1,350
Old  :     7,752:       139      4,146         21      6,942      2,448      7,102      6,615:       650      1,137
Other:       510:        27        117          0        470        180        497        297:        13        213
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :      -268:       105       -211          6       -409        -55       -298       -260:        30         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       51.6        0.3       89.7       31.8       92.0       83.7:       8.0       16.3
Old  :     100.0:       1.8       53.5        0.3       89.6       31.6       91.6       85.3:       8.4       14.7
Other:     100.0:       5.3       22.9        0.0       92.2       35.3       97.5       58.2:       2.5       41.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          8          3         12          8         16         17:
Old  :        26:         2          8          3         12          8         16         17:
Other:        16:         1          4          0          8          3          9          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.0       61.9       88.1       77.1       81.0       61.8       87.4       75.4
Old  :                 80.5       64.0       87.7       78.4       80.5       63.8       86.9       76.6
Other:                 89.6       56.1       97.3       58.2       89.6       56.1       97.3       58.2
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, March 6, 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  :   133,184:    11,579      6,624      3,316    117,733    123,155    132,628    133,095:       556         89
Old  :   133,184:    11,579      6,624      3,316    117,733    123,155    132,628    133,095:       556         89
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     3,852:        53       -118          0      3,811      3,969      3,864      3,851:       -12          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        5.0        2.5       88.4       92.5       99.6       99.9:       0.4        0.1
Old  :     100.0:       8.7        5.0        2.5       88.4       92.5       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          3          1         15         15         19         19:
Old  :        23:         4          3          1         15         15         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.9       70.2       87.6       86.0       29.5       27.2       37.0       33.7
Old  :                 71.9       70.2       87.6       86.0       29.5       27.2       37.0       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, March 6, 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  :   146,771:    55,906     29,874      4,960     47,002     92,186    107,868    127,020:    38,903     19,751
Old  :   146,771:    55,906     29,874      4,960     47,002     92,186    107,868    127,020:    38,903     19,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    10,218:     5,143      1,591      1,668      1,633      5,290      8,444      8,549:     1,774      1,669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       20.4        3.4       32.0       62.8       73.5       86.5:      26.5       13.5
Old  :     100.0:      38.1       20.4        3.4       32.0       62.8       73.5       86.5:      26.5       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        35         13          5         25         23         63         38:
Old  :        82:        35         13          5         25         23         63         38:
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       54.6       42.6       67.0       31.4       53.3       39.5       62.7
Old  :                 32.3       54.6       42.6       67.0       31.4       53.3       39.5       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, March 6, 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  :    53,649:     8,114     27,592        348     33,875     10,434     42,337     38,374:    11,312     15,275
Old  :    53,649:     8,114     27,592        348     33,875     10,434     42,337     38,374:    11,312     15,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     1,289:    -1,661     -1,574        221      5,602        797      4,162       -556:    -2,873      1,845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       51.4        0.6       63.1       19.4       78.9       71.5:      21.1       28.5
Old  :     100.0:      15.1       51.4        0.6       63.1       19.4       78.9       71.5:      21.1       28.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         8         19          4         10         17         19         39:
Old  :        47:         8         19          4         10         17         19         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       31.0       69.4       41.9       52.1       31.0       66.8       41.7
Old  :                 52.7       31.0       69.4       41.9       52.1       31.0       66.8       41.7
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, March 6, 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  :   207,994:    84,514     18,167      3,031    114,929    182,796    202,474    203,994:     5,520      4,000
Old  :   207,994:    84,514     18,167      3,031    114,929    182,796    202,474    203,994:     5,520      4,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    18,216:    10,704      5,107      2,155      5,687      9,850     18,546     17,112:      -330      1,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        8.7        1.5       55.3       87.9       97.3       98.1:       2.7        1.9
Old  :     100.0:      40.6        8.7        1.5       55.3       87.9       97.3       98.1:       2.7        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        48         22          9         21         21         75         51:
Old  :       111:        48         22          9         21         21         75         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       61.6       72.5       79.5       50.3       55.6       66.9       68.1
Old  :                 50.3       61.6       72.5       79.5       50.3       55.6       66.9       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, March 6, 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  :   184,104:    22,308     59,407        598    142,025     98,699    164,931    158,704:    19,173     25,400
Old  :   184,104:    22,308     59,407        598    142,025     98,699    164,931    158,704:    19,173     25,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     7,219:    -4,623      9,241       -165     11,816       -808      7,028      8,268:       191     -1,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       32.3        0.3       77.1       53.6       89.6       86.2:      10.4       13.8
Old  :     100.0:      12.1       32.3        0.3       77.1       53.6       89.6       86.2:      10.4       13.8
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  :        95:        20         29          7         30         31         55         62:
Old  :        95:        20         29          7         30         31         55         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  :                 47.3       51.3       67.1       60.5       46.6       47.7       66.0       56.4
Old  :                 47.3       51.3       67.1       60.5       46.6       47.7       66.0       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, March 6, 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  :   147,952:    33,281     52,639      1,770    101,188     50,071    136,239    104,480:    11,713     43,472
Old  :   147,952:    33,281     52,639      1,770    101,188     50,071    136,239    104,480:    11,713     43,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :      -358:   -18,277       -122      1,066     17,826     -2,264        615     -1,320:      -973        962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       35.6        1.2       68.4       33.8       92.1       70.6:       7.9       29.4
Old  :     100.0:      22.5       35.6        1.2       68.4       33.8       92.1       70.6:       7.9       29.4
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  :       105:        17         49          8         26         28         49         79:
Old  :       105:        17         49          8         26         28         49         79:
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  :                 54.8       15.0       67.7       26.0       51.9       14.8       64.7       24.4
Old  :                 54.8       15.0       67.7       26.0       51.9       14.8       64.7       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, March 6, 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  :   284,739:    39,943    156,416      6,110    205,574     63,286    251,627    225,812:    33,112     58,927
Old  :   284,739:    39,943    156,416      6,110    205,574     63,286    251,627    225,812:    33,112     58,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    13,457:     4,215     11,014        622     11,062        230     15,899     11,866:    -2,442      1,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       54.9        2.1       72.2       22.2       88.4       79.3:      11.6       20.7
Old  :     100.0:      14.0       54.9        2.1       72.2       22.2       88.4       79.3:      11.6       20.7
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  :       179:        31         72         19         46         51         88        132:
Old  :       179:        31         72         19         46         51         88        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       30.0       53.8       38.5       41.8       30.0       52.7       38.5
Old  :                 41.9       30.0       53.8       38.5       41.8       30.0       52.7       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, March 6, 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  :    29,950:    23,506      6,718        483      2,039     20,754     26,028     27,955:     3,922      1,995
Old  :    29,950:    23,506      6,718        483      2,039     20,754     26,028     27,955:     3,922      1,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    -5,209:    -3,500      1,826         65     -1,071     -7,305     -4,506     -5,414:      -703        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.5       22.4        1.6        6.8       69.3       86.9       93.3:      13.1        6.7
Old  :     100.0:      78.5       22.4        1.6        6.8       69.3       86.9       93.3:      13.1        6.7
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  :        53:        25         10          3          7         13         33         25:
Old  :        53:        25         10          3          7         13         33         25:
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       62.8       65.6       78.3       53.6       62.8       65.4       78.3
Old  :                 53.8       62.8       65.6       78.3       53.6       62.8       65.4       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, March 6, 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  : 8,722,939:   831,646    809,528  1,835,160  5,232,775  5,163,773  7,899,581  7,808,461:   823,358    914,478
Old  : 8,722,939:   831,646    809,528  1,835,160  5,232,775  5,163,773  7,899,581  7,808,461:   823,358    914,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :   155,091:    56,145     98,483     72,042     42,097     16,663    170,284    187,188:   -15,193    -32,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        9.3       21.0       60.0       59.2       90.6       89.5:       9.4       10.5
Old  :     100.0:       9.5        9.3       21.0       60.0       59.2       90.6       89.5:       9.4       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        60         47         88        134        141        244        236:
Old  :       269:        60         47         88        134        141        244        236:
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  :                 22.3       24.1       36.1       38.1       19.0       19.0       27.2       24.5
Old  :                 22.3       24.1       36.1       38.1       19.0       19.0       27.2       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, March 6, 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  :   846,787:    79,292    109,191     29,530    609,663    595,589    718,485    734,310:   128,301    112,477
Old  :   846,787:    79,292    109,191     29,530    609,663    595,589    718,485    734,310:   128,301    112,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    34,794:    -1,099      4,573      7,471     13,001      5,655     19,373     17,699:    15,420     17,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       12.9        3.5       72.0       70.3       84.8       86.7:      15.2       13.3
Old  :     100.0:       9.4       12.9        3.5       72.0       70.3       84.8       86.7:      15.2       13.3
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  :       549:       101        104         58        233        239        360        376:
Old  :       549:       101        104         58        233        239        360        376:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       11.9       23.7       19.9       14.1       10.9       21.5       18.3
Old  :                 15.6       11.9       23.7       19.9       14.1       10.9       21.5       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, March 6, 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  :   252,705:    12,689     21,638      1,722    166,144    176,454    180,555    199,814:    72,150     52,891
Old  :   252,705:    12,689     21,638      1,722    166,144    176,454    180,555    199,814:    72,150     52,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     6,296:       265      4,198        -95        931     -8,484      1,101     -4,381:     5,195     10,677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        8.6        0.7       65.7       69.8       71.4       79.1:      28.6       20.9
Old  :     100.0:       5.0        8.6        0.7       65.7       69.8       71.4       79.1:      28.6       20.9
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  :       106:        12         11          7         58         55         74         69:
Old  :       106:        12         11          7         58         55         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  :                 23.2       26.5       32.5       38.2       21.9       26.3       30.9       37.9
Old  :                 23.2       26.5       32.5       38.2       21.9       26.3       30.9       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, March 6, 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  : 2,970,409:   386,231    490,981     85,825  2,217,596  2,095,673  2,689,652  2,672,479:   280,757    297,930
Old  : 2,970,409:   386,231    490,981     85,825  2,217,596  2,095,673  2,689,652  2,672,479:   280,757    297,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :   142,488:    16,119     24,813     14,891     60,351     70,695     91,361    110,399:    51,127     32,089
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       16.5        2.9       74.7       70.6       90.5       90.0:       9.5       10.0
Old  :     100.0:      13.0       16.5        2.9       74.7       70.6       90.5       90.0:       9.5       10.0
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  :       526:        99        102         51        208        224        328        356:
Old  :       526:        99        102         51        208        224        328        356:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       12.6       28.4       20.2       17.9       11.3       26.7       18.4
Old  :                 18.7       12.6       28.4       20.2       17.9       11.3       26.7       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, March 6, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   112,490:    17,008      5,872          0     85,941    102,301    102,949    108,173:     9,541      4,317
Old  :   112,490:    17,008      5,872          0     85,941    102,301    102,949    108,173:     9,541      4,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :       240:     2,145      1,220          0        -81     -1,583      2,064       -363:    -1,824        603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        5.2        0.0       76.4       90.9       91.5       96.2:       8.5        3.8
Old  :     100.0:      15.1        5.2        0.0       76.4       90.9       91.5       96.2:       8.5        3.8
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  :        91:        12          6          0         50         38         62         44:
Old  :        91:        12          6          0         50         38         62         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       43.9       48.4       66.4       33.1       43.8       48.0       63.6
Old  :                 33.3       43.9       48.4       66.4       33.1       43.8       48.0       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, March 6, 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  :   115,730:    31,506      6,949      2,014     72,809    101,186    106,329    110,150:     9,401      5,580
Old  :   115,730:    31,506      6,949      2,014     72,809    101,186    106,329    110,150:     9,401      5,580
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :       935:       801      1,367         95       -598     -1,110        299        352:       636        582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        6.0        1.7       62.9       87.4       91.9       95.2:       8.1        4.8
Old  :     100.0:      27.2        6.0        1.7       62.9       87.4       91.9       95.2:       8.1        4.8
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  :       247:        79         32         18         76         90        163        133:
Old  :       247:        79         32         18         76         90        163        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       39.2       41.6       53.9       28.4       35.2       38.7       48.8
Old  :                 28.9       39.2       41.6       53.9       28.4       35.2       38.7       48.8
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, March 6, 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  :    19,618:     1,456        979        275     14,890     17,354     16,621     18,608:     2,997      1,010
Old  :    19,618:     1,456        979        275     14,890     17,354     16,621     18,608:     2,997      1,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     1,074:        77          0        275        793        604      1,145        879:       -71        195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        5.0        1.4       75.9       88.5       84.7       94.9:      15.3        5.1
Old  :     100.0:       7.4        5.0        1.4       75.9       88.5       84.7       94.9:      15.3        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          1          2         11         12         16         14:
Old  :        26:         4          1          2         11         12         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       68.2       73.3       86.8       59.5       67.4       73.2       85.5
Old  :                 59.5       68.2       73.3       86.8       59.5       67.4       73.2       85.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, March 6, 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  :   480,559:   156,430     36,030      2,517    289,593    419,162    448,540    457,709:    32,019     22,850
Old  :   480,559:   156,430     36,030      2,517    289,593    419,162    448,540    457,709:    32,019     22,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :      -697:     4,003      7,215     -1,280     -6,955     -8,569     -4,232     -2,634:     3,535      1,937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6        7.5        0.5       60.3       87.2       93.3       95.2:       6.7        4.8
Old  :     100.0:      32.6        7.5        0.5       60.3       87.2       93.3       95.2:       6.7        4.8
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  :       246:        78         33         15         71         88        154        131:
Old  :       246:        78         33         15         71         88        154        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       37.6       46.7       50.9       34.2       37.5       46.7       50.9
Old  :                 34.2       37.6       46.7       50.9       34.2       37.5       46.7       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, March 6, 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  :   164,007:    96,358     34,638      3,356     31,532    103,390    131,246    141,384:    32,761     22,623
Old  :   164,007:    96,358     34,638      3,356     31,532    103,390    131,246    141,384:    32,761     22,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     2,788:    -7,307      9,174        456     11,376     -9,755      4,525       -125:    -1,737      2,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.8       21.1        2.0       19.2       63.0       80.0       86.2:      20.0       13.8
Old  :     100.0:      58.8       21.1        2.0       19.2       63.0       80.0       86.2:      20.0       13.8
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  :       102:        35         29          8         22         31         63         62:
Old  :       102:        35         29          8         22         31         63         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  :                 43.9       44.5       56.2       57.7       43.2       40.2       54.5       53.3
Old  :                 43.9       44.5       56.2       57.7       43.2       40.2       54.5       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, March 6, 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  :    50,210:     5,467     11,490      4,156     32,463     16,142     42,086     31,788:     8,124     18,422
Old  :    50,210:     5,467     11,490      4,156     32,463     16,142     42,086     31,788:     8,124     18,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    13,546:      -909        188      3,656      9,848      9,999     12,595     13,843:       951       -297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       22.9        8.3       64.7       32.1       83.8       63.3:      16.2       36.7
Old  :     100.0:      10.9       22.9        8.3       64.7       32.1       83.8       63.3:      16.2       36.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        11          9          8         25         12         41         26:
Old  :        52:        11          9          8         25         12         41         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  :                 37.4       39.2       49.3       53.1       20.4       27.5       29.8       32.9
Old  :                 37.4       39.2       49.3       53.1       20.4       27.5       29.8       32.9
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, March 6, 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  :    68,640:    14,177      3,974     10,292     21,655     29,953     46,124     44,219:    22,516     24,421
Old  :    68,640:    14,177      3,974     10,292     21,655     29,953     46,124     44,219:    22,516     24,421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    23,379:     1,187       -430      7,220      1,498      3,037      9,905      9,827:    13,474     13,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        5.8       15.0       31.5       43.6       67.2       64.4:      32.8       35.6
Old  :     100.0:      20.7        5.8       15.0       31.5       43.6       67.2       64.4:      32.8       35.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        14         10          7         26         29         46         42:
Old  :        70:        14         10          7         26         29         46         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  :                 23.4       18.6       34.5       29.9       19.9       15.5       28.4       24.4
Old  :                 23.4       18.6       34.5       29.9       19.9       15.5       28.4       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders - Futures Only, March 6, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    10,350:     6,251        743          0      2,684      9,340      8,935     10,083:     1,415        267
Old  :    10,350:     6,251        743          0      2,684      9,340      8,935     10,083:     1,415        267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :       822:       898         98          0        -70        598        828        696:        -6        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.4        7.2        0.0       25.9       90.2       86.3       97.4:      13.7        2.6
Old  :     100.0:      60.4        7.2        0.0       25.9       90.2       86.3       97.4:      13.7        2.6
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  :        22:        11          2          0          6          3         17          5:
Old  :        22:        11          2          0          6          3         17          5:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       96.1       68.6       97.4       50.6       96.1       68.6       97.4
Old  :                 50.6       96.1       68.6       97.4       50.6       96.1       68.6       97.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 9, 2012