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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :     6,930:       496        130        156      5,550      5,812      6,202      6,099:       728        832
Old  :     6,930:       496        130        156      5,550      5,812      6,202      6,099:       728        832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :       172:        52         10          6        129        120        187        136:       -14         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        1.9        2.3       80.1       83.9       89.5       88.0:      10.5       12.0
Old  :     100.0:       7.2        1.9        2.3       80.1       83.9       89.5       88.0:      10.5       12.0
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  :        23:         3          2          2         14         11         19         13:
Old  :        23:         3          2          2         14         11         19         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.8       69.2       79.0       82.4       66.8       68.6       78.3       78.1
Old  :                 66.8       69.2       79.0       82.4       66.8       68.6       78.3       78.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :    56,293:     7,286      4,111     13,333     30,095     25,720     50,714     43,164:     5,579     13,129
Old  :    56,293:     7,286      4,111     13,333     30,095     25,720     50,714     43,164:     5,579     13,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     1,192:       916       -221        169        531      1,392      1,616      1,340:      -424       -148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        7.3       23.7       53.5       45.7       90.1       76.7:       9.9       23.3
Old  :     100.0:      12.9        7.3       23.7       53.5       45.7       90.1       76.7:       9.9       23.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        18         15         22         35         33         64         60:
Old  :        79:        18         15         22         35         33         64         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       26.8       53.3       39.1       37.7       25.4       47.2       34.0
Old  :                 39.2       26.8       53.3       39.1       37.7       25.4       47.2       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   318,020:    63,594     55,087     93,798    127,505    124,474    284,896    273,358:    33,123     44,661
Old  :   271,744:    56,808     62,059     75,045    114,587     98,353    246,440    235,457:    25,304     36,287
Other:    46,275:    14,802      1,044     10,736     12,918     26,121     38,456     37,901:     7,819      8,374
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     7,139:     4,457     11,388       -285      2,085     -3,912      6,257      7,191:       882        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       17.3       29.5       40.1       39.1       89.6       86.0:      10.4       14.0
Old  :     100.0:      20.9       22.8       27.6       42.2       36.2       90.7       86.6:       9.3       13.4
Other:     100.0:      32.0        2.3       23.2       27.9       56.4       83.1       81.9:      16.9       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:        96        108        133         68         74        239        259:
Old  :       305:        84        125        127         62         74        226        258:
Other:       124:        42          8         33         45         53        101         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       14.7       28.7       23.0       16.6       12.5       25.7       17.7
Old  :                 19.3       15.0       30.6       23.2       18.6       12.5       28.2       17.8
Other:                 23.9       23.4       37.2       35.8       21.9       20.3       30.4       27.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   454,276:   121,328     47,582    135,493    166,175    195,716    422,996    378,791:    31,279     75,485
Old  :   454,276:   121,328     47,582    135,493    166,175    195,716    422,996    378,791:    31,279     75,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     7,780:     2,315      7,464      2,429      2,237       -547      6,982      9,346:       798     -1,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       10.5       29.8       36.6       43.1       93.1       83.4:       6.9       16.6
Old  :     100.0:      26.7       10.5       29.8       36.6       43.1       93.1       83.4:       6.9       16.6
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  :       433:       140        109        160        107        159        324        359:
Old  :       433:       140        109        160        107        159        324        359:
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  :                 18.0       14.2       28.7       21.2       17.2       10.6       27.1       15.4
Old  :                 18.0       14.2       28.7       21.2       17.2       10.6       27.1       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,891:     4,157      3,578      1,172      2,868      3,336      8,197      8,085:     1,694      1,805
Old  :     9,891:     4,157      3,578      1,172      2,868      3,336      8,197      8,085:     1,694      1,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :      -635:        35        474       -574        238       -393       -300       -493:      -335       -142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0       36.2       11.8       29.0       33.7       82.9       81.7:      17.1       18.3
Old  :     100.0:      42.0       36.2       11.8       29.0       33.7       82.9       81.7:      17.1       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        30         24         21         20         22         63         61:
Old  :        89:        30         24         21         20         22         63         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       27.6       51.1       42.2       36.2       27.6       49.4       41.8
Old  :                 36.2       27.6       51.1       42.2       36.2       27.6       49.4       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    56,590:    20,539      3,699     15,090     10,098     12,550     45,726     31,338:    10,864     25,252
Old  :    56,590:    20,539      3,699     15,090     10,098     12,550     45,726     31,338:    10,864     25,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    -1,730:      -470        -81        301     -1,048       -531     -1,216       -311:      -514     -1,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        6.5       26.7       17.8       22.2       80.8       55.4:      19.2       44.6
Old  :     100.0:      36.3        6.5       26.7       17.8       22.2       80.8       55.4:      19.2       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  :       206:        65         41         50         58         75        147        151:
Old  :       206:        65         41         50         58         75        147        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1        9.8       24.9       16.1       14.2        6.3       21.8       10.1
Old  :                 16.1        9.8       24.9       16.1       14.2        6.3       21.8       10.1
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 with Delta-adjusted Options and Futures Combined, March 27, 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  :    10,294:       241      5,212         97      8,899      3,203      9,237      8,512:     1,057      1,782
Old  :     9,637:       214      5,056         92      8,308      3,000      8,614      8,148:     1,023      1,489
Other:       657:        29        158          4        591        203        623        364:        34        292
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :       572:       -10        496          8        610          6        607        509:       -35         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       50.6        0.9       86.4       31.1       89.7       82.7:      10.3       17.3
Old  :     100.0:       2.2       52.5        1.0       86.2       31.1       89.4       84.5:      10.6       15.5
Other:     100.0:       4.4       24.0        0.6       89.9       30.9       94.9       55.5:       5.1       44.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          8          4         14         11         19         20:
Old  :        30:         2          8          4         14         11         19         20:
Other:        18:         2          5          1          9          3         11          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 78.0       58.2       84.6       72.4       78.0       58.1       83.8       71.0
Old  :                 77.7       59.9       84.1       73.8       77.7       59.8       83.4       72.2
Other:                 86.3       52.2       93.2       55.3       86.3       52.2       93.1       54.1
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   126,136:    11,349      6,333      3,193    111,037    116,459    125,579    125,985:       557        151
Old  :   126,136:    11,349      6,333      3,193    111,037    116,459    125,579    125,985:       557        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :      -104:      -337         40          0        201       -106       -136        -66:        32        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        5.0        2.5       88.0       92.3       99.6       99.9:       0.4        0.1
Old  :     100.0:       9.0        5.0        2.5       88.0       92.3       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          3          1         14         14         18         18:
Old  :        22:         4          3          1         14         14         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.4       74.5       88.5       88.9       30.2       31.2       38.0       36.9
Old  :                 74.4       74.5       88.5       88.9       30.2       31.2       38.0       36.9
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 with Delta-adjusted Options and Futures Combined, March 27, 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  :   129,603:    53,149     29,241      2,973     33,712     79,018     89,834    111,232:    39,769     18,370
Old  :   129,603:    53,149     29,241      2,973     33,712     79,018     89,834    111,232:    39,769     18,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :   -66,535:    -9,345      9,200    -18,883    -33,794    -51,178    -62,022    -60,861:    -4,513     -5,674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0       22.6        2.3       26.0       61.0       69.3       85.8:      30.7       14.2
Old  :     100.0:      41.0       22.6        2.3       26.0       61.0       69.3       85.8:      30.7       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        36         10         10         24         25         64         41:
Old  :        78:        36         10         10         24         25         64         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       51.3       39.8       67.8       30.9       51.2       39.2       67.4
Old  :                 31.4       51.3       39.8       67.8       30.9       51.2       39.2       67.4
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 with Delta-adjusted Options and Futures Combined, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    43,808:     6,293     21,211        513     24,743      8,031     31,550     29,755:    12,258     14,053
Old  :    43,808:     6,293     21,211        513     24,743      8,031     31,550     29,755:    12,258     14,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :      -775:    -5,454     -1,556         -1      2,360      3,695     -3,095      2,138:     2,320     -2,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       48.4        1.2       56.5       18.3       72.0       67.9:      28.0       32.1
Old  :     100.0:      14.4       48.4        1.2       56.5       18.3       72.0       67.9:      28.0       32.1
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  :        34:         8         13          4          8         10         18         25:
Old  :        34:         8         13          4          8         10         18         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  :                 53.6       39.4       63.5       50.9       53.6       39.4       62.8       50.9
Old  :                 53.6       39.4       63.5       50.9       53.6       39.4       62.8       50.9
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 with Delta-adjusted Options and Futures Combined, March 27, 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  :   178,551:    91,900      9,067        371     78,429    166,888    170,700    176,326:     7,851      2,225
Old  :   178,551:    91,900      9,067        371     78,429    166,888    170,700    176,326:     7,851      2,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     3,860:     4,418    -54,086         98     -1,074     60,733      3,442      6,745:       418     -2,885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5        5.1        0.2       43.9       93.5       95.6       98.8:       4.4        1.2
Old  :     100.0:      51.5        5.1        0.2       43.9       93.5       95.6       98.8:       4.4        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        63          9          2         18         19         82         29:
Old  :       107:        63          9          2         18         19         82         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       57.9       75.3       82.8       53.0       57.9       73.6       82.8
Old  :                 53.0       57.9       75.3       82.8       53.0       57.9       73.6       82.8
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 with Delta-adjusted Options and Futures Combined, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   141,842:    25,436     37,996      2,878     87,644     76,575    115,958    117,448:    25,885     24,394
Old  :   141,842:    25,436     37,996      2,878     87,644     76,575    115,958    117,448:    25,885     24,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    -5,473:       389     -3,790        594    -11,570       -547    -10,587     -3,743:     5,114     -1,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       26.8        2.0       61.8       54.0       81.8       82.8:      18.2       17.2
Old  :     100.0:      17.9       26.8        2.0       61.8       54.0       81.8       82.8:      18.2       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        25         24          8         26         28         54         57:
Old  :        86:        25         24          8         26         28         54         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       49.6       54.6       57.7       40.6       47.5       54.0       55.6
Old  :                 40.7       49.6       54.6       57.7       40.6       47.5       54.0       55.6
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 with Delta-adjusted Options and Futures Combined, March 27, 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  :   164,786:    11,086     78,551      9,271    130,473     26,203    150,829    114,024:    13,957     50,762
Old  :   164,786:    11,086     78,551      9,271    130,473     26,203    150,829    114,024:    13,957     50,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     5,809:   -24,005     17,591        287     30,752    -13,677      7,034      4,200:    -1,225      1,608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       47.7        5.6       79.2       15.9       91.5       69.2:       8.5       30.8
Old  :     100.0:       6.7       47.7        5.6       79.2       15.9       91.5       69.2:       8.5       30.8
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  :       113:        20         56         26         27         25         61         93:
Old  :       113:        20         56         26         27         25         61         93:
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  :                 47.6       25.6       64.2       33.4       47.0       25.6       62.4       33.2
Old  :                 47.6       25.6       64.2       33.4       47.0       25.6       62.4       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   284,400:    32,635    121,815     31,455    181,507     65,385    245,597    218,656:    38,803     65,744
Old  :   284,400:    32,635    121,815     31,455    181,507     65,385    245,597    218,656:    38,803     65,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :   -16,880:   -17,145     -9,951      1,885     -6,863     -8,265    -22,122    -16,330:     5,242       -550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       42.8       11.1       63.8       23.0       86.4       76.9:      13.6       23.1
Old  :     100.0:      11.5       42.8       11.1       63.8       23.0       86.4       76.9:      13.6       23.1
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  :       182:        35         79         49         48         48        116        143:
Old  :       182:        35         79         49         48         48        116        143:
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  :                 32.6       25.6       46.6       33.9       32.2       25.5       44.6       31.8
Old  :                 32.6       25.6       46.6       33.9       32.2       25.5       44.6       31.8
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 with Delta-adjusted Options and Futures Combined, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    20,247:    14,046     10,062        152      2,594      8,703     16,792     18,917:     3,455      1,330
Old  :    20,247:    14,046     10,062        152      2,594      8,703     16,792     18,917:     3,455      1,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :       -41:      -640       -414        -64        294        946       -410        468:       369       -509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.4       49.7        0.8       12.8       43.0       82.9       93.4:      17.1        6.6
Old  :     100.0:      69.4       49.7        0.8       12.8       43.0       82.9       93.4:      17.1        6.6
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  :        47:        23         12          1          4          8         27         21:
Old  :        47:        23         12          1          4          8         27         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       66.6       62.5       80.3       49.1       66.6       62.5       80.3
Old  :                 49.1       66.6       62.5       80.3       49.1       66.6       62.5       80.3
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 with Delta-adjusted Options and Futures Combined, March 27, 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  :13,399,133:   637,032    527,502  5,204,903  6,701,353  6,690,567 12,543,288 12,422,972:   855,845    976,161
Old  :13,399,133:   637,032    527,502  5,204,903  6,701,353  6,690,567 12,543,288 12,422,972:   855,845    976,161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    20,121:    73,455    -24,228   -165,477     58,470    204,478    -33,552     14,773:    53,673      5,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        3.9       38.8       50.0       49.9       93.6       92.7:       6.4        7.3
Old  :     100.0:       4.8        3.9       38.8       50.0       49.9       93.6       92.7:       6.4        7.3
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  :       272:        56         58        101        141        141        259        248:
Old  :       272:        56         58        101        141        141        259        248:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       20.7       30.3       33.5       11.4       12.2       15.9       14.7
Old  :                 19.4       20.7       30.3       33.5       11.4       12.2       15.9       14.7
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 with Delta-adjusted Options and Futures Combined, March 27, 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  :   918,825:    81,086    110,619     61,267    630,078    625,685    772,431    797,572:   146,394    121,253
Old  :   918,825:    81,086    110,619     61,267    630,078    625,685    772,431    797,572:   146,394    121,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    22,256:     3,185       -754      5,521      6,498     16,630     15,204     21,397:     7,053        859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       12.0        6.7       68.6       68.1       84.1       86.8:      15.9       13.2
Old  :     100.0:       8.8       12.0        6.7       68.6       68.1       84.1       86.8:      15.9       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       575:       109        131        100        244        227        415        396:
Old  :       575:       109        131        100        244        227        415        396:
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  :                 14.2       12.7       21.7       21.4       13.0       12.3       19.9       19.1
Old  :                 14.2       12.7       21.7       21.4       13.0       12.3       19.9       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   306,008:    13,368      7,602     26,247    199,954    203,944    239,570    237,793:    66,438     68,215
Old  :   306,008:    13,368      7,602     26,247    199,954    203,944    239,570    237,793:    66,438     68,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     9,744:     1,814      1,801      3,140      2,416      4,734      7,370      9,674:     2,374         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        2.5        8.6       65.3       66.6       78.3       77.7:      21.7       22.3
Old  :     100.0:       4.4        2.5        8.6       65.3       66.6       78.3       77.7:      21.7       22.3
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  :       130:        19         21         34         71         62        110         97:
Old  :       130:        19         21         34         71         62        110         97:
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  :                 20.5       18.0       30.6       30.0       18.2       17.7       25.5       26.7
Old  :                 20.5       18.0       30.6       30.0       18.2       17.7       25.5       26.7
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 with Delta-adjusted Options and Futures Combined, March 27, 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  : 3,064,087:   361,425    537,923    152,265  2,150,617  2,108,708  2,664,308  2,798,896:   399,779    265,191
Old  : 3,064,087:   361,425    537,923    152,265  2,150,617  2,108,708  2,664,308  2,798,896:   399,779    265,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    62,560:    21,301      1,672     -2,537     20,405     59,480     39,169     58,615:    23,391      3,945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       17.6        5.0       70.2       68.8       87.0       91.3:      13.0        8.7
Old  :     100.0:      11.8       17.6        5.0       70.2       68.8       87.0       91.3:      13.0        8.7
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  :       533:       102        121         86        218        212        372        367:
Old  :       533:       102        121         86        218        212        372        367:
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  :                 18.3       12.9       26.5       20.7       17.5       12.4       24.7       19.2
Old  :                 18.3       12.9       26.5       20.7       17.5       12.4       24.7       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   100,642:    13,095      5,171          0     77,394     92,634     90,489     97,805:    10,153      2,837
Old  :   100,642:    13,095      5,171          0     77,394     92,634     90,489     97,805:    10,153      2,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     1,693:      -810        632        -26      2,503      1,902      1,667      2,508:        26       -815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        5.1        0.0       76.9       92.0       89.9       97.2:      10.1        2.8
Old  :     100.0:      13.0        5.1        0.0       76.9       92.0       89.9       97.2:      10.1        2.8
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  :        98:        13          4          0         58         37         71         41:
Old  :        98:        13          4          0         58         37         71         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       46.9       43.1       64.9       30.8       44.1       42.3       61.6
Old  :                 30.8       46.9       43.1       64.9       30.8       44.1       42.3       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :    89,534:    25,078      8,252      2,255     56,422     71,724     83,756     82,231:     5,778      7,303
Old  :    89,534:    25,078      8,252      2,255     56,422     71,724     83,756     82,231:     5,778      7,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :      -782:    -1,557        -68        549       -173     -2,580     -1,181     -2,099:       399      1,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        9.2        2.5       63.0       80.1       93.5       91.8:       6.5        8.2
Old  :     100.0:      28.0        9.2        2.5       63.0       80.1       93.5       91.8:       6.5        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        79         46         17         74         83        160        139:
Old  :       259:        79         46         17         74         83        160        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       33.3       47.0       47.9       36.5       33.3       46.8       47.9
Old  :                 36.5       33.3       47.0       47.9       36.5       33.3       46.8       47.9
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 with Delta-adjusted Options and Futures Combined, March 27, 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  :   447,672:   125,392     41,259     11,277    282,112    358,621    418,781    411,157:    28,892     36,515
Old  :   447,672:   125,392     41,259     11,277    282,112    358,621    418,781    411,157:    28,892     36,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    -3,908:    -7,785       -339      2,747       -865    -12,901     -5,903    -10,493:     1,995      6,585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        9.2        2.5       63.0       80.1       93.5       91.8:       6.5        8.2
Old  :     100.0:      28.0        9.2        2.5       63.0       80.1       93.5       91.8:       6.5        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        79         46         17         74         83        160        139:
Old  :       259:        79         46         17         74         83        160        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       33.3       47.0       47.9       36.5       33.3       46.8       47.9
Old  :                 36.5       33.3       47.0       47.9       36.5       33.3       46.8       47.9
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 with Delta-adjusted Options and Futures Combined, March 27, 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  :   157,558:    91,287     31,894      5,475     31,895     99,358    128,656    136,726:    28,902     20,832
Old  :   157,558:    91,287     31,894      5,475     31,895     99,358    128,656    136,726:    28,902     20,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :   -12,446:    -5,436    -20,255      1,519     -5,463      7,645     -9,381    -11,091:    -3,065     -1,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.9       20.2        3.5       20.2       63.1       81.7       86.8:      18.3       13.2
Old  :     100.0:      57.9       20.2        3.5       20.2       63.1       81.7       86.8:      18.3       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        33         25         17         23         27         67         58:
Old  :        94:        33         25         17         23         27         67         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       47.2       59.3       61.8       51.5       46.8       59.2       60.7
Old  :                 51.5       47.2       59.3       61.8       51.5       46.8       59.2       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :    45,659:     7,467     18,304          0     31,768      5,183     39,235     23,487:     6,424     22,172
Old  :    45,659:     7,467     18,304          0     31,768      5,183     39,235     23,487:     6,424     22,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :       749:       739        925          0        407        -10      1,146        915:      -397       -166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       40.1        0.0       69.6       11.4       85.9       51.4:      14.1       48.6
Old  :     100.0:      16.4       40.1        0.0       69.6       11.4       85.9       51.4:      14.1       48.6
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  :        53:        16          8          0         26          7         42         15:
Old  :        53:        16          8          0         26          7         42         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       44.2       52.1       48.9       38.4       44.2       52.1       48.9
Old  :                 38.4       44.2       52.1       48.9       38.4       44.2       52.1       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :    46,875:    18,312      2,588      3,383     17,408     13,095     39,103     19,066:     7,772     27,809
Old  :    46,875:    18,312      2,588      3,383     17,408     13,095     39,103     19,066:     7,772     27,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     1,703:       331       -626      2,550     -2,409      4,612        472      6,536:     1,231     -4,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1        5.5        7.2       37.1       27.9       83.4       40.7:      16.6       59.3
Old  :     100.0:      39.1        5.5        7.2       37.1       27.9       83.4       40.7:      16.6       59.3
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  :        51:        11          4          3         21         23         34         28:
Old  :        51:        11          4          3         21         23         34         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       17.0       59.4       27.1       42.1       15.1       53.9       22.1
Old  :                 46.1       17.0       59.4       27.1       42.1       15.1       53.9       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 30, 2012