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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, April 24, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     5,621:       305        107         60      4,659      4,741      5,024      4,908:       597        713
Old  :     5,621:       305        107         60      4,659      4,741      5,024      4,908:       597        713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :       141:        -1         14         -3        123        261        119        272:        22       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        1.9        1.1       82.9       84.3       89.4       87.3:      10.6       12.7
Old  :     100.0:       5.4        1.9        1.1       82.9       84.3       89.4       87.3:      10.6       12.7
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  :        22:         3          1          2         12         12         16         14:
Old  :        22:         3          1          2         12         12         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       63.9       83.1       78.9       67.6       63.2       80.8       74.5
Old  :                 67.6       63.9       83.1       78.9       67.6       63.2       80.8       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, April 24, 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  :    29,498:     5,801      7,977        816     19,221     15,700     25,838     24,493:     3,660      5,005
Old  :    29,498:     5,801      7,977        816     19,221     15,700     25,838     24,493:     3,660      5,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :       833:       549        611        -19        197        332        727        924:       106        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       27.0        2.8       65.2       53.2       87.6       83.0:      12.4       17.0
Old  :     100.0:      19.7       27.0        2.8       65.2       53.2       87.6       83.0:      12.4       17.0
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  :        71:        13         17         14         27         23         46         48:
Old  :        71:        13         17         14         27         23         46         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       35.3       63.7       51.8       46.3       34.4       61.8       50.8
Old  :                 48.1       35.3       63.7       51.8       46.3       34.4       61.8       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, April 24, 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  :   267,162:    67,320     79,405     53,507    118,267     96,644    239,094    229,556:    28,068     37,606
Old  :   216,005:    59,937     77,933     39,462     96,238     69,794    195,637    187,189:    20,368     28,816
Other:    51,157:    15,956     10,045      5,472     22,029     26,850     43,457     42,367:     7,700      8,790
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    12,896:    -2,206      1,760      7,807      5,834      1,469     11,435     11,036:     1,461      1,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       29.7       20.0       44.3       36.2       89.5       85.9:      10.5       14.1
Old  :     100.0:      27.7       36.1       18.3       44.6       32.3       90.6       86.7:       9.4       13.3
Other:     100.0:      31.2       19.6       10.7       43.1       52.5       84.9       82.8:      15.1       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        88        101        116         57         75        209        248:
Old  :       292:        75        120        106         44         70        188        239:
Other:       131:        29         24         27         44         57         91         95:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       12.6       33.9       19.8       19.0       11.8       31.1       17.6
Old  :                 21.8       13.9       33.6       21.8       21.8       12.4       31.4       18.4
Other:                 36.7       19.3       50.5       33.2       36.7       18.3       49.3       29.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, April 24, 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  :   354,253:   124,391     89,660     49,510    150,202    161,840    324,103    301,010:    30,150     53,243
Old  :   354,253:   124,391     89,660     49,510    150,202    161,840    324,103    301,010:    30,150     53,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :     4,295:     3,377       -240      4,429     -3,690      2,431      4,116      6,620:       179     -2,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       25.3       14.0       42.4       45.7       91.5       85.0:       8.5       15.0
Old  :     100.0:      35.1       25.3       14.0       42.4       45.7       91.5       85.0:       8.5       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       409:       107        122        116         89        150        257        341:
Old  :       409:       107        122        116         89        150        257        341:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       12.6       33.9       19.9       20.7       12.3       33.0       18.9
Old  :                 20.7       12.6       33.9       19.9       20.7       12.3       33.0       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, April 24, 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  :     9,356:     4,177      3,976        736      2,824      3,191      7,737      7,903:     1,619      1,453
Old  :     9,356:     4,177      3,976        736      2,824      3,191      7,737      7,903:     1,619      1,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :      -563:      -144       -351       -239       -249        284       -632       -306:        69       -257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6       42.5        7.9       30.2       34.1       82.7       84.5:      17.3       15.5
Old  :     100.0:      44.6       42.5        7.9       30.2       34.1       82.7       84.5:      17.3       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        26         25         11         16         20         50         49:
Old  :        75:        26         25         11         16         20         50         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       27.7       52.5       44.6       35.9       27.7       51.4       44.4
Old  :                 35.9       27.7       52.5       44.6       35.9       27.7       51.4       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, April 24, 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  :    41,099:    14,215      8,549      6,242     13,320      9,227     33,777     24,018:     7,322     17,081
Old  :    41,099:    14,215      8,549      6,242     13,320      9,227     33,777     24,018:     7,322     17,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :       686:      -478      1,096       -428        719       -480       -187        188:       873        498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       20.8       15.2       32.4       22.5       82.2       58.4:      17.8       41.6
Old  :     100.0:      34.6       20.8       15.2       32.4       22.5       82.2       58.4:      17.8       41.6
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  :       159:        39         46         37         39         47        100        113:
Old  :       159:        39         46         37         39         47        100        113:
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  :                 19.8       12.1       33.5       20.8       19.8       10.7       31.2       16.9
Old  :                 19.8       12.1       33.5       20.8       19.8       10.7       31.2       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, April 24, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     9,871:       331      4,887         69      8,881      3,325      9,281      8,281:       590      1,590
Old  :     8,998:       299      4,637         69      8,066      3,078      8,434      7,784:       564      1,214
Other:       873:        32        250          0        815        247        847        497:        26        376
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :       810:         6        367          8        768        325        782        700:        28        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       49.5        0.7       90.0       33.7       94.0       83.9:       6.0       16.1
Old  :     100.0:       3.3       51.5        0.8       89.6       34.2       93.7       86.5:       6.3       13.5
Other:     100.0:       3.7       28.6        0.0       93.4       28.3       97.0       56.9:       3.0       43.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2         10          4         14         10         19         21:
Old  :        32:         2         10          4         14         10         19         21:
Other:        21:         2          5          0         10          5         12         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 79.3       59.9       87.8       73.5       79.0       59.6       86.3       70.3
Old  :                 78.7       61.1       87.1       75.5       78.3       60.8       85.7       72.0
Other:                 86.1       53.6       95.0       56.5       86.1       53.6       95.0       56.5
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, April 24, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   125,423:     9,085      6,413      3,258    112,419    115,636    124,762    125,307:       661        116
Old  :   125,423:     9,085      6,413      3,258    112,419    115,636    124,762    125,307:       661        116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :        57:      -221         95          0        277        -70         56         25:         1         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        5.1        2.6       89.6       92.2       99.5       99.9:       0.5        0.1
Old  :     100.0:       7.2        5.1        2.6       89.6       92.2       99.5       99.9:       0.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5          3          2         16         16         21         21:
Old  :        27:         5          3          2         16         16         21         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  :                 72.9       72.4       87.1       87.0       31.1       31.8       38.6       37.8
Old  :                 72.9       72.4       87.1       87.0       31.1       31.8       38.6       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, April 24, 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  :   134,899:    63,028     18,804        522     30,013     98,096     93,563    117,422:    41,336     17,477
Old  :   134,899:    63,028     18,804        522     30,013     98,096     93,563    117,422:    41,336     17,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :     6,058:     4,709     -1,487        -18     -1,128      8,504      3,563      6,999:     2,495       -941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7       13.9        0.4       22.2       72.7       69.4       87.0:      30.6       13.0
Old  :     100.0:      46.7       13.9        0.4       22.2       72.7       69.4       87.0:      30.6       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        35         13          5         20         26         57         42:
Old  :        83:        35         13          5         20         26         57         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       50.6       43.9       67.8       34.9       50.5       43.2       67.3
Old  :                 35.3       50.6       43.9       67.8       34.9       50.5       43.2       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, April 24, 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  :    40,155:     4,312     20,953        120     23,619      4,334     28,051     25,407:    12,104     14,748
Old  :    40,155:     4,312     20,953        120     23,619      4,334     28,051     25,407:    12,104     14,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -1,203:    -1,728      1,151         22     -2,197       -335     -3,903        838:     2,700     -2,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       52.2        0.3       58.8       10.8       69.9       63.3:      30.1       36.7
Old  :     100.0:      10.7       52.2        0.3       58.8       10.8       69.9       63.3:      30.1       36.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         5         13          2          9          9         15         23:
Old  :        32:         5         13          2          9          9         15         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       36.1       63.0       46.5       54.6       36.1       62.4       46.5
Old  :                 54.6       36.1       63.0       46.5       54.6       36.1       62.4       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, April 24, 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  :   162,405:    58,544     18,336        467     98,207    140,344    157,218    159,147:     5,187      3,258
Old  :   162,405:    58,544     18,336        467     98,207    140,344    157,218    159,147:     5,187      3,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -5,213:    -5,304        589       -113      1,296     -6,727     -4,121     -6,251:    -1,092      1,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       11.3        0.3       60.5       86.4       96.8       98.0:       3.2        2.0
Old  :     100.0:      36.0       11.3        0.3       60.5       86.4       96.8       98.0:       3.2        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        37         24          3         20         16         59         41:
Old  :        94:        37         24          3         20         16         59         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  :                 57.6       60.0       80.1       80.0       57.6       60.0       79.0       80.0
Old  :                 57.6       60.0       80.1       80.0       57.6       60.0       79.0       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, April 24, 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  :   173,368:    47,435     39,899        233     89,980    113,492    137,648    153,624:    35,720     19,744
Old  :   173,368:    47,435     39,899        233     89,980    113,492    137,648    153,624:    35,720     19,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    16,353:    14,214     -6,373       -359     -8,127     23,786      5,728     17,054:    10,625       -701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       23.0        0.1       51.9       65.5       79.4       88.6:      20.6       11.4
Old  :     100.0:      27.4       23.0        0.1       51.9       65.5       79.4       88.6:      20.6       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        40         22          4         21         28         62         53:
Old  :       102:        40         22          4         21         28         62         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       51.3       51.7       62.7       40.5       48.5       50.5       59.9
Old  :                 40.6       51.3       51.7       62.7       40.5       48.5       50.5       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, April 24, 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  :   137,636:    12,669     68,572        145    113,918     27,577    126,732     96,294:    10,904     41,342
Old  :   137,636:    12,669     68,572        145    113,918     27,577    126,732     96,294:    10,904     41,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -6,532:    -4,248     -6,148          9     -4,031      1,269     -8,270     -4,870:     1,738     -1,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       49.8        0.1       82.8       20.0       92.1       70.0:       7.9       30.0
Old  :     100.0:       9.2       49.8        0.1       82.8       20.0       92.1       70.0:       7.9       30.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        12         43          3         22         17         36         61:
Old  :        89:        12         43          3         22         17         36         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  :                 60.4       35.2       72.7       43.4       60.4       35.2       72.4       43.4
Old  :                 60.4       35.2       72.7       43.4       60.4       35.2       72.4       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, April 24, 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  :   287,215:    36,289    149,656      1,483    219,295     70,017    257,067    221,156:    30,148     66,059
Old  :   287,215:    36,289    149,656      1,483    219,295     70,017    257,067    221,156:    30,148     66,059
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -8,629:    -4,021     -8,779       -126     -6,813       -268    -10,960     -9,173:     2,331        544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       52.1        0.5       76.4       24.4       89.5       77.0:      10.5       23.0
Old  :     100.0:      12.6       52.1        0.5       76.4       24.4       89.5       77.0:      10.5       23.0
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  :       177:        28         77         11         47         43         83        123:
Old  :       177:        28         77         11         47         43         83        123:
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  :                 40.9       33.3       57.6       39.6       40.9       32.2       57.5       38.5
Old  :                 40.9       33.3       57.6       39.6       40.9       32.2       57.5       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, April 24, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    20,616:    15,277     14,517      1,256      3,661      4,008     20,194     19,781:       422        835
Old  :    20,616:    15,277     14,517      1,256      3,661      4,008     20,194     19,781:       422        835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :     2,917:      -539        831      1,090      2,282        645      2,833      2,566:        84        351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.1       70.4        6.1       17.8       19.4       98.0       95.9:       2.0        4.1
Old  :     100.0:      74.1       70.4        6.1       17.8       19.4       98.0       95.9:       2.0        4.1
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  :        21:        10          3          2          6          4         16          9:
Old  :        21:        10          3          2          6          4         16          9:
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  :                 79.0       85.4       91.8       95.8       72.9       83.7       83.0       86.2
Old  :                 79.0       85.4       91.8       95.8       72.9       83.7       83.0       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, April 24, 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  :    19,126:    13,984      4,498        101      1,304     13,030     15,389     17,629:     3,737      1,497
Old  :    19,126:    13,984      4,498        101      1,304     13,030     15,389     17,629:     3,737      1,497
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -4,826:    -3,015       -562        101     -1,847     -4,171     -4,761     -4,632:       -65       -194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.1       23.5        0.5        6.8       68.1       80.5       92.2:      19.5        7.8
Old  :     100.0:      73.1       23.5        0.5        6.8       68.1       80.5       92.2:      19.5        7.8
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  :        47:        21         14          1          5          8         26         23:
Old  :        47:        21         14          1          5          8         26         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       64.5       60.8       75.8       47.1       64.5       60.8       75.8
Old  :                 47.1       64.5       60.8       75.8       47.1       64.5       60.8       75.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, April 24, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  : 8,698,761:   887,019    894,021  1,616,667  5,326,380  5,237,246  7,830,066  7,747,934:   868,695    950,827
Old  : 8,698,761:   887,019    894,021  1,616,667  5,326,380  5,237,246  7,830,066  7,747,934:   868,695    950,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :   181,745:    60,927     52,109     24,481     67,770     72,382    153,178    148,972:    28,567     32,773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       10.3       18.6       61.2       60.2       90.0       89.1:      10.0       10.9
Old  :     100.0:      10.2       10.3       18.6       61.2       60.2       90.0       89.1:      10.0       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        53         45         78        132        137        228        230:
Old  :       255:        53         45         78        132        137        228        230:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       22.8       34.8       35.2       18.4       17.1       27.0       23.1
Old  :                 21.2       22.8       34.8       35.2       18.4       17.1       27.0       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, April 24, 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  :   805,068:    82,948    110,424     16,019    554,635    558,730    653,602    685,172:   151,467    119,896
Old  :   805,068:    82,948    110,424     16,019    554,635    558,730    653,602    685,172:   151,467    119,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :     8,933:    -9,639      1,864       -660     14,765      1,534      4,466      2,738:     4,467      6,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       13.7        2.0       68.9       69.4       81.2       85.1:      18.8       14.9
Old  :     100.0:      10.3       13.7        2.0       68.9       69.4       81.2       85.1:      18.8       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       537:        95        106         52        233        227        354        359:
Old  :       537:        95        106         52        233        227        354        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  :                 14.3       12.7       22.1       21.6       13.0       12.2       20.5       20.7
Old  :                 14.3       12.7       22.1       21.6       13.0       12.2       20.5       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, April 24, 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  :   241,126:    11,245      9,601      1,722    161,907    154,920    174,874    166,243:    66,252     74,883
Old  :   241,126:    11,245      9,601      1,722    161,907    154,920    174,874    166,243:    66,252     74,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :     5,866:    -3,270      2,962        153      7,863     -1,377      4,746      1,738:     1,120      4,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        4.0        0.7       67.1       64.2       72.5       68.9:      27.5       31.1
Old  :     100.0:       4.7        4.0        0.7       67.1       64.2       72.5       68.9:      27.5       31.1
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  :       106:         9         12          6         57         52         68         68:
Old  :       106:         9         12          6         57         52         68         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       21.1       35.0       32.2       22.6       20.9       32.6       32.0
Old  :                 24.7       21.1       35.0       32.2       22.6       20.9       32.6       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, April 24, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,819,711:   385,332    530,932     44,667  1,963,639  2,019,048  2,393,638  2,594,647:   426,073    225,064
Old  : 2,819,711:   385,332    530,932     44,667  1,963,639  2,019,048  2,393,638  2,594,647:   426,073    225,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    15,334:   -32,098     -5,744     -3,813     34,511     14,555     -1,400      4,998:    16,734     10,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       18.8        1.6       69.6       71.6       84.9       92.0:      15.1        8.0
Old  :     100.0:      13.7       18.8        1.6       69.6       71.6       84.9       92.0:      15.1        8.0
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  :       509:        94        104         45        200        206        318        331:
Old  :       509:        94        104         45        200        206        318        331:
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  :                 16.9       13.6       25.7       22.4       16.4       13.1       24.6       21.4
Old  :                 16.9       13.6       25.7       22.4       16.4       13.1       24.6       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, April 24, 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  :   100,884:    12,254      8,991         53     79,775     87,900     92,082     96,944:     8,802      3,940
Old  :   100,884:    12,254      8,991         53     79,775     87,900     92,082     96,944:     8,802      3,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :       863:    -1,559        814         53      2,629       -269      1,123        598:      -260        265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        8.9        0.1       79.1       87.1       91.3       96.1:       8.7        3.9
Old  :     100.0:      12.1        8.9        0.1       79.1       87.1       91.3       96.1:       8.7        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:         9          8          2         59         33         69         42:
Old  :        97:         9          8          2         59         33         69         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       44.5       42.2       61.7       30.5       44.4       41.5       61.5
Old  :                 30.5       44.5       42.2       61.7       30.5       44.4       41.5       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, April 24, 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  :    98,447:    28,231      6,792      1,678     57,388     83,710     87,297     92,180:    11,150      6,267
Old  :    98,447:    28,231      6,792      1,678     57,388     83,710     87,297     92,180:    11,150      6,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -2,581:    -1,930        -84        663     -1,708     -2,427     -2,976     -1,848:       395       -732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        6.9        1.7       58.3       85.0       88.7       93.6:      11.3        6.4
Old  :     100.0:      28.7        6.9        1.7       58.3       85.0       88.7       93.6:      11.3        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        70         33         13         73         82        152        120:
Old  :       234:        70         33         13         73         82        152        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       37.5       38.1       52.4       26.8       33.8       37.3       47.0
Old  :                 26.8       37.5       38.1       52.4       26.8       33.8       37.3       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, April 24, 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  :    15,220:       817        489        474      8,535     13,193      9,826     14,156:     5,394      1,064
Old  :    15,220:       817        489        474      8,535     13,193      9,826     14,156:     5,394      1,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :     2,231:       145          3        474      1,546      1,519      2,165      1,996:        66        235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        3.2        3.1       56.1       86.7       64.6       93.0:      35.4        7.0
Old  :     100.0:       5.4        3.2        3.1       56.1       86.7       64.6       93.0:      35.4        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          2          1          7         10         10         12:
Old  :        21:         2          2          1          7         10         10         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       69.8       59.9       83.0       47.3       69.8       59.3       83.0
Old  :                 47.3       69.8       59.9       83.0       47.3       69.8       59.3       83.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, April 24, 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  :   416,133:   141,163     35,608      1,927    244,265    352,583    387,355    390,118:    28,778     26,015
Old  :   416,133:   141,163     35,608      1,927    244,265    352,583    387,355    390,118:    28,778     26,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :   -24,059:    -9,470        468         38    -16,272    -19,728    -25,704    -19,222:     1,645     -4,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        8.6        0.5       58.7       84.7       93.1       93.7:       6.9        6.3
Old  :     100.0:      33.9        8.6        0.5       58.7       84.7       93.1       93.7:       6.9        6.3
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  :       233:        71         32         12         70         79        148        116:
Old  :       233:        71         32         12         70         79        148        116:
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  :                 30.4       37.1       42.9       53.3       30.4       37.1       42.9       53.3
Old  :                 30.4       37.1       42.9       53.3       30.4       37.1       42.9       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, April 24, 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  :   146,739:    80,597     34,556        296     40,760     90,888    121,653    125,740:    25,086     20,999
Old  :   146,739:    80,597     34,556        296     40,760     90,888    121,653    125,740:    25,086     20,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -2,057:    -3,233       -853        114      4,236     -3,268      1,117     -4,007:    -3,174      1,950
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.9       23.5        0.2       27.8       61.9       82.9       85.7:      17.1       14.3
Old  :     100.0:      54.9       23.5        0.2       27.8       61.9       82.9       85.7:      17.1       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        28         21          5         17         24         48         47:
Old  :        82:        28         21          5         17         24         48         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       49.8       66.1       63.9       54.3       49.4       65.9       63.5
Old  :                 54.3       49.8       66.1       63.9       54.3       49.4       65.9       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, April 24, 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  :    41,814:     9,900     14,090          0     25,541      4,875     35,441     18,965:     6,373     22,849
Old  :    41,814:     9,900     14,090          0     25,541      4,875     35,441     18,965:     6,373     22,849
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :      -957:       136       -568          0       -570         35       -434       -533:      -523       -424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       33.7        0.0       61.1       11.7       84.8       45.4:      15.2       54.6
Old  :     100.0:      23.7       33.7        0.0       61.1       11.7       84.8       45.4:      15.2       54.6
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  :        44:        15          7          0         19          5         34         12:
Old  :        44:        15          7          0         19          5         34         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       38.8       59.0       43.7       46.4       38.8       59.0       43.6
Old  :                 46.4       38.8       59.0       43.7       46.4       38.8       59.0       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, April 24, 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  :    63,583:    16,269      4,090      7,333     27,305     17,980     50,907     29,403:    12,676     34,180
Old  :    63,583:    16,269      4,090      7,333     27,305     17,980     50,907     29,403:    12,676     34,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :       691:       455        667        -17        300      3,528        738      4,178:       -47     -3,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        6.4       11.5       42.9       28.3       80.1       46.2:      19.9       53.8
Old  :     100.0:      25.6        6.4       11.5       42.9       28.3       80.1       46.2:      19.9       53.8
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  :        50:        11          6          3         22         19         35         26:
Old  :        50:        11          6          3         22         19         35         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       23.6       57.3       32.3       32.8       15.6       44.3       22.7
Old  :                 40.9       23.6       57.3       32.3       32.8       15.6       44.3       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 27, 2012