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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, April 3, 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  :     5,288:       306         89         58      4,380      4,430      4,744      4,577:       544        711
Old  :     5,288:       306         89         58      4,380      4,430      4,744      4,577:       544        711
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :      -753:      -154        -35        -19       -442       -661       -615       -715:      -138        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        1.7        1.1       82.8       83.8       89.7       86.6:      10.3       13.4
Old  :     100.0:       5.8        1.7        1.1       82.8       83.8       89.7       86.6:      10.3       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          1          2         12         10         16         12:
Old  :        20:         3          1          2         12         10         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.4       68.7       82.8       83.2       68.4       68.4       81.1       78.4
Old  :                 68.4       68.7       82.8       83.2       68.4       68.4       81.1       78.4
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 3, 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  :    27,097:     5,101      6,847        837     17,514     14,274     23,452     21,958:     3,645      5,139
Old  :    27,097:     5,101      6,847        837     17,514     14,274     23,452     21,958:     3,645      5,139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -5,329:    -1,029     -2,326       -168     -3,783     -2,296     -4,980     -4,790:      -349       -539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       25.3        3.1       64.6       52.7       86.5       81.0:      13.5       19.0
Old  :     100.0:      18.8       25.3        3.1       64.6       52.7       86.5       81.0:      13.5       19.0
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  :        65:        11         15          9         23         20         41         37:
Old  :        65:        11         15          9         23         20         41         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       34.6       62.6       52.0       47.7       33.7       60.4       51.1
Old  :                 49.0       34.6       62.6       52.0       47.7       33.7       60.4       51.1
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 3, 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  :   259,416:    63,980     72,875     48,040    117,538    100,524    229,558    221,439:    29,858     37,977
Old  :   223,202:    57,631     75,563     36,308    106,025     80,110    199,964    191,981:    23,238     31,221
Other:    36,214:    13,900      4,863      4,181     11,513     20,414     29,594     29,458:     6,620      6,756
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -6,459:    -4,228      1,591        190     -2,070     -7,862     -6,108     -6,081:      -351       -378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       28.1       18.5       45.3       38.8       88.5       85.4:      11.5       14.6
Old  :     100.0:      25.8       33.9       16.3       47.5       35.9       89.6       86.0:      10.4       14.0
Other:     100.0:      38.4       13.4       11.5       31.8       56.4       81.7       81.3:      18.3       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        91        104        118         54         68        210        242:
Old  :       288:        83        119        111         43         63        192        235:
Other:       120:        34         17         23         37         49         84         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       15.8       33.2       23.1       18.9       13.8       30.5       20.1
Old  :                 21.4       16.5       34.2       24.5       21.2       14.8       32.2       21.2
Other:                 33.8       22.0       48.9       35.4       31.7       20.1       43.5       31.1
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, April 3, 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  :   361,339:   125,733     88,709     57,665    149,441    155,966    332,839    302,340:    28,500     58,999
Old  :   361,339:   125,733     88,709     57,665    149,441    155,966    332,839    302,340:    28,500     58,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     6,602:     1,874     10,935      4,252       -362     -4,063      5,764     11,124:       838     -4,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       24.6       16.0       41.4       43.2       92.1       83.7:       7.9       16.3
Old  :     100.0:      34.8       24.6       16.0       41.4       43.2       92.1       83.7:       7.9       16.3
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  :       403:       119        110        123         81        141        266        326:
Old  :       403:       119        110        123         81        141        266        326:
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       13.3       34.7       20.2       21.1       12.0       33.5       18.2
Old  :                 21.2       13.3       34.7       20.2       21.1       12.0       33.5       18.2
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 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    10,658:     4,362      4,160      1,486      3,075      3,129      8,923      8,775:     1,735      1,883
Old  :    10,658:     4,362      4,160      1,486      3,075      3,129      8,923      8,775:     1,735      1,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :       994:       201        509        502        210       -129        913        882:        81        112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       39.0       13.9       28.9       29.4       83.7       82.3:      16.3       17.7
Old  :     100.0:      40.9       39.0       13.9       28.9       29.4       83.7       82.3:      16.3       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        33         28         20         20         21         65         63:
Old  :        95:        33         28         20         20         21         65         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       29.6       48.3       44.3       33.6       27.9       46.0       41.6
Old  :                 33.6       29.6       48.3       44.3       33.6       27.9       46.0       41.6
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 3, 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  :    41,355:    16,309      5,246      8,020      8,734      9,785     33,063     23,051:     8,292     18,304
Old  :    41,355:    16,309      5,246      8,020      8,734      9,785     33,063     23,051:     8,292     18,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -8,180:    -3,829     -1,069     -1,804       -791     -1,531     -6,424     -4,404:    -1,756     -3,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4       12.7       19.4       21.1       23.7       79.9       55.7:      20.1       44.3
Old  :     100.0:      39.4       12.7       19.4       21.1       23.7       79.9       55.7:      20.1       44.3
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  :       155:        45         31         39         32         52         96        113:
Old  :       155:        45         31         39         32         52         96        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  :                 19.6       10.7       30.6       17.7       17.7        8.6       27.0       14.0
Old  :                 19.6       10.7       30.6       17.7       17.7        8.6       27.0       14.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     8,157:       186      4,090         46      7,277      2,516      7,509      6,652:       648      1,505
Old  :     7,514:       159      3,917         46      6,676      2,338      6,881      6,301:       633      1,213
Other:       643:        27        173          0        601        178        628        351:        15        292
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -1,333:         3     -1,019         -1     -1,202       -263     -1,200     -1,283:      -133        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       50.1        0.6       89.2       30.8       92.1       81.5:       7.9       18.5
Old  :     100.0:       2.1       52.1        0.6       88.8       31.1       91.6       83.9:       8.4       16.1
Other:     100.0:       4.2       26.9        0.0       93.5       27.7       97.7       54.6:       2.3       45.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          8          4         11          8         16         17:
Old  :        26:         2          8          4         11          8         16         17:
Other:        17:         1          4          0          8          4          9          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.4       61.0       89.0       74.9       82.4       60.8       88.7       73.5
Old  :                 81.9       63.4       88.2       76.8       81.9       63.2       88.1       75.3
Other:                 90.5       52.7       97.5       54.6       90.5       52.7       97.5       54.6
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, April 3, 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  :   123,769:    11,210      6,367      3,193    108,796    114,134    123,199    123,694:       570         75
Old  :   123,769:    11,210      6,367      3,193    108,796    114,134    123,199    123,694:       570         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :       207:      -139         34          0        333        249        194        283:        13        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        5.1        2.6       87.9       92.2       99.5       99.9:       0.5        0.1
Old  :     100.0:       9.1        5.1        2.6       87.9       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  :        23:         4          4          1         14         14         18         19:
Old  :        23:         4          4          1         14         14         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.8       73.8       88.2       88.5       31.6       32.7       39.5       38.4
Old  :                 73.8       73.8       88.2       88.5       31.6       32.7       39.5       38.4
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 3, 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  :   126,333:    57,291     27,804        522     29,195     80,582     87,008    108,908:    39,325     17,425
Old  :   126,333:    57,291     27,804        522     29,195     80,582     87,008    108,908:    39,325     17,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     3,712:     3,859     -1,891       -384     -1,243      5,137      2,232      2,862:     1,480        850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.3       22.0        0.4       23.1       63.8       68.9       86.2:      31.1       13.8
Old  :     100.0:      45.3       22.0        0.4       23.1       63.8       68.9       86.2:      31.1       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        32         14          5         20         21         55         37:
Old  :        77:        32         14          5         20         21         55         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       49.1       41.6       63.8       32.7       49.0       41.0       63.7
Old  :                 33.2       49.1       41.6       63.8       32.7       49.0       41.0       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    43,624:     6,615     21,291        229     24,035      9,135     30,879     30,655:    12,745     12,969
Old  :    43,624:     6,615     21,291        229     24,035      9,135     30,879     30,655:    12,745     12,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :       772:       322        -98          8       -526      1,258       -196      1,168:       968       -396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       48.8        0.5       55.1       20.9       70.8       70.3:      29.2       29.7
Old  :     100.0:      15.2       48.8        0.5       55.1       20.9       70.8       70.3:      29.2       29.7
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  :        34:         9         12          2          8          9         18         22:
Old  :        34:         9         12          2          8          9         18         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       42.4       62.3       53.5       54.0       42.4       61.9       53.5
Old  :                 54.0       42.4       62.3       53.5       54.0       42.4       61.9       53.5
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 3, 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  :   175,692:    91,744      7,241        420     76,724    165,387    168,888    173,048:     6,804      2,644
Old  :   175,692:    91,744      7,241        420     76,724    165,387    168,888    173,048:     6,804      2,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -2,859:      -156     -1,826         49     -1,705     -1,501     -1,812     -3,278:    -1,047        419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.2        4.1        0.2       43.7       94.1       96.1       98.5:       3.9        1.5
Old  :     100.0:      52.2        4.1        0.2       43.7       94.1       96.1       98.5:       3.9        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        62         13          4         20         18         84         33:
Old  :       110:        62         13          4         20         18         84         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       60.0       76.0       85.2       53.7       60.0       74.2       85.2
Old  :                 53.7       60.0       76.0       85.2       53.7       60.0       74.2       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, April 3, 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  :   142,660:    29,262     38,069        160     87,792     80,809    117,214    119,038:    25,446     23,622
Old  :   142,660:    29,262     38,069        160     87,792     80,809    117,214    119,038:    25,446     23,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     7,513:     2,653        350          3      3,979      5,984      6,635      6,337:       878      1,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       26.7        0.1       61.5       56.6       82.2       83.4:      17.8       16.6
Old  :     100.0:      20.5       26.7        0.1       61.5       56.6       82.2       83.4:      17.8       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        27         21          3         24         26         53         48:
Old  :        87:        27         21          3         24         26         53         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  :                 43.0       50.8       56.9       60.5       42.9       48.4       56.1       58.2
Old  :                 43.0       50.8       56.9       60.5       42.9       48.4       56.1       58.2
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 3, 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  :   150,382:    14,563     79,671        146    124,871     20,393    139,580    100,210:    10,802     50,172
Old  :   150,382:    14,563     79,671        146    124,871     20,393    139,580    100,210:    10,802     50,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     4,885:     3,658      1,144         88      1,751      1,369      5,497      2,601:      -612      2,284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       53.0        0.1       83.0       13.6       92.8       66.6:       7.2       33.4
Old  :     100.0:       9.7       53.0        0.1       83.0       13.6       92.8       66.6:       7.2       33.4
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  :        93:        12         44          1         26         16         38         61:
Old  :        93:        12         44          1         26         16         38         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  :                 52.9       34.9       68.7       43.5       52.9       34.9       68.7       43.5
Old  :                 52.9       34.9       68.7       43.5       52.9       34.9       68.7       43.5
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 3, 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  :   241,006:    39,835    119,315      1,258    166,622     62,119    207,715    182,692:    33,291     58,314
Old  :   241,006:    39,835    119,315      1,258    166,622     62,119    207,715    182,692:    33,291     58,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     1,560:     5,802     -3,847         64     -1,568      6,480      4,298      2,697:    -2,738     -1,137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       49.5        0.5       69.1       25.8       86.2       75.8:      13.8       24.2
Old  :     100.0:      16.5       49.5        0.5       69.1       25.8       86.2       75.8:      13.8       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        30         68         14         43         37         83        109:
Old  :       163:        30         68         14         43         37         83        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       29.6       52.6       38.1       36.7       28.9       48.8       36.0
Old  :                 37.2       29.6       52.6       38.1       36.7       28.9       48.8       36.0
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 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    20,753:    14,477      8,631        150      2,543     10,403     17,170     19,184:     3,583      1,569
Old  :    20,753:    14,477      8,631        150      2,543     10,403     17,170     19,184:     3,583      1,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :       506:       431     -1,431         -2        -51      1,700        378        267:       128        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.8       41.6        0.7       12.3       50.1       82.7       92.4:      17.3        7.6
Old  :     100.0:      69.8       41.6        0.7       12.3       50.1       82.7       92.4:      17.3        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        23         11          1          5          8         28         20:
Old  :        47:        23         11          1          5          8         28         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       67.0       61.3       80.0       46.4       67.0       61.3       80.0
Old  :                 46.4       67.0       61.3       80.0       46.4       67.0       61.3       80.0
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 3, 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  : 8,438,012:   714,920    708,157  1,734,244  5,200,987  5,110,311  7,650,151  7,552,712:   787,861    885,300
Old  : 8,438,012:   714,920    708,157  1,734,244  5,200,987  5,110,311  7,650,151  7,552,712:   787,861    885,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :   178,796:    34,800     20,955    -19,300    174,739    192,079    190,239    193,734:   -11,443    -14,938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        8.4       20.6       61.6       60.6       90.7       89.5:       9.3       10.5
Old  :     100.0:       8.5        8.4       20.6       61.6       60.6       90.7       89.5:       9.3       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        58         42         80        130        137        230        229:
Old  :       256:        58         42         80        130        137        230        229:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       25.1       34.5       37.5       19.1       20.2       26.2       24.2
Old  :                 22.5       25.1       34.5       37.5       19.1       20.2       26.2       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, April 3, 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  :   776,067:    83,131    115,234     14,915    542,873    541,507    640,919    671,656:   135,148    104,412
Old  :   776,067:    83,131    115,234     14,915    542,873    541,507    640,919    671,656:   135,148    104,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     3,339:     1,215      5,227      1,469      4,076      3,033      6,760      9,730:    -3,420     -6,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       14.8        1.9       70.0       69.8       82.6       86.5:      17.4       13.5
Old  :     100.0:      10.7       14.8        1.9       70.0       69.8       82.6       86.5:      17.4       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       555:       104        117         49        233        217        363        357:
Old  :       555:       104        117         49        233        217        363        357:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       14.9       24.5       24.6       14.4       14.4       22.5       23.7
Old  :                 15.8       14.9       24.5       24.6       14.4       14.4       22.5       23.7
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 3, 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  :   225,382:    12,373      6,597      1,047    150,047    158,348    163,467    165,992:    61,915     59,390
Old  :   225,382:    12,373      6,597      1,047    150,047    158,348    163,467    165,992:    61,915     59,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :      -797:      -301     -1,185        150       -599      4,074       -750      3,039:       -47     -3,836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        2.9        0.5       66.6       70.3       72.5       73.6:      27.5       26.4
Old  :     100.0:       5.5        2.9        0.5       66.6       70.3       72.5       73.6:      27.5       26.4
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  :       108:        11         12          7         54         50         69         65:
Old  :       108:        11         12          7         54         50         69         65:
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  :                 26.6       23.7       37.4       36.0       24.0       23.5       34.5       35.8
Old  :                 26.6       23.7       37.4       36.0       24.0       23.5       34.5       35.8
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 3, 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  : 2,753,427:   373,721    563,115     49,410  1,964,130  1,915,793  2,387,261  2,528,318:   366,166    225,109
Old  : 2,753,427:   373,721    563,115     49,410  1,964,130  1,915,793  2,387,261  2,528,318:   366,166    225,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    20,681:     5,171     29,654      9,003     23,374     -5,204     37,548     33,453:   -16,867    -12,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       20.5        1.8       71.3       69.6       86.7       91.8:      13.3        8.2
Old  :     100.0:      13.6       20.5        1.8       71.3       69.6       86.7       91.8:      13.3        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       528:       106        111         44        204        200        329        336:
Old  :       528:       106        111         44        204        200        329        336:
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  :                 19.1       14.3       27.9       23.0       18.2       13.8       26.2       22.0
Old  :                 19.1       14.3       27.9       23.0       18.2       13.8       26.2       22.0
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 3, 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  :   100,269:    13,243      6,397        140     77,210     90,530     90,593     97,067:     9,676      3,202
Old  :   100,269:    13,243      6,397        140     77,210     90,530     90,593     97,067:     9,676      3,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :      -371:       148      1,226        140       -184     -2,102        104       -736:      -475        365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        6.4        0.1       77.0       90.3       90.3       96.8:       9.7        3.2
Old  :     100.0:      13.2        6.4        0.1       77.0       90.3       90.3       96.8:       9.7        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        14          6          1         58         35         72         42:
Old  :        99:        14          6          1         58         35         72         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       45.7       43.7       63.2       31.3       43.8       42.8       59.8
Old  :                 31.3       45.7       43.7       63.2       31.3       43.8       42.8       59.8
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 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    89,424:    26,629      8,003        828     56,551     73,196     84,008     82,026:     5,416      7,397
Old  :    89,424:    26,629      8,003        828     56,551     73,196     84,008     82,026:     5,416      7,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     2,289:     1,555       -635       -462      1,442      2,997      2,535      1,900:      -246        389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8        8.9        0.9       63.2       81.9       93.9       91.7:       6.1        8.3
Old  :     100.0:      29.8        8.9        0.9       63.2       81.9       93.9       91.7:       6.1        8.3
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  :       260:        83         38          9         72         83        158        127:
Old  :       260:        83         38          9         72         83        158        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       34.7       46.8       49.9       36.0       34.7       46.8       49.9
Old  :                 36.0       34.7       46.8       49.9       36.0       34.7       46.8       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   447,118:   133,144     40,015      4,139    282,757    365,978    420,040    410,132:    27,078     36,986
Old  :   447,118:   133,144     40,015      4,139    282,757    365,978    420,040    410,132:    27,078     36,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    11,444:     7,774     -3,174     -2,310      7,209     14,984     12,673      9,500:    -1,229      1,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8        8.9        0.9       63.2       81.9       93.9       91.7:       6.1        8.3
Old  :     100.0:      29.8        8.9        0.9       63.2       81.9       93.9       91.7:       6.1        8.3
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  :       260:        83         38          9         72         83        158        127:
Old  :       260:        83         38          9         72         83        158        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       34.7       46.8       49.9       36.0       34.7       46.8       49.9
Old  :                 36.0       34.7       46.8       49.9       36.0       34.7       46.8       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, April 3, 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  :   151,825:    85,990     36,671      1,129     37,090     94,011    124,209    131,811:    27,616     20,014
Old  :   151,825:    85,990     36,671      1,129     37,090     94,011    124,209    131,811:    27,616     20,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     4,452:    -5,625      4,630        228      9,605     -1,712      4,208      3,146:       244      1,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.6       24.2        0.7       24.4       61.9       81.8       86.8:      18.2       13.2
Old  :     100.0:      56.6       24.2        0.7       24.4       61.9       81.8       86.8:      18.2       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        31         27          6         13         22         48         51:
Old  :        88:        31         27          6         13         22         48         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       47.2       65.8       61.9       58.8       46.8       65.6       61.5
Old  :                 58.8       47.2       65.8       61.9       58.8       46.8       65.6       61.5
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 3, 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  :    49,658:    12,081     19,240        188     31,381      5,798     43,650     25,226:     6,008     24,432
Old  :    49,658:    12,081     19,240        188     31,381      5,798     43,650     25,226:     6,008     24,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     3,999:     4,614        936        188       -387        615      4,415      1,739:      -416      2,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       38.7        0.4       63.2       11.7       87.9       50.8:      12.1       49.2
Old  :     100.0:      24.3       38.7        0.4       63.2       11.7       87.9       50.8:      12.1       49.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        16          9          1         26          8         42         18:
Old  :        55:        16          9          1         26          8         42         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       40.4       53.7       46.0       41.0       40.4       53.3       46.0
Old  :                 41.0       40.4       53.7       46.0       41.0       40.4       53.3       46.0
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 3, 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  :    49,439:    18,611      3,133      3,825     19,346     13,420     41,782     20,378:     7,657     29,061
Old  :    49,439:    18,611      3,133      3,825     19,346     13,420     41,782     20,378:     7,657     29,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     2,564:       299        545        442      1,938        325      2,679      1,312:      -115      1,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6        6.3        7.7       39.1       27.1       84.5       41.2:      15.5       58.8
Old  :     100.0:      37.6        6.3        7.7       39.1       27.1       84.5       41.2:      15.5       58.8
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  :        53:        12          5          3         23         20         36         27:
Old  :        53:        12          5          3         23         20         36         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       18.3       57.4       27.5       40.9       15.9       51.2       22.3
Old  :                 45.5       18.3       57.4       27.5       40.9       15.9       51.2       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 6, 2012