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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     6,517:       442        104        136      5,177      5,503      5,755      5,743:       762        774
Old  :     6,517:       442        104        136      5,177      5,503      5,755      5,743:       762        774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :       275:         2          4         14        238        200        254        219:        21         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        1.6        2.1       79.4       84.4       88.3       88.1:      11.7       11.9
Old  :     100.0:       6.8        1.6        2.1       79.4       84.4       88.3       88.1:      11.7       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          1          2         13         11         18         13:
Old  :        22:         4          1          2         13         11         18         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.8       69.7       79.8       82.6       67.8       69.3       78.5       78.8
Old  :                 67.8       69.7       79.8       82.6       67.8       69.3       78.5       78.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :    54,078:     6,007      4,337     13,077     28,911     23,756     47,995     41,170:     6,083     12,908
Old  :    54,078:     6,007      4,337     13,077     28,911     23,756     47,995     41,170:     6,083     12,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :      -998:       -94         14       -789         78         40       -805       -735:      -193       -263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        8.0       24.2       53.5       43.9       88.8       76.1:      11.2       23.9
Old  :     100.0:      11.1        8.0       24.2       53.5       43.9       88.8       76.1:      11.2       23.9
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  :        78:        17         17         21         33         31         60         60:
Old  :        78:        17         17         21         33         31         60         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       25.0       53.7       36.7       38.2       22.5       47.3       31.1
Old  :                 39.6       25.0       53.7       36.7       38.2       22.5       47.3       31.1
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 with Delta-adjusted Options and Futures Combined, March 13, 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  :   303,710:    64,905     39,234     84,237    122,213    134,654    271,356    258,125:    32,354     45,585
Old  :   262,812:    59,860     47,219     66,406    111,332    111,114    237,597    224,739:    25,215     38,073
Other:    40,898:    13,782        751      9,095     10,881     23,541     33,758     33,386:     7,139      7,512
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   -10,926:   -10,577      1,203     -4,344      4,746     -6,259    -10,175     -9,400:      -751     -1,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       12.9       27.7       40.2       44.3       89.3       85.0:      10.7       15.0
Old  :     100.0:      22.8       18.0       25.3       42.4       42.3       90.4       85.5:       9.6       14.5
Other:     100.0:      33.7        1.8       22.2       26.6       57.6       82.5       81.6:      17.5       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:       102         82        129         67         77        237        242:
Old  :       294:        95        100        123         62         77        226        241:
Other:       125:        43          6         31         45         55        100         87:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       16.8       29.6       23.9       17.2       15.3       26.9       20.5
Old  :                 20.1       16.9       31.6       24.7       19.4       15.3       29.5       21.1
Other:                 22.5       24.3       37.5       35.9       21.8       19.7       30.7       28.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   444,024:   124,885     37,374    128,293    160,649    199,759    413,828    365,427:    30,196     78,597
Old  :   444,024:   124,885     37,374    128,293    160,649    199,759    413,828    365,427:    30,196     78,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   -13,865:    -6,519      1,360     -2,234     -3,556    -12,590    -12,310    -13,464:    -1,556       -401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        8.4       28.9       36.2       45.0       93.2       82.3:       6.8       17.7
Old  :     100.0:      28.1        8.4       28.9       36.2       45.0       93.2       82.3:       6.8       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  :       436:       141        100        150        102        160        325        342:
Old  :       436:       141        100        150        102        160        325        342:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       14.2       29.0       21.4       17.9       11.1       28.1       16.2
Old  :                 18.5       14.2       29.0       21.4       17.9       11.1       28.1       16.2
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 with Delta-adjusted Options and Futures Combined, March 13, 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  :    10,207:     4,055      3,200      1,641      2,596      3,646      8,292      8,486:     1,915      1,721
Old  :    10,207:     4,055      3,200      1,641      2,596      3,646      8,292      8,486:     1,915      1,721
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :      -310:      -110       -112        125          6         35         21         47:      -331       -358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7       31.3       16.1       25.4       35.7       81.2       83.1:      18.8       16.9
Old  :     100.0:      39.7       31.3       16.1       25.4       35.7       81.2       83.1:      18.8       16.9
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  :        77:        27         21         17         14         21         52         52:
Old  :        77:        27         21         17         14         21         52         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       31.6       53.5       46.6       35.3       28.5       48.1       41.5
Old  :                 36.1       31.6       53.5       46.6       35.3       28.5       48.1       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :    60,570:    23,096      4,152     15,210     11,248     13,766     49,553     33,127:    11,017     27,443
Old  :    60,570:    23,096      4,152     15,210     11,248     13,766     49,553     33,127:    11,017     27,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    -1,408:    -2,520       -293       -267         -2       -296     -2,790       -857:     1,381       -552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1        6.9       25.1       18.6       22.7       81.8       54.7:      18.2       45.3
Old  :     100.0:      38.1        6.9       25.1       18.6       22.7       81.8       54.7:      18.2       45.3
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  :       209:        69         40         50         52         78        146        150:
Old  :       209:        69         40         50         52         78        146        150:
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  :                 14.6        9.0       23.4       15.3       12.9        6.3       20.3       10.7
Old  :                 14.6        9.0       23.4       15.3       12.9        6.3       20.3       10.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :     9,355:       228      4,436         84      8,084      3,118      8,397      7,639:       958      1,716
Old  :     8,789:       201      4,321         78      7,586      2,912      7,865      7,312:       924      1,478
Other:       565:        29        117          4        499        206        532        327:        34        238
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :       243:         2        152         -0        210         44        211        196:        32         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       47.4        0.9       86.4       33.3       89.8       81.7:      10.2       18.3
Old  :     100.0:       2.3       49.2        0.9       86.3       33.1       89.5       83.2:      10.5       16.8
Other:     100.0:       5.1       20.7        0.7       88.2       36.5       94.1       57.9:       5.9       42.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          8          4         13         10         18         19:
Old  :        29:         2          8          4         13         10         18         19:
Other:        16:         2          3          1          9          3         11          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.6       57.4       84.2       72.9       77.6       57.4       83.7       71.2
Old  :                 77.3       58.9       84.0       74.0       77.3       58.8       83.4       72.4
Other:                 84.2       55.8       92.1       57.9       84.2       55.4       92.0       56.3
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   137,641:    11,589      6,828      3,316    122,149    127,174    137,054    137,318:       587        323
Old  :   137,641:    11,589      6,828      3,316    122,149    127,174    137,054    137,318:       587        323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :       342:        10        204          0        301        -96        311        108:        31        234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        5.0        2.4       88.7       92.4       99.6       99.8:       0.4        0.2
Old  :     100.0:       8.4        5.0        2.4       88.7       92.4       99.6       99.8:       0.4        0.2
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  :        23:         4          3          1         14         15         18         19:
Old  :        23:         4          3          1         14         15         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  :                 72.6       70.0       87.8       86.3       29.1       25.0       36.4       33.1
Old  :                 72.6       70.0       87.8       86.3       29.1       25.0       36.4       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   178,558:    59,305     32,556     11,623     63,979    114,607    134,907    158,786:    43,651     19,772
Old  :   178,558:    59,305     32,556     11,623     63,979    114,607    134,907    158,786:    43,651     19,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    21,359:     3,047      2,884      3,829     12,461     16,524     19,337     23,237:     2,022     -1,878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       18.2        6.5       35.8       64.2       75.6       88.9:      24.4       11.1
Old  :     100.0:      33.2       18.2        6.5       35.8       64.2       75.6       88.9:      24.4       11.1
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  :        84:        36         13         11         27         26         69         44:
Old  :        84:        36         13         11         27         26         69         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       48.8       39.3       66.5       25.7       44.9       32.2       56.4
Old  :                 27.4       48.8       39.3       66.5       25.7       44.9       32.2       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :    56,989:     9,351     24,274      3,475     33,820     10,809     46,647     38,558:    10,342     18,431
Old  :    56,989:     9,351     24,274      3,475     33,820     10,809     46,647     38,558:    10,342     18,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :       734:     1,184     -3,301      1,874       -767       -285      2,292     -1,712:    -1,558      2,446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       42.6        6.1       59.3       19.0       81.9       67.7:      18.1       32.3
Old  :     100.0:      16.4       42.6        6.1       59.3       19.0       81.9       67.7:      18.1       32.3
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  :        44:         8         15          8         15         14         28         34:
Old  :        44:         8         15          8         15         14         28         34:
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  :                 48.6       30.2       63.7       41.1       48.5       28.6       61.9       38.2
Old  :                 48.6       30.2       63.7       41.1       48.5       28.6       61.9       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   247,777:    86,449      7,557     37,512    115,569    198,917    239,530    243,986:     8,247      3,791
Old  :   247,777:    86,449      7,557     37,512    115,569    198,917    239,530    243,986:     8,247      3,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    39,783:     1,935    -10,610     34,481        640     16,121     37,056     39,992:     2,727       -209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        3.0       15.1       46.6       80.3       96.7       98.5:       3.3        1.5
Old  :     100.0:      34.9        3.0       15.1       46.6       80.3       96.7       98.5:       3.3        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  :       115:        57         17          8         21         25         83         48:
Old  :       115:        57         17          8         21         25         83         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  :                 43.5       60.5       67.5       79.5       38.7       54.2       52.2       62.5
Old  :                 43.5       60.5       67.5       79.5       38.7       54.2       52.2       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   207,505:    21,552     63,288      9,114    158,463    105,466    189,129    177,867:    18,376     29,637
Old  :   207,505:    21,552     63,288      9,114    158,463    105,466    189,129    177,867:    18,376     29,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    17,133:      -659      4,354      6,399     14,288      3,897     20,028     14,651:    -2,896      2,482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       30.5        4.4       76.4       50.8       91.1       85.7:       8.9       14.3
Old  :     100.0:      10.4       30.5        4.4       76.4       50.8       91.1       85.7:       8.9       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  :        94:        17         34         15         30         31         58         70:
Old  :        94:        17         34         15         30         31         58         70:
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  :                 44.5       48.8       64.5       57.2       44.2       43.2       62.8       50.6
Old  :                 44.5       48.8       64.5       57.2       44.2       43.2       62.8       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   213,010:    22,315     64,772     13,338    162,358     80,246    198,011    158,357:    14,999     54,653
Old  :   213,010:    22,315     64,772     13,338    162,358     80,246    198,011    158,357:    14,999     54,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    38,899:   -10,613     11,421        228     50,126     20,931     39,741     32,580:      -843      6,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       30.4        6.3       76.2       37.7       93.0       74.3:       7.0       25.7
Old  :     100.0:      10.5       30.4        6.3       76.2       37.7       93.0       74.3:       7.0       25.7
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  :       111:        17         51         24         31         31         64         90:
Old  :       111:        17         51         24         31         31         64         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       16.8       64.6       28.8       42.6       11.0       53.2       17.4
Old  :                 50.6       16.8       64.6       28.8       42.6       11.0       53.2       17.4
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 with Delta-adjusted Options and Futures Combined, March 13, 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  :   352,838:    39,869    138,177     43,047    222,524     93,187    305,441    274,411:    47,397     78,427
Old  :   352,838:    39,869    138,177     43,047    222,524     93,187    305,441    274,411:    47,397     78,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     9,666:      -386    -13,301     -2,423      3,438     12,601        629     -3,124:     9,037     12,790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       39.2       12.2       63.1       26.4       86.6       77.8:      13.4       22.2
Old  :     100.0:      11.3       39.2       12.2       63.1       26.4       86.6       77.8:      13.4       22.2
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  :       193:        34         82         54         55         56        122        159:
Old  :       193:        34         82         54         55         56        122        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       24.6       46.7       32.0       33.6       23.6       44.1       29.8
Old  :                 34.2       24.6       46.7       32.0       33.6       23.6       44.1       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :    32,911:    19,223      6,000      4,454      5,280     20,713     28,957     31,167:     3,954      1,744
Old  :    32,911:    19,223      6,000      4,454      5,280     20,713     28,957     31,167:     3,954      1,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     2,961:    -4,283       -718      3,971      3,241        -41      2,929      3,212:        32       -251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.4       18.2       13.5       16.0       62.9       88.0       94.7:      12.0        5.3
Old  :     100.0:      58.4       18.2       13.5       16.0       62.9       88.0       94.7:      12.0        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        25          8          6          9         14         35         27:
Old  :        51:        25          8          6          9         14         35         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  :                 49.6       55.9       64.3       76.6       36.1       51.8       47.9       61.0
Old  :                 49.6       55.9       64.3       76.6       36.1       51.8       47.9       61.0
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 with Delta-adjusted Options and Futures Combined, March 13, 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  :15,024,023:   738,948    655,986  6,157,936  7,285,435  7,227,820 14,182,318 14,041,742:   841,705    982,281
Old  :15,024,023:   738,948    655,986  6,157,936  7,285,435  7,227,820 14,182,318 14,041,742:   841,705    982,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   341,430:   -17,098     32,499    146,999    246,608    164,328    376,509    343,826:   -35,079     -2,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        4.4       41.0       48.5       48.1       94.4       93.5:       5.6        6.5
Old  :     100.0:       4.9        4.4       41.0       48.5       48.1       94.4       93.5:       5.6        6.5
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  :       301:        66         64        111        155        157        284        277:
Old  :       301:        66         64        111        155        157        284        277:
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  :                 20.2       20.7       31.1       32.8       11.4       10.0       16.4       13.5
Old  :                 20.2       20.7       31.1       32.8       11.4       10.0       16.4       13.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  : 1,147,669:    87,684    103,364     99,672    796,020    795,287    983,375    998,322:   164,294    149,347
Old  : 1,147,669:    87,684    103,364     99,672    796,020    795,287    983,375    998,322:   164,294    149,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   146,827:     7,060     -4,800     20,242     95,157    106,627    122,459    122,069:    24,369     24,759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        9.0        8.7       69.4       69.3       85.7       87.0:      14.3       13.0
Old  :     100.0:       7.6        9.0        8.7       69.4       69.3       85.7       87.0:      14.3       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  :       593:       122        124        123        266        255        449        441:
Old  :       593:       122        124        123        266        255        449        441:
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  :                 12.6       12.7       19.5       21.0       11.5        8.2       17.0       13.8
Old  :                 12.6       12.7       19.5       21.0       11.5        8.2       17.0       13.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   403,574:    15,874     13,294     36,707    266,656    271,949    319,236    321,951:    84,338     81,624
Old  :   403,574:    15,874     13,294     36,707    266,656    271,949    319,236    321,951:    84,338     81,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    64,604:     1,712     -8,938      7,285     50,642     44,255     59,639     42,602:     4,965     22,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        3.3        9.1       66.1       67.4       79.1       79.8:      20.9       20.2
Old  :     100.0:       3.9        3.3        9.1       66.1       67.4       79.1       79.8:      20.9       20.2
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  :       126:        21         13         27         80         70        112         99:
Old  :       126:        21         13         27         80         70        112         99:
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  :                 16.5       19.3       26.4       30.6       14.8       16.3       20.4       22.6
Old  :                 16.5       19.3       26.4       30.6       14.8       16.3       20.4       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,720,471:   410,884    502,181    262,989  2,646,820  2,616,686  3,320,693  3,381,857:   399,778    338,614
Old  : 3,720,471:   410,884    502,181    262,989  2,646,820  2,616,686  3,320,693  3,381,857:   399,778    338,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   411,117:    19,509     13,454     72,019    222,572    311,861    314,100    397,334:    97,017     13,783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       13.5        7.1       71.1       70.3       89.3       90.9:      10.7        9.1
Old  :     100.0:      11.0       13.5        7.1       71.1       70.3       89.3       90.9:      10.7        9.1
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  :       555:       110        120        113        239        239        408        414:
Old  :       555:       110        120        113        239        239        408        414:
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  :                 16.5       10.4       24.4       19.1       15.8        9.3       21.9       15.4
Old  :                 16.5       10.4       24.4       19.1       15.8        9.3       21.9       15.4
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 with Delta-adjusted Options and Futures Combined, March 13, 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  :   126,556:    16,075      6,322          9    100,090    115,152    116,174    121,483:    10,382      5,073
Old  :   126,556:    16,075      6,322          9    100,090    115,152    116,174    121,483:    10,382      5,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    14,059:      -933        450          9     14,144     12,849     13,220     13,308:       839        751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        5.0        0.0       79.1       91.0       91.8       96.0:       8.2        4.0
Old  :     100.0:      12.7        5.0        0.0       79.1       91.0       91.8       96.0:       8.2        4.0
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  :        96:        13          5          1         61         47         75         52:
Old  :        96:        13          5          1         61         47         75         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       40.6       47.5       59.6       30.5       40.1       44.3       56.9
Old  :                 32.6       40.6       47.5       59.6       30.5       40.1       44.3       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   142,663:    34,165      6,222      6,107     90,276    121,432    130,548    133,761:    12,115      8,902
Old  :   142,663:    34,165      6,222      6,107     90,276    121,432    130,548    133,761:    12,115      8,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    24,957:     2,584       -640      3,413     16,425     19,072     22,422     21,844:     2,535      3,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        4.4        4.3       63.3       85.1       91.5       93.8:       8.5        6.2
Old  :     100.0:      23.9        4.4        4.3       63.3       85.1       91.5       93.8:       8.5        6.2
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  :       264:        89         33         21         93        100        191        146:
Old  :       264:        89         33         21         93        100        191        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       33.0       35.8       49.2       22.9       27.6       30.8       38.9
Old  :                 25.7       33.0       35.8       49.2       22.9       27.6       30.8       38.9
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 with Delta-adjusted Options and Futures Combined, March 13, 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  :    22,702:     1,218      1,348        939     14,723     18,219     16,880     20,506:     5,822      2,196
Old  :    22,702:     1,218      1,348        939     14,723     18,219     16,880     20,506:     5,822      2,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     3,077:      -238        369        664       -167        865        259      1,898:     2,818      1,179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        5.9        4.1       64.9       80.3       74.4       90.3:      25.6        9.7
Old  :     100.0:       5.4        5.9        4.1       64.9       80.3       74.4       90.3:      25.6        9.7
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  :        24:         3          2          2         10         12         14         15:
Old  :        24:         3          2          2         10         12         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       57.8       66.3       77.1       52.9       56.7       61.2       73.4
Old  :                 54.3       57.8       66.3       77.1       52.9       56.7       61.2       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   599,805:   173,860     33,494     16,716    377,763    516,067    568,340    566,277:    31,465     33,528
Old  :   599,805:   173,860     33,494     16,716    377,763    516,067    568,340    566,277:    31,465     33,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   109,399:    17,054     -2,103     10,799     82,962     91,036    110,815     99,732:    -1,416      9,667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        5.6        2.8       63.0       86.0       94.8       94.4:       5.2        5.6
Old  :     100.0:      29.0        5.6        2.8       63.0       86.0       94.8       94.4:       5.2        5.6
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  :       263:        89         32         20         90         99        186        145:
Old  :       263:        89         32         20         90         99        186        145:
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  :                 27.9       30.9       38.4       46.8       27.2       30.7       36.6       41.6
Old  :                 27.9       30.9       38.4       46.8       27.2       30.7       36.6       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   208,030:    98,118     31,429     20,134     56,789    133,470    175,041    185,033:    32,989     22,997
Old  :   208,030:    98,118     31,429     20,134     56,789    133,470    175,041    185,033:    32,989     22,997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    30,315:     2,337     -2,967     11,414     19,058     24,930     32,808     33,376:    -2,493     -3,061
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.2       15.1        9.7       27.3       64.2       84.1       88.9:      15.9       11.1
Old  :     100.0:      47.2       15.1        9.7       27.3       64.2       84.1       88.9:      15.9       11.1
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  :       101:        37         27         15         24         30         74         59:
Old  :       101:        37         27         15         24         30         74         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       45.7       57.3       61.5       35.5       32.9       42.6       44.0
Old  :                 38.6       45.7       57.3       61.5       35.5       32.9       42.6       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    45,950:     6,291     18,256          0     33,050      5,433     39,341     23,689:     6,609     22,261
Old  :    45,950:     6,291     18,256          0     33,050      5,433     39,341     23,689:     6,609     22,261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    -4,260:       824      6,766     -4,156        587    -10,709     -2,745     -8,099:    -1,515      3,839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       39.7        0.0       71.9       11.8       85.6       51.6:      14.4       48.4
Old  :     100.0:      13.7       39.7        0.0       71.9       11.8       85.6       51.6:      14.4       48.4
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  :        52:        12         12          0         24          6         36         18:
Old  :        52:        12         12          0         24          6         36         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  :                 37.1       39.5       52.2       45.9       37.1       39.5       52.2       45.9
Old  :                 37.1       39.5       52.2       45.9       37.1       39.5       52.2       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :    45,893:    19,298      9,259        154     18,205     10,891     37,657     20,304:     8,236     25,589
Old  :    45,893:    19,298      9,259        154     18,205     10,891     37,657     20,304:     8,236     25,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   -22,747:     5,121      5,285    -10,138     -3,450    -19,062     -8,467    -23,915:   -14,280      1,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0       20.2        0.3       39.7       23.7       82.1       44.2:      17.9       55.8
Old  :     100.0:      42.0       20.2        0.3       39.7       23.7       82.1       44.2:      17.9       55.8
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  :        56:        16          8          2         19         16         36         25:
Old  :        56:        16          8          2         19         16         36         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       19.2       55.4       29.7       42.3       19.2       54.1       29.7
Old  :                 43.6       19.2       55.4       29.7       42.3       19.2       54.1       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    11,692:     6,394        828          0      3,673     10,451     10,067     11,279:     1,625        413
Old  :    11,692:     6,394        828          0      3,673     10,451     10,067     11,279:     1,625        413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     1,342:       143         85          0        989      1,111      1,132      1,196:       210        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.7        7.1        0.0       31.4       89.4       86.1       96.5:      13.9        3.5
Old  :     100.0:      54.7        7.1        0.0       31.4       89.4       86.1       96.5:      13.9        3.5
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  :        22:        11          2          0          7          3         18          5:
Old  :        22:        11          2          0          7          3         18          5:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       95.4       66.1       96.5       45.1       87.0       61.1       88.1
Old  :                 47.9       95.4       66.1       96.5       45.1       87.0       61.1       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 16, 2012