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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :     6,758:       444        120        150      5,421      5,692      6,015      5,963:       743        795
Old  :     6,758:       444        120        150      5,421      5,692      6,015      5,963:       743        795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :       241:         1         16         15        244        189        260        220:       -19         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        1.8        2.2       80.2       84.2       89.0       88.2:      11.0       11.8
Old  :     100.0:       6.6        1.8        2.2       80.2       84.2       89.0       88.2:      11.0       11.8
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  :        23:         3          2          2         14         11         19         13:
Old  :        23:         3          2          2         14         11         19         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.9       69.5       78.5       82.3       66.9       68.9       77.4       78.0
Old  :                 66.9       69.5       78.5       82.3       66.9       68.9       77.4       78.0
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 20, 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  :    55,101:     6,370      4,332     13,164     29,564     24,328     49,098     41,824:     6,003     13,277
Old  :    55,101:     6,370      4,332     13,164     29,564     24,328     49,098     41,824:     6,003     13,277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :     1,023:       363         -5         87        653        572      1,103        654:       -80        369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        7.9       23.9       53.7       44.2       89.1       75.9:      10.9       24.1
Old  :     100.0:      11.6        7.9       23.9       53.7       44.2       89.1       75.9:      10.9       24.1
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  :        77:        15         17         21         34         32         61         59:
Old  :        77:        15         17         21         34         32         61         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  :                 39.1       24.6       53.1       36.9       37.7       22.9       46.8       31.6
Old  :                 39.1       24.6       53.1       36.9       37.7       22.9       46.8       31.6
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 20, 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  :   310,881:    59,137     43,699     94,083    125,420    128,386    278,640    266,168:    32,241     44,713
Old  :   267,203:    52,564     51,164     75,984    113,481    103,368    242,030    230,516:    25,173     36,687
Other:    43,678:    14,827        789      9,845     11,939     25,018     36,610     35,652:     7,068      8,026
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :     7,171:    -5,768      4,465      9,846      3,207     -6,268      7,284      8,043:      -113       -871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       14.1       30.3       40.3       41.3       89.6       85.6:      10.4       14.4
Old  :     100.0:      19.7       19.1       28.4       42.5       38.7       90.6       86.3:       9.4       13.7
Other:     100.0:      33.9        1.8       22.5       27.3       57.3       83.8       81.6:      16.2       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        94         98        130         69         78        234        255:
Old  :       298:        87        113        126         64         78        224        254:
Other:       127:        40          9         34         46         56        103         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       15.6       28.9       23.8       16.3       13.5       25.6       18.5
Old  :                 19.1       15.9       30.9       24.6       18.4       13.4       27.9       19.0
Other:                 23.3       23.5       38.3       35.6       22.7       19.4       32.6       27.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   446,496:   119,013     40,118    133,064    163,938    196,264    416,014    369,445:    30,482     77,051
Old  :   446,496:   119,013     40,118    133,064    163,938    196,264    416,014    369,445:    30,482     77,051
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :     2,472:    -5,873      2,744      4,770      3,289     -3,496      2,186      4,018:       286     -1,546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        9.0       29.8       36.7       44.0       93.2       82.7:       6.8       17.3
Old  :     100.0:      26.7        9.0       29.8       36.7       44.0       93.2       82.7:       6.8       17.3
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  :       424:       153         93        158        105        154        330        340:
Old  :       424:       153         93        158        105        154        330        340:
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  :                 17.7       14.3       28.5       21.2       17.1       11.0       27.1       15.8
Old  :                 17.7       14.3       28.5       21.2       17.1       11.0       27.1       15.8
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 20, 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  :    10,526:     4,122      3,104      1,745      2,630      3,728      8,497      8,578:     2,029      1,948
Old  :    10,526:     4,122      3,104      1,745      2,630      3,728      8,497      8,578:     2,029      1,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :       319:        67        -95        105         33         83        204         92:       115        227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       29.5       16.6       25.0       35.4       80.7       81.5:      19.3       18.5
Old  :     100.0:      39.2       29.5       16.6       25.0       35.4       80.7       81.5:      19.3       18.5
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  :        83:        28         24         19         13         22         53         58:
Old  :        83:        28         24         19         13         22         53         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       31.0       52.8       45.0       34.2       26.6       46.9       39.0
Old  :                 35.9       31.0       52.8       45.0       34.2       26.6       46.9       39.0
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 20, 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  :    58,320:    21,009      3,779     14,789     11,145     13,081     46,943     31,649:    11,378     26,671
Old  :    58,320:    21,009      3,779     14,789     11,145     13,081     46,943     31,649:    11,378     26,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    -2,250:    -2,087       -373       -421       -102       -684     -2,611     -1,478:       361       -771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0        6.5       25.4       19.1       22.4       80.5       54.3:      19.5       45.7
Old  :     100.0:      36.0        6.5       25.4       19.1       22.4       80.5       54.3:      19.5       45.7
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  :       206:        69         38         53         56         74        149        149:
Old  :       206:        69         38         53         56         74        149        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3        8.9       23.0       14.9       12.5        6.2       19.9       10.0
Old  :                 14.3        8.9       23.0       14.9       12.5        6.2       19.9       10.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :     9,722:       251      4,716         90      8,289      3,197      8,630      8,003:     1,092      1,719
Old  :     9,136:       224      4,580         84      7,769      2,991      8,077      7,655:     1,058      1,481
Other:       586:        29        138          4        520        206        553        348:        34        238
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :       367:        23        279          6        204         79        233        364:       135          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       48.5        0.9       85.3       32.9       88.8       82.3:      11.2       17.7
Old  :     100.0:       2.5       50.1        0.9       85.0       32.7       88.4       83.8:      11.6       16.2
Other:     100.0:       4.9       23.5        0.7       88.6       35.2       94.3       59.4:       5.7       40.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          7          3         13         11         17         19:
Old  :        29:         2          7          3         13         11         17         19:
Other:        17:         2          4          1          9          3         11          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.8       57.9       83.4       73.0       76.8       57.7       83.0       71.3
Old  :                 76.6       59.3       83.1       74.0       76.6       59.1       82.7       72.3
Other:                 84.7       56.8       92.4       59.4       84.7       56.8       92.2       57.9
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   126,240:    11,686      6,293      3,193    110,836    116,565    125,715    126,051:       525        189
Old  :   126,240:    11,686      6,293      3,193    110,836    116,565    125,715    126,051:       525        189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -11,401:        97       -535       -123    -11,313    -10,609    -11,339    -11,267:       -62       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        5.0        2.5       87.8       92.3       99.6       99.9:       0.4        0.1
Old  :     100.0:       9.3        5.0        2.5       87.8       92.3       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          3          1         14         14         18         18:
Old  :        22:         4          3          1         14         14         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.4       74.3       88.7       88.7       30.2       31.2       38.1       36.9
Old  :                 74.4       74.3       88.7       88.7       30.2       31.2       38.1       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   196,138:    62,495     20,041     21,856     67,505    130,196    151,856    172,093:    44,282     24,044
Old  :   196,138:    62,495     20,041     21,856     67,505    130,196    151,856    172,093:    44,282     24,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    17,580:     3,189    -12,514     10,233      3,527     15,589     16,950     13,308:       631      4,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       10.2       11.1       34.4       66.4       77.4       87.7:      22.6       12.3
Old  :     100.0:      31.9       10.2       11.1       34.4       66.4       77.4       87.7:      22.6       12.3
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  :        86:        36         13         14         30         29         74         48:
Old  :        86:        36         13         14         30         29         74         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  :                 31.7       47.3       43.8       65.8       23.3       43.6       29.9       52.4
Old  :                 31.7       47.3       43.8       65.8       23.3       43.6       29.9       52.4
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 20, 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  :    44,583:    11,747     22,768        515     22,383      4,335     34,645     27,618:     9,938     16,965
Old  :    44,583:    11,747     22,768        515     22,383      4,335     34,645     27,618:     9,938     16,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -12,406:     2,396     -1,506     -2,961    -11,437     -6,473    -12,002    -10,940:      -404     -1,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       51.1        1.2       50.2        9.7       77.7       61.9:      22.3       38.1
Old  :     100.0:      26.3       51.1        1.2       50.2        9.7       77.7       61.9:      22.3       38.1
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  :        33:         6         14          3          9          9         17         24:
Old  :        33:         6         14          3          9          9         17         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       35.9       68.9       45.3       54.8       35.9       68.4       45.3
Old  :                 54.8       35.9       68.9       45.3       54.8       35.9       68.4       45.3
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 20, 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  :   174,691:    87,482     63,153        273     79,503    106,155    167,258    169,581:     7,433      5,110
Old  :   174,691:    87,482     63,153        273     79,503    106,155    167,258    169,581:     7,433      5,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -73,086:     1,033     55,596    -37,239    -36,066    -92,762    -72,272    -74,405:      -814      1,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       36.2        0.2       45.5       60.8       95.7       97.1:       4.3        2.9
Old  :     100.0:      50.1       36.2        0.2       45.5       60.8       95.7       97.1:       4.3        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        60         15          2         17         21         79         36:
Old  :       111:        60         15          2         17         21         79         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       53.6       76.1       79.1       53.1       53.6       74.3       79.1
Old  :                 53.1       53.6       76.1       79.1       53.1       53.6       74.3       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   147,315:    25,047     41,786      2,284     99,214     77,122    126,545    121,192:    20,771     26,124
Old  :   147,315:    25,047     41,786      2,284     99,214     77,122    126,545    121,192:    20,771     26,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -60,189:     3,495    -21,502     -6,830    -59,249    -28,343    -62,584    -56,676:     2,395     -3,514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       28.4        1.6       67.3       52.4       85.9       82.3:      14.1       17.7
Old  :     100.0:      17.0       28.4        1.6       67.3       52.4       85.9       82.3:      14.1       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  :        88:        23         26          7         28         28         54         58:
Old  :        88:        23         26          7         28         28         54         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       47.9       59.0       55.6       40.9       46.2       58.3       54.0
Old  :                 41.0       47.9       59.0       55.6       40.9       46.2       58.3       54.0
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 20, 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  :   158,978:    35,091     60,960      8,984     99,721     39,880    143,795    109,824:    15,182     49,154
Old  :   158,978:    35,091     60,960      8,984     99,721     39,880    143,795    109,824:    15,182     49,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -54,032:    12,776     -3,812     -4,354    -62,638    -40,367    -54,216    -48,533:       184     -5,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       38.3        5.7       62.7       25.1       90.5       69.1:       9.5       30.9
Old  :     100.0:      22.1       38.3        5.7       62.7       25.1       90.5       69.1:       9.5       30.9
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  :       108:        18         51         22         27         27         57         88:
Old  :       108:        18         51         22         27         27         57         88:
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  :                 50.8       22.0       66.1       31.0       50.3       21.9       63.6       30.9
Old  :                 50.8       22.0       66.1       31.0       50.3       21.9       63.6       30.9
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 20, 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  :   301,280:    49,780    131,766     29,570    188,370     73,650    267,719    234,986:    33,560     66,294
Old  :   301,280:    49,780    131,766     29,570    188,370     73,650    267,719    234,986:    33,560     66,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -51,558:     9,910     -6,411    -13,477    -34,155    -19,536    -37,721    -39,425:   -13,837    -12,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       43.7        9.8       62.5       24.4       88.9       78.0:      11.1       22.0
Old  :     100.0:      16.5       43.7        9.8       62.5       24.4       88.9       78.0:      11.1       22.0
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  :       181:        31         80         44         50         48        113        140:
Old  :       181:        31         80         44         50         48        113        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       28.0       49.1       36.5       33.5       28.0       48.6       35.1
Old  :                 33.8       28.0       49.1       36.5       33.5       28.0       48.6       35.1
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 20, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    20,288:    14,686     10,476        216      2,300      7,757     17,202     18,449:     3,086      1,839
Old  :    20,288:    14,686     10,476        216      2,300      7,757     17,202     18,449:     3,086      1,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -12,623:    -4,537      4,476     -4,238     -2,980    -12,956    -11,755    -12,718:      -868         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.4       51.6        1.1       11.3       38.2       84.8       90.9:      15.2        9.1
Old  :     100.0:      72.4       51.6        1.1       11.3       38.2       84.8       90.9:      15.2        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  :        42:        22          9          1          4          7         26         17:
Old  :        42:        22          9          1          4          7         26         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       67.2       65.0       80.5       52.5       67.2       64.5       80.5
Old  :                 52.5       67.2       65.0       80.5       52.5       67.2       64.5       80.5
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 20, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :13,379,012:   563,577    551,730  5,370,380  6,642,883  6,486,089 12,576,840 12,408,199:   802,171    970,813
Old  :13,379,012:   563,577    551,730  5,370,380  6,642,883  6,486,089 12,576,840 12,408,199:   802,171    970,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :-1,645,011:  -175,371   -104,256   -787,556   -642,551   -741,732 -1,605,478 -1,633,543:   -39,534    -11,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        4.1       40.1       49.7       48.5       94.0       92.7:       6.0        7.3
Old  :     100.0:       4.2        4.1       40.1       49.7       48.5       94.0       92.7:       6.0        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        61         54         99        139        141        252        249:
Old  :       268:        61         54         99        139        141        252        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       20.2       30.2       33.4       11.2       11.3       15.8       14.4
Old  :                 19.1       20.2       30.2       33.4       11.2       11.3       15.8       14.4
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 20, 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  :   896,569:    77,901    111,373     55,746    623,580    609,055    757,228    776,175:   139,341    120,394
Old  :   896,569:    77,901    111,373     55,746    623,580    609,055    757,228    776,175:   139,341    120,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :  -251,100:    -9,783      8,009    -43,925   -172,440   -186,231   -226,147   -222,147:   -24,952    -28,953
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       12.4        6.2       69.6       67.9       84.5       86.6:      15.5       13.4
Old  :     100.0:       8.7       12.4        6.2       69.6       67.9       84.5       86.6:      15.5       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       575:       110        123         94        239        236        403        399:
Old  :       575:       110        123         94        239        236        403        399:
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  :                 14.9       12.8       22.8       21.4       13.5       12.4       20.7       19.3
Old  :                 14.9       12.8       22.8       21.4       13.5       12.4       20.7       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   296,263:    11,554      5,801     23,108    197,538    199,210    232,200    228,119:    64,064     68,145
Old  :   296,263:    11,554      5,801     23,108    197,538    199,210    232,200    228,119:    64,064     68,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :  -107,311:    -4,319     -7,493    -13,599    -69,118    -72,739    -87,037    -93,832:   -20,274    -13,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        2.0        7.8       66.7       67.2       78.4       77.0:      21.6       23.0
Old  :     100.0:       3.9        2.0        7.8       66.7       67.2       78.4       77.0:      21.6       23.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        15         16         25         69         60        100         85:
Old  :       119:        15         16         25         69         60        100         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       18.6       32.1       30.2       19.5       17.9       26.9       27.3
Old  :                 21.5       18.6       32.1       30.2       19.5       17.9       26.9       27.3
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 20, 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  : 3,001,528:   340,125    536,251    154,803  2,130,212  2,049,228  2,625,139  2,740,281:   376,389    261,247
Old  : 3,001,528:   340,125    536,251    154,803  2,130,212  2,049,228  2,625,139  2,740,281:   376,389    261,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :  -718,943:   -70,759     34,069   -108,186   -516,608   -567,458   -695,554   -641,575:   -23,389    -77,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       17.9        5.2       71.0       68.3       87.5       91.3:      12.5        8.7
Old  :     100.0:      11.3       17.9        5.2       71.0       68.3       87.5       91.3:      12.5        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       535:       103        117         85        213        216        364        370:
Old  :       535:       103        117         85        213        216        364        370:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       13.2       27.5       20.8       18.2       12.7       25.5       19.5
Old  :                 19.3       13.2       27.5       20.8       18.2       12.7       25.5       19.5
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 20, 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  :    98,948:    13,905      4,539         26     74,891     90,732     88,822     95,297:    10,127      3,652
Old  :    98,948:    13,905      4,539         26     74,891     90,732     88,822     95,297:    10,127      3,652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -27,608:    -2,170     -1,783         17    -25,199    -24,421    -27,352    -26,187:      -256     -1,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        4.6        0.0       75.7       91.7       89.8       96.3:      10.2        3.7
Old  :     100.0:      14.1        4.6        0.0       75.7       91.7       89.8       96.3:      10.2        3.7
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  :        90:        13          3          1         53         36         66         40:
Old  :        90:        13          3          1         53         36         66         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       45.0       44.5       63.4       30.9       42.2       43.8       60.1
Old  :                 30.9       45.0       44.5       63.4       30.9       42.2       43.8       60.1
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 20, 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  :    90,316:    26,635      8,320      1,706     56,595     74,304     84,937     84,330:     5,379      5,986
Old  :    90,316:    26,635      8,320      1,706     56,595     74,304     84,937     84,330:     5,379      5,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -52,347:    -7,530      2,098     -4,401    -33,680    -47,128    -45,611    -49,431:    -6,736     -2,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        9.2        1.9       62.7       82.3       94.0       93.4:       6.0        6.6
Old  :     100.0:      29.5        9.2        1.9       62.7       82.3       94.0       93.4:       6.0        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        80         40         14         75         86        162        133:
Old  :       256:        80         40         14         75         86        162        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       31.9       48.7       46.6       36.0       31.9       48.7       46.6
Old  :                 36.0       31.9       48.7       46.6       36.0       31.9       48.7       46.6
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 20, 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  :   451,580:   133,177     41,598      8,530    282,977    371,522    424,684    421,650:    26,896     29,930
Old  :   451,580:   133,177     41,598      8,530    282,977    371,522    424,684    421,650:    26,896     29,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :  -148,225:   -40,684      8,104     -8,186    -94,786   -144,545   -143,656   -144,627:    -4,569     -3,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        9.2        1.9       62.7       82.3       94.0       93.4:       6.0        6.6
Old  :     100.0:      29.5        9.2        1.9       62.7       82.3       94.0       93.4:       6.0        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        80         40         14         75         86        162        133:
Old  :       256:        80         40         14         75         86        162        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       31.9       48.7       46.6       36.0       31.9       48.7       46.6
Old  :                 36.0       31.9       48.7       46.6       36.0       31.9       48.7       46.6
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 20, 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  :   170,004:    96,724     52,149      3,956     37,358     91,713    138,037    147,817:    31,966     22,186
Old  :   170,004:    96,724     52,149      3,956     37,358     91,713    138,037    147,817:    31,966     22,186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -38,026:    -1,394     20,720    -16,179    -19,431    -41,757    -37,004    -37,216:    -1,022       -810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.9       30.7        2.3       22.0       53.9       81.2       86.9:      18.8       13.1
Old  :     100.0:      56.9       30.7        2.3       22.0       53.9       81.2       86.9:      18.8       13.1
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  :        98:        33         31         14         21         26         64         61:
Old  :        98:        33         31         14         21         26         64         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       46.6       59.5       60.0       50.3       46.2       59.4       58.9
Old  :                 50.4       46.6       59.5       60.0       50.3       46.2       59.4       58.9
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 20, 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  :    44,910:     6,728     17,379          0     31,361      5,193     38,089     22,572:     6,821     22,338
Old  :    44,910:     6,728     17,379          0     31,361      5,193     38,089     22,572:     6,821     22,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    -1,040:       437       -877          0     -1,689       -240     -1,252     -1,117:       212         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       38.7        0.0       69.8       11.6       84.8       50.3:      15.2       49.7
Old  :     100.0:      15.0       38.7        0.0       69.8       11.6       84.8       50.3:      15.2       49.7
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  :        49:        14          8          0         24          6         38         14:
Old  :        49:        14          8          0         24          6         38         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       42.7       52.3       48.0       38.6       42.7       52.3       48.0
Old  :                 38.6       42.7       52.3       48.0       38.6       42.7       52.3       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :    45,172:    17,981      3,214        833     19,817      8,483     38,631     12,530:     6,541     32,642
Old  :    45,172:    17,981      3,214        833     19,817      8,483     38,631     12,530:     6,541     32,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :      -721:    -1,317     -6,045        679      1,612     -2,408        974     -7,774:    -1,695      7,053
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8        7.1        1.8       43.9       18.8       85.5       27.7:      14.5       72.3
Old  :     100.0:      39.8        7.1        1.8       43.9       18.8       85.5       27.7:      14.5       72.3
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  :        50:        11          5          2         25         15         37         21:
Old  :        50:        11          5          2         25         15         37         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       12.2       59.0       18.3       42.9       12.2       56.3       17.9
Old  :                 45.6       12.2       59.0       18.3       42.9       12.2       56.3       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 23, 2012