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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     6,084:       342         90        136      5,027      5,064      5,504      5,290:       580        794
Old  :     6,084:       342         90        136      5,027      5,064      5,504      5,290:       580        794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :      -846:      -154        -40        -20       -523       -749       -697       -809:      -149        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        1.5        2.2       82.6       83.2       90.5       86.9:       9.5       13.1
Old  :     100.0:       5.6        1.5        2.2       82.6       83.2       90.5       86.9:       9.5       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  :        22:         2          2          2         14         11         18         13:
Old  :        22:         2          2          2         14         11         18         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.0       69.8       81.5       82.4       69.0       69.3       80.6       78.1
Old  :                 69.0       69.8       81.5       82.4       69.0       69.3       80.6       78.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    46,546:     6,005      3,051     10,627     24,936     21,766     41,569     35,445:     4,977     11,101
Old  :    46,546:     6,005      3,051     10,627     24,936     21,766     41,569     35,445:     4,977     11,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -9,747:    -1,280     -1,059     -2,706     -5,158     -3,954     -9,145     -7,719:      -602     -2,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        6.6       22.8       53.6       46.8       89.3       76.2:      10.7       23.8
Old  :     100.0:      12.9        6.6       22.8       53.6       46.8       89.3       76.2:      10.7       23.8
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  :        72:        16         12         18         33         31         58         52:
Old  :        72:        16         12         18         33         31         58         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       28.3       52.9       41.4       36.8       26.5       47.6       36.0
Old  :                 38.4       28.3       52.9       41.4       36.8       26.5       47.6       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   317,165:    59,544     57,201     97,855    126,450    117,501    283,849    272,556:    33,316     44,610
Old  :   269,734:    52,331     63,564     78,912    112,356     91,561    243,599    234,037:    26,135     35,697
Other:    47,431:    14,718      1,141     11,438     14,094     25,940     40,250     38,519:     7,181      8,913
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :      -854:    -4,050      2,114      4,057     -1,055     -6,974     -1,048       -802:       193        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       18.0       30.9       39.9       37.0       89.5       85.9:      10.5       14.1
Old  :     100.0:      19.4       23.6       29.3       41.7       33.9       90.3       86.8:       9.7       13.2
Other:     100.0:      31.0        2.4       24.1       29.7       54.7       84.9       81.2:      15.1       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        95        107        127         67         70        230        250:
Old  :       297:        81        125        122         62         70        219        249:
Other:       127:        43         11         35         46         52        104         89:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       14.7       27.6       22.9       15.8       12.0       25.3       17.2
Old  :                 17.9       14.6       28.6       23.0       17.6       12.0       26.7       17.2
Other:                 25.8       23.1       39.7       35.7       24.2       20.0       33.5       27.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   477,037:   116,224     54,282    157,627    169,122    192,681    442,974    404,590:    34,063     72,447
Old  :   477,037:   116,224     54,282    157,627    169,122    192,681    442,974    404,590:    34,063     72,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    22,761:    -5,104      6,700     22,134      2,947     -3,036     19,978     25,799:     2,784     -3,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       11.4       33.0       35.5       40.4       92.9       84.8:       7.1       15.2
Old  :     100.0:      24.4       11.4       33.0       35.5       40.4       92.9       84.8:       7.1       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       430:       134        114        158        112        150        320        363:
Old  :       430:       134        114        158        112        150        320        363:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       14.2       27.1       20.9       15.7        9.6       24.7       13.9
Old  :                 16.6       14.2       27.1       20.9       15.7        9.6       24.7       13.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    10,894:     4,355      4,092      1,676      3,089      3,208      9,120      8,975:     1,775      1,920
Old  :    10,894:     4,355      4,092      1,676      3,089      3,208      9,120      8,975:     1,775      1,920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     1,004:       198        514        504        221       -128        923        889:        81        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       37.6       15.4       28.4       29.4       83.7       82.4:      16.3       17.6
Old  :     100.0:      40.0       37.6       15.4       28.4       29.4       83.7       82.4:      16.3       17.6
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  :        95:        33         28         22         21         21         66         65:
Old  :        95:        33         28         22         21         21         66         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       29.0       47.5       43.3       32.8       27.3       45.0       40.7
Old  :                 32.8       29.0       47.5       43.3       32.8       27.3       45.0       40.7
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, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    48,513:    16,736      3,206     12,851      9,571     10,720     39,158     26,776:     9,355     21,736
Old  :    48,513:    16,736      3,206     12,851      9,571     10,720     39,158     26,776:     9,355     21,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -8,078:    -3,802       -493     -2,239       -527     -1,830     -6,569     -4,562:    -1,509     -3,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5        6.6       26.5       19.7       22.1       80.7       55.2:      19.3       44.8
Old  :     100.0:      34.5        6.6       26.5       19.7       22.1       80.7       55.2:      19.3       44.8
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  :       174:        49         34         45         47         64        115        134:
Old  :       174:        49         34         45         47         64        115        134:
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  :                 17.5       10.1       27.3       16.5       15.2        6.7       23.2       10.7
Old  :                 17.5       10.1       27.3       16.5       15.2        6.7       23.2       10.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     8,754:       243      4,164         98      7,512      2,800      7,853      7,062:       901      1,691
Old  :     8,075:       216      3,990         93      6,901      2,597      7,210      6,679:       865      1,396
Other:       679:        29        176          4        610        204        643        383:        36        295
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -1,540:         2     -1,048          1     -1,387       -403     -1,384     -1,450:      -156        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       47.6        1.1       85.8       32.0       89.7       80.7:      10.3       19.3
Old  :     100.0:       2.7       49.4        1.1       85.5       32.2       89.3       82.7:      10.7       17.3
Other:     100.0:       4.2       25.9        0.6       89.9       30.0       94.8       56.5:       5.2       43.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          8          4         12          9         17         18:
Old  :        27:         2          8          4         12          9         17         18:
Other:        18:         2          4          1          9          4         11          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.0       57.8       85.2       71.9       79.0       57.6       84.8       70.5
Old  :                 78.6       59.1       84.7       73.5       78.6       58.9       84.3       72.1
Other:                 86.4       53.3       93.2       56.3       86.4       53.3       93.1       55.2
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :   126,439:    11,210      6,367      3,193    111,466    116,804    125,869    126,364:       570         75
Old  :   126,439:    11,210      6,367      3,193    111,466    116,804    125,869    126,364:       570         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :       303:      -139         34          0        429        345        290        379:        13        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        5.0        2.5       88.2       92.4       99.5       99.9:       0.5        0.1
Old  :     100.0:       8.9        5.0        2.5       88.2       92.4       99.5       99.9:       0.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          4          1         14         14         18         19:
Old  :        23:         4          4          1         14         14         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.3       74.4       88.4       88.7       30.3       31.3       38.0       36.9
Old  :                 74.3       74.4       88.4       88.7       30.3       31.3       38.0       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   134,018:    56,713     27,195      3,031     33,123     84,466     92,867    114,692:    41,150     19,325
Old  :   134,018:    56,713     27,195      3,031     33,123     84,466     92,867    114,692:    41,150     19,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     4,415:     3,563     -2,046         58       -589      5,448      3,033      3,460:     1,382        955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3       20.3        2.3       24.7       63.0       69.3       85.6:      30.7       14.4
Old  :     100.0:      42.3       20.3        2.3       24.7       63.0       69.3       85.6:      30.7       14.4
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  :        79:        34         14         12         23         26         64         45:
Old  :        79:        34         14         12         23         26         64         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       46.3       39.2       60.7       30.8       46.2       38.6       60.1
Old  :                 31.3       46.3       39.2       60.7       30.8       46.2       38.6       60.1
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, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    44,594:     6,623     21,182        435     24,216      9,322     31,273     30,939:    13,321     13,655
Old  :    44,594:     6,623     21,182        435     24,216      9,322     31,273     30,939:    13,321     13,655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :       786:       330        -29        -79       -528      1,292       -276      1,184:     1,062       -398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       47.5        1.0       54.3       20.9       70.1       69.4:      29.9       30.6
Old  :     100.0:      14.9       47.5        1.0       54.3       20.9       70.1       69.4:      29.9       30.6
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  :        34:        10         11          2          8         10         18         23:
Old  :        34:        10         11          2          8         10         18         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       41.6       61.3       52.3       52.9       41.6       60.6       52.3
Old  :                 52.9       41.6       61.3       52.3       52.9       41.6       60.6       52.3
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, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   175,692:    91,744      7,241        420     76,724    165,387    168,888    173,048:     6,804      2,644
Old  :   175,692:    91,744      7,241        420     76,724    165,387    168,888    173,048:     6,804      2,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -2,859:      -156     -1,826         49     -1,705     -1,501     -1,812     -3,278:    -1,047        419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.2        4.1        0.2       43.7       94.1       96.1       98.5:       3.9        1.5
Old  :     100.0:      52.2        4.1        0.2       43.7       94.1       96.1       98.5:       3.9        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        62         13          4         20         18         84         33:
Old  :       110:        62         13          4         20         18         84         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       60.0       76.0       85.2       53.7       60.0       74.2       85.2
Old  :                 53.7       60.0       76.0       85.2       53.7       60.0       74.2       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   150,182:    28,230     38,437      3,310     91,676     83,028    123,216    124,775:    26,966     25,407
Old  :   150,182:    28,230     38,437      3,310     91,676     83,028    123,216    124,775:    26,966     25,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     8,340:     2,794        441        432      4,032      6,453      7,258      7,327:     1,081      1,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       25.6        2.2       61.0       55.3       82.0       83.1:      18.0       16.9
Old  :     100.0:      18.8       25.6        2.2       61.0       55.3       82.0       83.1:      18.0       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        28         20         10         28         28         61         53:
Old  :        88:        28         20         10         28         28         61         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       48.3       54.2       57.5       40.9       46.0       53.4       55.2
Old  :                 41.0       48.3       54.2       57.5       40.9       46.0       53.4       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   170,666:    15,127     79,623      9,362    132,480     28,102    156,970    117,087:    13,696     53,579
Old  :   170,666:    15,127     79,623      9,362    132,480     28,102    156,970    117,087:    13,696     53,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     5,879:     4,042      1,072         91      2,008      1,900      6,140      3,063:      -261      2,817
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       46.7        5.5       77.6       16.5       92.0       68.6:       8.0       31.4
Old  :     100.0:       8.9       46.7        5.5       77.6       16.5       92.0       68.6:       8.0       31.4
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  :       105:        22         44         26         29         24         63         82:
Old  :       105:        22         44         26         29         24         63         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       30.7       61.6       38.3       46.4       30.7       60.2       38.3
Old  :                 47.1       30.7       61.6       38.3       46.4       30.7       60.2       38.3
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, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   287,816:    39,156    117,857     32,590    179,537     73,490    251,282    223,937:    36,534     63,879
Old  :   287,816:    39,156    117,857     32,590    179,537     73,490    251,282    223,937:    36,534     63,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     3,416:     6,521     -3,958      1,134     -1,970      8,104      5,685      5,281:    -2,269     -1,865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       40.9       11.3       62.4       25.5       87.3       77.8:      12.7       22.2
Old  :     100.0:      13.6       40.9       11.3       62.4       25.5       87.3       77.8:      12.7       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        36         77         47         50         46        116        140:
Old  :       181:        36         77         47         50         46        116        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  :                 31.3       24.8       45.0       33.5       30.9       24.2       41.0       30.1
Old  :                 31.3       24.8       45.0       33.5       30.9       24.2       41.0       30.1
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, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    20,753:    14,477      8,631        150      2,543     10,403     17,170     19,184:     3,583      1,569
Old  :    20,753:    14,477      8,631        150      2,543     10,403     17,170     19,184:     3,583      1,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :       506:       431     -1,431         -2        -51      1,700        378        267:       128        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.8       41.6        0.7       12.3       50.1       82.7       92.4:      17.3        7.6
Old  :     100.0:      69.8       41.6        0.7       12.3       50.1       82.7       92.4:      17.3        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        23         11          1          5          8         28         20:
Old  :        47:        23         11          1          5          8         28         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       67.0       61.3       80.0       46.4       67.0       61.3       80.0
Old  :                 46.4       67.0       61.3       80.0       46.4       67.0       61.3       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :13,692,790:   668,094    526,236  5,209,910  6,968,438  6,994,050 12,846,441 12,730,195:   846,349    962,595
Old  :13,692,790:   668,094    526,236  5,209,910  6,968,438  6,994,050 12,846,441 12,730,195:   846,349    962,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :   293,658:    31,062     -1,266      5,006    267,085    303,483    303,153    307,223:    -9,495    -13,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        3.8       38.0       50.9       51.1       93.8       93.0:       6.2        7.0
Old  :     100.0:       4.9        3.8       38.0       50.9       51.1       93.8       93.0:       6.2        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        66         50        102        143        144        262        252:
Old  :       275:        66         50        102        143        144        262        252:
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  :                 19.2       20.6       30.3       32.9       11.4       12.1       16.0       14.7
Old  :                 19.2       20.6       30.3       32.9       11.4       12.1       16.0       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   920,497:    82,243    115,531     60,056    634,510    629,831    776,809    805,418:   143,688    115,079
Old  :   920,497:    82,243    115,531     60,056    634,510    629,831    776,809    805,418:   143,688    115,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     1,672:     1,157      4,911     -1,211      4,432      4,146      4,377      7,846:    -2,706     -6,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       12.6        6.5       68.9       68.4       84.4       87.5:      15.6       12.5
Old  :     100.0:       8.9       12.6        6.5       68.9       68.4       84.4       87.5:      15.6       12.5
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  :       583:       113        132        104        251        230        423        407:
Old  :       583:       113        132        104        251        230        423        407:
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  :                 13.3       12.5       20.7       21.5       12.2       12.1       18.6       19.5
Old  :                 13.3       12.5       20.7       21.5       12.2       12.1       18.6       19.5
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, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   302,388:    12,288      6,968     23,727    199,597    207,184    235,612    237,879:    66,776     64,509
Old  :   302,388:    12,288      6,968     23,727    199,597    207,184    235,612    237,879:    66,776     64,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -3,620:    -1,080       -634     -2,520       -357      3,240     -3,957         86:       337     -3,706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        2.3        7.8       66.0       68.5       77.9       78.7:      22.1       21.3
Old  :     100.0:       4.1        2.3        7.8       66.0       68.5       77.9       78.7:      22.1       21.3
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  :       128:        17         18         31         73         65        107         97:
Old  :       128:        17         18         31         73         65        107         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       18.0       31.2       29.8       17.9       17.6       25.4       26.7
Old  :                 20.3       18.0       31.2       29.8       17.9       17.6       25.4       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,090,545:   370,612    563,651    160,807  2,174,563  2,113,237  2,705,983  2,837,695:   384,563    252,850
Old  : 3,090,545:   370,612    563,651    160,807  2,174,563  2,113,237  2,705,983  2,837,695:   384,563    252,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    26,458:     9,187     25,728      8,541     23,946      4,530     41,675     38,799:   -15,217    -12,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       18.2        5.2       70.4       68.4       87.6       91.8:      12.4        8.2
Old  :     100.0:      12.0       18.2        5.2       70.4       68.4       87.6       91.8:      12.4        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       543:       109        122         92        225        212        383        377:
Old  :       543:       109        122         92        225        212        383        377:
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  :                 17.0       12.7       24.9       21.0       16.2       12.3       23.0       19.5
Old  :                 17.0       12.7       24.9       21.0       16.2       12.3       23.0       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, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   100,271:    13,243      6,397        140     77,210     90,530     90,593     97,067:     9,678      3,204
Old  :   100,271:    13,243      6,397        140     77,210     90,530     90,593     97,067:     9,678      3,204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :      -371:       148      1,226        140       -184     -2,104        104       -738:      -475        367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        6.4        0.1       77.0       90.3       90.3       96.8:       9.7        3.2
Old  :     100.0:      13.2        6.4        0.1       77.0       90.3       90.3       96.8:       9.7        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        14          6          1         58         35         72         42:
Old  :        99:        14          6          1         58         35         72         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       45.7       43.7       63.2       31.3       43.8       42.8       59.8
Old  :                 31.3       45.7       43.7       63.2       31.3       43.8       42.8       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    91,773:    26,638      7,609      1,772     57,833     74,670     86,243     84,051:     5,530      7,722
Old  :    91,773:    26,638      7,609      1,772     57,833     74,670     86,243     84,051:     5,530      7,722
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     2,238:     1,560       -643       -484      1,410      2,946      2,487      1,820:      -248        419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        8.3        1.9       63.0       81.4       94.0       91.6:       6.0        8.4
Old  :     100.0:      29.0        8.3        1.9       63.0       81.4       94.0       91.6:       6.0        8.4
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  :       264:        86         39         15         80         83        172        131:
Old  :       264:        86         39         15         80         83        172        131:
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  :                 35.1       33.9       45.7       48.7       35.1       33.9       45.7       48.6
Old  :                 35.1       33.9       45.7       48.7       35.1       33.9       45.7       48.6
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, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   458,864:   133,192     38,047      8,859    289,163    373,350    431,214    420,255:    27,650     38,608
Old  :   458,864:   133,192     38,047      8,859    289,163    373,350    431,214    420,255:    27,650     38,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    11,191:     7,799     -3,213     -2,418      7,052     14,729     12,433      9,099:    -1,242      2,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        8.3        1.9       63.0       81.4       94.0       91.6:       6.0        8.4
Old  :     100.0:      29.0        8.3        1.9       63.0       81.4       94.0       91.6:       6.0        8.4
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  :       264:        86         39         15         80         83        172        131:
Old  :       264:        86         39         15         80         83        172        131:
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  :                 35.1       33.9       45.7       48.7       35.1       33.9       45.7       48.6
Old  :                 35.1       33.9       45.7       48.7       35.1       33.9       45.7       48.6
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, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   166,461:    85,885     37,336      7,169     43,313     99,345    136,367    143,850:    30,093     22,611
Old  :   166,461:    85,885     37,336      7,169     43,313     99,345    136,367    143,850:    30,093     22,611
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     8,903:    -5,402      5,443      1,695     11,418        -13      7,711      7,124:     1,192      1,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.6       22.4        4.3       26.0       59.7       81.9       86.4:      18.1       13.6
Old  :     100.0:      51.6       22.4        4.3       26.0       59.7       81.9       86.4:      18.1       13.6
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  :        96:        34         31         20         19         26         67         63:
Old  :        96:        34         31         20         19         26         67         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       43.1       60.5       57.0       53.6       42.6       59.8       55.8
Old  :                 53.8       43.1       60.5       57.0       53.6       42.6       59.8       55.8
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, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    49,658:    12,081     19,240        188     31,381      5,798     43,650     25,226:     6,008     24,432
Old  :    49,658:    12,081     19,240        188     31,381      5,798     43,650     25,226:     6,008     24,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     3,999:     4,614        936        188       -387        615      4,415      1,739:      -416      2,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       38.7        0.4       63.2       11.7       87.9       50.8:      12.1       49.2
Old  :     100.0:      24.3       38.7        0.4       63.2       11.7       87.9       50.8:      12.1       49.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        16          9          1         26          8         42         18:
Old  :        55:        16          9          1         26          8         42         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       40.4       53.7       46.0       41.0       40.4       53.3       46.0
Old  :                 41.0       40.4       53.7       46.0       41.0       40.4       53.3       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    49,439:    18,611      3,133      3,825     19,346     13,420     41,782     20,378:     7,657     29,061
Old  :    49,439:    18,611      3,133      3,825     19,346     13,420     41,782     20,378:     7,657     29,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     2,564:       299        545        442      1,938        325      2,679      1,312:      -115      1,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6        6.3        7.7       39.1       27.1       84.5       41.2:      15.5       58.8
Old  :     100.0:      37.6        6.3        7.7       39.1       27.1       84.5       41.2:      15.5       58.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        12          5          3         23         20         36         27:
Old  :        53:        12          5          3         23         20         36         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       18.3       57.4       27.5       40.9       15.9       51.2       22.3
Old  :                 45.5       18.3       57.4       27.5       40.9       15.9       51.2       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 6, 2012