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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :     6,638:       531        107        132      5,153      5,645      5,816      5,884:       822        754
Old  :     6,638:       531        107        132      5,153      5,645      5,816      5,884:       822        754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       399:       104         22         18        358        439        480        479:       -81        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        1.6        2.0       77.6       85.0       87.6       88.6:      12.4       11.4
Old  :     100.0:       8.0        1.6        2.0       77.6       85.0       87.6       88.6:      12.4       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          1          2         15         11         20         13:
Old  :        23:         4          1          2         15         11         20         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  :                 65.2       68.8       77.6       82.3       65.2       67.6       76.7       78.3
Old  :                 65.2       68.8       77.6       82.3       65.2       67.6       76.7       78.3
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, February 28, 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  :    59,797:     6,822      4,694     14,193     32,568     26,960     53,583     45,847:     6,214     13,950
Old  :    59,797:     6,822      4,694     14,193     32,568     26,960     53,583     45,847:     6,214     13,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     2,244:       378        492        536      1,613        546      2,528      1,575:      -283        669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        7.9       23.7       54.5       45.1       89.6       76.7:      10.4       23.3
Old  :     100.0:      11.4        7.9       23.7       54.5       45.1       89.6       76.7:      10.4       23.3
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  :        84:        18         18         21         38         34         65         64:
Old  :        84:        18         18         21         38         34         65         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       24.4       53.1       37.0       38.7       22.8       46.9       32.0
Old  :                 40.1       24.4       53.1       37.0       38.7       22.8       46.9       32.0
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, February 28, 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  :   311,391:    80,777     36,571     87,545    110,042    141,014    278,364    265,129:    33,027     46,262
Old  :   275,892:    76,484     43,058     72,097    101,167    120,692    249,748    235,846:    26,144     40,045
Other:    35,499:    11,484        704      8,257      8,875     20,322     28,616     29,283:     6,883      6,217
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     8,622:     1,370      1,493      4,419        288        632      6,078      6,544:     2,544      2,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       11.7       28.1       35.3       45.3       89.4       85.1:      10.6       14.9
Old  :     100.0:      27.7       15.6       26.1       36.7       43.7       90.5       85.5:       9.5       14.5
Other:     100.0:      32.3        2.0       23.3       25.0       57.2       80.6       82.5:      19.4       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        98         99        136         66         80        245        256:
Old  :       310:        86        116        131         61         79        235        254:
Other:       126:        46          6         29         42         56         99         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       17.5       30.0       24.6       16.4       16.6       26.5       22.2
Old  :                 18.9       17.5       31.4       25.6       18.1       16.8       29.2       22.8
Other:                 21.3       25.8       36.0       38.0       19.5       20.4       28.9       28.1
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   453,893:   136,449     38,676    124,537    160,330    212,049    421,316    375,261:    32,577     78,632
Old  :   453,893:   136,449     38,676    124,537    160,330    212,049    421,316    375,261:    32,577     78,632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     8,965:     2,165      3,778      6,247       -409     -1,187      8,004      8,839:       961        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        8.5       27.4       35.3       46.7       92.8       82.7:       7.2       17.3
Old  :     100.0:      30.1        8.5       27.4       35.3       46.7       92.8       82.7:       7.2       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       469:       163        100        144        102        176        348        349:
Old  :       469:       163        100        144        102        176        348        349:
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  :                 17.1       13.2       27.6       19.8       15.5       11.0       25.1       15.6
Old  :                 17.1       13.2       27.6       19.8       15.5       11.0       25.1       15.6
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, February 28, 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  :    10,621:     4,232      3,302      1,718      2,675      3,778      8,624      8,797:     1,997      1,824
Old  :    10,621:     4,232      3,302      1,718      2,675      3,778      8,624      8,797:     1,997      1,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       480:        91         82        289        -63        444        318        815:       163       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       31.1       16.2       25.2       35.6       81.2       82.8:      18.8       17.2
Old  :     100.0:      39.8       31.1       16.2       25.2       35.6       81.2       82.8:      18.8       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        31         24         20         18         24         63         60:
Old  :        88:        31         24         20         18         24         63         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       29.0       52.9       44.0       34.6       24.8       46.7       37.5
Old  :                 35.9       29.0       52.9       44.0       34.6       24.8       46.7       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :    62,378:    25,532      4,594     17,129     10,277     14,164     52,939     35,887:     9,439     26,491
Old  :    62,378:    25,532      4,594     17,129     10,277     14,164     52,939     35,887:     9,439     26,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     1,600:       899         97         14        317        632      1,229        743:       371        858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        7.4       27.5       16.5       22.7       84.9       57.5:      15.1       42.5
Old  :     100.0:      40.9        7.4       27.5       16.5       22.7       84.9       57.5:      15.1       42.5
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  :       227:        81         41         65         47         80        161        164:
Old  :       227:        81         41         65         47         80        161        164:
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  :                 13.4        9.0       22.0       14.8       11.2        6.1       18.9       10.2
Old  :                 13.4        9.0       22.0       14.8       11.2        6.1       18.9       10.2
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, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     9,286:        61      4,493         85      8,224      3,103      8,370      7,681:       916      1,605
Old  :     8,783:        61      4,407         81      7,766      2,912      7,908      7,400:       875      1,383
Other:       503:         0         86          4        458        191        462        281:        40        222
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       742:        -5        265         33        563        298        591        596:       151        145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       48.4        0.9       88.6       33.4       90.1       82.7:       9.9       17.3
Old  :     100.0:       0.7       50.2        0.9       88.4       33.2       90.0       84.3:      10.0       15.7
Other:     100.0:       0.1       17.1        0.8       91.1       37.9       92.0       55.9:       8.0       44.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          8          4         13         11         18         19:
Old  :        28:         1          8          4         13         11         18         19:
Other:        16:         1          4          1          9          3         10          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.5       57.7       85.8       73.8       77.9       57.6       84.1       71.6
Old  :                 78.0       59.5       85.5       74.9       77.5       59.4       83.9       72.8
Other:                 85.7       53.2       91.4       55.9       85.7       53.2       90.7       54.7
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   132,469:    11,526      6,742      3,316    117,059    122,323    131,901    132,381:       568         88
Old  :   132,469:    11,526      6,742      3,316    117,059    122,323    131,901    132,381:       568         88
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     3,187:       230      4,952          0      2,856     -1,749      3,086      3,203:       101        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        5.1        2.5       88.4       92.3       99.6       99.9:       0.4        0.1
Old  :     100.0:       8.7        5.1        2.5       88.4       92.3       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          4          1         14         15         18         20:
Old  :        24:         4          4          1         14         15         18         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  :                 74.6       70.0       88.2       86.0       29.3       27.1       36.9       33.5
Old  :                 74.6       70.0       88.2       86.0       29.3       27.1       36.9       33.5
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, February 28, 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  :   144,292:    50,755     28,371      5,163     48,867     90,550    104,785    124,084:    39,507     20,209
Old  :   144,292:    50,755     28,371      5,163     48,867     90,550    104,785    124,084:    39,507     20,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     7,505:     2,979     -5,215     -1,209      5,121     13,851      6,892      7,427:       614         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       19.7        3.6       33.9       62.8       72.6       86.0:      27.4       14.0
Old  :     100.0:      35.2       19.7        3.6       33.9       62.8       72.6       86.0:      27.4       14.0
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  :        80:        30         14         10         24         27         59         46:
Old  :        80:        30         14         10         24         27         59         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       52.1       40.9       62.3       29.4       52.0       38.6       60.8
Old  :                 30.5       52.1       40.9       62.3       29.4       52.0       38.6       60.8
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, February 28, 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  :    54,776:     9,826     28,856      1,184     28,963     10,254     39,973     40,294:    14,804     14,483
Old  :    54,776:     9,826     28,856      1,184     28,963     10,254     39,973     40,294:    14,804     14,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     1,442:     2,032      1,392        142     -2,890      1,303       -716      2,836:     2,158     -1,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       52.7        2.2       52.9       18.7       73.0       73.6:      27.0       26.4
Old  :     100.0:      17.9       52.7        2.2       52.9       18.7       73.0       73.6:      27.0       26.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        10         19          6         14         16         27         38:
Old  :        50:        10         19          6         14         16         27         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       25.2       58.3       39.3       43.4       25.2       56.9       38.8
Old  :                 43.4       25.2       58.3       39.3       43.4       25.2       56.9       38.8
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, February 28, 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  :   189,778:    73,810     13,060        876    109,242    172,946    183,928    186,882:     5,850      2,896
Old  :   189,778:    73,810     13,060        876    109,242    172,946    183,928    186,882:     5,850      2,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    16,696:    11,035       -290       -799      6,225     17,877     16,461     16,788:       235        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        6.9        0.5       57.6       91.1       96.9       98.5:       3.1        1.5
Old  :     100.0:      38.9        6.9        0.5       57.6       91.1       96.9       98.5:       3.1        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:        52         21          4         20         20         75         44:
Old  :       110:        52         21          4         20         20         75         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       63.2       73.4       82.2       52.7       61.0       72.2       74.2
Old  :                 52.7       63.2       73.4       82.2       52.7       61.0       72.2       74.2
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, February 28, 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  :   182,738:    26,481     49,905      2,692    132,786    101,658    161,959    154,255:    20,779     28,484
Old  :   182,738:    26,481     49,905      2,692    132,786    101,658    161,959    154,255:    20,779     28,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -8,805:    -1,103     -8,707        699     -8,263     -1,537     -8,667     -9,545:      -139        740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       27.3        1.5       72.7       55.6       88.6       84.4:      11.4       15.6
Old  :     100.0:      14.5       27.3        1.5       72.7       55.6       88.6       84.4:      11.4       15.6
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  :        94:        21         31         10         26         32         56         64:
Old  :        94:        21         31         10         26         32         56         64:
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  :                 47.8       44.6       66.5       55.2       47.7       43.4       66.0       53.4
Old  :                 47.8       44.6       66.5       55.2       47.7       43.4       66.0       53.4
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, February 28, 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  :   172,415:    51,238     52,849     10,619     93,248     61,336    155,106    124,805:    17,309     47,610
Old  :   172,415:    51,238     52,849     10,619     93,248     61,336    155,106    124,805:    17,309     47,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     3,655:   -10,939      7,808      3,864     13,155    -11,360      6,080        312:    -2,425      3,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       30.7        6.2       54.1       35.6       90.0       72.4:      10.0       27.6
Old  :     100.0:      29.7       30.7        6.2       54.1       35.6       90.0       72.4:      10.0       27.6
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  :       117:        20         55         24         29         29         67         90:
Old  :       117:        20         55         24         29         29         67         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       18.2       57.7       27.7       44.4       18.2       57.4       26.9
Old  :                 44.4       18.2       57.7       27.7       44.4       18.2       57.4       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   322,823:    34,214    140,334     40,258    208,754     75,863    283,227    256,456:    39,596     66,367
Old  :   322,823:    34,214    140,334     40,258    208,754     75,863    283,227    256,456:    39,596     66,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -9,723:     5,097    -26,262      6,527    -23,308     12,511    -11,684     -7,224:     1,961     -2,499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       43.5       12.5       64.7       23.5       87.7       79.4:      12.3       20.6
Old  :     100.0:      10.6       43.5       12.5       64.7       23.5       87.7       79.4:      12.3       20.6
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  :       194:        35         77         54         55         56        124        154:
Old  :       194:        35         77         54         55         56        124        154:
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  :                 38.8       25.1       49.1       33.4       38.1       24.4       47.0       31.6
Old  :                 38.8       25.1       49.1       33.4       38.1       24.4       47.0       31.6
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, February 28, 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  :    35,159:    27,006      4,892        418      3,110     28,059     30,534     33,369:     4,625      1,790
Old  :    35,159:    27,006      4,892        418      3,110     28,059     30,534     33,369:     4,625      1,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -1,730:    -2,416       -319          0        398     -1,518     -2,018     -1,837:       288        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8       13.9        1.2        8.8       79.8       86.8       94.9:      13.2        5.1
Old  :     100.0:      76.8       13.9        1.2        8.8       79.8       86.8       94.9:      13.2        5.1
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  :        53:        25         10          2          7         12         33         23:
Old  :        53:        25         10          2          7         12         33         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  :                 53.0       59.8       65.1       78.5       53.0       59.8       65.1       78.5
Old  :                 53.0       59.8       65.1       78.5       53.0       59.8       65.1       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :14,510,738:   703,907    532,069  5,913,182  7,004,049  7,054,100 13,621,138 13,499,351:   889,599  1,011,386
Old  :14,510,738:   703,907    532,069  5,913,182  7,004,049  7,054,100 13,621,138 13,499,351:   889,599  1,011,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :   190,743:   -71,224     35,425    131,857    119,093    -11,686    179,726    155,597:    11,016     35,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        3.7       40.8       48.3       48.6       93.9       93.0:       6.1        7.0
Old  :     100.0:       4.9        3.7       40.8       48.3       48.6       93.9       93.0:       6.1        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  :       292:        65         59        108        150        152        277        266:
Old  :       292:        65         59        108        150        152        277        266:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       21.2       30.9       33.7       12.3       11.1       16.0       13.9
Old  :                 19.6       21.2       30.9       33.7       12.3       11.1       16.0       13.9
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, February 28, 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  :   953,654:    80,188    103,047     68,891    681,162    673,329    830,240    845,267:   123,414    108,387
Old  :   953,654:    80,188    103,047     68,891    681,162    673,329    830,240    845,267:   123,414    108,387
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    15,095:     5,176     -6,028        299     10,057     14,034     15,532      8,304:      -437      6,790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       10.8        7.2       71.4       70.6       87.1       88.6:      12.9       11.4
Old  :     100.0:       8.4       10.8        7.2       71.4       70.6       87.1       88.6:      12.9       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       584:       119        118        102        252        246        419        418:
Old  :       584:       119        118        102        252        246        419        418:
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  :                 13.9       11.9       21.3       20.7       12.5       10.0       19.4       16.5
Old  :                 13.9       11.9       21.3       20.7       12.5       10.0       19.4       16.5
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, February 28, 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  :   325,683:    13,784     17,414     26,923    210,613    231,638    251,320    275,975:    74,363     49,708
Old  :   325,683:    13,784     17,414     26,923    210,613    231,638    251,320    275,975:    74,363     49,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     4,453:     1,249     -1,660      1,729      2,297       -651      5,276       -581:      -823      5,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.3        8.3       64.7       71.1       77.2       84.7:      22.8       15.3
Old  :     100.0:       4.2        5.3        8.3       64.7       71.1       77.2       84.7:      22.8       15.3
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  :       121:        13         17         23         72         65         98         92:
Old  :       121:        13         17         23         72         65         98         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       22.8       29.1       34.9       16.9       21.1       24.0       30.4
Old  :                 19.6       22.8       29.1       34.9       16.9       21.1       24.0       30.4
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, February 28, 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  : 3,139,856:   368,017    464,165    173,841  2,352,742  2,208,455  2,894,601  2,846,462:   245,255    293,393
Old  : 3,139,856:   368,017    464,165    173,841  2,352,742  2,208,455  2,894,601  2,846,462:   245,255    293,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    53,209:    15,234    -26,244     -2,750     38,797     73,421     51,281     44,427:     1,928      8,781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       14.8        5.5       74.9       70.3       92.2       90.7:       7.8        9.3
Old  :     100.0:      11.7       14.8        5.5       74.9       70.3       92.2       90.7:       7.8        9.3
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  :       549:       115        108         92        228        232        383        392:
Old  :       549:       115        108         92        228        232        383        392:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       11.9       26.3       20.8       17.0       10.7       24.4       17.3
Old  :                 17.7       11.9       26.3       20.8       17.0       10.7       24.4       17.3
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, February 28, 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  :   112,257:    14,863      4,652          0     86,027    103,886    100,890    108,538:    11,367      3,719
Old  :   112,257:    14,863      4,652          0     86,027    103,886    100,890    108,538:    11,367      3,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     3,543:       914       -677          0      1,695      4,302      2,609      3,625:       935        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        4.1        0.0       76.6       92.5       89.9       96.7:      10.1        3.3
Old  :     100.0:      13.2        4.1        0.0       76.6       92.5       89.9       96.7:      10.1        3.3
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  :        95:        13          6          0         53         36         66         42:
Old  :        95:        13          6          0         53         36         66         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       44.2       45.6       66.3       31.1       44.2       44.9       63.0
Old  :                 31.3       44.2       45.6       66.3       31.1       44.2       44.9       63.0
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, February 28, 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  :   116,603:    30,774      5,556      2,457     74,462    103,359    107,692    111,371:     8,911      5,232
Old  :   116,603:    30,774      5,556      2,457     74,462    103,359    107,692    111,371:     8,911      5,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     4,512:     2,310       -571        352      1,405      4,185      4,067      3,965:       445        547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        4.8        2.1       63.9       88.6       92.4       95.5:       7.6        4.5
Old  :     100.0:      26.4        4.8        2.1       63.9       88.6       92.4       95.5:       7.6        4.5
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  :       255:        80         32         20         84         92        171        138:
Old  :       255:        80         32         20         84         92        171        138:
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  :                 28.5       38.1       40.5       52.0       28.4       34.4       38.3       47.2
Old  :                 28.5       38.1       40.5       52.0       28.4       34.4       38.3       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :    18,552:     1,379        979          0     14,097     16,750     15,476     17,729:     3,076        823
Old  :    18,552:     1,379        979          0     14,097     16,750     15,476     17,729:     3,076        823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       352:       560       -246          0       -225        493        335        247:        17        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        5.3        0.0       76.0       90.3       83.4       95.6:      16.6        4.4
Old  :     100.0:       7.4        5.3        0.0       76.0       90.3       83.4       95.6:      16.6        4.4
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  :        25:         4          1          0         10         11         14         12:
Old  :        25:         4          1          0         10         11         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       71.3       74.2       89.6       60.0       71.3       74.1       89.6
Old  :                 60.0       71.3       74.2       89.6       60.0       71.3       74.1       89.6
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, February 28, 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  :   490,254:   152,774     28,683      6,484    301,823    433,045    461,081    468,212:    29,173     22,042
Old  :   490,254:   152,774     28,683      6,484    301,823    433,045    461,081    468,212:    29,173     22,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    20,799:    10,475         98         35      8,148     18,458     18,658     18,591:     2,140      2,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        5.9        1.3       61.6       88.3       94.0       95.5:       6.0        4.5
Old  :     100.0:      31.2        5.9        1.3       61.6       88.3       94.0       95.5:       6.0        4.5
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  :       254:        78         34         18         78         91        162        137:
Old  :       254:        78         34         18         78         91        162        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       35.8       45.7       48.5       33.8       35.8       45.4       48.5
Old  :                 33.8       35.8       45.7       48.5       33.8       35.8       45.4       48.5
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, February 28, 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  :   173,296:   103,231     25,003      7,666     26,037    117,819    136,934    150,489:    36,362     22,807
Old  :   173,296:   103,231     25,003      7,666     26,037    117,819    136,934    150,489:    36,362     22,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    13,196:    11,053      7,745      1,365        845      6,002     13,262     15,112:       -66     -1,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.6       14.4        4.4       15.0       68.0       79.0       86.8:      21.0       13.2
Old  :     100.0:      59.6       14.4        4.4       15.0       68.0       79.0       86.8:      21.0       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        42         26         17         22         29         75         61:
Old  :       103:        42         26         17         22         29         75         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       43.5       51.3       56.9       41.4       43.1       51.3       55.6
Old  :                 41.4       43.5       51.3       56.9       41.4       43.1       51.3       55.6
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, February 28, 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  :    36,664:     6,376     11,302        500     22,615      6,143     29,491     17,945:     7,173     18,719
Old  :    36,664:     6,376     11,302        500     22,615      6,143     29,491     17,945:     7,173     18,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     5,054:     1,008      1,144          0      4,502         19      5,510      1,163:      -456      3,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       30.8        1.4       61.7       16.8       80.4       48.9:      19.6       51.1
Old  :     100.0:      17.4       30.8        1.4       61.7       16.8       80.4       48.9:      19.6       51.1
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  :        55:        13         11          1         26          9         40         20:
Old  :        55:        13         11          1         26          9         40         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  :                 29.1       33.8       42.8       40.9       29.1       33.8       42.8       40.7
Old  :                 29.1       33.8       42.8       40.9       29.1       33.8       42.8       40.7
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, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    45,261:    12,990      4,404      3,072     20,157     26,916     36,219     34,392:     9,042     10,869
Old  :    45,261:    12,990      4,404      3,072     20,157     26,916     36,219     34,392:     9,042     10,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     1,507:     1,028      1,895        583     -1,376      4,934        235      7,412:     1,272     -5,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        9.7        6.8       44.5       59.5       80.0       76.0:      20.0       24.0
Old  :     100.0:      28.7        9.7        6.8       44.5       59.5       80.0       76.0:      20.0       24.0
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  :        67:        18          8          4         23         25         41         37:
Old  :        67:        18          8          4         23         25         41         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       24.0       43.1       39.3       26.8       24.0       39.8       38.3
Old  :                 27.8       24.0       43.1       39.3       26.8       24.0       39.8       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :     9,528:     5,353        645          0      2,754      8,742      8,107      9,387:     1,421        141
Old  :     9,528:     5,353        645          0      2,754      8,742      8,107      9,387:     1,421        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :      -183:       996       -344          0     -1,359        175       -363       -169:       180        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.2        6.8        0.0       28.9       91.8       85.1       98.5:      14.9        1.5
Old  :     100.0:      56.2        6.8        0.0       28.9       91.8       85.1       98.5:      14.9        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  :        22:        11          2          0          6          3         17          5:
Old  :        22:        11          2          0          6          3         17          5:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       97.4       62.6       98.5       43.1       97.4       62.6       98.5
Old  :                 43.1       97.4       62.6       98.5       43.1       97.4       62.6       98.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 2, 2012