Page No.     1                                                       JAPANESE YEN 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT --------  ----->| <--SMALL TRADER-- -------- ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| SPECUL | QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
   3.00 24Jan12   -35664    24221       20    64774   100438    44367   -14495       86    66194    21827    -8703    -9726       48  21049  29752  152061   -16009 12871 
   2.00 17Jan12   -59885    -3157        3    64244   124129    58862     -795       99    78355    19493     1023     3952       79  25439  24416  168070     4537 13026 
   1.00 10Jan12   -56728    -5071        5    63448   120176    59657     3176      100    76671    17014    -2929     1895       66  23407  26336  163533     4814 13024 
   0.00  3Jan12   -51657   -39474        9    64329   115986    56481    33896       97    72986    16505    -4824     5578       61  21395  26219  158719    26162 13055 
  -1.00 27Dec11   -12183     5147       37    64648    76831    22585    -1891       67    52691    30106   -10402    -3256       43  15218  25620  132557      551 12868 
  -2.00 20Dec11   -17330     9625       33    62663    79993    24476   -11124       69    52148    27672    -7146     1499       53  17194  24340  132006   -72812 12866 
  -3.00 13Dec11   -26955     5300       26   127716   154671    35600    -2671       79    52249    16649    -8645    -2629       49  18171  26816  204818    26193 12853 
  -4.00  6Dec11   -32255     3092       22   102825   135080    38271    -2276       81    56817    18546    -6016     -816       57  18829  24845  178625    12346 12868 
  -5.00 29Nov11   -35347     5286       20    90534   125881    40547    -2633       83    56162    15615    -5200    -2653       59  19561  24761  166279    16708 12837 
  -6.00 22Nov11   -40633   -10931       17    71333   111966    43180     9500       85    57018    13838    -2547     1431       68  21162  23709  149571     7338 12997 
  -7.00 15Nov11   -29702    -4648       24    71117   100819    33680     5603       77    49916    16236    -3978     -955       63  21168  25146  142233     3252 12987 
  -8.00  8Nov11   -25054     -295       28    70785    95839    28077     2173       72    44320    16243    -3023    -1878       66  23718  26741  138981      936 12878 
  -9.00  1Nov11   -24759    33501       28    68980    93739    25904   -28375       70    43671    17767    -1145    -5126       72  24143  25288  138045   -27571 12787 
 -10.00 25Oct11   -58260   -36300        4    56542   114802    54279    27372       95    75999    21720     3981     8928       88  33031  29050  165616    13361 13174 
 -11.00 18Oct11   -21960    10162       30    78263   100223    26907    -8212       71    49047    22140    -4947    -1950       60  24925  29872  152255    -1594 13029 
 -12.00 11Oct11   -32122     7340       23    73150   105272    35119    -8343       78    54190    19071    -2997     1003       66  26506  29503  153849    19125 13055 
 -13.00  4Oct11   -39462      788       17    46805    86267    43462     1140       86    60867    17405    -4000    -1928       63  27052  31052  134724     8992 13016 
 -14.00 27Sep11   -40250     6924       17    37340    77590    42322    -3295       85    61166    18844    -2072    -3629       69  27225  29297  125732    -2096 13040 
 -15.00 20Sep11   -47174   -15613       12    35079    82253    45617    10662       88    63888    18271     1557     4951       81  28859  27302  127828   -23707 13095 
 -16.00 13Sep11   -31561    -3412       23    69951   101512    34955     2168       78    53778    18823    -3394     1244       65  27729  31123  151535    28123 13065 
 Page No.     2                                                       JAPANESE YEN 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT --------  ----->| <--SMALL TRADER-- -------- ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| SPECUL | QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
 -17.00  6Sep11   -28149    16204       25    47213    75362    32787    -8398       76    48125    15338    -4638    -7806       61  27279  31917  123412    -2716 12879 
 -18.00 30Aug11   -44353     4351       14    40060    84413    41185    -5954       84    54136    12951     3168     1603       86  31734  28566  126128    -5089 13032 
 -19.00 23Aug11   -48704     5263       11    40500    89204    47139     -209       89    60831    13692     1565    -5054       81  29667  28102  131217     4955 13043 
 -20.00 16Aug11   -53967    -4065        7    34111    88078    47348     5199       89    59060    11712     6619    -1134       96  33046  26427  126262     6358 13028 
 -21.00  9Aug11   -49902    14962       10    33208    83110    42149   -16684       84    53386    11237     7753     1722      100  33286  25533  119904   -28984 12987 
 -22.00  2Aug11   -64864   -10316        0    31542    96406    58833     7531       99    78855    20022     6031     2785       95  38230  32199  148888     9956 12960 
 -23.00 26Jul11   -54548    -7586        7    31950    86498    51302     9147       93    72114    20812     3246    -1561       86  34722  31476  138932     9279 12994 
 -24.00 19Jul11   -46962   -19083       12    31874    78836    42155    13867       84    63535    21380     4807     5216       91  33982  29175  129653    13807 12634 
 -25.00 12Jul11   -27879   -21521       26    31775    59654    28288    13961       72    52277    23989     -409     7560       74  31689  32098  115846    20945 12616 
 -26.00  5Jul11    -6358    -2785       41    37001    43359    14327      704       60    34595    20268    -7969     2081       51  23271  31240   94901      615 12337 
 -27.00 28Jun11    -3573    28518       43    37464    41037    13623   -18971       59    34319    20696   -10050    -9547       44  22469  32519   94286    -4785 12338 
 -28.00 21Jun11   -32091   -12468       23    23172    55263    32594     7826       76    47074    14480     -503     4642       74  28768  29271   99071     4588 12468 
 -29.00 14Jun11   -19623    -7162       31    27559    47182    24768     7137       69    38618    13850    -5145       25       60  28040  33185   94483   -11716 12436 
 -30.00  7Jun11   -12461   -21148       36    40964    53425    17631    19279       63    35883    18252    -5170     1869       59  29219  34389  106199    10270 12467 
 -31.00 31May11     8687     8970       51    44221    35534    -1648    -9654       46    24186    25834    -7039      684       54  27305  34344   95929    -3335 12266 
 -32.00 24May11     -283     2509       45    41588    41871     8006    -7367       54    32188    24182    -7723     4858       51  25367  33090   99264    -4189 12184 
 -33.00 17May11    -2792    -1475       43    40617    43409    15373     2319       61    38016    22643   -12581     -844       36  24578  37159  103453     1164 12319 
 -34.00 10May11    -1317   -32757       44    40579    41896    13054    31873       59    36100    23046   -11737      884       39  25420  37157  102289    -2301 12374 
 -35.00  3May11    31440   -22486       67    58959    27519   -18819    18178       30    19779    38598   -12621     4308       36  25736  38357  104590    -9544 12351 
 -36.00 26Apr11    53926   -20324       83    76538    22612   -36997    15986       14    14063    51060   -16929     4338       23  23389  40318  114134   -13704 12266 
 Page No.     3                                                       JAPANESE YEN 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT --------  ----->| <--SMALL TRADER-- -------- ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| SPECUL | QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
 -37.00 19Apr11    74250    -2733       98    96035    21785   -52983     -106        0    12935    65918   -21267     2839        9  18780  40047  127838    -2246 12129 
 -38.00 12Apr11    76983    14989      100    95231    18248   -52877    -9646        0    14183    67060   -24106    -5343        0  20234  44340  130084     9452 11944 
 -39.00  5Apr11    61994    67818       89    81153    19159   -43231   -50283        9    16516    59747   -18763   -17535       17  22295  41058  120632    20255 11792 
 -40.00 29Mar11    -5824    30022       41    33152    38976     7052   -27473       53    37737    30685    -1228    -2549       72  29159  30387  100377   -11674 12132 
 -41.00 22Mar11   -35846    -8444       20    30066    65912    34525     4295       78    52484    17959     1321     4149       80  29254  27933  112051    -2650 12349 
 -42.00 15Mar11   -27402   -19184       26    29577    56979    30230    13574       74    52603    22373    -2828     5610       67  32051  34879  114701   -16546 12406 
 -43.00  8Mar11    -8218    23644       39    60542    68760    16656   -24618       62    43205    26549    -8438      974       49  27137  35575  131247    -5314 12104 
 -44.00  1Mar11   -31862   -72342       23    47763    79625    41274    69020       84    62396    21122    -9412     3322       46  25435  34847  136561    12545 12221 
 -45.00 22Feb11    40480     6968       74    78336    37856   -27746    -9198       22    23457    51203   -12734     2230       36  21510  34244  124016     7213 12092 
 -46.00 15Feb11    33512    62452       69    71070    37558   -18548   -55279       31    24389    42937   -14964    -7173       29  20856  35820  116803     -902 11943 
 -47.00  8Feb11   -28940    -3496       25    34434    63374    36731     5250       80    56607    19876    -7791    -1754       51  26095  33886  117705     1321 12140 
 -48.00  1Feb11   -25444     1969       27    36222    61666    31481     -737       75    52648    21167    -6037    -1232       57  27000  33037  116384     -277 12298 
 -49.00 25Jan11   -27413   -13006       26    36405    63818    32218    11689       76    54495    22277    -4805     1317       61  25281  30086  116661     6256 12165 
 -50.00 18Jan11   -14407     3418       35    38744    53151    20529    -4207       65    46258    25729    -6122      789       56  24967  31089  110405     3273 12168 
 -51.00 11Jan11   -17825    20948       33    39826    57651    24736   -14329       69    43884    19148    -6911    -6619       54  23051  29962  107132   -21351 12020 
 -52.00  4Jan11   -38773   -14924       18    35714    74487    39065     9424       82    65924    26859     -292     5500       75  26543  26835  128483    19140 12201 
 -53.00 28Dec10   -23849   -21480       28    35204    59053    29641    17112       73    49941    20300    -5792     4368       57  23979  29771  109343    19271 12162 
 -54.00 21Dec10    -2369      502       44    36574    38943    12529     -206       58    34243    21714   -10160     -296       44  18987  29147   90072    -6038 11953 
 -55.00 14Dec10    -2871    15952       43    41019    43890    12735   -10553       58    34996    22261    -9864    -5399       45  20095  29959   96110   -36123 11963 
 -56.00  7Dec10   -18823     5242       32    55384    74207    23288    -6718       68    47661    24373    -4465     1476       62  28468  32933  132233     -836 11979 
 Page No.     4                                                       JAPANESE YEN 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT --------  ----->| <--SMALL TRADER-- -------- ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| SPECUL | QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
 -57.00 30Nov10   -24065     -806       28    51521    75586    30006     2814       74    55791    25785    -5941    -2008       57  24660  30601  133069     3449 11950 
 -58.00 23Nov10   -23259    -4372       29    51366    74625    27192     4334       71    51161    23969    -3933       38       63  26221  30154  129620    -2081 12024 
 -59.00 16Nov10   -18887    15203       32    54366    73253    22858   -13796       67    47595    24737    -3971    -1407       63  29303  33274  131701    -8814 12012 
 -60.00  9Nov10   -34090    15982       21    51645    85735    36654    -9801       80    54256    17602    -2564    -6181       68  34185  36749  140515      453 12224 
 -61.00  2Nov10   -50072    -7393       10    45614    95686    46455     3326       88    63061    16606     3617     4067       87  30591  26974  140062      212 12403 
 -62.00 26Oct10   -42679     1792       15    48456    91135    43129    -2727       85    61305    18176     -450      935       74  29545  29995  139850      354 12280 
 -63.00 19Oct10   -44471     5420       14    47485    91956    45856    -2429       88    62554    16698    -1385    -2991       71  29368  30753  139496    -7085 12265 
 -64.00 12Oct10   -49891     1920       10    48326    98217    48285     -921       90    66463    18178     1606     -999       81  31635  30029  146581     4093 12233 
 -65.00  5Oct10   -51811   -19959        9    44606    96417    49206    20540       91    66866    17660     2605     -581       84  30632  28027  142488    24214 12022 
 -66.00 28Sep10   -31852    -5395       23    45380    77232    28666     5566       72    45136    16470     3186     -171       86  27509  24323  118274     4925 11928 
 -67.00 21Sep10   -26457    23352       27    46822    73279    23100   -24542       68    39948    16848     3357     1190       86  26341  22984  113349   -21011 11771 
 -68.00 14Sep10   -49809     -319       10    43822    93631    47642    -4541       89    61215    13573     2167     4860       82  29322  27155  134360   -16153 12044 
 -69.00  7Sep10   -49490    -3034       10    56195   105685    52183     2279       93    65440    13257    -2693      755       67  28060  30753  150513    11434 11937 
 -70.00 31Aug10   -46456     3519       12    48388    94844    49904    -1165       91    61219    11315    -3448    -2354       65  28397  31845  139079    -1049 11883 
 -71.00 24Aug10   -49975    -1650       10    44860    94835    51069     1100       92    63086    12017    -1094      550       72  31648  32742  140128     2483 11875 
 -72.00 17Aug10   -48325     4139       11    45729    94054    49969    -2509       91    62745    12776    -1644    -1630       71  29114  30758  137645      646 11696 
 -73.00 10Aug10   -52464    -2561        8    42754    95218    52478     4480       94    65314    12836      -14    -1919       76  28862  28876  136999     3129 11712 
 -74.00  3Aug10   -49903   -19304       10    42108    92011    47998    18077       90    61723    13725     1905     1227       82  29977  28072  133870     9275 11647 
 -75.00 27Jul10   -30599        0       24    47996    78595    29921        0       74    48488    18567      678        0       78  28018  27340  124595        0 11375 
 Page No.     5                                                       JAPANESE YEN 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT --------  ----->| <--SMALL TRADER-- -------- ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| SPECUL | QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
 


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