Page No.     1                                                    NEW ZEALAND DOLLAR 
 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   -14550    -3820       44     1715    16265    12932     3477       58    20232     7300     1618      343       54   3256   1638   25569     4614  8078 
   2.00 17Jan12   -10730    -4884       56     1478    12208     9455     4426       46    16195     6740     1275      458       48   2916   1641   20955     6782  7975 
   1.00 10Jan12    -5846    -3549       72      542     6388     5029     2593       29    10658     5629      817      956       39   2607   1790   14173     3361  7907 
   0.00  3Jan12    -2297    -1486       83      687     2984     2436     1031       19     7857     5421     -139      455       20   2043   2182   10812      631  7845 
  -1.00 27Dec11     -811     -834       88     1540     2351     1405      793       16     6571     5166     -594       41       11   1845   2439   10181      739  7683 
  -2.00 20Dec11       23     4760       91     1834     1811      612    -4771       13     5735     5123     -635       11       10   1648   2283    9442   -19244  7651 
  -3.00 13Dec11    -4737    -1616       75    15164    19901     5383     1526       30    11148     5765     -646       90       10   1823   2469   28686     1089  7510 
  -4.00  6Dec11    -3121     -328       81    15376    18497     3857      139       25    10745     6888     -736      189        9   1475   2211   27597     -680  7786 
  -5.00 29Nov11    -2793     4036       82    15819    18612     3718    -4198       24    11018     7300     -925      162        5   1440   2365   28277     1407  7610 
  -6.00 22Nov11    -6829     3681       69    12745    19574     7916    -2698       40    12639     4723    -1087     -983        2   1486   2573   26870      904  7457 
  -7.00 15Nov11   -10510     1758       57     9807    20317    10614     -936       50    14255     3641     -104     -822       21   1904   2008   25966     1216  7700 
  -8.00  8Nov11   -12268     -903       51     8111    20379    11550      895       53    14585     3035      718        8       37   2049   1331   24750      729  7962 
  -9.00  1Nov11   -11365    -1608       54     8317    19682    10655     1436       50    13394     2739      710      172       37   2310   1600   24021     -654  7927 
 -10.00 25Oct11    -9757    -1611       59     9443    19200     9219      994       45    13298     4079      538      617       33   1934   1396   24675      620  7923 
 -11.00 18Oct11    -8146    -2202       64     9752    17898     8225     1387       41    12445     4220      -79      815       21   1858   1937   24055    -1004  7886 
 -12.00 11Oct11    -5944    -1552       71    11594    17538     6838     1272       36    12075     5237     -894      280        5   1288   2182   25059    -1152  7765 
 -13.00  4Oct11    -4392     5461       76    11686    16078     5566    -4025       31    12929     7363    -1174    -1436        0   1494   2668   26211     2407  7455 
 -14.00 27Sep11    -9853     5729       59     7068    16921     9591    -3974       46    14475     4884      262    -1755       28   2261   1999   23804     1497  7879 
 -15.00 20Sep11   -15582     4753       40     2437    18019    13565    -4099       61    16511     2946     2017     -654       62   3359   1342   22307   -12357  8176 
 -16.00 13Sep11   -20335     -110       25    10392    30727    17664       -6       76    19303     1639     2671      116       75   4806   2135   34664     6725  8169 
 Page No.     2                                                    NEW ZEALAND DOLLAR 
 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   -20225     -791       25     4090    24315    17670     1105       76    19215     1545     2555     -314       72   4620   2065   27939     1083  8215 
 -18.00 30Aug11   -19434      203       28     4625    24059    16565     -311       72    17953     1388     2869      108       79   4207   1338   26856      352  8524 
 -19.00 23Aug11   -19637      978       27     4305    23942    16876    -1541       73    17980     1104     2761      563       76   4119   1358   26504     -201  8343 
 -20.00 16Aug11   -20615     1950       24     3774    24389    18417    -2010       79    19214      797     2198       60       66   3717   1519   26705    -2238  8317 
 -21.00  9Aug11   -22565     5532       17     2937    25502    20427    -3699       86    21588     1161     2138    -1833       64   4285   2147   28943    -4845  8354 
 -22.00  2Aug11   -28097    -1484        0     2540    30637    24126      835      100    25808     1682     3971      649      100   5307   1336   33788      995  8662 
 -23.00 26Jul11   -26613    -1982        4     2498    29111    23291     1853       97    25241     1950     3322      129       87   4940   1618   32793     1721  8762 
 -24.00 19Jul11   -24631    -2052       11     2745    27376    21438     1854       90    23364     1926     3193      198       85   4849   1656   31072     1327  8525 
 -25.00 12Jul11   -22579     -273       17     2838    25417    19584      598       83    22687     3103     2995     -325       81   4220   1225   29745     -775  8223 
 -26.00  5Jul11   -22306     -867       18     3381    25687    18986      622       81    22648     3662     3320      245       87   4491   1171   30520      868  8225 
 -27.00 28Jun11   -21439      533       21     2998    24437    18364     -485       79    22242     3878     3075      -48       83   4412   1337   29652     -609  8063 
 -28.00 21Jun11   -21972      572       19     2970    24942    18849     -369       80    22942     4093     3123     -203       84   4349   1226   30261    -1171  8071 
 -29.00 14Jun11   -22544    -3011       18     3507    26051    19218     3214       82    23520     4302     3326     -203       87   4405   1079   31432    -5795  8124 
 -30.00  7Jun11   -19533     -936       27     8573    28106    16004      280       70    23573     7569     3529      656       91   4935   1406   37227     6312  8167 
 -31.00 31May11   -18597    -2482       30     3089    21686    15724     1848       69    23579     7855     2873      634       79   4231   1358   30915      -15  8242 
 -32.00 24May11   -16115    -1499       38     4023    20138    13876     1252       62    23234     9358     2239      247       66   3673   1434   30930     1294  7967 
 -33.00 17May11   -14616     1607       43     3827    18443    12624    -1090       57    22518     9894     1992     -517       62   3291   1299   29636     -868  7890 
 -34.00 10May11   -16223     -436       38     3826    20049    13714      914       61    22828     9114     2509     -478       72   3845   1336   30504    -1116  7934 
 -35.00  3May11   -15787    -1222       39     4593    20380    12800     1343       58    22522     9722     2987     -121       81   4265   1278   31620     4400  7977 
 -36.00 26Apr11   -14565    -2245       43     3523    18088    11457     2118       53    19205     7748     3108      127       83   4279   1171   27220     1431  8040 
 Page No.     3                                                    NEW ZEALAND DOLLAR 
 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   -12320    -3880       51     3666    15986     9339     3003       45    17722     8383     2981      877       81   4188   1207   25789     4646  7951 
 -38.00 12Apr11    -8440    -4190       63     3348    11788     6336     3641       34    14233     7897     2104      549       64   3562   1458   21143     4946  7804 
 -39.00  5Apr11    -4250    -3839       77     2772     7022     2695     2456       20    10129     7434     1555     1383       53   3293   1738   16197     2796  7644 
 -40.00 29Mar11     -411    -2388       89     4356     4767      239     1721       11     6598     6359      172      667       26   2231   2059   13401     -573  7539 
 -41.00 22Mar11     1977     -714       97     5713     3736    -1482     1327        5     6005     7487     -495     -613       13   2044   2539   13974    -1877  7340 
 -42.00 15Mar11     2691     7357      100     5986     3295    -2809    -7155        0     7277    10086      118     -202       25   2378   2260   15851   -11848  7290 
 -43.00  8Mar11    -4666     3856       76    10783    15449     4346    -3065       27    13467     9121      320     -791       29   2600   2280   27699      733  7345 
 -44.00  1Mar11    -8522     1282       63     8738    17260     7411     -690       38    15326     7915     1111     -592       44   2760   1649   26966     -864  7469 
 -45.00 22Feb11    -9804     2015       59     8466    18270     8101    -1709       41    15975     7874     1703     -306       56   3247   1544   27830       95  7466 
 -46.00 15Feb11   -11819     1707       52     6570    18389     9810    -1047       47    18018     8208     2009     -660       62   3147   1138   27735     -162  7503 
 -47.00  8Feb11   -13526     -345       47     3468    16994    10857      587       51    20804     9947     2669     -242       75   3625    956   27897      447  7700 
 -48.00  1Feb11   -13181    -1746       48     3486    16667    10270     1643       49    20041     9771     2911      103       79   3923   1012   27450     1251  7792 
 -49.00 25Jan11   -11435     2468       54     3744    15179     8627    -2620       42    18507     9880     2808      152       77   3948   1140   26199    -1437  7650 
 -50.00 18Jan11   -13903    -1493       46     2761    16664    11247     1627       52    21224     9977     2656     -134       74   3651    995   27636      278  7604 
 -51.00 11Jan11   -12410      382       50     2746    15156     9620    -1111       46    20943    11323     2790      729       77   3669    879   27358      915  7570 
 -52.00  4Jan11   -12792    -3349       49     2210    15002    10731     2616       50    21162    10431     2061      733       63   3071   1010   26443     1353  7625 
 -53.00 28Dec10    -9443    -1267       60     3991    13434     8115      749       41    18570    10455     1328      518       49   2529   1201   25090        9  7539 
 -54.00 21Dec10    -8176     5597       64     5150    13326     7366    -5155       38    17780    10414      810     -442       39   2151   1341   25081      571  7383 
 -55.00 14Dec10   -13773     6236       46      985    14758    12521    -5740       57    21314     8793     1252     -496       47   2211    959   24510    -3085  7468 
 -56.00  7Dec10   -20009      492       26     2185    22194    18261     -184       78    22024     3763     1748     -308       57   3220   1472   27595       20  7584 
 Page No.     4                                                    NEW ZEALAND DOLLAR 
 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   -20501     3015       24     1301    21802    18445    -2624       79    22982     4537     2056     -391       63   3292   1236   27575    -3394  7422 
 -58.00 23Nov10   -23516     2361       14     1644    25160    21069    -2376       89    26095     5026     2447       15       70   3230    783   30969    -2454  7577 
 -59.00 16Nov10   -25877     -937        7     1200    27077    23445     1195       97    28915     5470     2432     -258       70   3308    876   33423     1929  7661 
 -60.00  9Nov10   -24940    -3390       10      991    25931    22250     3102       93    26965     4715     2690      288       75   3538    848   31494     3141  7755 
 -61.00  2Nov10   -21550    -3145       21     1356    22906    19148     3277       82    23393     4245     2402     -132       70   3604   1202   28353     1599  7689 
 -62.00 26Oct10   -18405     -506       31     1573    19978    15871      540       69    21577     5706     2534      -34       72   3604   1070   26754     -277  7460 
 -63.00 19Oct10   -17899     1495       33     1856    19755    15331    -1242       67    21477     6146     2568     -253       73   3698   1130   27031      594  7421 
 -64.00 12Oct10   -19394     -824       28     1213    20607    16573      239       72    21276     4703     2821      585       78   3948   1127   26437      395  7509 
 -65.00  5Oct10   -18570      904       30      881    19451    16334     -936       71    21339     5005     2236       32       66   3822   1586   26042       77  7443 
 -66.00 28Sep10   -19474     1161       28      641    20115    17270    -1138       75    21604     4334     2204      -23       66   3720   1516   25965     -855  7351 
 -67.00 21Sep10   -20635    -1398       24      563    21198    18408     1569       79    22636     4228     2227     -171       66   3621   1394   26820     1065  7299 
 -68.00 14Sep10   -19237    -8322       28      865    20102    16839     7462       73    21414     4575     2398      860       69   3476   1078   25755    -2167  7314 
 -69.00  7Sep10   -10915    -3193       55     9876    20791     9377     2420       45    14648     5271     1538      773       53   2735   1197   27922     7823  7203 
 -70.00 31Aug10    -7722     4079       66     4956    12678     6957    -3726       36    12193     5236      765     -353       38   2950   2185   20099     -172  6992 
 -71.00 24Aug10   -11801     1376       52     1997    13798    10683    -1456       50    14931     4248     1118       80       45   3343   2225   20271    -3356  7020 
 -72.00 17Aug10   -13177     1690       48     3229    16406    12139     -405       56    17595     5456     1038    -1285       43   2803   1765   23627    -1409  7112 
 -73.00 10Aug10   -14867     2059       42     1889    16756    12544    -2515       57    18992     6448     2323      456       68   3411   1088   25036      637  7219 
 -74.00  3Aug10   -16926    -1296       36      816    17742    15059     1385       66    20353     5294     1867      -89       59   3230   1363   24399     1480  7327 
 -75.00 27Jul10   -15630        0       40     1407    17037    13674        0       61    18398     4724     1956        0       61   3114   1158   22919        0  7296 
 Page No.     5                                                    NEW ZEALAND DOLLAR 
 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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