Page No.     1                                                       SWISS FRANC 
 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    19470    -5362       89    24745     5275   -12514      308        1     5172    17686    -6956     5054       22   9235  16191   39314    -2263 10777 
   2.00 17Jan12    24832    -1659       97    29624     4792   -12822     -725        0     4649    17471   -12010     2384        7   7278  19288   41577     -292 10543 
   1.00 10Jan12    26491     3771      100    30706     4215   -12097      258        2     5112    17209   -14394    -4029        0   6042  20436   41869     3870 10547 
   0.00  3Jan12    22720      603       94    26042     3322   -12355    -1557        1     3787    16142   -10365      954       12   8108  18473   37999     2258 10730 
  -1.00 27Dec11    22117     9490       93    24740     2623   -10798    -7662        5     3829    14627   -11319    -1828        9   7131  18450   35741     2721 10728 
  -2.00 20Dec11    12627   -11618       79    15149     2522    -3136     7345       24    10417    13553    -9491     4273       14   7424  16915   33020   -23082 10772 
  -3.00 13Dec11    24245     3393       96    40110    15865   -10481      677        6     5005    15486   -13764    -4070        2   6976  20740   56102    13554 10600 
  -4.00  6Dec11    20852     4289       91    29996     9144   -11158    -1831        4     4358    15516    -9694    -2458       14   8098  17792   42548     5324 10799 
  -5.00 29Nov11    16563     6222       85    23968     7405    -9327    -3457        9     4950    14277    -7236    -2765       21   8183  15419   37224     6202 10865 
  -6.00 22Nov11    10341     4246       76    17929     7588    -5870    -3966       17     4049     9919    -4471     -280       29   8923  13394   31022      816 10935 
  -7.00 15Nov11     6095     7561       70    15308     9213    -1904    -4066       27     5308     7212    -4191    -3495       30   9463  13654   30206     4667 10927 
  -8.00  8Nov11    -1466    -1933       59     8521     9987     2162     3908       37     6928     4766     -696    -1975       40   9947  10643   25539     1932 11189 
  -9.00  1Nov11      467    -3340       62     8763     8296    -1746     -543       27     3224     4970     1279     3883       46  11450  10171   23607    -4090 11285 
 -10.00 25Oct11     3807    -2153       67    11183     7376    -1203     1040       29     5077     6280    -2604     1113       35  11324  13928   27697     1600 11397 
 -11.00 18Oct11     5960     3557       70    13243     7283    -2243    -2256       26     3829     6072    -3717    -1301       31   8982  12699   26097     1780 11086 
 -12.00 11Oct11     2403    -1024       65     9689     7286       13     1122       32     5233     5220    -2416      -98       35   9361  11777   24317     -647 11023 
 -13.00  4Oct11     3427     4147       66    10368     6941    -1109    -3533       29     5110     6219    -2318     -614       35   9303  11621   24964     1841 10835 
 -14.00 27Sep11     -720     5612       60     6247     6967     2424    -1797       38     6618     4194    -1704    -3815       37  10048  11752   23123     1623 11190 
 -15.00 20Sep11    -6332     3197       52     1780     8112     4221    -1272       42     7258     3037     2111    -1925       48  12295  10184   21500   -22328 11296 
 -16.00 13Sep11    -9529     4389       47    19012    28541     5493    -2056       45    10409     4916     4036    -2333       54  13891   9855   43828    -1957 11473 
 Page No.     2                                                       SWISS FRANC 
 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   -13918     2834       41    15148    29066     7549    -1793       50    12589     5040     6369    -1041       61  17838  11469   45785      219 11599 
 -18.00 30Aug11   -16752      842       37    13330    30082     9342     -295       55    13347     4005     7410     -547       64  18858  11448   45566    -3398 12195 
 -19.00 23Aug11   -17594     -688       36    14301    31895     9637      629       56    14889     5252     7957       59       66  19600  11643   48964      466 12630 
 -20.00 16Aug11   -16906    -5333       36    14400    31306     9008     4353       54    13330     4322     7898      980       65  20686  12788   48498    -4557 12585 
 -21.00  9Aug11   -11573     7858       44    15742    27315     4655    -7686       43    14449     9794     6918     -172       63  22837  15919   53055    -3856 13850 
 -22.00  2Aug11   -19431     2176       33     7499    26930    12341     4464       62    25593    13252     7090    -6640       63  23806  16716   56911     3398 13031 
 -23.00 26Jul11   -21607     3224       30     6473    28080     7877    -3617       51    21103    13226    13730      393       83  25936  12206   53513     1380 12704 
 -24.00 19Jul11   -24831    -2887       25     5074    29905    11494     3413       60    21159     9665    13337     -526       81  25853  12516   52133     3503 12140 
 -25.00 12Jul11   -21944    -3867       29     4355    26299     8081     2790       52    18139    10058    13863     1077       83  26079  12216   48630     1064 12038 
 -26.00  5Jul11   -18077     5202       35     7112    25189     5291    -4657       45    15983    10692    12786     -545       80  24468  11682   47566    -3661 11900 
 -27.00 28Jun11   -23279     1679       27     4526    27805     9948    -1865       56    21412    11464    13331      186       81  25288  11957   51227      -77 12016 
 -28.00 21Jun11   -24958     3022       25     3118    28076    11813    -1474       61    23700    11887    13145    -1548       81  24486  11341   51304    -2744 11889 
 -29.00 14Jun11   -27980     1766       20     2772    30752    13287    -3578       65    25555    12268    14693     1812       85  25705  11012   54048   -20291 11841 
 -30.00  7Jun11   -29746     3375       18    21129    50875    16865    -4254       73    26290     9425    12881      879       80  26124  13243   74339     6626 11956 
 -31.00 31May11   -33121    -4858       13    14502    47623    21119     6394       84    27846     6727    12002    -1536       78  25362  13360   67713      937 11728 
 -32.00 24May11   -28263     5729       20    18312    46575    14725     -936       68    23088     8363    13538    -4793       82  25374  11836   66776    -1528 11363 
 -33.00 17May11   -33992     -719       12    15232    49224    15661     -675       70    24409     8748    18331     1394       96  28663  10332   68304    -4008 11374 
 -34.00 10May11   -33273     3013       13    16576    49849    16336    -2045       72    27905    11569    16937     -968       92  27551  10614   72312     -466 11363 
 -35.00  3May11   -36286     -543        8    15091    51377    18381      540       77    28551    10170    17905        3       95  29133  11228   72778     1143 11612 
 -36.00 26Apr11   -35743     1291        9    15417    51160    17841      467       76    27549     9708    17902    -1758       95  28667  10765   71635     2354 11423 
 Page No.     3                                                       SWISS FRANC 
 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   -37034    -3811        7    12312    49346    17374     2717       75    27271     9897    19660     1094      100  29697  10037   69281     7776 11236 
 -38.00 12Apr11   -33223    -5283       13    11077    44300    14657     3814       68    22272     7615    18566     1469       97  28139   9573   61505     1551 11151 
 -39.00  5Apr11   -27940     7642       20    12558    40498    10843    -8114       58    21588    10745    17097      472       92  25807   8710   59954     3224 10812 
 -40.00 29Mar11   -35582     3612        9     6623    42205    18957    -2344       79    24184     5227    16625    -1268       91  25922   9297   56730      -56 10873 
 -41.00 22Mar11   -39194     3193        4     4050    43244    21301    -6339       84    24883     3582    17893     3146       95  27853   9960   56786    -4720 11073 
 -42.00 15Mar11   -42387    -1040        0     3361    45748    27640     3979      100    32295     4655    14747    -2939       86  25831  11084   61506    -1430 10938 
 -43.00  8Mar11   -41347    -8432        1     5161    46508    23661     5644       90    30841     7180    17686     2788       94  26861   9175   62936     5576 10694 
 -44.00  1Mar11   -32915   -14512       13     1976    34891    18017     5726       76    29218    11201    14898     8786       86  26070  11172   57360    13429 10777 
 -45.00 22Feb11   -18403    -1344       34     6826    25229    12291     1773       62    18326     6035     6112     -429       60  18713  12601   43931     1997 10667 
 -46.00 15Feb11   -17059     4458       36     7204    24263    10518     2337       58    17467     6949     6541    -6795       61  17263  10722   41934    -5942 10344 
 -47.00  8Feb11   -21517      202       30     2041    23558     8181    -2260       52    22686    14505    13336     2058       81  23149   9813   47876     1126 10384 
 -48.00  1Feb11   -21719    -5837       30     2659    24378    10441     3847       57    22079    11638    11278     1990       75  21946  10668   46750     6280 10693 
 -49.00 25Jan11   -15882     2190       38     2981    18863     6594     -398       48    17675    11081     9288    -1792       70  19796  10508   40470    -1369 10619 
 -50.00 18Jan11   -18072     3440       35     2369    20441     6992    -3826       49    19711    12719    11080      386       75  19759   8679   41839    -1000 10451 
 -51.00 11Jan11   -21512     4260       30     2443    23955    10818    -2214       58    20497     9679    10694    -2046       74  19876   9182   42839    -4645 10277 
 -52.00  4Jan11   -25772     -751       24     2309    28081    13032     -970       64    24487    11455    12740     1721       80  20679   7939   47484     1128 10552 
 -53.00 28Dec10   -25021    -5113       25     2446    27467    14002     1475       66    24349    10347    11019     3638       75  19471   8452   46356     1652 10522 
 -54.00 21Dec10   -19908    -3557       32     2529    22437    12527     1811       63    25365    12838     7381     1746       64  16733   9352   44704     4900 10444 
 -55.00 14Dec10   -16351    -1476       37     2806    19157    10716     1729       58    20794    10078     5635     -253       59  16204  10569   39804    -3110 10434 
 -56.00  7Dec10   -14875    -1479       39     9920    24795     8987     1163       54    18014     9027     5888      316       60  14975   9087   42914     -686 10130 
 Page No.     4                                                       SWISS FRANC 
 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   -13396        5       42    11647    25043     7824     -687       51    16240     8416     5572      682       59  15699  10127   43600     3535  9960 
 -58.00 23Nov10   -13401      820       42     9602    23003     8511      708       53    14709     6198     4890    -1528       57  15754  10864   40065    -4514 10035 
 -59.00 16Nov10   -14221     5687       40    10138    24359     7803    -4812       51    18005    10202     6418     -875       61  16436  10018   44579    -6421 10046 
 -60.00  9Nov10   -19908      632       32     8964    28872    12615      150       63    24911    12296     7293     -782       64  17121   9828   51000     2871 10331 
 -61.00  2Nov10   -20540     1011       31     6266    26806    12465      -54       63    23363    10898     8075     -957       66  18500  10425   48129    -1939 10204 
 -62.00 26Oct10   -21551     -318       30     6871    28422    12519     1284       63    24600    12081     9032     -966       69  18596   9564   50068    -3954 10166 
 -63.00 19Oct10   -21233     8619       30     9487    30720    11235    -8712       59    24908    13673     9998       93       72  19624   9626   54022    -3700 10303 
 -64.00 12Oct10   -29852     3317       18     6229    36081    19947    -2652       81    31504    11557     9905     -665       71  19987  10082   57722     1086 10449 
 -65.00  5Oct10   -33169    -2941       13     5279    38448    22599     2606       88    31693     9094    10570      335       73  19659   9089   56636     3184 10351 
 -66.00 28Sep10   -30228    -4571       17     6197    36425    19993     5531       81    27655     7662    10235     -960       72  19600   9365   53452     3542 10247 
 -67.00 21Sep10   -25657     -457       24     4810    30467    14462      226       67    26272    11810    11195      231       75  18828   7633   49910      558 10040 
 -68.00 14Sep10   -25200     2247       24     2770    27970    14236    -2391       67    27800    13564    10964      144       74  18780   7816   49352   -25361 10057 
 -69.00  7Sep10   -27447    -4455       21    28989    56436    16627     2346       73    25464     8837    10820     2109       74  20257   9437   74713    14058  9910 
 -70.00 31Aug10   -22992    -2557       28    20988    43980    14281      413       67    21185     6904     8711     2144       68  18467   9756   60655     3339  9856 
 -71.00 24Aug10   -20435    -3143       31    20376    40811    13868     2118       66    20735     6867     6567     1025       62  16198   9631   57316     2756  9697 
 -72.00 17Aug10   -17292    -3319       36    20828    38120    11750      849       61    18041     6291     5542     2470       59  15682  10140   54560     1994  9583 
 -73.00 10Aug10   -13973     9302       41    22171    36144    10901    -5322       59    16775     5874     3072    -3980       51  13613  10541   52566    -5410  9541 
 -74.00  3Aug10   -23275    -9885       27    22236    45511    16223    10007       72    20302     4079     7052     -122       63  15430   8378   57976     2254  9629 
 -75.00 27Jul10   -13390        0       42    24595    37985     6216        0       47    15283     9067     7174        0       63  15842   8668   55722        0  9437 
 Page No.     5                                                       SWISS FRANC 
 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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