Page No.     1                                                   S&P 500 STOCK INDEX 
 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   -14494      105       45   170812   185306    -1344     2938       56    17908    19252    15838    -3043       33  68325  52487  258281    16513 13149 
   2.00 17Jan12   -14599    -3374       45   159149   173748    -4282     4769       54    13027    17309    18881    -1395       36  68323  49442  241768     4366 12898 
   1.00 10Jan12   -11225     5134       47   158662   169887    -9051   -20470       50     9388    18439    20276    15336       37  68212  47936  237402   -17210 12863 
   0.00  3Jan12   -16359    -2536       44   153655   170014    11419     4557       67    33092    21673     4940    -2021       24  66643  61703  254612    11963 12709 
  -1.00 27Dec11   -13823    -2584       46   146302   160125     6862     7146       63    29603    22741     6961    -4562       25  65490  58529  242649     9520 12599 
  -2.00 20Dec11   -11239    25660       47   141131   152370     -284   -17004       57    20460    20744    11523    -8656       29  70254  58731  233129  -109038 12359 
  -3.00 13Dec11   -36899     6298       32   221959   258858    16720     5165       72    34596    17876    20179   -11463       37  83116  62937  342167    18587 12205 
  -4.00  6Dec11   -43197   -28458       28   203025   246222    11555     8264       67    31581    20026    31642    20194       48  87429  55787  323580    24472 12568 
  -5.00 29Nov11   -14739    -8150       45   201992   216731     3291     -465       60    23180    19889    11448     8615       29  72291  60843  299108     4632 11901 
  -6.00 22Nov11    -6589    10276       50   201823   208412     3756    -8849       61    21425    17669     2833    -1427       22  69808  66975  294476   -10893 11825 
  -7.00 15Nov11   -16865     2384       44   203685   220550    12605      322       68    30982    18377     4260    -2706       23  69048  64788  305369     8793 12541 
  -8.00  8Nov11   -19249    -1077       42   202602   221851    12283     8923       68    28438    16155     6966    -7846       25  64300  57334  296576     6452 12736 
  -9.00  1Nov11   -18172   -16542       43   200029   218201     3360    -8517       60    24556    21196    14812    25059       32  64291  49479  290124    -5691 12246 
 -10.00 25Oct11    -1630   -14838       53   196686   198316    11877     8780       67    32006    20129   -10247     6058       10  66330  76577  295815     4256 12250 
 -11.00 18Oct11    13208    -5013       62   198293   185085     3097     6770       60    26262    23165   -16305    -1757        4  66207  82512  291559     7097 12072 
 -12.00 11Oct11    18221    -3519       66   194391   176170    -3673     4992       54    22628    26301   -14548    -1473        6  66430  80978  284462   -12393 11860 
 -13.00  4Oct11    21740    -9960       68   201904   180164    -8665     1909       50    22585    31250   -13075     8051        7  71543  84618  296855    11121 11136 
 -14.00 27Sep11    31700     3579       74   198403   166703   -10574     -804       48    22450    33024   -21126    -2775        0  64246  85372  285734    20476 11698 
 -15.00 20Sep11    28121   -45277       72   186763   158642    -9770    45979       49    16106    25876   -18351     -702        3  61604  79955  265258  -239508 11959 
 -16.00 13Sep11    73398    10425      100   391491   318093   -55749    -2085       10    27511    83260   -17649    -8340        3  81535  99184  504766    64288 11815 
 Page No.     2                                                   S&P 500 STOCK INDEX 
 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    62973    10147       93   337022   274049   -53664   -10410       12    23482    77146    -9309      263       11  77853  87162  440478    40653 11660 
 -18.00 30Aug11    52826     8996       87   305368   252542   -43254    15227       21    19861    63115    -9572   -24223       10  72424  81996  399825    25430 12031 
 -19.00 23Aug11    43830    23333       81   284378   240548   -58481   -23507        8    18947    77428    14651      174       32  68859  54208  374395    42213 11595 
 -20.00 16Aug11    20497    34977       67   242888   222391   -34974    16033       28    17217    52191    14477   -51010       32  70630  56153  332182    -2469 11864 
 -21.00  9Aug11   -14480    17638       45   201921   216401   -51007   -31856       14    16025    67032    65487    14218       78 115078  49591  334651    41301 11763 
 -22.00  2Aug11   -32118    15932       34   185470   217588   -19151   -19515       41    14190    33341    51269     3583       65  92530  41261  293350     7239 12455 
 -23.00 26Jul11   -48050    -9721       25   174480   222530      364     4342       58    27449    27085    47686     5379       62  83094  35408  286111    13591 12908 
 -24.00 19Jul11   -38329    -7470       31   171784   210113    -3978     1075       54    22744    26722    42307     6395       57  76861  34554  272520    -2636 13241 
 -25.00 12Jul11   -30859    -2502       35   177137   207996    -5053      455       53    22461    27514    35912     2047       52  74539  38627  275156     6001 13179 
 -26.00  5Jul11   -28357      935       37   176244   204601    -5508     2060       53    22243    27751    33865    -2995       50  69188  35323  269155     5125 13355 
 -27.00 28Jun11   -29292    -1524       36   173462   202754    -7568    -6429       51    19130    26698    36860     7953       52  70433  33573  264030       50 12927 
 -28.00 21Jun11   -27768    16802       37   168477   196245    -1139    32061       56    25178    26317    28907   -48863       45  69354  40447  263980  -123693 12883 
 -29.00 14Jun11   -44570    11320       27   200857   245427   -33200    -1677       29    18499    51699    77770    -9643       89 152637  74867  387673    40570 12825 
 -30.00  7Jun11   -55890    21583       20   185400   241290   -31523   -19412       31    15411    46934    87413    -2171       98 141192  53779  347103    14950 12871 
 -31.00 31May11   -77473    -8799        7   181976   259449   -12111     2050       47    15288    27399    89584     6749      100 130653  41069  332153    -3380 13446 
 -32.00 24May11   -68674    -1928       12   188417   257091   -14161    -2628       45    14766    28927    82835     4556       94 128185  45350  335533    10173 13129 
 -33.00 17May11   -66746     3424       13   186249   252995   -11533    -3650       48    15952    27485    78279      226       90 120832  42553  325360     3726 13312 
 -34.00 10May11   -70170     3583       11   185407   255577    -7883    -6118       51    16195    24078    78053     2535       90 118370  40317  321634      -68 13543 
 -35.00  3May11   -73753    -9506        9   182898   256651    -1765     9134       56    20821    22586    75518      372       87 116931  41413  321702    -1368 13528 
 -36.00 26Apr11   -64247   -14544       15   188533   252780   -10899    11946       48    15925    26824    75146     2598       87 117788  42642  323070     4835 13401 
 Page No.     3                                                   S&P 500 STOCK INDEX 
 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   -49703    -4244       24   185040   234743   -22845    -3002       38    13314    36159    72548     7246       85 118890  46342  318235    14131 13267 
 -38.00 12Apr11   -45459     6056       26   177385   222844   -19843    -8276       41    13285    33128    65302     2220       78 112538  47236  304104     1748 13110 
 -39.00  5Apr11   -51515   -12015       23   175877   227392   -11567     7299       48    14627    26194    63082     4716       76 111342  48260  302356     7166 13262 
 -40.00 29Mar11   -39500   -11266       30   174539   214039   -18866    -2426       41    13532    32398    58366    13692       72 106607  48241  295190      473 13153 
 -41.00 22Mar11   -28234   -41186       37   182284   210518   -16440    51173       43    16105    32545    44674    -9987       59  95410  50736  294717  -159827 12842 
 -42.00 15Mar11    12952    30261       62   312573   299621   -67613   -31217        0    15006    82619    54661      956       68 110265  55604  454544    82576 12733 
 -43.00  8Mar11   -17309     3240       44   249642   266951   -36396    -6989       26    14660    51056    53705     3749       68  98188  44483  371968    19870 13200 
 -44.00  1Mar11   -20549    -6120       42   234396   254945   -29407     -147       32    16672    46079    49956     6267       64  92186  42230  352098    14921 13017 
 -45.00 22Feb11   -14429     4120       45   233447   247876   -29260    -6144       33    15632    44892    43689     2024       59  84094  40405  337177    11151 13144 
 -46.00 15Feb11   -18549     4118       43   225349   243898   -23116    -6755       38    16132    39248    41665     2637       57  79586  37921  326026     3033 13263 
 -47.00  8Feb11   -22667     6925       40   221137   243804   -16361    -3680       43    19592    35953    39028    -3245       54  77959  38931  322993     9464 13184 
 -48.00  1Feb11   -29592    14074       36   213403   242995   -12681    -8651       47    17325    30006    42273    -5423       57  79277  37004  313529     5519 13027 
 -49.00 25Jan11   -43666    -7545       27   200006   243672    -4030     3508       54    19988    24018    47696     4037       62  86651  38955  308010    12422 12876 
 -50.00 18Jan11   -36121     1772       32   196669   232790    -7538    -5935       51    16259    23797    43659     4163       59  81591  37932  295588     8837 12797 
 -51.00 11Jan11   -37893     2342       31   189865   227758    -1603     -993       56    19397    21000    39496    -1349       55  76639  37143  286751    10293 12704 
 -52.00  4Jan11   -40235     1302       29   177076   217311     -610    -2522       57    19183    19793    40845     1220       56  79050  38205  276458     2646 12653 
 -53.00 28Dec10   -41537      435       29   174298   215835     1912     -387       59    20190    18278    39625      -48       55  77625  38000  273812     2648 12547 
 -54.00 21Dec10   -41972    45924       28   172380   214352     2299   -47972       59    19663    17364    39673     2048       55  78185  38512  271164  -160076 12497 
 -55.00 14Dec10   -87896      997        0   251578   339474    50271     9570      100    70735    20464    37625   -10567       53  96366  58741  431240    46462 12367 
 -56.00  7Dec10   -88893   -13434        0   222030   310923    40701    10673       92    62391    21690    48192     2761       63  92353  44161  384778    20134 12204 
 Page No.     4                                                   S&P 500 STOCK INDEX 
 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   -75459     -633        8   222491   297950    30028      414       83    53092    23064    45431      219       60  85047  39616  364644    -4959 11772 
 -58.00 23Nov10   -74826    -3777        8   221549   296375    29614     -263       82    56436    26822    45212     4040       60  89714  44502  369603    20227 11768 
 -59.00 16Nov10   -71049    -2084       11   214640   285689    29877    -9478       83    53129    23252    41172    11562       56  80792  39620  349376     5366 11760 
 -60.00  9Nov10   -68965   -12680       12   209523   278488    39355     3926       91    61989    22634    29610     8754       46  71485  41875  344010     6964 12112 
 -61.00  2Nov10   -56285    -7809       20   212912   269197    35429      717       87    55738    20309    20856     7092       38  67812  46956  337046     6567 11927 
 -62.00 26Oct10   -48476    -3990       24   205157   253633    34712     6974       87    53838    19126    13764    -2984       32  71001  57237  330479    14332 11838 
 -63.00 19Oct10   -44486    -8114       27   197043   241529    27738     4218       81    45374    17636    16748     3896       34  73162  56414  316147     9597 11631 
 -64.00 12Oct10   -36372    -2970       32   188607   224979    23520     1179       77    44385    20865    12852     1791       31  72851  59999  306550     5495 11667 
 -65.00  5Oct10   -33402    -9131       34   185809   219211    22341     5558       76    43139    20798    11061     3573       29  71397  60336  301055     3785 11553 
 -66.00 28Sep10   -24271   -11097       39   187757   212028    16783    11413       72    38060    21277     7488     -316       26  70785  63297  297270    14005 11455 
 -67.00 21Sep10   -13174   -22275       46   183322   196496     5370    46916       62    27043    21673     7804   -24641       26  72431  64627  283265  -128541 11344 
 -68.00 14Sep10     9101     -531       60   283088   273987   -41546     5490       22    16874    58420    32445    -4959       48 107421  74976  411806    73223 11175 
 -69.00  7Sep10     9632   -11932       60   227622   217990   -47036     9106       17    19957    66993    37404     2826       53  90103  52699  338583     8669 10911 
 -70.00 31Aug10    21564    -1560       68   234110   212546   -56142    -9662       10    17507    73649    34578    11222       50  77472  42894  329914     7208 10528 
 -71.00 24Aug10    23124     2528       69   229960   206836   -46480   -18037       18    16962    63442    23356    15509       40  74994  51638  322706     3427 10492 
 -72.00 17Aug10    20596    12206       67   222872   202276   -28443    -8155       33    21262    49705     7847    -4051       26  74021  66174  319279     -455 10891 
 -73.00 10Aug10     8390    -3365       59   221158   212768   -20288    -3581       40    20825    41113    11898     6946       30  76641  64743  319734     2984 11193 
 -74.00  3Aug10    11755    -9363       62   219884   208129   -16707     4723       43    20031    36738     4952     4640       24  75710  70758  316750     4754 11189 
 -75.00 27Jul10    21118        0       67   217404   196286   -21430        0       39    20220    41650      312        0       19  73274  72962  311996        0 11113 
 Page No.     5                                                   S&P 500 STOCK INDEX 
 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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