```
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    36,823:     7,556      5,097      1,286     22,646     26,121     31,488     32,504:     5,335      4,319
Old  :    36,823:     7,556      5,097      1,286     22,646     26,121     31,488     32,504:     5,335      4,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    -3,767:       -63       -158        -79     -3,367     -3,088     -3,509     -3,325:      -258       -442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       13.8        3.5       61.5       70.9       85.5       88.3:      14.5       11.7
Old  :     100.0:      20.5       13.8        3.5       61.5       70.9       85.5       88.3:      14.5       11.7
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  :        87:        23         14         16         32         32         62         56:
Old  :        87:        23         14         16         32         32         62         56:
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  :                 38.5       45.1       51.3       58.3       38.5       41.5       50.1       54.6
Old  :                 38.5       45.1       51.3       58.3       38.5       41.5       50.1       54.6
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   228,430:    70,652     27,590     40,728     91,366    125,345    202,746    193,663:    25,684     34,767
Old  :   210,662:    66,501     32,524     32,948     89,247    113,973    188,696    179,445:    21,966     31,217
Other:    17,768:    10,630      1,545      1,301      2,119     11,372     14,050     14,218:     3,718      3,550
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :   -10,417:    -4,236     -1,911     -3,251     -3,261     -4,133    -10,748     -9,295:       331     -1,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       12.1       17.8       40.0       54.9       88.8       84.8:      11.2       15.2
Old  :     100.0:      31.6       15.4       15.6       42.4       54.1       89.6       85.2:      10.4       14.8
Other:     100.0:      59.8        8.7        7.3       11.9       64.0       79.1       80.0:      20.9       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:       103         56        106         52         71        212        197:
Old  :       263:        96         65        101         42         69        197        194:
Other:        97:        31         10         15         21         40         60         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       25.5       32.2       34.2       19.9       25.0       31.7       32.3
Old  :                 21.8       26.1       34.1       34.8       21.7       26.0       33.7       33.8
Other:                 32.9       30.3       46.1       42.8       32.9       30.3       46.1       42.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   362,122:   129,895     57,316     57,184    144,239    178,177    331,318    292,677:    30,804     69,445
Old  :   362,122:   129,895     57,316     57,184    144,239    178,177    331,318    292,677:    30,804     69,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     6,279:     2,477     -1,254       -148      1,228      3,878      3,557      2,476:     2,722      3,803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       15.8       15.8       39.8       49.2       91.5       80.8:       8.5       19.2
Old  :     100.0:      35.9       15.8       15.8       39.8       49.2       91.5       80.8:       8.5       19.2
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  :       440:       140         79        123         77        185        288        337:
Old  :       440:       140         79        123         77        185        288        337:
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  :                 19.3       13.3       31.1       21.0       19.2       12.8       30.8       19.0
Old  :                 19.3       13.3       31.1       21.0       19.2       12.8       30.8       19.0
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,534:     4,276      1,362        884      2,880      5,657      8,040      7,903:     1,494      1,631
Old  :     9,534:     4,276      1,362        884      2,880      5,657      8,040      7,903:     1,494      1,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :      -247:      -205       -207         32         16       -116       -157       -291:       -90         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9       14.3        9.3       30.2       59.3       84.3       82.9:      15.7       17.1
Old  :     100.0:      44.9       14.3        9.3       30.2       59.3       84.3       82.9:      15.7       17.1
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  :        76:        26         15         10         17         26         52         43:
Old  :        76:        26         15         10         17         26         52         43:
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  :                 38.6       33.4       55.3       46.9       38.6       33.4       55.2       45.9
Old  :                 38.6       33.4       55.3       46.9       38.6       33.4       55.2       45.9
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    48,448:    20,595      5,919      4,997     14,778     13,581     40,370     24,497:     8,078     23,951
Old  :    48,448:    20,595      5,919      4,997     14,778     13,581     40,370     24,497:     8,078     23,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    -1,570:         1        400     -1,709       -473       -336     -2,181     -1,645:       611         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5       12.2       10.3       30.5       28.0       83.3       50.6:      16.7       49.4
Old  :     100.0:      42.5       12.2       10.3       30.5       28.0       83.3       50.6:      16.7       49.4
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  :       184:        53         38         32         32         74        105        130:
Old  :       184:        53         38         32         32         74        105        130:
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  :                 18.7        8.5       31.5       13.7       18.7        8.2       30.5       12.3
Old  :                 18.7        8.5       31.5       13.7       18.7        8.2       30.5       12.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    65,520:    13,452          0          0     51,269     65,216     64,721     65,216:       799        304
Old  :    65,520:    13,452          0          0     51,269     65,216     64,721     65,216:       799        304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :      -927:    -2,783          0     -3,755      5,978      3,509       -560       -246:      -367       -681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        0.0        0.0       78.2       99.5       98.8       99.5:       1.2        0.5
Old  :     100.0:      20.5        0.0        0.0       78.2       99.5       98.8       99.5:       1.2        0.5
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  :        21:         7          0          0         13         13         20         13:
Old  :        21:         7          0          0         13         13         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  :                 76.6       62.0       89.2       88.3       62.6       54.5       70.0       69.3
Old  :                 76.6       62.0       89.2       88.3       62.6       54.5       70.0       69.3
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   174,715:    81,253      3,709        753     37,451    152,641    119,457    157,103:    55,258     17,612
Old  :   174,715:    81,253      3,709        753     37,451    152,641    119,457    157,103:    55,258     17,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    26,301:     2,888     -1,829        410     20,672     29,580     23,970     28,161:     2,331     -1,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.5        2.1        0.4       21.4       87.4       68.4       89.9:      31.6       10.1
Old  :     100.0:      46.5        2.1        0.4       21.4       87.4       68.4       89.9:      31.6       10.1
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  :        88:        44          8          6         17         32         66         41:
Old  :        88:        44          8          6         17         32         66         41:
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  :                 23.5       51.0       34.2       65.3       19.8       43.5       28.9       57.6
Old  :                 23.5       51.0       34.2       65.3       19.8       43.5       28.9       57.6
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    62,936:    30,841      7,180         73      5,161     46,508     36,075     53,761:    26,861      9,175
Old  :    62,936:    30,841      7,180         73      5,161     46,508     36,075     53,761:    26,861      9,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     5,576:     1,623     -4,021        -23      3,185     11,617      4,785      7,573:       791     -1,997
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.0       11.4        0.1        8.2       73.9       57.3       85.4:      42.7       14.6
Old  :     100.0:      49.0       11.4        0.1        8.2       73.9       57.3       85.4:      42.7       14.6
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  :        45:        18          5          3          8         21         26         29:
Old  :        45:        18          5          3          8         21         26         29:
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  :                 25.7       48.4       39.6       62.3       25.7       48.4       38.6       60.1
Old  :                 25.7       48.4       39.6       62.3       25.7       48.4       38.6       60.1
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   157,775:   118,812      5,647      1,640     28,874    149,038    149,326    156,325:     8,449      1,450
Old  :   157,775:   118,812      5,647      1,640     28,874    149,038    149,326    156,325:     8,449      1,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    22,954:    17,275      1,312        919      3,647     20,993     21,841     23,224:     1,113       -270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.3        3.6        1.0       18.3       94.5       94.6       99.1:       5.4        0.9
Old  :     100.0:      75.3        3.6        1.0       18.3       94.5       94.6       99.1:       5.4        0.9
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  :       125:        76         10          7         19         22        100         38:
Old  :       125:        76         10          7         19         22        100         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  :                 39.7       54.8       54.3       76.4       39.7       54.8       54.3       74.6
Old  :                 39.7       54.8       54.3       76.4       39.7       54.8       54.3       74.6
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   145,352:    54,967     21,061      2,668     47,957     96,190    105,592    119,919:    39,760     25,433
Old  :   145,352:    54,967     21,061      2,668     47,957     96,190    105,592    119,919:    39,760     25,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    19,002:     2,845     -5,252      2,365      9,267     18,267     14,477     15,380:     4,525      3,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       14.5        1.8       33.0       66.2       72.6       82.5:      27.4       17.5
Old  :     100.0:      37.8       14.5        1.8       33.0       66.2       72.6       82.5:      27.4       17.5
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  :       100:        32         23          8         26         38         65         63:
Old  :       100:        32         23          8         26         38         65         63:
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       36.1       40.8       49.7       27.9       34.9       38.2       43.9
Old  :                 28.5       36.1       40.8       49.7       27.9       34.9       38.2       43.9
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   131,247:    43,205     26,549        363     60,542     68,760    104,110     95,672:    27,137     35,575
Old  :   131,247:    43,205     26,549        363     60,542     68,760    104,110     95,672:    27,137     35,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    -5,314:   -19,191      5,427       -604     12,779    -10,865     -7,016     -6,042:     1,702        728
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       20.2        0.3       46.1       52.4       79.3       72.9:      20.7       27.1
Old  :     100.0:      32.9       20.2        0.3       46.1       52.4       79.3       72.9:      20.7       27.1
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  :       102:        24         31          5         28         28         55         61:
Old  :       102:        24         31          5         28         28         55         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  :                 31.3       31.0       45.2       41.3       31.3       30.4       45.2       40.7
Old  :                 31.3       31.0       45.2       41.3       31.3       30.4       45.2       40.7
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   263,702:    98,171     35,877     10,602     93,190    167,583    201,963    214,062:    61,739     49,640
Old  :   263,702:    98,171     35,877     10,602     93,190    167,583    201,963    214,062:    61,739     49,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    46,636:    15,067      4,081      6,331     26,626     37,889     48,024     48,301:    -1,388     -1,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       13.6        4.0       35.3       63.6       76.6       81.2:      23.4       18.8
Old  :     100.0:      37.2       13.6        4.0       35.3       63.6       76.6       81.2:      23.4       18.8
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  :       162:        56         37         26         44         47        112         98:
Old  :       162:        56         37         26         44         47        112         98:
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  :                 18.2       31.2       29.4       43.9       16.6       28.3       24.9       39.6
Old  :                 18.2       31.2       29.4       43.9       16.6       28.3       24.9       39.6
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    27,699:    13,467      9,121        849     10,783     15,449     25,099     25,419:     2,600      2,280
Old  :    27,699:    13,467      9,121        849     10,783     15,449     25,099     25,419:     2,600      2,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :       733:    -1,859      1,206        707      2,045     -1,811        893        102:      -160        631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6       32.9        3.1       38.9       55.8       90.6       91.8:       9.4        8.2
Old  :     100.0:      48.6       32.9        3.1       38.9       55.8       90.6       91.8:       9.4        8.2
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  :        44:        13         11          2         13         11         26         24:
Old  :        44:        13         11          2         13         11         26         24:
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  :                 50.6       58.1       66.4       73.9       48.3       55.5       63.9       71.4
Old  :                 50.6       58.1       66.4       73.9       48.3       55.5       63.9       71.4
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 9,524,222:   985,172    826,595    993,041  6,706,570  6,696,485  8,684,783  8,516,121:   839,439  1,008,101
Old  : 9,524,222:   985,172    826,595    993,041  6,706,570  6,696,485  8,684,783  8,516,121:   839,439  1,008,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :   197,314:    71,237     15,499    -21,309    145,895    217,591    195,823    211,781:     1,491    -14,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        8.7       10.4       70.4       70.3       91.2       89.4:       8.8       10.6
Old  :     100.0:      10.3        8.7       10.4       70.4       70.3       91.2       89.4:       8.8       10.6
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  :       276:        57         55         85        136        148        243        246:
Old  :       276:        57         55         85        136        148        243        246:
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  :                 41.2       25.9       50.9       39.0       38.9       20.5       45.4       30.5
Old  :                 41.2       25.9       50.9       39.0       38.9       20.5       45.4       30.5
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   979,528:    78,626     97,692     59,055    698,932    715,745    836,612    872,492:   142,916    107,036
Old  :   979,528:    78,626     97,692     59,055    698,932    715,745    836,612    872,492:   142,916    107,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    33,311:      -175      1,217      6,258     26,890     20,688     32,973     28,163:       338      5,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       10.0        6.0       71.4       73.1       85.4       89.1:      14.6       10.9
Old  :     100.0:       8.0       10.0        6.0       71.4       73.1       85.4       89.1:      14.6       10.9
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  :       557:       104        111         65        229        234        370        376:
Old  :       557:       104        111         65        229        234        370        376:
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  :                 19.4       16.0       27.6       25.6       13.7       11.6       19.0       18.7
Old  :                 19.4       16.0       27.6       25.6       13.7       11.6       19.0       18.7
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   371,968:    14,660     51,056      9,478    249,642    266,951    273,780    327,485:    98,188     44,483
Old  :   371,968:    14,660     51,056      9,478    249,642    266,951    273,780    327,485:    98,188     44,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    19,870:    -2,012      4,977        634     15,246     12,006     13,868     17,617:     6,002      2,253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       13.7        2.5       67.1       71.8       73.6       88.0:      26.4       12.0
Old  :     100.0:       3.9       13.7        2.5       67.1       71.8       73.6       88.0:      26.4       12.0
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  :       129:        16         18          9         64         60         85         82:
Old  :       129:        16         18          9         64         60         85         82:
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  :                 24.8       24.5       34.8       39.0       23.1       24.0       32.0       38.5
Old  :                 24.8       24.5       34.8       39.0       23.1       24.0       32.0       38.5
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,037,799:   534,578    447,932     33,134  2,246,449  2,243,969  2,814,161  2,725,035:   223,638    312,764
Old  : 3,037,799:   534,578    447,932     33,134  2,246,449  2,243,969  2,814,161  2,725,035:   223,638    312,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    67,204:    35,863      7,879      1,440     58,220     43,412     95,523     52,731:   -28,319     14,473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       14.7        1.1       73.9       73.9       92.6       89.7:       7.4       10.3
Old  :     100.0:      17.6       14.7        1.1       73.9       73.9       92.6       89.7:       7.4       10.3
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  :       521:       101        107         53        195        215        324        348:
Old  :       521:       101        107         53        195        215        324        348:
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  :                 21.3       19.6       31.2       26.3       18.4       15.0       26.5       21.4
Old  :                 21.3       19.6       31.2       26.3       18.4       15.0       26.5       21.4
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   103,970:    11,062      8,503      1,055     80,296     90,221     92,413     99,779:    11,557      4,191
Old  :   103,970:    11,062      8,503      1,055     80,296     90,221     92,413     99,779:    11,557      4,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     2,445:       -57      1,987       -475      3,623        923      3,091      2,435:      -646         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        8.2        1.0       77.2       86.8       88.9       96.0:      11.1        4.0
Old  :     100.0:      10.6        8.2        1.0       77.2       86.8       88.9       96.0:      11.1        4.0
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  :        93:        13          6          2         48         40         62         47:
Old  :        93:        13          6          2         48         40         62         47:
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  :                 39.9       37.1       52.6       54.9       37.1       37.1       49.5       54.9
Old  :                 39.9       37.1       52.6       54.9       37.1       37.1       49.5       54.9
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    93,669:    21,788     10,425      3,438     57,667     73,611     82,893     87,474:    10,776      6,196
Old  :    93,669:    21,788     10,425      3,438     57,667     73,611     82,893     87,474:    10,776      6,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     1,936:     2,327        687      1,027     -1,267       -179      2,088      1,535:      -151        401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       11.1        3.7       61.6       78.6       88.5       93.4:      11.5        6.6
Old  :     100.0:      23.3       11.1        3.7       61.6       78.6       88.5       93.4:      11.5        6.6
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  :       230:        70         31         15         79         77        151        121:
Old  :       230:        70         31         15         79         77        151        121:
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  :                 23.0       32.1       35.8       47.8       17.8       25.0       27.1       36.0
Old  :                 23.0       32.1       35.8       47.8       17.8       25.0       27.1       36.0
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    20,916:       785      4,731          0     16,565     13,422     17,350     18,153:     3,566      2,763
Old  :    20,916:       785      4,731          0     16,565     13,422     17,350     18,153:     3,566      2,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     1,261:       217      1,939          0      1,312       -380      1,529      1,559:      -268       -298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       22.6        0.0       79.2       64.2       83.0       86.8:      17.0       13.2
Old  :     100.0:       3.8       22.6        0.0       79.2       64.2       83.0       86.8:      17.0       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  :        27:         3          4          0         12         12         15         16:
Old  :        27:         3          4          0         12         12         15         16:
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  :                 56.3       45.8       74.9       70.0       54.1       40.5       68.8       64.8
Old  :                 56.3       45.8       74.9       70.0       54.1       40.5       68.8       64.8
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   363,766:   117,786     41,240      4,420    205,508    300,943    327,714    346,603:    36,052     17,163
Old  :   363,766:   117,786     41,240      4,420    205,508    300,943    327,714    346,603:    36,052     17,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     3,377:    18,639      1,831     -2,953    -12,893      1,003      2,793       -119:       584      3,496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       11.3        1.2       56.5       82.7       90.1       95.3:       9.9        4.7
Old  :     100.0:      32.4       11.3        1.2       56.5       82.7       90.1       95.3:       9.9        4.7
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:        68         31         12         75         75        145        116:
Old  :       227:        68         31         12         75         75        145        116:
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  :                 21.4       37.2       34.4       55.7       20.6       36.6       32.6       53.6
Old  :                 21.4       37.2       34.4       55.7       20.6       36.6       32.6       53.6
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   152,865:    80,756      7,061      5,180     30,380    125,660    116,316    137,901:    36,549     14,964
Old  :   152,865:    80,756      7,061      5,180     30,380    125,660    116,316    137,901:    36,549     14,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    17,338:       358     -1,484      4,173     12,665     15,454     17,196     18,143:       142       -805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.8        4.6        3.4       19.9       82.2       76.1       90.2:      23.9        9.8
Old  :     100.0:      52.8        4.6        3.4       19.9       82.2       76.1       90.2:      23.9        9.8
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  :        75:        31         12          4         17         26         50         40:
Old  :        75:        31         12          4         17         26         50         40:
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  :                 30.2       46.2       43.7       67.3       30.2       45.9       42.7       63.2
Old  :                 30.2       46.2       43.7       67.3       30.2       45.9       42.7       63.2
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    64,355:     7,630     12,409      2,419     34,779     19,649     44,828     34,477:    19,527     29,878
Old  :    64,355:     7,630     12,409      2,419     34,779     19,649     44,828     34,477:    19,527     29,878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    19,959:    -1,002        255      2,013      9,960      9,077     10,971     11,345:     8,988      8,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       19.3        3.8       54.0       30.5       69.7       53.6:      30.3       46.4
Old  :     100.0:      11.9       19.3        3.8       54.0       30.5       69.7       53.6:      30.3       46.4
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  :        64:        15         10          6         28         20         46         34:
Old  :        64:        15         10          6         28         20         46         34:
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  :                 28.7       21.4       40.1       33.8       23.1       16.6       31.8       26.4
Old  :                 28.7       21.4       40.1       33.8       23.1       16.6       31.8       26.4
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    74,030:    17,512      4,632      1,397     44,109     47,367     63,018     53,396:    11,012     20,634
Old  :    74,030:    17,512      4,632      1,397     44,109     47,367     63,018     53,396:    11,012     20,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     9,466:     2,447        691         18      8,061     14,298     10,526     15,007:    -1,060     -5,541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        6.3        1.9       59.6       64.0       85.1       72.1:      14.9       27.9
Old  :     100.0:      23.7        6.3        1.9       59.6       64.0       85.1       72.1:      14.9       27.9
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:        21          5          6         28         30         50         40:
Old  :        67:        21          5          6         28         30         50         40:
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       30.9       43.2       49.5       23.3       28.6       36.5       43.8
Old  :                 28.5       30.9       43.2       49.5       23.3       28.6       36.5       43.8
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    14,716:     4,370      3,117         54      7,376     10,878     11,800     14,049:     2,916        667
Old  :    14,716:     4,370      3,117         54      7,376     10,878     11,800     14,049:     2,916        667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :       388:       454         -5         54       -531        -12        -23         37:       411        351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       21.2        0.4       50.1       73.9       80.2       95.5:      19.8        4.5
Old  :     100.0:      29.7       21.2        0.4       50.1       73.9       80.2       95.5:      19.8        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  :        22:        10          5          3          5          2         17          8:
Old  :        22:        10          5          3          5          2         17          8:
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       92.8       67.4       95.5       52.7       92.8       67.4       95.1
Old  :                 52.7       92.8       67.4       95.5       52.7       92.8       67.4       95.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 11, 2011