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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, April 12, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     2,973:       368      1,161          1      1,950      1,400      2,319      2,562:       654        411
Old  :     2,973:       368      1,161          1      1,950      1,400      2,319      2,562:       654        411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :        57:        45         22          0        -47          1         -2         23:        59         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       39.1        0.0       65.6       47.1       78.0       86.2:      22.0       13.8
Old  :     100.0:      12.4       39.1        0.0       65.6       47.1       78.0       86.2:      22.0       13.8
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  :        22:         2          4          1          9         11         12         15:
Old  :        22:         2          4          1          9         11         12         15:
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       56.9       70.7       72.3       49.8       56.2       67.2       70.6
Old  :                 50.6       56.9       70.7       72.3       49.8       56.2       67.2       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, April 12, 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  :    34,619:     4,646      4,217        785     24,984     25,064     30,415     30,066:     4,204      4,553
Old  :    34,619:     4,646      4,217        785     24,984     25,064     30,415     30,066:     4,204      4,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     1,153:        97       -529        245        873        778      1,215        494:       -62        659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       12.2        2.3       72.2       72.4       87.9       86.8:      12.1       13.2
Old  :     100.0:      13.4       12.2        2.3       72.2       72.4       87.9       86.8:      12.1       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  :        78:        18         12         14         33         31         57         51:
Old  :        78:        18         12         14         33         31         57         51:
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  :                 48.1       45.8       58.4       59.7       48.1       43.0       57.2       56.5
Old  :                 48.1       45.8       58.4       59.7       48.1       43.0       57.2       56.5
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, April 12, 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  :   234,891:    66,372     26,436     48,154     93,534    127,061    208,060    201,651:    26,831     33,240
Old  :   201,311:    61,736     36,811     30,684     87,154    106,202    179,574    173,697:    21,737     27,614
Other:    33,580:    18,870      3,859      3,236      6,380     20,859     28,486     27,954:     5,094      5,626
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    -9,104:    -4,263       -587     -3,185       -577     -2,914     -8,025     -6,686:    -1,079     -2,418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       11.3       20.5       39.8       54.1       88.6       85.8:      11.4       14.2
Old  :     100.0:      30.7       18.3       15.2       43.3       52.8       89.2       86.3:      10.8       13.7
Other:     100.0:      56.2       11.5        9.6       19.0       62.1       84.8       83.2:      15.2       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:       108         42        102         54         71        217        183:
Old  :       257:        96         58         94         43         67        199        178:
Other:       112:        38         12         16         27         47         75         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       26.6       32.5       34.2       20.2       25.5       32.3       32.3
Old  :                 22.7       27.8       35.3       35.7       22.6       27.5       35.2       34.4
Other:                 33.2       29.2       49.6       44.4       33.2       27.2       47.7       41.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, April 12, 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  :   388,055:   128,100     52,549     69,473    161,568    192,420    359,141    314,442:    28,914     73,613
Old  :   388,055:   128,100     52,549     69,473    161,568    192,420    359,141    314,442:    28,914     73,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    -5,546:     4,661        602     -6,363       -442      1,434     -2,144     -4,327:    -3,402     -1,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       13.5       17.9       41.6       49.6       92.5       81.0:       7.5       19.0
Old  :     100.0:      33.0       13.5       17.9       41.6       49.6       92.5       81.0:       7.5       19.0
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  :       439:       136         85        120         87        182        305        326:
Old  :       439:       136         85        120         87        182        305        326:
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  :                 20.6       13.2       32.0       19.7       20.4       12.8       31.8       18.8
Old  :                 20.6       13.2       32.0       19.7       20.4       12.8       31.8       18.8
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, April 12, 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  :     9,967:     4,125      2,732        660      3,189      4,520      7,974      7,912:     1,993      2,055
Old  :     9,967:     4,125      2,732        660      3,189      4,520      7,974      7,912:     1,993      2,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :      -145:      -517        549       -218        375       -711       -360       -380:       215        235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4       27.4        6.6       32.0       45.3       80.0       79.4:      20.0       20.6
Old  :     100.0:      41.4       27.4        6.6       32.0       45.3       80.0       79.4:      20.0       20.6
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  :        92:        28         30         16         21         23         61         61:
Old  :        92:        28         30         16         21         23         61         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  :                 36.2       29.5       50.2       42.6       36.2       29.5       50.2       41.9
Old  :                 36.2       29.5       50.2       42.6       36.2       29.5       50.2       41.9
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, April 12, 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  :    42,891:    20,560      4,893      4,102     12,244     11,852     36,906     20,847:     5,985     22,044
Old  :    42,891:    20,560      4,893      4,102     12,244     11,852     36,906     20,847:     5,985     22,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :      -257:      -210        179        -35        437        226        192        370:      -449       -627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.9       11.4        9.6       28.5       27.6       86.0       48.6:      14.0       51.4
Old  :     100.0:      47.9       11.4        9.6       28.5       27.6       86.0       48.6:      14.0       51.4
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  :       171:        52         31         38         36         68        108        120:
Old  :       171:        52         31         38         36         68        108        120:
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  :                 19.2        9.4       32.5       15.1       18.9        8.8       32.2       13.0
Old  :                 19.2        9.4       32.5       15.1       18.9        8.8       32.2       13.0
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, April 12, 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  :    83,772:    12,190          0          0     70,556     83,243     82,746     83,243:     1,026        529
Old  :    83,772:    12,190          0          0     70,556     83,243     82,746     83,243:     1,026        529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    -6,353:    -1,472          0       -126     -3,500     -4,867     -5,098     -4,993:    -1,255     -1,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        0.0        0.0       84.2       99.4       98.8       99.4:       1.2        0.6
Old  :     100.0:      14.6        0.0        0.0       84.2       99.4       98.8       99.4:       1.2        0.6
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  :        25:         9          0          0         13         15         22         15:
Old  :        25:         9          0          0         13         15         22         15:
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  :                 79.2       67.0       91.2       90.4       50.1       41.0       55.1       53.0
Old  :                 79.2       67.0       91.2       90.4       50.1       41.0       55.1       53.0
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, April 12, 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  :   142,022:    66,354      2,613         76     22,824    123,079     89,254    125,768:    52,768     16,254
Old  :   142,022:    66,354      2,613         76     22,824    123,079     89,254    125,768:    52,768     16,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     3,765:    -2,522     -1,233         74      5,392      5,143      2,944      3,984:       821       -219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7        1.8        0.1       16.1       86.7       62.8       88.6:      37.2       11.4
Old  :     100.0:      46.7        1.8        0.1       16.1       86.7       62.8       88.6:      37.2       11.4
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  :        82:        44          4          2         19         24         63         30:
Old  :        82:        44          4          2         19         24         63         30:
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  :                 19.9       59.1       28.7       74.5       19.8       57.5       28.6       72.9
Old  :                 19.9       59.1       28.7       74.5       19.8       57.5       28.6       72.9
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, April 12, 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  :    61,505:    22,272      7,615         17     11,077     44,300     33,366     51,932:    28,139      9,573
Old  :    61,505:    22,272      7,615         17     11,077     44,300     33,366     51,932:    28,139      9,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     1,551:       684     -3,130         16     -1,481      3,802       -781        688:     2,332        863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       12.4        0.0       18.0       72.0       54.2       84.4:      45.8       15.6
Old  :     100.0:      36.2       12.4        0.0       18.0       72.0       54.2       84.4:      45.8       15.6
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  :        41:        17          8          1          9         11         26         20:
Old  :        41:        17          8          1          9         11         26         20:
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  :                 29.7       59.2       38.5       76.2       29.7       59.1       38.5       74.3
Old  :                 29.7       59.2       38.5       76.2       29.7       59.1       38.5       74.3
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, April 12, 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  :   166,619:   131,688      6,842          0     26,674    157,661    158,362    164,503:     8,257      2,116
Old  :   166,619:   131,688      6,842          0     26,674    157,661    158,362    164,503:     8,257      2,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     7,794:     5,274       -510         -8      2,749      7,756      8,015      7,238:      -221        556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.0        4.1        0.0       16.0       94.6       95.0       98.7:       5.0        1.3
Old  :     100.0:      79.0        4.1        0.0       16.0       94.6       95.0       98.7:       5.0        1.3
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  :       129:        80         14          0         15         22         95         36:
Old  :       129:        80         14          0         15         22         95         36:
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  :                 41.4       65.6       57.2       80.2       41.4       65.4       57.2       80.1
Old  :                 41.4       65.6       57.2       80.2       41.4       65.4       57.2       80.1
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, April 12, 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  :   120,316:    53,423     26,752         24     25,408     74,300     78,855    101,076:    41,461     19,240
Old  :   120,316:    53,423     26,752         24     25,408     74,300     78,855    101,076:    41,461     19,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     9,097:      -373      5,370        -83      1,328      4,902        872     10,189:     8,225     -1,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       22.2        0.0       21.1       61.8       65.5       84.0:      34.5       16.0
Old  :     100.0:      44.4       22.2        0.0       21.1       61.8       65.5       84.0:      34.5       16.0
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  :        99:        34         22          2         20         33         56         55:
Old  :        99:        34         22          2         20         33         56         55:
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  :                 23.3       34.5       35.7       49.2       23.3       34.0       35.5       47.9
Old  :                 23.3       34.5       35.7       49.2       23.3       34.0       35.5       47.9
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, April 12, 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  :   130,084:    14,183     67,060        436     95,231     18,248    109,850     85,744:    20,234     44,340
Old  :   130,084:    14,183     67,060        436     95,231     18,248    109,850     85,744:    20,234     44,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     9,452:    -2,333      7,313       -232     14,078       -911     11,513      6,170:    -2,061      3,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       51.6        0.3       73.2       14.0       84.4       65.9:      15.6       34.1
Old  :     100.0:      10.9       51.6        0.3       73.2       14.0       84.4       65.9:      15.6       34.1
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  :       100:        17         44          3         27         19         47         63:
Old  :       100:        17         44          3         27         19         47         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  :                 35.0       26.2       53.4       38.7       33.9       26.2       51.6       38.7
Old  :                 35.0       26.2       53.4       38.7       33.9       26.2       51.6       38.7
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, April 12, 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  :   243,203:   105,425     40,440      1,700     69,054    151,768    176,179    193,908:    67,024     49,295
Old  :   243,203:   105,425     40,440      1,700     69,054    151,768    176,179    193,908:    67,024     49,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     6,933:     6,020        892        201     -1,043      5,126      5,178      6,219:     1,755        714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.3       16.6        0.7       28.4       62.4       72.4       79.7:      27.6       20.3
Old  :     100.0:      43.3       16.6        0.7       28.4       62.4       72.4       79.7:      27.6       20.3
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  :       177:        61         43         14         41         47        108         98:
Old  :       177:        61         43         14         41         47        108         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  :                 22.9       33.7       31.8       44.8       22.9       33.2       31.6       44.4
Old  :                 22.9       33.7       31.8       44.8       22.9       33.2       31.6       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, April 12, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    37,396:    31,884     26,202          0      4,168     11,052     36,052     37,254:     1,344        142
Old  :    37,396:    31,884     26,202          0      4,168     11,052     36,052     37,254:     1,344        142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :       -60:      -183          0          0        112        -65        -71        -65:        11          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.3       70.1        0.0       11.1       29.6       96.4       99.6:       3.6        0.4
Old  :     100.0:      85.3       70.1        0.0       11.1       29.6       96.4       99.6:       3.6        0.4
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  :        20:        10          2          0          2          7         12          9:
Old  :        20:        10          2          0          2          7         12          9:
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  :                 91.0       89.7       95.3       99.2       91.0       89.7       95.3       99.2
Old  :                 91.0       89.7       95.3       99.2       91.0       89.7       95.3       99.2
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, April 12, 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  :    21,143:    14,233      7,897          0      3,348     11,788     17,581     19,685:     3,562      1,458
Old  :    21,143:    14,233      7,897          0      3,348     11,788     17,581     19,685:     3,562      1,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     4,946:     4,104        463         -3        576      4,766      4,677      5,226:       269       -280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.3       37.4        0.0       15.8       55.8       83.2       93.1:      16.8        6.9
Old  :     100.0:      67.3       37.4        0.0       15.8       55.8       83.2       93.1:      16.8        6.9
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  :        47:        20          8          0          3         17         23         25:
Old  :        47:        20          8          0          3         17         23         25:
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  :                 48.1       53.1       66.7       72.4       48.1       53.1       66.7       72.3
Old  :                 48.1       53.1       66.7       72.4       48.1       53.1       66.7       72.3
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, April 12, 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  : 9,389,824:   955,664    634,645    868,502  6,677,351  6,835,575  8,501,517  8,338,722:   888,307  1,051,102
Old  : 9,389,824:   955,664    634,645    868,502  6,677,351  6,835,575  8,501,517  8,338,722:   888,307  1,051,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :   135,267:    71,104     19,375    -86,802     94,694    124,291     78,996     56,864:    56,271     78,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        6.8        9.2       71.1       72.8       90.5       88.8:       9.5       11.2
Old  :     100.0:      10.2        6.8        9.2       71.1       72.8       90.5       88.8:       9.5       11.2
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  :       273:        58         48         80        138        148        247        238:
Old  :       273:        58         48         80        138        148        247        238:
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  :                 40.9       27.1       50.4       40.1       38.9       22.3       44.2       32.3
Old  :                 40.9       27.1       50.4       40.1       38.9       22.3       44.2       32.3
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, April 12, 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  :   843,173:    78,729    101,382     19,053    583,679    601,175    681,461    721,611:   161,712    121,562
Old  :   843,173:    78,729    101,382     19,053    583,679    601,175    681,461    721,611:   161,712    121,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     4,410:    -4,776      7,809      3,974      3,482     -9,537      2,680      2,246:     1,730      2,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       12.0        2.3       69.2       71.3       80.8       85.6:      19.2       14.4
Old  :     100.0:       9.3       12.0        2.3       69.2       71.3       80.8       85.6:      19.2       14.4
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  :       546:       100        119         53        217        220        349        361:
Old  :       546:       100        119         53        217        220        349        361:
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  :                 19.0       14.9       27.2       21.9       15.0       14.4       21.9       21.2
Old  :                 19.0       14.9       27.2       21.9       15.0       14.4       21.9       21.2
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, April 12, 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  :   304,104:    13,285     33,128        896    177,385    222,844    191,566    256,868:   112,538     47,236
Old  :   304,104:    13,285     33,128        896    177,385    222,844    191,566    256,868:   112,538     47,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     1,748:    -1,342      6,934        386      1,508     -4,548        552      2,772:     1,196     -1,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       10.9        0.3       58.3       73.3       63.0       84.5:      37.0       15.5
Old  :     100.0:       4.4       10.9        0.3       58.3       73.3       63.0       84.5:      37.0       15.5
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  :       126:        14         22          7         55         56         74         80:
Old  :       126:        14         22          7         55         56         74         80:
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  :                 23.9       29.6       32.8       43.3       22.8       28.4       31.7       42.2
Old  :                 23.9       29.6       32.8       43.3       22.8       28.4       31.7       42.2
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, April 12, 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  : 2,695,345:   385,592    399,646     32,413  2,031,472  1,891,655  2,449,477  2,323,714:   245,868    371,631
Old  : 2,695,345:   385,592    399,646     32,413  2,031,472  1,891,655  2,449,477  2,323,714:   245,868    371,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    13,308:     7,230     28,778     -6,462      9,871    -24,946     10,639     -2,630:     2,669     15,938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       14.8        1.2       75.4       70.2       90.9       86.2:       9.1       13.8
Old  :     100.0:      14.3       14.8        1.2       75.4       70.2       90.9       86.2:       9.1       13.8
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  :       507:        98        111         35        189        197        306        324:
Old  :       507:        98        111         35        189        197        306        324:
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  :                 22.3       12.0       32.3       20.3       18.6       12.0       27.5       19.4
Old  :                 22.3       12.0       32.3       20.3       18.6       12.0       27.5       19.4
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, April 12, 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  :   113,175:    13,132      8,336         61     90,556    102,231    103,749    110,628:     9,426      2,547
Old  :   113,175:    13,132      8,336         61     90,556    102,231    103,749    110,628:     9,426      2,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :       924:    -2,083       -241         61      2,876      1,250        854      1,070:        70       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        7.4        0.1       80.0       90.3       91.7       97.7:       8.3        2.3
Old  :     100.0:      11.6        7.4        0.1       80.0       90.3       91.7       97.7:       8.3        2.3
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  :        98:        13          6          1         53         39         67         45:
Old  :        98:        13          6          1         53         39         67         45:
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  :                 40.8       41.0       55.2       57.2       35.7       41.0       50.0       57.2
Old  :                 40.8       41.0       55.2       57.2       35.7       41.0       50.0       57.2
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, April 12, 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  :    84,480:    21,385     10,051      6,009     48,102     64,785     75,497     80,845:     8,983      3,635
Old  :    84,480:    21,385     10,051      6,009     48,102     64,785     75,497     80,845:     8,983      3,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    -5,662:    -3,714        510     -1,374          9     -4,698     -5,079     -5,563:      -582        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       11.9        7.1       56.9       76.7       89.4       95.7:      10.6        4.3
Old  :     100.0:      25.3       11.9        7.1       56.9       76.7       89.4       95.7:      10.6        4.3
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  :       244:        67         37         13         78         92        149        139:
Old  :       244:        67         37         13         78         92        149        139:
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  :                 22.4       25.7       36.2       40.7       20.8       25.4       30.5       38.5
Old  :                 22.4       25.7       36.2       40.7       20.8       25.4       30.5       38.5
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, April 12, 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  :    17,258:     5,704      1,143          0      8,081     14,989     13,785     16,132:     3,473      1,126
Old  :    17,258:     5,704      1,143          0      8,081     14,989     13,785     16,132:     3,473      1,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :      -684:    -1,273        532          0        860     -1,134       -413       -602:      -271        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        6.6        0.0       46.8       86.9       79.9       93.5:      20.1        6.5
Old  :     100.0:      33.1        6.6        0.0       46.8       86.9       79.9       93.5:      20.1        6.5
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  :        27:         4          2          0         11         10         15         12:
Old  :        27:         4          2          0         11         10         15         12:
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  :                 51.5       54.1       69.4       81.4       51.5       54.1       69.4       81.4
Old  :                 51.5       54.1       69.4       81.4       51.5       54.1       69.4       81.4
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, April 12, 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  :   336,108:   104,244     70,379      4,207    200,107    248,978    308,558    323,564:    27,550     12,544
Old  :   336,108:   104,244     70,379      4,207    200,107    248,978    308,558    323,564:    27,550     12,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :   -24,889:   -19,753     -7,657        676     -4,255    -17,822    -23,332    -24,803:    -1,557        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       20.9        1.3       59.5       74.1       91.8       96.3:       8.2        3.7
Old  :     100.0:      31.0       20.9        1.3       59.5       74.1       91.8       96.3:       8.2        3.7
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  :       240:        64         39         11         73         88        140        135:
Old  :       240:        64         39         11         73         88        140        135:
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  :                 25.9       26.6       40.5       42.9       24.6       26.6       38.7       42.9
Old  :                 25.9       26.6       40.5       42.9       24.6       26.6       38.7       42.9
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, April 12, 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  :   149,033:    97,153      6,502         62     15,943    124,202    113,158    130,766:    35,875     18,267
Old  :   149,033:    97,153      6,502         62     15,943    124,202    113,158    130,766:    35,875     18,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     2,925:    -2,237     -1,950         56      3,546      1,780      1,365       -114:     1,560      3,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.2        4.4        0.0       10.7       83.3       75.9       87.7:      24.1       12.3
Old  :     100.0:      65.2        4.4        0.0       10.7       83.3       75.9       87.7:      24.1       12.3
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  :        77:        41         10          2         12         19         53         31:
Old  :        77:        41         10          2         12         19         53         31:
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  :                 33.7       56.4       47.9       73.1       33.7       56.3       47.9       72.9
Old  :                 33.7       56.4       47.9       73.1       33.7       56.3       47.9       72.9
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, April 12, 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  :    54,553:    23,251      7,448          6     23,956     29,971     47,213     37,425:     7,340     17,128
Old  :    54,553:    23,251      7,448          6     23,956     29,971     47,213     37,425:     7,340     17,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    -2,630:     1,731       -692         -6     -4,366       -810     -2,641     -1,508:        11     -1,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       13.7        0.0       43.9       54.9       86.5       68.6:      13.5       31.4
Old  :     100.0:      42.6       13.7        0.0       43.9       54.9       86.5       68.6:      13.5       31.4
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  :        71:        20         15          1         20         21         40         37:
Old  :        71:        20         15          1         20         21         40         37:
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  :                 42.5       38.4       57.7       47.6       34.6       26.9       45.4       35.0
Old  :                 42.5       38.4       57.7       47.6       34.6       26.9       45.4       35.0
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, April 12, 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  :    61,402:    10,278     18,661        999     42,785     32,444     54,062     52,104:     7,340      9,298
Old  :    61,402:    10,278     18,661        999     42,785     32,444     54,062     52,104:     7,340      9,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    -2,817:    -1,369      1,420       -230     -2,160     -7,627     -3,759     -6,437:       942      3,620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       30.4        1.6       69.7       52.8       88.0       84.9:      12.0       15.1
Old  :     100.0:      16.7       30.4        1.6       69.7       52.8       88.0       84.9:      12.0       15.1
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:        18         14          5         25         24         47         39:
Old  :        76:        18         14          5         25         24         47         39:
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  :                 35.7       38.8       49.5       54.3       28.1       33.3       40.2       45.7
Old  :                 35.7       38.8       49.5       54.3       28.1       33.3       40.2       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders - Futures Only, April 12, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    32,887:     4,223      2,111        280     23,803     28,225     28,306     30,616:     4,581      2,271
Old  :    32,887:     4,223      2,111        280     23,803     28,225     28,306     30,616:     4,581      2,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     1,247:       798        198          0        273        629      1,071        827:       176        420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        6.4        0.9       72.4       85.8       86.1       93.1:      13.9        6.9
Old  :     100.0:      12.8        6.4        0.9       72.4       85.8       86.1       93.1:      13.9        6.9
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  :        47:         5          4          1         22         24         27         29:
Old  :        47:         5          4          1         22         24         27         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  :                 46.3       43.9       60.7       65.7       40.1       39.6       50.8       56.7
Old  :                 46.3       43.9       60.7       65.7       40.1       39.6       50.8       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE                                              Code-244742
Commitments of Traders - Futures Only, April 12, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI INDEX X $50)                                                         :
     :          :                                                                            :
All  :    40,472:    13,580      3,334         75     20,117     34,289     33,772     37,698:     6,700      2,774
Old  :    40,472:    13,580      3,334         75     20,117     34,289     33,772     37,698:     6,700      2,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     2,430:     1,533        708        -19        877      2,096      2,391      2,785:        39       -355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        8.2        0.2       49.7       84.7       83.4       93.1:      16.6        6.9
Old  :     100.0:      33.6        8.2        0.2       49.7       84.7       83.4       93.1:      16.6        6.9
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  :        68:        20          8          2         26         22         47         31:
Old  :        68:        20          8          2         26         22         47         31:
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  :                 34.5       53.8       49.3       70.8       33.4       51.6       48.2       68.6
Old  :                 34.5       53.8       49.3       70.8       33.4       51.6       48.2       68.6
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, April 12, 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  :    13,840:     6,860      2,809         48      4,828     10,312     11,736     13,169:     2,104        671
Old  :    13,840:     6,860      2,809         48      4,828     10,312     11,736     13,169:     2,104        671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :       423:       -28          2         36        305         45        313         83:       110        340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.6       20.3        0.3       34.9       74.5       84.8       95.2:      15.2        4.8
Old  :     100.0:      49.6       20.3        0.3       34.9       74.5       84.8       95.2:      15.2        4.8
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  :        24:        12          3          2          8          5         21          9:
Old  :        24:        12          3          2          8          5         21          9:
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  :                 45.6       94.2       62.0       95.1       45.4       94.1       61.7       94.1
Old  :                 45.6       94.2       62.0       95.1       45.4       94.1       61.7       94.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 15, 2011