```
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, June 14, 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  :     3,489:       301      1,020          1      2,409      2,177      2,711      3,198:       778        291
Old  :     3,489:       301      1,020          1      2,409      2,177      2,711      3,198:       778        291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :        71:        -7         27         -1         56         36         48         62:        23          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       29.2        0.0       69.0       62.4       77.7       91.7:      22.3        8.3
Old  :     100.0:       8.6       29.2        0.0       69.0       62.4       77.7       91.7:      22.3        8.3
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  :        23:         2          3          1         10         10         13         13:
Old  :        23:         2          3          1         10         10         13         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       53.8       70.4       75.0       54.4       52.5       69.8       73.7
Old  :                 55.0       53.8       70.4       75.0       54.4       52.5       69.8       73.7
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, June 14, 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  :    34,030:     5,551      5,118      1,088     21,776     23,446     28,415     29,652:     5,615      4,378
Old  :    34,030:     5,551      5,118      1,088     21,776     23,446     28,415     29,652:     5,615      4,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :       837:       -23        350         38        528        393        543        781:       294         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       15.0        3.2       64.0       68.9       83.5       87.1:      16.5       12.9
Old  :     100.0:      16.3       15.0        3.2       64.0       68.9       83.5       87.1:      16.5       12.9
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  :        81:        19         10         16         34         30         61         49:
Old  :        81:        19         10         16         34         30         61         49:
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  :                 40.4       42.3       50.1       61.0       40.4       39.6       49.1       58.2
Old  :                 40.4       42.3       50.1       61.0       40.4       39.6       49.1       58.2
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, June 14, 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  :   217,530:    49,699     60,809     38,314    109,580     88,310    197,593    187,433:    19,937     30,097
Old  :   156,016:    42,766     60,913     19,941     80,360     54,880    143,067    135,734:    12,949     20,282
Other:    61,514:    20,418     13,381      4,888     29,220     33,430     54,526     51,699:     6,988      9,815
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -7,172:       704      1,441     -5,843         81     -1,733     -5,058     -6,135:    -2,114     -1,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       28.0       17.6       50.4       40.6       90.8       86.2:       9.2       13.8
Old  :     100.0:      27.4       39.0       12.8       51.5       35.2       91.7       87.0:       8.3       13.0
Other:     100.0:      33.2       21.8        7.9       47.5       54.3       88.6       84.0:      11.4       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        75         81         93         50         67        176        209:
Old  :       251:        69         96         76         39         59        153        195:
Other:       140:        36         31         20         33         55         83         95:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       20.5       40.9       28.8       25.5       19.4       40.6       27.4
Old  :                 29.9       19.2       42.4       28.4       29.7       19.2       42.1       28.2
Other:                 27.8       25.8       47.7       38.0       27.8       22.1       47.5       33.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, June 14, 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  :   326,651:    93,248     64,762     44,699    162,162    153,864    300,109    263,325:    26,542     63,326
Old  :   326,651:    93,248     64,762     44,699    162,162    153,864    300,109    263,325:    26,542     63,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :      -681:    -3,373      2,792      3,180        -86     -6,338       -279       -366:      -402       -315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       19.8       13.7       49.6       47.1       91.9       80.6:       8.1       19.4
Old  :     100.0:      28.5       19.8       13.7       49.6       47.1       91.9       80.6:       8.1       19.4
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  :       384:        85        113        114         83        148        243        319:
Old  :       384:        85        113        114         83        148        243        319:
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  :                 26.4       13.3       38.9       20.2       26.4       13.0       38.8       19.3
Old  :                 26.4       13.3       38.9       20.2       26.4       13.0       38.8       19.3
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, June 14, 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  :    10,183:     4,194      5,129        519      3,070      2,344      7,783      7,992:     2,400      2,191
Old  :    10,183:     4,194      5,129        519      3,070      2,344      7,783      7,992:     2,400      2,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :      -884:        -9        257       -552       -398       -525       -959       -820:        75        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2       50.4        5.1       30.1       23.0       76.4       78.5:      23.6       21.5
Old  :     100.0:      41.2       50.4        5.1       30.1       23.0       76.4       78.5:      23.6       21.5
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  :        92:        34         32         10         14         20         51         61:
Old  :        92:        34         32         10         14         20         51         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  :                 38.8       27.2       51.7       41.5       38.8       27.2       51.6       40.6
Old  :                 38.8       27.2       51.7       41.5       38.8       27.2       51.6       40.6
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, June 14, 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  :    35,335:    12,875      6,313      3,593     12,353      7,583     28,821     17,489:     6,514     17,846
Old  :    35,335:    12,875      6,313      3,593     12,353      7,583     28,821     17,489:     6,514     17,846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :        33:        34       -140        300       -106       -193        228        -33:      -195         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       17.9       10.2       35.0       21.5       81.6       49.5:      18.4       50.5
Old  :     100.0:      36.4       17.9       10.2       35.0       21.5       81.6       49.5:      18.4       50.5
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  :       147:        30         42         30         33         51         83        108:
Old  :       147:        30         42         30         33         51         83        108:
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  :                 20.4        9.8       35.8       14.8       20.4        8.5       35.8       12.7
Old  :                 20.4        9.8       35.8       14.8       20.4        8.5       35.8       12.7
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, June 14, 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  :   110,740:    13,803          0        369     95,496    109,625    109,668    109,994:     1,072        746
Old  :   110,740:    13,803          0        369     95,496    109,625    109,668    109,994:     1,072        746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :     1,580:       995          0        -35        428      1,443      1,388      1,408:       192        172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        0.0        0.3       86.2       99.0       99.0       99.3:       1.0        0.7
Old  :     100.0:      12.5        0.0        0.3       86.2       99.0       99.0       99.3:       1.0        0.7
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  :        25:         7          0          1         17         15         24         16:
Old  :        25:         7          0          1         17         15         24         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.9       68.4       87.7       87.1       37.7       31.0       42.7       39.5
Old  :                 74.9       68.4       87.7       87.1       37.7       31.0       42.7       39.5
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, June 14, 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  :   142,172:    33,746     14,891      7,249     54,875    103,612     95,870    125,752:    46,302     16,420
Old  :   142,172:    33,746     14,891      7,249     54,875    103,612     95,870    125,752:    46,302     16,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    13,062:     1,115     -4,218      5,670      3,018     15,047      9,803     16,499:     3,259     -3,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       10.5        5.1       38.6       72.9       67.4       88.5:      32.6       11.5
Old  :     100.0:      23.7       10.5        5.1       38.6       72.9       67.4       88.5:      32.6       11.5
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  :        84:        37          8          4         26         26         63         38:
Old  :        84:        37          8          4         26         26         63         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       45.9       33.2       61.8       19.7       45.7       26.5       60.1
Old  :                 22.4       45.9       33.2       61.8       19.7       45.7       26.5       60.1
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, June 14, 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  :    54,048:    25,555     12,268         16      2,772     30,752     28,343     43,036:    25,705     11,012
Old  :    54,048:    25,555     12,268         16      2,772     30,752     28,343     43,036:    25,705     11,012
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   -20,291:      -735      2,843       -780    -18,357    -20,123    -19,872    -18,060:      -419     -2,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.3       22.7        0.0        5.1       56.9       52.4       79.6:      47.6       20.4
Old  :     100.0:      47.3       22.7        0.0        5.1       56.9       52.4       79.6:      47.6       20.4
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  :        43:        20          7          2          5         12         26         20:
Old  :        43:        20          7          2          5         12         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  :                 23.8       49.2       35.9       67.0       23.8       49.2       35.8       67.0
Old  :                 23.8       49.2       35.9       67.0       23.8       49.2       35.8       67.0
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, June 14, 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  :   110,231:    66,092     17,929        327     36,823     89,035    103,242    107,291:     6,989      2,940
Old  :   110,231:    66,092     17,929        327     36,823     89,035    103,242    107,291:     6,989      2,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   -39,836:   -29,413     12,622     -2,123     -5,995    -50,178    -37,531    -39,679:    -2,305       -157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.0       16.3        0.3       33.4       80.8       93.7       97.3:       6.3        2.7
Old  :     100.0:      60.0       16.3        0.3       33.4       80.8       93.7       97.3:       6.3        2.7
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  :       103:        52         21          2         19         15         72         37:
Old  :       103:        52         21          2         19         15         72         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  :                 42.4       61.7       60.7       77.4       42.4       61.6       60.7       77.3
Old  :                 42.4       61.7       60.7       77.4       42.4       61.6       60.7       77.3
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, June 14, 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  :    90,719:    36,684     25,458      1,062     25,098     43,918     62,844     70,438:    27,875     20,281
Old  :    90,719:    36,684     25,458      1,062     25,098     43,918     62,844     70,438:    27,875     20,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   -22,922:     3,130     -9,846        356    -26,414    -14,765    -22,928    -24,255:         6      1,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4       28.1        1.2       27.7       48.4       69.3       77.6:      30.7       22.4
Old  :     100.0:      40.4       28.1        1.2       27.7       48.4       69.3       77.6:      30.7       22.4
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  :        77:        25         18          1         17         26         43         44:
Old  :        77:        25         18          1         17         26         43         44:
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  :                 27.6       26.8       43.6       40.6       27.4       26.0       43.3       39.7
Old  :                 27.6       26.8       43.6       40.6       27.4       26.0       43.3       39.7
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, June 14, 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  :    94,483:    38,618     13,850        266     27,559     47,182     66,443     61,298:    28,040     33,185
Old  :    94,483:    38,618     13,850        266     27,559     47,182     66,443     61,298:    28,040     33,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   -11,716:     2,735     -4,402        133    -13,405     -6,243    -10,537    -10,512:    -1,179     -1,204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       14.7        0.3       29.2       49.9       70.3       64.9:      29.7       35.1
Old  :     100.0:      40.9       14.7        0.3       29.2       49.9       70.3       64.9:      29.7       35.1
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  :        84:        30         21          2         17         21         48         43:
Old  :        84:        30         21          2         17         21         48         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       30.7       32.4       43.7       19.9       30.6       32.2       43.6
Old  :                 19.9       30.7       32.4       43.7       19.9       30.6       32.2       43.6
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, June 14, 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  :   190,373:    84,580     34,686        522     48,746    113,295    133,848    148,503:    56,525     41,870
Old  :   190,373:    84,580     34,686        522     48,746    113,295    133,848    148,503:    56,525     41,870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :  -105,753:   -11,975    -10,033       -633    -85,097    -79,724    -97,705    -90,390:    -8,048    -15,363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       18.2        0.3       25.6       59.5       70.3       78.0:      29.7       22.0
Old  :     100.0:      44.4       18.2        0.3       25.6       59.5       70.3       78.0:      29.7       22.0
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  :       158:        47         46         10         35         47         86         99:
Old  :       158:        47         46         10         35         47         86         99:
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  :                 29.4       29.3       41.0       39.4       29.3       29.2       40.7       39.2
Old  :                 29.4       29.3       41.0       39.4       29.3       29.2       40.7       39.2
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, June 14, 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  :    38,596:    30,165     27,209      4,900      2,107      6,316     37,172     38,425:     1,424        171
Old  :    38,596:    30,165     27,209      4,900      2,107      6,316     37,172     38,425:     1,424        171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -2,625:       422         80        -80     -2,656     -2,462     -2,314     -2,462:      -311       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.2       70.5       12.7        5.5       16.4       96.3       99.6:       3.7        0.4
Old  :     100.0:      78.2       70.5       12.7        5.5       16.4       96.3       99.6:       3.7        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  :        21:        12          2          3          2          6         15         10:
Old  :        21:        12          2          3          2          6         15         10:
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  :                 88.2       90.6       92.8       99.1       77.2       83.2       81.0       86.8
Old  :                 88.2       90.6       92.8       99.1       77.2       83.2       81.0       86.8
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, June 14, 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  :    31,432:    23,520      4,302          0      3,507     26,051     27,027     30,353:     4,405      1,079
Old  :    31,432:    23,520      4,302          0      3,507     26,051     27,027     30,353:     4,405      1,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -5,795:       -53     -3,267       -146     -5,066     -2,055     -5,265     -5,468:      -530       -327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.8       13.7        0.0       11.2       82.9       86.0       96.6:      14.0        3.4
Old  :     100.0:      74.8       13.7        0.0       11.2       82.9       86.0       96.6:      14.0        3.4
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  :        50:        22         11          0          4         13         26         24:
Old  :        50:        22         11          0          4         13         26         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.6       68.3       72.7       83.6       59.6       68.3       72.7       83.6
Old  :                 59.6       68.3       72.7       83.6       59.6       68.3       72.7       83.6
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, June 14, 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  : 9,884,096: 1,419,861    931,948  1,194,454  6,298,897  6,707,304  8,913,212  8,833,706:   970,884  1,050,390
Old  : 9,884,096: 1,419,861    931,948  1,194,454  6,298,897  6,707,304  8,913,212  8,833,706:   970,884  1,050,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :  -623,852:   -93,096   -147,548    -58,367   -463,753   -447,828   -615,216   -653,743:    -8,636     29,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        9.4       12.1       63.7       67.9       90.2       89.4:       9.8       10.6
Old  :     100.0:      14.4        9.4       12.1       63.7       67.9       90.2       89.4:       9.8       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        54         64         87        129        139        242        240:
Old  :       275:        54         64         87        129        139        242        240:
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  :                 41.3       25.5       49.2       38.8       40.2       22.7       45.0       32.3
Old  :                 41.3       25.5       49.2       38.8       40.2       22.7       45.0       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, June 14, 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  : 1,072,737:    81,652    101,328     72,440    699,129    716,213    853,221    889,981:   219,516    182,757
Old  : 1,072,737:    81,652    101,328     72,440    699,129    716,213    853,221    889,981:   219,516    182,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   123,820:    -4,046     -7,480     24,508     74,349     69,776     94,811     86,804:    29,010     37,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        9.4        6.8       65.2       66.8       79.5       83.0:      20.5       17.0
Old  :     100.0:       7.6        9.4        6.8       65.2       66.8       79.5       83.0:      20.5       17.0
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  :       563:       101        119         82        256        246        401        403:
Old  :       563:       101        119         82        256        246        401        403:
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  :                 14.0       13.8       21.3       21.7       10.2       10.6       15.2       16.7
Old  :                 14.0       13.8       21.3       21.7       10.2       10.6       15.2       16.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, June 14, 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  :   387,673:    18,499     51,699     15,680    200,857    245,427    235,036    312,806:   152,637     74,867
Old  :   387,673:    18,499     51,699     15,680    200,857    245,427    235,036    312,806:   152,637     74,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    40,570:     3,088      4,765     10,580     15,457      4,137     29,125     19,482:    11,445     21,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       13.3        4.0       51.8       63.3       60.6       80.7:      39.4       19.3
Old  :     100.0:       4.8       13.3        4.0       51.8       63.3       60.6       80.7:      39.4       19.3
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:        10         25         13         69         59         89         87:
Old  :       129:        10         25         13         69         59         89         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       23.8       26.7       36.7       16.7       21.7       24.4       33.9
Old  :                 18.0       23.8       26.7       36.7       16.7       21.7       24.4       33.9
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, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,425,322:   499,928    432,308     99,637  2,491,362  2,353,928  3,090,927  2,885,873:   334,395    539,449
Old  : 3,425,322:   499,928    432,308     99,637  2,491,362  2,353,928  3,090,927  2,885,873:   334,395    539,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   416,251:   -24,032    -49,584     58,000    294,460    328,196    328,428    336,612:    87,823     79,639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       12.6        2.9       72.7       68.7       90.2       84.3:       9.8       15.7
Old  :     100.0:      14.6       12.6        2.9       72.7       68.7       90.2       84.3:       9.8       15.7
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  :       526:        99        107         76        227        229        361        377:
Old  :       526:        99        107         76        227        229        361        377:
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  :                 17.9       11.1       26.4       18.4       14.7        9.7       21.0       15.8
Old  :                 17.9       11.1       26.4       18.4       14.7        9.7       21.0       15.8
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, June 14, 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  :   123,482:     7,514      6,943      1,284    104,297    109,007    113,095    117,234:    10,387      6,248
Old  :   123,482:     7,514      6,943      1,284    104,297    109,007    113,095    117,234:    10,387      6,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    11,802:      -212     -1,493        -61     10,981     10,902     10,708      9,348:     1,094      2,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        5.6        1.0       84.5       88.3       91.6       94.9:       8.4        5.1
Old  :     100.0:       6.1        5.6        1.0       84.5       88.3       91.6       94.9:       8.4        5.1
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  :        90:         8          6          2         54         42         63         49:
Old  :        90:         8          6          2         54         42         63         49:
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  :                 35.8       36.2       53.9       51.7       35.4       36.1       51.4       51.2
Old  :                 35.8       36.2       53.9       51.7       35.4       36.1       51.4       51.2
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, June 14, 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  :   100,551:    10,802     10,035      7,743     67,437     74,783     85,982     92,561:    14,569      7,990
Old  :   100,551:    10,802     10,035      7,743     67,437     74,783     85,982     92,561:    14,569      7,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    14,688:    -4,104      2,477      2,043     11,476      8,428      9,414     12,948:     5,274      1,741
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       10.0        7.7       67.1       74.4       85.5       92.1:      14.5        7.9
Old  :     100.0:      10.7       10.0        7.7       67.1       74.4       85.5       92.1:      14.5        7.9
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  :       222:        55         31         20         93         89        157        134:
Old  :       222:        55         31         20         93         89        157        134:
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  :                 22.6       24.2       33.0       37.0       17.3       23.4       25.4       32.9
Old  :                 22.6       24.2       33.0       37.0       17.3       23.4       25.4       32.9
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, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    20,320:       540      4,870         26     14,632     12,969     15,198     17,865:     5,122      2,455
Old  :    20,320:       540      4,870         26     14,632     12,969     15,198     17,865:     5,122      2,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :     2,605:        14      1,866         26      2,210       -105      2,250      1,787:       355        818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       24.0        0.1       72.0       63.8       74.8       87.9:      25.2       12.1
Old  :     100.0:       2.7       24.0        0.1       72.0       63.8       74.8       87.9:      25.2       12.1
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  :        26:         1          3          1         14         13         15         17:
Old  :        26:         1          3          1         14         13         15         17:
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  :                 37.3       43.5       57.5       70.6       36.9       43.5       55.7       69.0
Old  :                 37.3       43.5       57.5       70.6       36.9       43.5       55.7       69.0
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, June 14, 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  :   401,154:    75,932     50,448     13,962    264,027    309,069    353,921    373,479:    47,233     27,675
Old  :   401,154:    75,932     50,448     13,962    264,027    309,069    353,921    373,479:    47,233     27,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    60,417:   -11,334     12,314        826     46,329     42,664     35,821     55,804:    24,596      4,613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       12.6        3.5       65.8       77.0       88.2       93.1:      11.8        6.9
Old  :     100.0:      18.9       12.6        3.5       65.8       77.0       88.2       93.1:      11.8        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  :       222:        56         31         18         88         87        152        130:
Old  :       222:        56         31         18         88         87        152        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       28.1       36.5       41.1       20.2       28.1       31.3       39.8
Old  :                 24.4       28.1       36.5       41.1       20.2       28.1       31.3       39.8
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, June 14, 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  :   115,119:    79,616     11,946          2      4,590     88,017     84,208     99,965:    30,911     15,154
Old  :   115,119:    79,616     11,946          2      4,590     88,017     84,208     99,965:    30,911     15,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   -30,227:     1,069     -1,396       -145    -28,134    -24,562    -27,210    -26,103:    -3,017     -4,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.2       10.4        0.0        4.0       76.5       73.1       86.8:      26.9       13.2
Old  :     100.0:      69.2       10.4        0.0        4.0       76.5       73.1       86.8:      26.9       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  :        69:        29         14          1          8         21         37         36:
Old  :        69:        29         14          1          8         21         37         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  :                 44.9       41.0       56.2       62.8       44.9       41.0       56.0       62.8
Old  :                 44.9       41.0       56.2       62.8       44.9       41.0       56.0       62.8
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, June 14, 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  :    27,641:     8,413      6,706          0     12,662     14,266     21,075     20,972:     6,566      6,669
Old  :    27,641:     8,413      6,706          0     12,662     14,266     21,075     20,972:     6,566      6,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   -33,430:    -9,030       -530    -12,200     -9,576     -8,776    -30,806    -21,506:    -2,624    -11,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       24.3        0.0       45.8       51.6       76.2       75.9:      23.8       24.1
Old  :     100.0:      30.4       24.3        0.0       45.8       51.6       76.2       75.9:      23.8       24.1
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  :        48:        15          8          0         17         11         32         19:
Old  :        48:        15          8          0         17         11         32         19:
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  :                 32.6       45.8       46.2       63.6       31.6       44.7       42.6       57.8
Old  :                 32.6       45.8       46.2       63.6       31.6       44.7       42.6       57.8
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, June 14, 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  :    40,774:     8,871      3,463        388     26,233     18,247     35,492     22,098:     5,282     18,676
Old  :    40,774:     8,871      3,463        388     26,233     18,247     35,492     22,098:     5,282     18,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   -41,053:    -3,183     -7,053    -10,822     -9,649    -17,321    -23,654    -35,196:   -17,399     -5,857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        8.5        1.0       64.3       44.8       87.0       54.2:      13.0       45.8
Old  :     100.0:      21.8        8.5        1.0       64.3       44.8       87.0       54.2:      13.0       45.8
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  :        59:        11          8          2         24         21         36         30:
Old  :        59:        11          8          2         24         21         36         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  :                 32.2       24.5       48.9       34.0       31.3       24.5       48.1       34.0
Old  :                 32.2       24.5       48.9       34.0       31.3       24.5       48.1       34.0
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, June 14, 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  :    21,786:       853        413          0     16,846     19,477     17,699     19,890:     4,087      1,896
Old  :    21,786:       853        413          0     16,846     19,477     17,699     19,890:     4,087      1,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -8,874:    -1,687       -554       -332     -6,596     -8,265     -8,615     -9,151:      -259        277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        1.9        0.0       77.3       89.4       81.2       91.3:      18.8        8.7
Old  :     100.0:       3.9        1.9        0.0       77.3       89.4       81.2       91.3:      18.8        8.7
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  :        35:         3          1          0         17         19         20         20:
Old  :        35:         3          1          0         17         19         20         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  :                 57.9       45.6       67.5       67.4       54.6       45.4       63.0       65.8
Old  :                 57.9       45.6       67.5       67.4       54.6       45.4       63.0       65.8
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, June 14, 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  :    28,269:     6,096      1,309          0     16,449     24,957     22,545     26,266:     5,724      2,003
Old  :    28,269:     6,096      1,309          0     16,449     24,957     22,545     26,266:     5,724      2,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   -10,531:    -3,778     -1,149       -189     -4,435     -8,847     -8,402    -10,185:    -2,129       -346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        4.6        0.0       58.2       88.3       79.8       92.9:      20.2        7.1
Old  :     100.0:      21.6        4.6        0.0       58.2       88.3       79.8       92.9:      20.2        7.1
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  :        39:         9          3          0         16         15         25         18:
Old  :        39:         9          3          0         16         15         25         18:
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  :                 49.9       57.1       58.9       76.9       46.8       57.1       55.6       75.0
Old  :                 49.9       57.1       58.9       76.9       46.8       57.1       55.6       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated Jun 17, 2011