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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :     3,727:       253        943          5      2,569      2,138      2,827      3,086:       900        641
Old  :     3,727:       253        943          5      2,569      2,138      2,827      3,086:       900        641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       25.3        0.1       68.9       57.4       75.9       82.8:      24.1       17.2
Old  :     100.0:       6.8       25.3        0.1       68.9       57.4       75.9       82.8:      24.1       17.2
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  :        23:         1          3          2         12         11         15         14:
Old  :        23:         1          3          2         12         11         15         14:
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  :                 44.0       57.3       64.9       72.4       44.0       49.0       59.8       64.1
Old  :                 44.0       57.3       64.9       72.4       44.0       49.0       59.8       64.1
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :    62,372:     7,353      2,741     14,289     34,094     35,132     55,736     52,162:     6,636     10,209
Old  :    62,372:     7,353      2,741     14,289     34,094     35,132     55,736     52,162:     6,636     10,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :     1,693:       619        404        124        757        867      1,501      1,396:       192        297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        4.4       22.9       54.7       56.3       89.4       83.6:      10.6       16.4
Old  :     100.0:      11.8        4.4       22.9       54.7       56.3       89.4       83.6:      10.6       16.4
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  :        94:        25         13         26         45         47         80         76:
Old  :        94:        25         13         26         45         47         80         76:
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       33.3       44.3       45.5       32.3       30.9       39.6       40.4
Old  :                 32.6       33.3       44.3       45.5       32.3       30.9       39.6       40.4
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :   252,879:    63,130     13,652     66,424     97,395    135,148    226,950    215,225:    25,929     37,654
Old  :   226,062:    57,054     21,092     54,275     92,856    117,538    204,184    192,905:    21,877     33,157
Other:    26,817:    13,554         37      4,672      4,539     17,610     22,765     22,320:     4,052      4,497
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -2,320:    -2,842      1,293       -890        694       -784     -3,038       -380:       718     -1,940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        5.4       26.3       38.5       53.4       89.7       85.1:      10.3       14.9
Old  :     100.0:      25.2        9.3       24.0       41.1       52.0       90.3       85.3:       9.7       14.7
Other:     100.0:      50.5        0.1       17.4       16.9       65.7       84.9       83.2:      15.1       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:       111         36        106         60         71        214        187:
Old  :       246:       100         49        103         53         69        204        184:
Other:       112:        42          3         23         33         47         84         70:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       25.4       29.5       34.7       18.6       24.3       29.3       31.3
Old  :                 20.8       25.6       31.9       34.8       20.7       24.8       31.7       32.6
Other:                 29.5       29.4       41.2       44.9       29.5       28.3       37.7       40.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :   459,624:   109,612     22,316    152,345    165,871    205,755    427,828    380,416:    31,796     79,208
Old  :   459,624:   109,612     22,316    152,345    165,871    205,755    427,828    380,416:    31,796     79,208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -9,435:   -12,264     -1,000      1,013      4,440     -3,862     -6,811     -3,849:    -2,624     -5,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        4.9       33.1       36.1       44.8       93.1       82.8:       6.9       17.2
Old  :     100.0:      23.8        4.9       33.1       36.1       44.8       93.1       82.8:       6.9       17.2
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  :       422:       135         73        131        110        188        312        338:
Old  :       422:       135         73        131        110        188        312        338:
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  :                 17.8       15.7       28.0       23.2       17.5       12.8       26.7       16.8
Old  :                 17.8       15.7       28.0       23.2       17.5       12.8       26.7       16.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,657:     4,392      1,417        842      2,622      5,598      7,856      7,857:     1,801      1,800
Old  :     9,657:     4,392      1,417        842      2,622      5,598      7,856      7,857:     1,801      1,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :       350:       165        -28         94       -139        144        119        210:       231        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.5       14.7        8.7       27.2       58.0       81.4       81.4:      18.6       18.6
Old  :     100.0:      45.5       14.7        8.7       27.2       58.0       81.4       81.4:      18.6       18.6
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  :        82:        32         12         13         17         30         53         52:
Old  :        82:        32         12         13         17         30         53         52:
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  :                 38.0       31.1       55.4       44.4       38.0       31.1       54.4       43.6
Old  :                 38.0       31.1       55.4       44.4       38.0       31.1       54.4       43.6
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 with Delta-adjusted Options and Futures Combined, March 22, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    48,151:    17,721      1,060     10,554     12,380     13,389     40,656     25,004:     7,495     23,148
Old  :    48,151:    17,721      1,060     10,554     12,380     13,389     40,656     25,004:     7,495     23,148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -4,669:    -2,517       -369       -470     -1,345     -1,474     -4,332     -2,313:      -337     -2,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8        2.2       21.9       25.7       27.8       84.4       51.9:      15.6       48.1
Old  :     100.0:      36.8        2.2       21.9       25.7       27.8       84.4       51.9:      15.6       48.1
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  :       180:        51         24         43         55         75        129        129:
Old  :       180:        51         24         43         55         75        129        129:
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  :                 17.1       10.3       29.4       16.9       16.5        7.6       27.9       10.2
Old  :                 17.1       10.3       29.4       16.9       16.5        7.6       27.9       10.2
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :    87,934:    13,556          0          7     73,684     87,546     87,247     87,553:       687        381
Old  :    87,934:    13,556          0          7     73,684     87,546     87,247     87,553:       687        381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    17,468:       -96          0         -6     18,298     18,304     18,196     18,298:      -728       -830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        0.0        0.0       83.8       99.6       99.2       99.6:       0.8        0.4
Old  :     100.0:      15.4        0.0        0.0       83.8       99.6       99.2       99.6:       0.8        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:         7          0          1         13         13         20         14:
Old  :        21:         7          0          1         13         13         20         14:
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  :                 83.2       67.5       94.4       88.9       46.0       38.3       52.0       49.8
Old  :                 83.2       67.5       94.4       88.9       46.0       38.3       52.0       49.8
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :   128,298:    49,745      3,607      3,732     25,173    102,979     78,650    110,318:    49,648     17,980
Old  :   128,298:    49,745      3,607      3,732     25,173    102,979     78,650    110,318:    49,648     17,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :   -70,405:   -11,298         53     -1,126    -52,509    -66,107    -64,933    -67,180:    -5,472     -3,225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        2.8        2.9       19.6       80.3       61.3       86.0:      38.7       14.0
Old  :     100.0:      38.8        2.8        2.9       19.6       80.3       61.3       86.0:      38.7       14.0
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  :        78:        36          9         12         25         22         67         37:
Old  :        78:        36          9         12         25         22         67         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  :                 19.9       57.8       28.4       72.2       19.8       57.1       27.8       71.4
Old  :                 19.9       57.8       28.4       72.2       19.8       57.1       27.8       71.4
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :    59,701:    24,755      3,076      1,342      5,202     44,078     31,299     48,496:    28,402     11,205
Old  :    59,701:    24,755      3,076      1,342      5,202     44,078     31,299     48,496:    28,402     11,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -3,828:    -7,448     -1,433        755      1,221     -2,149     -5,472     -2,827:     1,644     -1,001
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5        5.2        2.2        8.7       73.8       52.4       81.2:      47.6       18.8
Old  :     100.0:      41.5        5.2        2.2        8.7       73.8       52.4       81.2:      47.6       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        18          7          4          9         13         30         21:
Old  :        39:        18          7          4          9         13         30         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       57.0       32.3       72.3       21.6       56.8       32.3       70.7
Old  :                 21.6       57.0       32.3       72.3       21.6       56.8       32.3       70.7
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :   127,075:    89,646      2,098        227     28,979    122,361    118,852    124,686:     8,223      2,389
Old  :   127,075:    89,646      2,098        227     28,979    122,361    118,852    124,686:     8,223      2,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :   -34,286:   -41,006     -6,979         86      6,184    -27,355    -34,736    -34,248:       450        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.5        1.7        0.2       22.8       96.3       93.5       98.1:       6.5        1.9
Old  :     100.0:      70.5        1.7        0.2       22.8       96.3       93.5       98.1:       6.5        1.9
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  :       109:        69          9          1         13         19         82         29:
Old  :       109:        69          9          1         13         19         82         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       71.7       54.7       86.2       35.7       71.6       54.7       86.1
Old  :                 35.7       71.7       54.7       86.2       35.7       71.6       54.7       86.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :   126,884:    52,865     24,569      4,002     34,676     79,217     91,543    107,788:    35,341     19,096
Old  :   126,884:    52,865     24,569      4,002     34,676     79,217     91,543    107,788:    35,341     19,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    20,810:    24,357     -2,965       -340     -9,497     25,332     14,520     22,027:     6,290     -1,216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       19.4        3.2       27.3       62.4       72.1       85.0:      27.9       15.0
Old  :     100.0:      41.7       19.4        3.2       27.3       62.4       72.1       85.0:      27.9       15.0
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  :        92:        33         23         11         21         30         60         58:
Old  :        92:        33         23         11         21         30         60         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       34.0       41.9       51.1       28.7       33.7       41.7       50.1
Old  :                 28.7       34.0       41.9       51.1       28.7       33.7       41.7       50.1
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 with Delta-adjusted Options and Futures Combined, March 22, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   131,550:    51,326     18,773     10,024     38,587     70,673     99,936     99,469:    31,614     32,081
Old  :   131,550:    51,326     18,773     10,024     38,587     70,673     99,936     99,469:    31,614     32,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -2,412:    -1,251     -6,509      2,187       -257      9,377        679      5,056:    -3,091     -7,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       14.3        7.6       29.3       53.7       76.0       75.6:      24.0       24.4
Old  :     100.0:      39.0       14.3        7.6       29.3       53.7       76.0       75.6:      24.0       24.4
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  :       110:        32         38         25         26         27         75         73:
Old  :       110:        32         38         25         26         27         75         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       25.7       34.4       40.5       25.2       24.8       34.1       37.3
Old  :                 25.2       25.7       34.4       40.5       25.2       24.8       34.1       37.3
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :   240,256:    79,293     27,849     33,880     65,194    124,394    178,367    186,124:    61,889     54,132
Old  :   240,256:    79,293     27,849     33,880     65,194    124,394    178,367    186,124:    61,889     54,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    11,814:    -5,609     -7,918      6,788     11,380      5,900     12,559      4,769:      -745      7,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       11.6       14.1       27.1       51.8       74.2       77.5:      25.8       22.5
Old  :     100.0:      33.0       11.6       14.1       27.1       51.8       74.2       77.5:      25.8       22.5
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  :       170:        56         50         51         42         46        123        122:
Old  :       170:        56         50         51         42         46        123        122:
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  :                 15.6       25.8       23.4       35.9       15.3       25.7       22.7       35.8
Old  :                 15.6       25.8       23.4       35.9       15.3       25.7       22.7       35.8
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :    13,974:     6,005      7,487        212      5,713      3,736     11,930     11,435:     2,044      2,539
Old  :    13,974:     6,005      7,487        212      5,713      3,736     11,930     11,435:     2,044      2,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -1,877:    -1,272     -2,599          2       -273        441     -1,543     -2,156:      -334        279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0       53.6        1.5       40.9       26.7       85.4       81.8:      14.6       18.2
Old  :     100.0:      43.0       53.6        1.5       40.9       26.7       85.4       81.8:      14.6       18.2
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  :        40:        11         11          2         11          8         22         21:
Old  :        40:        11         11          2         11          8         22         21:
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  :                 41.9       50.9       61.6       64.8       41.9       50.9       61.6       64.8
Old  :                 41.9       50.9       61.6       64.8       41.9       50.9       61.6       64.8
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :13,612,968:   943,864    469,768  3,986,097  7,749,180  8,138,082 12,679,141 12,593,947:   933,827  1,019,021
Old  :13,612,968:   943,864    469,768  3,986,097  7,749,180  8,138,082 12,679,141 12,593,947:   933,827  1,019,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :   285,202:    35,018     11,518     48,923    213,916    235,492    297,856    295,932:   -12,654    -10,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        3.5       29.3       56.9       59.8       93.1       92.5:       6.9        7.5
Old  :     100.0:       6.9        3.5       29.3       56.9       59.8       93.1       92.5:       6.9        7.5
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  :       279:        70         52        103        140        147        262        255:
Old  :       279:        70         52        103        140        147        262        255:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       21.0       42.1       34.4       25.8       13.9       29.9       20.5
Old  :                 31.5       21.0       42.1       34.4       25.8       13.9       29.9       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :   927,965:    65,540     94,383     76,157    644,058    632,376    785,755    802,915:   142,210    125,050
Old  :   927,965:    65,540     94,383     76,157    644,058    632,376    785,755    802,915:   142,210    125,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :  -420,087:   -12,169    -12,502   -109,357   -263,867   -263,213   -385,394   -385,073:   -34,693    -35,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       10.2        8.2       69.4       68.1       84.7       86.5:      15.3       13.5
Old  :     100.0:       7.1       10.2        8.2       69.4       68.1       84.7       86.5:      15.3       13.5
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  :       572:       102        134         95        233        236        393        410:
Old  :       572:       102        134         95        233        236        393        410:
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  :                 17.3       12.5       25.2       19.2       14.6       11.9       21.3       17.8
Old  :                 17.3       12.5       25.2       19.2       14.6       11.9       21.3       17.8
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :   377,818:    17,135     35,237     36,899    222,951    249,715    276,985    321,852:   100,833     55,966
Old  :   377,818:    17,135     35,237     36,899    222,951    249,715    276,985    321,852:   100,833     55,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :  -189,263:       936    -49,978    -27,421   -146,088   -104,278   -172,573   -181,678:   -16,690     -7,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        9.3        9.8       59.0       66.1       73.3       85.2:      26.7       14.8
Old  :     100.0:       4.5        9.3        9.8       59.0       66.1       73.3       85.2:      26.7       14.8
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  :       142:        22         27         36         71         60        114        102:
Old  :       142:        22         27         36         71         60        114        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       20.8       27.3       34.3       18.2       20.2       26.0       32.1
Old  :                 19.2       20.8       27.3       34.3       18.2       20.2       26.0       32.1
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 with Delta-adjusted Options and Futures Combined, March 22, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,750,734:   332,682    386,382    105,632  2,105,535  1,913,301  2,543,849  2,405,316:   206,884    345,418
Old  : 2,750,734:   332,682    386,382    105,632  2,105,535  1,913,301  2,543,849  2,405,316:   206,884    345,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :-1,154,118:  -339,202    -86,296   -136,005   -588,899   -794,676 -1,064,106 -1,016,976:   -90,013   -137,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       14.0        3.8       76.5       69.6       92.5       87.4:       7.5       12.6
Old  :     100.0:      12.1       14.0        3.8       76.5       69.6       92.5       87.4:       7.5       12.6
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  :       518:        96        119         75        205        218        342        371:
Old  :       518:        96        119         75        205        218        342        371:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       11.3       32.3       18.8       19.1       11.1       28.3       18.2
Old  :                 21.9       11.3       32.3       18.8       19.1       11.1       28.3       18.2
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :   104,477:    12,153      6,066          9     83,158     95,323     95,320    101,398:     9,157      3,079
Old  :   104,477:    12,153      6,066          9     83,158     95,323     95,320    101,398:     9,157      3,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :   -24,478:        34     -1,775       -525    -21,377    -21,251    -21,868    -23,551:    -2,611       -927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        5.8        0.0       79.6       91.2       91.2       97.1:       8.8        2.9
Old  :     100.0:      11.6        5.8        0.0       79.6       91.2       91.2       97.1:       8.8        2.9
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  :        92:         9          6          1         49         42         58         49:
Old  :        92:         9          6          1         49         42         58         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  :                 41.0       39.7       54.3       57.3       39.2       39.7       52.3       57.1
Old  :                 41.0       39.7       54.3       57.3       39.2       39.7       52.3       57.1
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :    56,045:    12,598     10,554      1,558     37,280     40,043     51,436     52,155:     4,609      3,889
Old  :    56,045:    12,598     10,554      1,558     37,280     40,043     51,436     52,155:     4,609      3,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :   -61,044:      -958       -816     -9,213    -44,509    -46,767    -54,680    -56,796:    -6,365     -4,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       18.8        2.8       66.5       71.4       91.8       93.1:       8.2        6.9
Old  :     100.0:      22.5       18.8        2.8       66.5       71.4       91.8       93.1:       8.2        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  :       203:        41         37         18         68         83        116        131:
Old  :       203:        41         37         18         68         83        116        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       26.5       44.8       39.3       29.9       26.5       44.1       39.3
Old  :                 30.6       26.5       44.8       39.3       29.9       26.5       44.1       39.3
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :   280,223:    62,989     52,769      7,792    186,399    200,215    257,180    260,776:    23,043     19,447
Old  :   280,223:    62,989     52,769      7,792    186,399    200,215    257,180    260,776:    23,043     19,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :  -162,889:   -36,550      4,911     -7,890   -111,349   -158,457   -155,789   -161,436:    -7,100     -1,453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       18.8        2.8       66.5       71.4       91.8       93.1:       8.2        6.9
Old  :     100.0:      22.5       18.8        2.8       66.5       71.4       91.8       93.1:       8.2        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  :       203:        41         37         18         68         83        116        131:
Old  :       203:        41         37         18         68         83        116        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       26.5       44.8       39.3       29.9       26.5       44.1       39.3
Old  :                 30.6       26.5       44.8       39.3       29.9       26.5       44.1       39.3
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :   109,078:    59,994      8,798      2,924     17,120     81,653     80,039     93,376:    29,040     15,703
Old  :   109,078:    59,994      8,798      2,924     17,120     81,653     80,039     93,376:    29,040     15,703
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :       189:     3,569     -1,503          8        340      5,493      3,918      3,999:    -3,729     -3,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.0        8.1        2.7       15.7       74.9       73.4       85.6:      26.6       14.4
Old  :     100.0:      55.0        8.1        2.7       15.7       74.9       73.4       85.6:      26.6       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        30         15         13         15         20         50         43:
Old  :        71:        30         15         13         15         20         50         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  :                 33.3       56.4       46.3       67.7       33.3       55.6       46.3       66.8
Old  :                 33.3       56.4       46.3       67.7       33.3       55.6       46.3       66.8
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :    55,688:    16,962      7,449         12     30,053     29,622     47,027     37,083:     8,661     18,605
Old  :    55,688:    16,962      7,449         12     30,053     29,622     47,027     37,083:     8,661     18,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :     7,800:     5,614        -67         -3      7,245     10,031     12,856      9,961:    -5,056     -2,161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       13.4        0.0       54.0       53.2       84.4       66.6:      15.6       33.4
Old  :     100.0:      30.5       13.4        0.0       54.0       53.2       84.4       66.6:      15.6       33.4
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  :        69:        16         13          1         20         24         36         38:
Old  :        69:        16         13          1         20         24         36         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  :                 41.5       36.4       57.9       46.4       35.0       29.6       46.7       37.7
Old  :                 41.5       36.4       57.9       46.4       35.0       29.6       46.7       37.7
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :    70,293:    15,511     20,843        505     36,573     40,487     52,589     61,835:    17,704      8,458
Old  :    70,293:    15,511     20,843        505     36,573     40,487     52,589     61,835:    17,704      8,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -6,082:       -33      6,406         58    -16,838      6,820    -16,813     13,284:    10,731    -19,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       29.7        0.7       52.0       57.6       74.8       88.0:      25.2       12.0
Old  :     100.0:      22.1       29.7        0.7       52.0       57.6       74.8       88.0:      25.2       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        25         14          2         26         20         53         34:
Old  :        79:        25         14          2         26         20         53         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       33.4       32.6       55.7       16.3       31.4       25.2       50.6
Old  :                 21.4       33.4       32.6       55.7       16.3       31.4       25.2       50.6
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :    31,657:     2,358      1,673        310     25,009     28,000     27,677     29,983:     3,980      1,674
Old  :    31,657:     2,358      1,673        310     25,009     28,000     27,677     29,983:     3,980      1,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -2,573:    -1,148        916         45        250       -168       -853        793:    -1,720     -3,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        5.3        1.0       79.0       88.4       87.4       94.7:      12.6        5.3
Old  :     100.0:       7.4        5.3        1.0       79.0       88.4       87.4       94.7:      12.6        5.3
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  :        47:         3          6          1         23         23         26         30:
Old  :        47:         3          6          1         23         23         26         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  :                 49.4       43.1       64.1       65.0       41.7       38.9       52.6       57.2
Old  :                 49.4       43.1       64.1       65.0       41.7       38.9       52.6       57.2
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :    34,794:     8,787      2,448        118     20,506     29,372     29,411     31,938:     5,383      2,856
Old  :    34,794:     8,787      2,448        118     20,506     29,372     29,411     31,938:     5,383      2,856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -6,608:    -1,941        731         34     -3,526     -6,882     -5,433     -6,117:    -1,175       -491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        7.0        0.3       58.9       84.4       84.5       91.8:      15.5        8.2
Old  :     100.0:      25.3        7.0        0.3       58.9       84.4       84.5       91.8:      15.5        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        13          7          2         23         19         37         27:
Old  :        56:        13          7          2         23         19         37         27:
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  :                 41.6       49.4       54.7       69.0       40.4       46.9       53.3       66.4
Old  :                 41.6       49.4       54.7       69.0       40.4       46.9       53.3       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    13,421:     3,984      2,789         12      6,637     10,215     10,633     13,016:     2,788        405
Old  :    13,421:     3,984      2,789         12      6,637     10,215     10,633     13,016:     2,788        405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :      -986:      -284        -90          0       -375       -465       -659       -555:      -327       -431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       20.8        0.1       49.5       76.1       79.2       97.0:      20.8        3.0
Old  :     100.0:      29.7       20.8        0.1       49.5       76.1       79.2       97.0:      20.8        3.0
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  :        20:        11          3          1          5          2         17          5:
Old  :        20:        11          3          1          5          2         17          5:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       97.0       65.9       97.0       51.9       96.9       65.9       96.9
Old  :                 51.9       97.0       65.9       97.0       51.9       96.9       65.9       96.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 25, 2011