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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, June 21, 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  :     3,524:       281      1,031          1      2,455      2,174      2,737      3,206:       787        318
Old  :     3,524:       281      1,031          1      2,455      2,174      2,737      3,206:       787        318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :        35:       -20         11          0         46         -3         26          8:         9         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       29.3        0.0       69.7       61.7       77.7       91.0:      22.3        9.0
Old  :     100.0:       8.0       29.3        0.0       69.7       61.7       77.7       91.0:      22.3        9.0
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  :        23:         2          3          1         10         10         13         13:
Old  :        23:         2          3          1         10         10         13         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       54.0       71.0       75.2       54.7       52.8       70.6       73.7
Old  :                 55.1       54.0       71.0       75.2       54.7       52.8       70.6       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, June 21, 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  :    35,358:     6,610      5,602      1,170     22,127     23,925     29,907     30,697:     5,451      4,661
Old  :    35,358:     6,610      5,602      1,170     22,127     23,925     29,907     30,697:     5,451      4,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :     1,328:     1,059        484         82        351        479      1,492      1,045:      -164        283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       15.8        3.3       62.6       67.7       84.6       86.8:      15.4       13.2
Old  :     100.0:      18.7       15.8        3.3       62.6       67.7       84.6       86.8:      15.4       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        17         13         18         34         33         61         55:
Old  :        83:        17         13         18         34         33         61         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       41.1       50.7       60.1       40.1       38.5       50.0       57.2
Old  :                 40.1       41.1       50.7       60.1       40.1       38.5       50.0       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, June 21, 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  :   219,550:    53,396     57,361     36,307    107,964     94,651    197,667    188,319:    21,883     31,231
Old  :   148,904:    46,223     60,542     13,525     76,185     54,959    135,933    129,026:    12,971     19,878
Other:    70,646:    24,683     14,329      5,272     31,779     39,692     61,734     59,293:     8,912     11,353
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :     2,020:     3,697     -3,448     -2,007     -1,616      6,341         74        886:     1,946      1,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       26.1       16.5       49.2       43.1       90.0       85.8:      10.0       14.2
Old  :     100.0:      31.0       40.7        9.1       51.2       36.9       91.3       86.7:       8.7       13.3
Other:     100.0:      34.9       20.3        7.5       45.0       56.2       87.4       83.9:      12.6       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        75         73         88         49         69        178        196:
Old  :       243:        67         90         61         38         61        146        179:
Other:       147:        40         28         22         35         58         91         98:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       21.1       39.3       29.4       24.1       19.7       39.0       27.5
Old  :                 28.6       19.5       41.7       27.9       28.6       18.9       41.4       27.3
Other:                 25.9       25.6       43.6       38.6       25.6       22.5       43.4       34.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, June 21, 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  :   320,098:    88,755     61,429     45,563    162,605    152,573    296,923    259,565:    23,175     60,533
Old  :   320,098:    88,755     61,429     45,563    162,605    152,573    296,923    259,565:    23,175     60,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -6,553:    -4,493     -3,333        864        443     -1,291     -3,186     -3,760:    -3,367     -2,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       19.2       14.2       50.8       47.7       92.8       81.1:       7.2       18.9
Old  :     100.0:      27.7       19.2       14.2       50.8       47.7       92.8       81.1:       7.2       18.9
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  :       393:        85        111        122         80        156        252        327:
Old  :       393:        85        111        122         80        156        252        327:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       12.5       39.7       19.8       27.0       12.1       39.5       19.2
Old  :                 27.0       12.5       39.7       19.8       27.0       12.1       39.5       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    10,168:     4,081      4,912        722      3,073      2,205      7,876      7,839:     2,292      2,329
Old  :    10,168:     4,081      4,912        722      3,073      2,205      7,876      7,839:     2,292      2,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :       -15:      -113       -217        203          3       -139         93       -153:      -108        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1       48.3        7.1       30.2       21.7       77.5       77.1:      22.5       22.9
Old  :     100.0:      40.1       48.3        7.1       30.2       21.7       77.5       77.1:      22.5       22.9
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  :        93:        28         34         12         15         19         53         61:
Old  :        93:        28         34         12         15         19         53         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       26.6       52.4       41.1       38.7       26.6       52.2       40.2
Old  :                 38.7       26.6       52.4       41.1       38.7       26.6       52.2       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, June 21, 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  :    36,015:    12,418      6,266      4,623     13,222      7,679     30,263     18,568:     5,752     17,447
Old  :    36,015:    12,418      6,266      4,623     13,222      7,679     30,263     18,568:     5,752     17,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :       680:      -457        -47      1,030        869         96      1,442      1,079:      -762       -399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       17.4       12.8       36.7       21.3       84.0       51.6:      16.0       48.4
Old  :     100.0:      34.5       17.4       12.8       36.7       21.3       84.0       51.6:      16.0       48.4
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  :       150:        33         37         35         35         53         94        107:
Old  :       150:        33         37         35         35         53         94        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       10.6       36.4       16.3       20.2        8.6       36.4       13.0
Old  :                 20.2       10.6       36.4       16.3       20.2        8.6       36.4       13.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, June 21, 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  :    98,785:    12,393          0        369     82,966     95,703     95,728     96,072:     3,057      2,713
Old  :    98,785:    12,393          0        369     82,966     95,703     95,728     96,072:     3,057      2,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -11,955:    -1,410          0          0    -12,530    -13,922    -13,940    -13,922:     1,985      1,967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        0.0        0.4       84.0       96.9       96.9       97.3:       3.1        2.7
Old  :     100.0:      12.5        0.0        0.4       84.0       96.9       96.9       97.3:       3.1        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         7          0          1         16         14         23         15:
Old  :        24:         7          0          1         16         14         23         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.6       65.6       85.2       86.3       49.0       40.5       55.1       52.6
Old  :                 71.6       65.6       85.2       86.3       49.0       40.5       55.1       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, June 21, 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  :    87,905:    19,983     17,779          0     24,090     51,741     44,073     69,520:    43,832     18,385
Old  :    87,905:    19,983     17,779          0     24,090     51,741     44,073     69,520:    43,832     18,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -54,267:   -13,763      2,888     -7,249    -30,785    -51,871    -51,797    -56,232:    -2,470      1,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       20.2        0.0       27.4       58.9       50.1       79.1:      49.9       20.9
Old  :     100.0:      22.7       20.2        0.0       27.4       58.9       50.1       79.1:      49.9       20.9
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  :        70:        24         12          0         19         23         43         35:
Old  :        70:        24         12          0         19         23         43         35:
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       38.9       25.7       55.3       17.0       38.9       24.2       54.8
Old  :                 17.8       38.9       25.7       55.3       17.0       38.9       24.2       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, June 21, 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  :    51,304:    23,700     11,887          0      3,118     28,076     26,818     39,963:    24,486     11,341
Old  :    51,304:    23,700     11,887          0      3,118     28,076     26,818     39,963:    24,486     11,341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -2,744:    -1,855       -381        -16        346     -2,676     -1,525     -3,073:    -1,219        329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.2       23.2        0.0        6.1       54.7       52.3       77.9:      47.7       22.1
Old  :     100.0:      46.2       23.2        0.0        6.1       54.7       52.3       77.9:      47.7       22.1
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  :        45:        21          8          0          8         10         29         18:
Old  :        45:        21          8          0          8         10         29         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       51.8       33.3       68.9       23.2       51.8       33.2       68.9
Old  :                 23.2       51.8       33.3       68.9       23.2       51.8       33.2       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, June 21, 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  :    98,383:    58,528     17,105        325     33,425     78,424     92,278     95,854:     6,105      2,529
Old  :    98,383:    58,528     17,105        325     33,425     78,424     92,278     95,854:     6,105      2,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -11,848:    -7,564       -824         -2     -3,398    -10,611    -10,964    -11,437:      -884       -411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.5       17.4        0.3       34.0       79.7       93.8       97.4:       6.2        2.6
Old  :     100.0:      59.5       17.4        0.3       34.0       79.7       93.8       97.4:       6.2        2.6
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  :       105:        57         16          1         19         16         77         32:
Old  :       105:        57         16          1         19         16         77         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       64.0       60.1       80.4       41.4       64.0       60.1       80.4
Old  :                 41.4       64.0       60.1       80.4       41.4       64.0       60.1       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, June 21, 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  :    92,824:    26,763     38,123      1,082     42,757     32,167     70,602     71,372:    22,222     21,452
Old  :    92,824:    26,763     38,123      1,082     42,757     32,167     70,602     71,372:    22,222     21,452
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :     2,105:    -9,921     12,665         20     17,659    -11,751      7,758        934:    -5,653      1,171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       41.1        1.2       46.1       34.7       76.1       76.9:      23.9       23.1
Old  :     100.0:      28.8       41.1        1.2       46.1       34.7       76.1       76.9:      23.9       23.1
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  :        81:        24         22          4         27         20         52         45:
Old  :        81:        24         22          4         27         20         52         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       36.8       43.5       47.3       27.7       35.9       43.1       46.4
Old  :                 28.0       36.8       43.5       47.3       27.7       35.9       43.1       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, June 21, 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  :    99,071:    47,074     14,480         57     23,172     55,263     70,303     69,800:    28,768     29,271
Old  :    99,071:    47,074     14,480         57     23,172     55,263     70,303     69,800:    28,768     29,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :     4,588:     8,456        630       -209     -4,387      8,081      3,860      8,502:       728     -3,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5       14.6        0.1       23.4       55.8       71.0       70.5:      29.0       29.5
Old  :     100.0:      47.5       14.6        0.1       23.4       55.8       71.0       70.5:      29.0       29.5
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  :        90:        34         23          2         16         23         51         47:
Old  :        90:        34         23          2         16         23         51         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       32.6       34.8       47.9       22.4       32.4       34.6       47.7
Old  :                 22.4       32.6       34.8       47.9       22.4       32.4       34.6       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, June 21, 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  :   189,190:    72,153     42,382        592     62,478    103,169    135,223    146,143:    53,967     43,047
Old  :   189,190:    72,153     42,382        592     62,478    103,169    135,223    146,143:    53,967     43,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -1,183:   -12,427      7,696         70     13,732    -10,126      1,375     -2,360:    -2,558      1,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       22.4        0.3       33.0       54.5       71.5       77.2:      28.5       22.8
Old  :     100.0:      38.1       22.4        0.3       33.0       54.5       71.5       77.2:      28.5       22.8
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  :       159:        39         50          9         39         48         81        104:
Old  :       159:        39         50          9         39         48         81        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       25.8       38.7       37.2       26.8       25.4       38.4       36.7
Old  :                 26.9       25.8       38.7       37.2       26.8       25.4       38.4       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    38,505:    30,074     27,209      4,900      2,122      6,225     37,096     38,334:     1,409        171
Old  :    38,505:    30,074     27,209      4,900      2,122      6,225     37,096     38,334:     1,409        171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :       -91:       -91          0          0         15        -91        -76        -91:       -15          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.1       70.7       12.7        5.5       16.2       96.3       99.6:       3.7        0.4
Old  :     100.0:      78.1       70.7       12.7        5.5       16.2       96.3       99.6:       3.7        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          2          3          2          6         14         10:
Old  :        20:        11          2          3          2          6         14         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.5       90.6       93.1       99.0       77.4       83.1       81.3       86.8
Old  :                 88.5       90.6       93.1       99.0       77.4       83.1       81.3       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, June 21, 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  :    30,261:    22,942      4,093          0      2,970     24,942     25,912     29,035:     4,349      1,226
Old  :    30,261:    22,942      4,093          0      2,970     24,942     25,912     29,035:     4,349      1,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -1,171:      -578       -209          0       -537     -1,109     -1,115     -1,318:       -56        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.8       13.5        0.0        9.8       82.4       85.6       95.9:      14.4        4.1
Old  :     100.0:      75.8       13.5        0.0        9.8       82.4       85.6       95.9:      14.4        4.1
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  :        45:        21         10          0          4         10         25         20:
Old  :        45:        21         10          0          4         10         25         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       70.0       72.7       86.4       59.9       70.0       72.7       86.4
Old  :                 59.9       70.0       72.7       86.4       59.9       70.0       72.7       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  : 9,901,104: 1,267,100    891,528  1,198,355  6,532,481  6,838,575  8,997,936  8,928,458:   903,168    972,646
Old  : 9,901,104: 1,267,100    891,528  1,198,355  6,532,481  6,838,575  8,997,936  8,928,458:   903,168    972,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    17,008:  -152,761    -40,420      3,901    233,584    131,271     84,724     94,752:   -67,716    -77,744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        9.0       12.1       66.0       69.1       90.9       90.2:       9.1        9.8
Old  :     100.0:      12.8        9.0       12.1       66.0       69.1       90.9       90.2:       9.1        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:        54         64         88        135        153        246        255:
Old  :       283:        54         64         88        135        153        246        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  :                 40.9       24.7       49.2       37.8       40.1       21.6       45.4       30.9
Old  :                 40.9       24.7       49.2       37.8       40.1       21.6       45.4       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, June 21, 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  :   771,574:    70,743     88,173     19,616    555,388    574,761    645,747    682,550:   125,827     89,024
Old  :   771,574:    70,743     88,173     19,616    555,388    574,761    645,747    682,550:   125,827     89,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :  -301,164:   -10,908    -13,155    -52,824   -143,742   -141,452   -207,474   -207,431:   -93,689    -93,733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       11.4        2.5       72.0       74.5       83.7       88.5:      16.3       11.5
Old  :     100.0:       9.2       11.4        2.5       72.0       74.5       83.7       88.5:      16.3       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       518:        85        107         48        211        211        324        338:
Old  :       518:        85        107         48        211        211        324        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       17.3       26.1       26.2       14.0       16.3       21.2       24.8
Old  :                 17.8       17.3       26.1       26.2       14.0       16.3       21.2       24.8
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 - Futures Only, June 21, 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  :   263,980:    25,178     26,317        971    168,477    196,245    194,626    223,533:    69,354     40,447
Old  :   263,980:    25,178     26,317        971    168,477    196,245    194,626    223,533:    69,354     40,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :  -123,693:     6,679    -25,382    -14,709    -32,380    -49,182    -40,410    -89,273:   -83,283    -34,420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       10.0        0.4       63.8       74.3       73.7       84.7:      26.3       15.3
Old  :     100.0:       9.5       10.0        0.4       63.8       74.3       73.7       84.7:      26.3       15.3
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  :       113:        14         17          4         53         48         69         67:
Old  :       113:        14         17          4         53         48         69         67:
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  :                 25.8       28.8       37.4       43.7       24.0       25.9       34.9       40.8
Old  :                 25.8       28.8       37.4       43.7       24.0       25.9       34.9       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, June 21, 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  : 2,537,969:   282,047    363,500     39,005  1,934,553  1,892,579  2,255,605  2,295,084:   282,364    242,885
Old  : 2,537,969:   282,047    363,500     39,005  1,934,553  1,892,579  2,255,605  2,295,084:   282,364    242,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :  -887,353:  -217,881    -68,808    -60,632   -556,809   -461,349   -835,322   -590,789:   -52,031   -296,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       14.3        1.5       76.2       74.6       88.9       90.4:      11.1        9.6
Old  :     100.0:      11.1       14.3        1.5       76.2       74.6       88.9       90.4:      11.1        9.6
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  :       479:        79        100         42        185        192        287        311:
Old  :       479:        79        100         42        185        192        287        311:
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  :                 21.2       14.8       30.5       25.1       18.1       14.8       26.6       23.8
Old  :                 21.2       14.8       30.5       25.1       18.1       14.8       26.6       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, June 21, 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  :   106,838:     9,528      5,530        714     88,227     95,686     98,469    101,930:     8,369      4,908
Old  :   106,838:     9,528      5,530        714     88,227     95,686     98,469    101,930:     8,369      4,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -16,644:     2,014     -1,413       -570    -16,070    -13,321    -14,626    -15,304:    -2,018     -1,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        5.2        0.7       82.6       89.6       92.2       95.4:       7.8        4.6
Old  :     100.0:       8.9        5.2        0.7       82.6       89.6       92.2       95.4:       7.8        4.6
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  :        91:         8          4          1         50         40         58         45:
Old  :        91:         8          4          1         50         40         58         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       39.8       53.5       57.3       33.0       39.8       51.7       57.1
Old  :                 33.4       39.8       53.5       57.3       33.0       39.8       51.7       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 - Futures Only, June 21, 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  :    54,132:     7,606     11,002        968     40,846     41,920     49,419     53,890:     4,712        242
Old  :    54,132:     7,606     11,002        968     40,846     41,920     49,419     53,890:     4,712        242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -46,419:    -3,196        967     -6,775    -26,592    -32,863    -36,563    -38,671:    -9,856     -7,748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       20.3        1.8       75.5       77.4       91.3       99.6:       8.7        0.4
Old  :     100.0:      14.1       20.3        1.8       75.5       77.4       91.3       99.6:       8.7        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        40         38         11         71         68        116        112:
Old  :       205:        40         38         11         71         68        116        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       28.4       44.8       43.6       34.9       28.4       44.6       43.6
Old  :                 34.9       28.4       44.8       43.6       34.9       28.4       44.6       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, June 21, 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  :   270,658:    38,028     55,008      4,840    204,228    209,600    247,096    269,448:    23,562      1,210
Old  :   270,658:    38,028     55,008      4,840    204,228    209,600    247,096    269,448:    23,562      1,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :  -130,496:   -37,904      4,560     -9,122    -59,799    -99,469   -106,825   -104,031:   -23,671    -26,465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       20.3        1.8       75.5       77.4       91.3       99.6:       8.7        0.4
Old  :     100.0:      14.1       20.3        1.8       75.5       77.4       91.3       99.6:       8.7        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        40         38         11         71         68        116        112:
Old  :       205:        40         38         11         71         68        116        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       28.4       44.8       43.6       34.9       28.4       44.6       43.6
Old  :                 34.9       28.4       44.8       43.6       34.9       28.4       44.6       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, June 21, 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  :   100,079:    66,796     12,225          3      4,847     72,030     71,646     84,258:    28,433     15,821
Old  :   100,079:    66,796     12,225          3      4,847     72,030     71,646     84,258:    28,433     15,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -15,040:   -12,820        279          1        257    -15,987    -12,562    -15,707:    -2,478        667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.7       12.2        0.0        4.8       72.0       71.6       84.2:      28.4       15.8
Old  :     100.0:      66.7       12.2        0.0        4.8       72.0       71.6       84.2:      28.4       15.8
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  :        69:        27         15          1          9         22         36         38:
Old  :        69:        27         15          1          9         22         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  :                 50.0       41.6       57.2       62.3       50.0       41.6       57.0       62.3
Old  :                 50.0       41.6       57.2       62.3       50.0       41.6       57.0       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, June 21, 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  :    28,718:     9,156      6,456          0     13,069     14,936     22,225     21,392:     6,493      7,326
Old  :    28,718:     9,156      6,456          0     13,069     14,936     22,225     21,392:     6,493      7,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :     1,077:       743       -250          0        407        670      1,150        420:       -73        657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       22.5        0.0       45.5       52.0       77.4       74.5:      22.6       25.5
Old  :     100.0:      31.9       22.5        0.0       45.5       52.0       77.4       74.5:      22.6       25.5
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  :        49:        16          8          0         17         11         33         19:
Old  :        49:        16          8          0         17         11         33         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       44.5       44.9       62.3       30.4       44.4       41.8       56.8
Old  :                 31.3       44.5       44.9       62.3       30.4       44.4       41.8       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, June 21, 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  :    41,753:     8,124      3,012        319     26,847     18,894     35,290     22,225:     6,463     19,528
Old  :    41,753:     8,124      3,012        319     26,847     18,894     35,290     22,225:     6,463     19,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :       979:      -747       -451        -69        614        647       -202        127:     1,181        852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        7.2        0.8       64.3       45.3       84.5       53.2:      15.5       46.8
Old  :     100.0:      19.5        7.2        0.8       64.3       45.3       84.5       53.2:      15.5       46.8
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  :        57:        10          9          2         24         19         35         29:
Old  :        57:        10          9          2         24         19         35         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  :                 29.7       25.0       46.7       35.0       28.9       25.0       45.9       34.8
Old  :                 29.7       25.0       46.7       35.0       28.9       25.0       45.9       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders - Futures Only, June 21, 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  :    10,211:     4,615        408          0      4,162      9,466      8,777      9,874:     1,434        337
Old  :    10,211:     4,615        408          0      4,162      9,466      8,777      9,874:     1,434        337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2        4.0        0.0       40.8       92.7       86.0       96.7:      14.0        3.3
Old  :     100.0:      45.2        4.0        0.0       40.8       92.7       86.0       96.7:      14.0        3.3
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  :        21:        10          2          0          7          2         17          4:
Old  :        21:        10          2          0          7          2         17          4:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       96.7       68.6       96.7       52.8       96.7       68.6       96.7
Old  :                 52.8       96.7       68.6       96.7       52.8       96.7       68.6       96.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 24, 2011