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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, May 24, 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  :     3,351:       353      1,214          2      2,171      1,780      2,526      2,996:       825        355
Old  :     3,351:       353      1,214          2      2,171      1,780      2,526      2,996:       825        355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       191:         9          7         -1        144        156        152        162:        39         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       36.2        0.1       64.8       53.1       75.4       89.4:      24.6       10.6
Old  :     100.0:      10.5       36.2        0.1       64.8       53.1       75.4       89.4:      24.6       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          4          1         11         10         14         14:
Old  :        23:         2          4          1         11         10         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       52.4       65.9       76.0       52.7       50.5       65.4       71.2
Old  :                 53.1       52.4       65.9       76.0       52.7       50.5       65.4       71.2
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, May 24, 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  :    35,184:     5,062      4,234      1,132     23,934     24,869     30,128     30,235:     5,056      4,949
Old  :    35,184:     5,062      4,234      1,132     23,934     24,869     30,128     30,235:     5,056      4,949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     2,426:       793        208        505      1,189      1,756      2,487      2,469:       -61        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       12.0        3.2       68.0       70.7       85.6       85.9:      14.4       14.1
Old  :     100.0:      14.4       12.0        3.2       68.0       70.7       85.6       85.9:      14.4       14.1
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  :        77:        18          9         16         34         33         59         52:
Old  :        77:        18          9         16         34         33         59         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       44.7       55.1       61.3       44.7       41.9       54.0       58.5
Old  :                 44.7       44.7       55.1       61.3       44.7       41.9       54.0       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, May 24, 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  :   220,067:    48,866     50,432     40,145    109,563     98,041    198,574    188,618:    21,493     31,449
Old  :   172,029:    39,456     54,933     24,069     93,344     69,193    156,869    148,195:    15,160     23,834
Other:    48,038:    20,906      6,995      4,580     16,219     28,848     41,705     40,423:     6,333      7,615
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    -4,534:    -3,494      5,616       -668      1,764     -7,980     -2,398     -3,032:    -2,136     -1,502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       22.9       18.2       49.8       44.6       90.2       85.7:       9.8       14.3
Old  :     100.0:      22.9       31.9       14.0       54.3       40.2       91.2       86.1:       8.8       13.9
Other:     100.0:      43.5       14.6        9.5       33.8       60.1       86.8       84.1:      13.2       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        79         81        100         42         69        171        214:
Old  :       247:        70         92         94         34         59        158        201:
Other:       117:        33         17         15         27         54         69         81:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       22.0       40.1       30.5       24.6       21.5       39.2       28.5
Old  :                 28.4       22.3       43.3       30.2       28.4       22.1       42.8       29.6
Other:                 28.9       30.0       51.5       43.0       28.9       24.9       50.6       37.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, May 24, 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  :   339,216:   110,005     64,977     44,344    159,710    166,930    314,059    276,251:    25,157     62,965
Old  :   339,216:   110,005     64,977     44,344    159,710    166,930    314,059    276,251:    25,157     62,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    -6,163:    -5,008      2,251     -2,202      1,662     -1,506     -5,548     -1,457:      -615     -4,706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       19.2       13.1       47.1       49.2       92.6       81.4:       7.4       18.6
Old  :     100.0:      32.4       19.2       13.1       47.1       49.2       92.6       81.4:       7.4       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       384:        87        100        116         90        156        249        318:
Old  :       384:        87        100        116         90        156        249        318:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       14.7       37.6       22.6       25.2       14.3       37.6       21.8
Old  :                 25.2       14.7       37.6       22.6       25.2       14.3       37.6       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, May 24, 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  :    10,302:     4,485      4,997        547      3,106      2,485      8,138      8,029:     2,164      2,273
Old  :    10,302:     4,485      4,997        547      3,106      2,485      8,138      8,029:     2,164      2,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       336:        72         -2        243       -103        -73        212        168:       124        168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       48.5        5.3       30.1       24.1       79.0       77.9:      21.0       22.1
Old  :     100.0:      43.5       48.5        5.3       30.1       24.1       79.0       77.9:      21.0       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  :        93:        28         42          9         10         16         46         61:
Old  :        93:        28         42          9         10         16         46         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  :                 39.9       26.5       55.6       39.7       39.9       26.5       55.6       39.7
Old  :                 39.9       26.5       55.6       39.7       39.9       26.5       55.6       39.7
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, May 24, 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  :    36,029:    14,759      5,400      4,091     10,914      8,171     29,764     17,662:     6,265     18,367
Old  :    36,029:    14,759      5,400      4,091     10,914      8,171     29,764     17,662:     6,265     18,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    -2,099:    -2,243        435        385       -637       -859     -2,495        -39:       396     -2,060
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0       15.0       11.4       30.3       22.7       82.6       49.0:      17.4       51.0
Old  :     100.0:      41.0       15.0       11.4       30.3       22.7       82.6       49.0:      17.4       51.0
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  :       153:        40         32         38         38         58         96        115:
Old  :       153:        40         32         38         38         58         96        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       10.7       35.0       15.9       19.6        8.2       34.6       12.6
Old  :                 19.7       10.7       35.0       15.9       19.6        8.2       34.6       12.6
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, May 24, 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  :   102,869:     8,224          0          0     93,277    102,438    101,501    102,438:     1,368        431
Old  :   102,869:     8,224          0          0     93,277    102,438    101,501    102,438:     1,368        431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     3,050:     1,784          0          0        574      2,951      2,358      2,951:       692         99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        0.0        0.0       90.7       99.6       98.7       99.6:       1.3        0.4
Old  :     100.0:       8.0        0.0        0.0       90.7       99.6       98.7       99.6:       1.3        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  :        23:         6          0          0         16         14         22         14:
Old  :        23:         6          0          0         16         14         22         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.0       71.7       90.0       88.9       39.9       31.4       43.4       39.6
Old  :                 80.0       71.7       90.0       88.9       39.9       31.4       43.4       39.6
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, May 24, 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  :   120,245:    31,219      9,942        168     41,488     94,763     72,875    104,873:    47,370     15,372
Old  :   120,245:    31,219      9,942        168     41,488     94,763     72,875    104,873:    47,370     15,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    -3,141:    -4,789        225         14      1,174     -2,964     -3,601     -2,725:       460       -416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        8.3        0.1       34.5       78.8       60.6       87.2:      39.4       12.8
Old  :     100.0:      26.0        8.3        0.1       34.5       78.8       60.6       87.2:      39.4       12.8
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  :        77:        31         10          4         25         23         58         35:
Old  :        77:        31         10          4         25         23         58         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  :                 20.7       54.0       30.9       69.2       19.5       53.5       29.6       68.1
Old  :                 20.7       54.0       30.9       69.2       19.5       53.5       29.6       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, May 24, 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  :    66,776:    23,088      8,363          2     18,312     46,575     41,402     54,940:    25,374     11,836
Old  :    66,776:    23,088      8,363          2     18,312     46,575     41,402     54,940:    25,374     11,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    -1,528:    -1,321       -385          2      3,080     -2,649      1,761     -3,032:    -3,289      1,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       12.5        0.0       27.4       69.7       62.0       82.3:      38.0       17.7
Old  :     100.0:      34.6       12.5        0.0       27.4       69.7       62.0       82.3:      38.0       17.7
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  :        42:        15          9          1         12         10         28         19:
Old  :        42:        15          9          1         12         10         28         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  :                 31.6       62.4       42.5       75.9       31.6       62.3       42.5       75.8
Old  :                 31.6       62.4       42.5       75.9       31.6       62.3       42.5       75.8
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, May 24, 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  :   147,410:   113,219      4,538        242     26,660    140,639    140,121    145,419:     7,289      1,991
Old  :   147,410:   113,219      4,538        242     26,660    140,639    140,121    145,419:     7,289      1,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :      -172:       908     -2,861        108       -941      2,559         75       -194:      -247         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8        3.1        0.2       18.1       95.4       95.1       98.6:       4.9        1.4
Old  :     100.0:      76.8        3.1        0.2       18.1       95.4       95.1       98.6:       4.9        1.4
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  :       122:        72         12          3         20         22         94         36:
Old  :       122:        72         12          3         20         22         94         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       70.8       57.0       83.3       41.9       70.6       57.0       83.1
Old  :                 41.9       70.8       57.0       83.3       41.9       70.6       57.0       83.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, May 24, 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  :   110,336:    28,090     42,233        293     59,457     47,228     87,840     89,754:    22,496     20,582
Old  :   110,336:    28,090     42,233        293     59,457     47,228     87,840     89,754:    22,496     20,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     6,583:    -2,237     10,978         -3     17,220     -2,464     14,980      8,511:    -8,397     -1,928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       38.3        0.3       53.9       42.8       79.6       81.3:      20.4       18.7
Old  :     100.0:      25.5       38.3        0.3       53.9       42.8       79.6       81.3:      20.4       18.7
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  :        89:        25         22          5         28         26         56         50:
Old  :        89:        25         22          5         28         26         56         50:
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  :                 21.8       37.1       38.7       50.1       21.8       35.9       38.4       48.5
Old  :                 21.8       37.1       38.7       50.1       21.8       35.9       38.4       48.5
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, May 24, 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  :    99,264:    32,188     24,182        121     41,588     41,871     73,897     66,174:    25,367     33,090
Old  :    99,264:    32,188     24,182        121     41,588     41,871     73,897     66,174:    25,367     33,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    -4,189:    -5,828      1,539       -121        971     -1,538     -4,978       -120:       789     -4,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       24.4        0.1       41.9       42.2       74.4       66.7:      25.6       33.3
Old  :     100.0:      32.4       24.4        0.1       41.9       42.2       74.4       66.7:      25.6       33.3
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  :        97:        22         34          7         23         25         51         61:
Old  :        97:        22         34          7         23         25         51         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       26.8       33.7       36.1       19.9       26.5       31.9       35.8
Old  :                 21.0       26.8       33.7       36.1       19.9       26.5       31.9       35.8
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, May 24, 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  :   258,663:    75,182     56,053        896    134,068    156,886    210,146    213,835:    48,517     44,828
Old  :   258,663:    75,182     56,053        896    134,068    156,886    210,146    213,835:    48,517     44,828
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     8,130:   -14,759      7,757       -237     28,115       -870     13,119      6,650:    -4,989      1,480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       21.7        0.3       51.8       60.7       81.2       82.7:      18.8       17.3
Old  :     100.0:      29.1       21.7        0.3       51.8       60.7       81.2       82.7:      18.8       17.3
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  :       182:        49         56         18         45         53        104        117:
Old  :       182:        49         56         18         45         53        104        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       31.8       45.0       43.5       35.1       31.7       44.8       43.4
Old  :                 35.1       31.8       45.0       43.5       35.1       31.7       44.8       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, May 24, 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  :    32,498:    28,797     26,201         66      2,439      6,102     31,302     32,369:     1,196        129
Old  :    32,498:    28,797     26,201         66      2,439      6,102     31,302     32,369:     1,196        129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.6       80.6        0.2        7.5       18.8       96.3       99.6:       3.7        0.4
Old  :     100.0:      88.6       80.6        0.2        7.5       18.8       96.3       99.6:       3.7        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10          2          1          4          7         14         10:
Old  :        21:        10          2          1          4          7         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  :                 89.7       92.6       93.8       99.1       89.5       92.6       93.5       98.2
Old  :                 89.7       92.6       93.8       99.1       89.5       92.6       93.5       98.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, May 24, 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  :    30,930:    23,234      9,358          0      4,023     20,138     27,257     29,496:     3,673      1,434
Old  :    30,930:    23,234      9,358          0      4,023     20,138     27,257     29,496:     3,673      1,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     1,294:       716       -536          0        196      1,695        912      1,159:       382        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1       30.3        0.0       13.0       65.1       88.1       95.4:      11.9        4.6
Old  :     100.0:      75.1       30.3        0.0       13.0       65.1       88.1       95.4:      11.9        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  :        43:        17         10          0          3         13         20         23:
Old  :        43:        17         10          0          3         13         20         23:
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  :                 62.7       44.7       79.0       76.9       62.7       44.7       79.0       76.9
Old  :                 62.7       44.7       79.0       76.9       62.7       44.7       79.0       76.9
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, May 24, 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  :10,168,262: 1,374,677  1,125,287  1,059,661  6,748,662  6,933,480  9,183,000  9,118,428:   985,262  1,049,834
Old  :10,168,262: 1,374,677  1,125,287  1,059,661  6,748,662  6,933,480  9,183,000  9,118,428:   985,262  1,049,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :   136,281:   -14,533     99,941     26,584    113,619      4,920    125,670    131,445:    10,611      4,836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       11.1       10.4       66.4       68.2       90.3       89.7:       9.7       10.3
Old  :     100.0:      13.5       11.1       10.4       66.4       68.2       90.3       89.7:       9.7       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        52         73         85        141        158        255        261:
Old  :       299:        52         73         85        141        158        255        261:
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  :                 41.8       23.6       51.0       36.4       39.6       20.8       45.7       29.8
Old  :                 41.8       23.6       51.0       36.4       39.6       20.8       45.7       29.8
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, May 24, 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  :   896,257:    83,607     99,834     25,022    609,141    632,271    717,771    757,127:   178,486    139,129
Old  :   896,257:    83,607     99,834     25,022    609,141    632,271    717,771    757,127:   178,486    139,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    25,788:     2,670     13,973        955     13,270     -3,579     16,895     11,349:     8,892     14,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       11.1        2.8       68.0       70.5       80.1       84.5:      19.9       15.5
Old  :     100.0:       9.3       11.1        2.8       68.0       70.5       80.1       84.5:      19.9       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       550:       103        104         49        227        220        360        344:
Old  :       550:       103        104         49        227        220        360        344:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       16.1       23.1       23.3       13.0       15.2       19.2       21.7
Old  :                 15.5       16.1       23.1       23.3       13.0       15.2       19.2       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, May 24, 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  :   335,533:    14,766     28,927      4,165    188,417    257,091    207,348    290,183:   128,185     45,350
Old  :   335,533:    14,766     28,927      4,165    188,417    257,091    207,348    290,183:   128,185     45,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    10,173:    -1,186      1,442      1,838      2,168      4,096      2,820      7,376:     7,353      2,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        8.6        1.2       56.2       76.6       61.8       86.5:      38.2       13.5
Old  :     100.0:       4.4        8.6        1.2       56.2       76.6       61.8       86.5:      38.2       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        10         18          7         58         56         72         77:
Old  :       120:        10         18          7         58         56         72         77:
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       31.3       27.9       44.7       19.1       29.1       26.7       42.4
Old  :                 20.2       31.3       27.9       44.7       19.1       29.1       26.7       42.4
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, May 24, 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  : 2,803,618:   414,291    424,621     34,202  2,103,621  1,875,899  2,552,114  2,334,722:   251,504    468,896
Old  : 2,803,618:   414,291    424,621     34,202  2,103,621  1,875,899  2,552,114  2,334,722:   251,504    468,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    78,074:    19,882     63,257     -5,017     55,512    -38,377     70,377     19,863:     7,697     58,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       15.1        1.2       75.0       66.9       91.0       83.3:       9.0       16.7
Old  :     100.0:      14.8       15.1        1.2       75.0       66.9       91.0       83.3:       9.0       16.7
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  :       515:       103         97         38        198        202        322        316:
Old  :       515:       103         97         38        198        202        322        316:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       11.2       27.6       18.9       16.6       11.1       25.0       18.2
Old  :                 18.3       11.2       27.6       18.9       16.6       11.1       25.0       18.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, May 24, 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  :   110,011:     9,872      7,418          0     91,442     98,725    101,314    106,143:     8,697      3,868
Old  :   110,011:     9,872      7,418          0     91,442     98,725    101,314    106,143:     8,697      3,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    -4,135:       158     -1,440       -621     -4,060     -2,281     -4,523     -4,342:       388        207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        6.7        0.0       83.1       89.7       92.1       96.5:       7.9        3.5
Old  :     100.0:       9.0        6.7        0.0       83.1       89.7       92.1       96.5:       7.9        3.5
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  :        93:        12          6          0         49         37         61         43:
Old  :        93:        12          6          0         49         37         61         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       40.7       55.5       58.1       37.7       40.6       53.4       58.0
Old  :                 38.9       40.7       55.5       58.1       37.7       40.6       53.4       58.0
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, May 24, 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  :    87,582:    18,991      6,423      3,302     55,325     73,284     77,618     83,008:     9,964      4,574
Old  :    87,582:    18,991      6,423      3,302     55,325     73,284     77,618     83,008:     9,964      4,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    -5,496:    -3,340      1,099     -1,346     -1,405     -5,723     -6,091     -5,969:       595        474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        7.3        3.8       63.2       83.7       88.6       94.8:      11.4        5.2
Old  :     100.0:      21.7        7.3        3.8       63.2       83.7       88.6       94.8:      11.4        5.2
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  :       234:        64         32         18         79         91        149        137:
Old  :       234:        64         32         18         79         91        149        137:
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  :                 21.5       24.6       32.7       38.4       20.8       24.0       30.9       36.8
Old  :                 21.5       24.6       32.7       38.4       20.8       24.0       30.9       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, May 24, 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  :    18,634:     1,567      1,875          0     12,247     15,663     13,814     17,538:     4,820      1,096
Old  :    18,634:     1,567      1,875          0     12,247     15,663     13,814     17,538:     4,820      1,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    -1,879:    -2,000        897          0       -749     -2,907     -2,749     -2,010:       870        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       10.1        0.0       65.7       84.1       74.1       94.1:      25.9        5.9
Old  :     100.0:       8.4       10.1        0.0       65.7       84.1       74.1       94.1:      25.9        5.9
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  :        28:         3          2          0         13         12         16         14:
Old  :        28:         3          2          0         13         12         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       50.7       58.3       81.3       40.1       50.4       58.3       81.1
Old  :                 40.1       50.7       58.3       81.3       40.1       50.4       58.3       81.1
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, May 24, 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  :   344,740:   100,939     36,561      2,687    215,392    288,104    319,018    327,352:    25,722     17,388
Old  :   344,740:   100,939     36,561      2,687    215,392    288,104    319,018    327,352:    25,722     17,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :   -18,083:   -12,525     -4,815       -902     -3,282    -14,079    -16,709    -19,796:    -1,374      1,713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       10.6        0.8       62.5       83.6       92.5       95.0:       7.5        5.0
Old  :     100.0:      29.3       10.6        0.8       62.5       83.6       92.5       95.0:       7.5        5.0
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  :       233:        65         33         14         72         85        139        130:
Old  :       233:        65         33         14         72         85        139        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       28.9       38.1       42.9       24.4       28.8       37.7       42.7
Old  :                 24.5       28.9       38.1       42.9       24.4       28.8       37.7       42.7
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, May 24, 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  :   110,968:    63,002      9,959          7     16,551     84,371     79,560     94,337:    31,408     16,631
Old  :   110,968:    63,002      9,959          7     16,551     84,371     79,560     94,337:    31,408     16,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    -4,122:     1,823       -301       -127     -3,937     -3,753     -2,241     -4,181:    -1,881         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.8        9.0        0.0       14.9       76.0       71.7       85.0:      28.3       15.0
Old  :     100.0:      56.8        9.0        0.0       14.9       76.0       71.7       85.0:      28.3       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        25         14          2         14         21         39         37:
Old  :        68:        25         14          2         14         21         39         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       55.2       49.2       67.8       36.0       55.0       49.2       67.6
Old  :                 36.0       55.2       49.2       67.8       36.0       55.0       49.2       67.6
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, May 24, 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  :    46,675:    15,743      7,063      3,696     20,197     19,548     39,636     30,307:     7,039     16,368
Old  :    46,675:    15,743      7,063      3,696     20,197     19,548     39,636     30,307:     7,039     16,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    -1,536:       243       -535         62     -1,461        496     -1,156         23:      -380     -1,559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       15.1        7.9       43.3       41.9       84.9       64.9:      15.1       35.1
Old  :     100.0:      33.7       15.1        7.9       43.3       41.9       84.9       64.9:      15.1       35.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        17         11          3         18         17         35         31:
Old  :        59:        17         11          3         18         17         35         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       28.7       55.2       41.2       29.8       19.2       47.9       28.7
Old  :                 32.3       28.7       55.2       41.2       29.8       19.2       47.9       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, May 24, 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  :    55,377:    11,204     11,380      2,867     33,895     36,801     47,966     51,048:     7,411      4,329
Old  :    55,377:    11,204     11,380      2,867     33,895     36,801     47,966     51,048:     7,411      4,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :    -1,895:       180      1,347     -1,084     -1,735        159     -2,639        422:       744     -2,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       20.6        5.2       61.2       66.5       86.6       92.2:      13.4        7.8
Old  :     100.0:      20.2       20.6        5.2       61.2       66.5       86.6       92.2:      13.4        7.8
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  :        74:        16         13          4         24         27         42         42:
Old  :        74:        16         13          4         24         27         42         42:
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  :                 28.2       37.0       40.8       54.7       27.2       33.7       39.1       50.9
Old  :                 28.2       37.0       40.8       54.7       27.2       33.7       39.1       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    30,909:     3,052      1,098        300     23,249     27,604     26,601     29,002:     4,308      1,907
Old  :    30,909:     3,052      1,098        300     23,249     27,604     26,601     29,002:     4,308      1,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       181:      -664        152          0        220         67       -444        219:       625        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        3.6        1.0       75.2       89.3       86.1       93.8:      13.9        6.2
Old  :     100.0:       9.9        3.6        1.0       75.2       89.3       86.1       93.8:      13.9        6.2
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  :        47:         6          3          1         22         23         28         27:
Old  :        47:         6          3          1         22         23         28         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       44.6       62.7       66.7       42.3       43.0       53.3       61.5
Old  :                 49.0       44.6       62.7       66.7       42.3       43.0       53.3       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE                                              Code-244742
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI INDEX X $50)                                                         :
     :          :                                                                            :
All  :    39,065:    11,173      1,857         17     20,009     34,252     31,199     36,126:     7,866      2,939
Old  :    39,065:    11,173      1,857         17     20,009     34,252     31,199     36,126:     7,866      2,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :      -753:        91       -267          0     -1,270       -611     -1,179       -878:       426        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        4.8        0.0       51.2       87.7       79.9       92.5:      20.1        7.5
Old  :     100.0:      28.6        4.8        0.0       51.2       87.7       79.9       92.5:      20.1        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        18          5          1         21         19         39         25:
Old  :        58:        18          5          1         21         19         39         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       58.4       51.4       76.7       37.1       56.8       49.1       75.0
Old  :                 39.3       58.4       51.4       76.7       37.1       56.8       49.1       75.0
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, May 24, 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  :    10,671:     4,979      2,160         77      4,239      8,071      9,295     10,308:     1,376        363
Old  :    10,671:     4,979      2,160         77      4,239      8,071      9,295     10,308:     1,376        363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :        74:        95         62         64         -8         29        151        155:       -77        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7       20.2        0.7       39.7       75.6       87.1       96.6:      12.9        3.4
Old  :     100.0:      46.7       20.2        0.7       39.7       75.6       87.1       96.6:      12.9        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10          4          1          5          2         16          6:
Old  :        21:        10          4          1          5          2         16          6:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       93.9       71.3       96.6       55.0       93.9       71.3       95.9
Old  :                 55.0       93.9       71.3       96.6       55.0       93.9       71.3       95.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated May 27, 2011