```
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :     3,196:        51        334         22      2,463      2,029      2,536      2,385:       660        811
Old  :     3,196:        51        334         22      2,463      2,029      2,536      2,385:       660        811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :       227:        51        132         15         69        -80        135         67:        92        161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       10.5        0.7       77.1       63.5       79.4       74.6:      20.6       25.4
Old  :     100.0:       1.6       10.5        0.7       77.1       63.5       79.4       74.6:      20.6       25.4
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:         1          1          2         14         14         16         16:
Old  :        23:         1          1          2         14         14         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       47.8       62.5       62.9       41.4       42.0       59.2       52.9
Old  :                 41.5       47.8       62.5       62.9       41.4       42.0       59.2       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    61,004:     6,933      2,802     13,169     31,659     34,379     51,761     50,350:     9,243     10,654
Old  :    61,004:     6,933      2,802     13,169     31,659     34,379     51,761     50,350:     9,243     10,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     5,808:     1,221       -508      1,394      1,522      3,665      4,137      4,552:     1,671      1,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        4.6       21.6       51.9       56.4       84.8       82.5:      15.2       17.5
Old  :     100.0:      11.4        4.6       21.6       51.9       56.4       84.8       82.5:      15.2       17.5
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  :        85:        27          6         21         44         42         77         64:
Old  :        85:        27          6         21         44         42         77         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       33.1       38.3       44.6       26.3       30.1       33.2       38.7
Old  :                 26.7       33.1       38.3       44.6       26.3       30.1       33.2       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   273,623:    69,010     18,080     74,384     99,885    139,353    243,279    231,817:    30,344     41,805
Old  :   262,914:    66,711     20,489     70,020     98,280    132,304    235,010    222,812:    27,904     40,102
Other:    10,709:     4,822        114      1,842      1,605      7,049      8,269      9,005:     2,440      1,704
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    17,901:     8,501        902      5,124      2,113     10,424     15,737     16,450:     2,163      1,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        6.6       27.2       36.5       50.9       88.9       84.7:      11.1       15.3
Old  :     100.0:      25.4        7.8       26.6       37.4       50.3       89.4       84.7:      10.6       15.3
Other:     100.0:      45.0        1.1       17.2       15.0       65.8       77.2       84.1:      22.8       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:       103         63        118         63         79        243        210:
Old  :       282:       100         67        117         62         78        241        209:
Other:        81:        25          4         18         19         36         53         54:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       24.1       26.7       32.3       16.5       23.1       26.4       29.2
Old  :                 17.4       23.9       27.4       32.4       17.2       22.9       27.1       29.4
Other:                 29.4       34.0       42.5       49.4       28.5       31.8       39.2       44.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   477,049:   134,896     33,538    148,636    160,232    214,208    443,764    396,382:    33,285     80,667
Old  :   477,049:   134,896     33,538    148,636    160,232    214,208    443,764    396,382:    33,285     80,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    20,902:     3,560      2,109      6,369     11,735     11,027     21,665     19,505:      -763      1,397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        7.0       31.2       33.6       44.9       93.0       83.1:       7.0       16.9
Old  :     100.0:      28.3        7.0       31.2       33.6       44.9       93.0       83.1:       7.0       16.9
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  :       477:       166         84        145        113        203        356        368:
Old  :       477:       166         84        145        113        203        356        368:
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  :                 16.4       15.9       26.5       22.8       14.7       12.6       23.4       16.4
Old  :                 16.4       15.9       26.5       22.8       14.7       12.6       23.4       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    10,608:     5,290      1,336        953      2,377      6,957      8,620      9,245:     1,988      1,363
Old  :    10,608:     5,290      1,336        953      2,377      6,957      8,620      9,245:     1,988      1,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :      -680:       233         15       -727       -149         63       -643       -650:       -37        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.9       12.6        9.0       22.4       65.6       81.3       87.2:      18.7       12.8
Old  :     100.0:      49.9       12.6        9.0       22.4       65.6       81.3       87.2:      18.7       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  :        96:        41         11         15         18         34         68         56:
Old  :        96:        41         11         15         18         34         68         56:
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  :                 31.2       27.1       47.3       42.3       31.2       27.1       47.0       41.8
Old  :                 31.2       27.1       47.3       42.3       31.2       27.1       47.0       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    57,520:    21,058      3,759     14,206     13,398     15,024     48,662     32,989:     8,858     24,532
Old  :    57,520:    21,058      3,759     14,206     13,398     15,024     48,662     32,989:     8,858     24,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    -2,683:    -1,365        -68     -1,993        698        187     -2,660     -1,875:       -23       -808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6        6.5       24.7       23.3       26.1       84.6       57.4:      15.4       42.6
Old  :     100.0:      36.6        6.5       24.7       23.3       26.1       84.6       57.4:      15.4       42.6
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  :       203:        62         33         50         57         84        151        145:
Old  :       203:        62         33         50         57         84        151        145:
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  :                 15.2       11.7       26.3       19.6       15.2        8.8       24.7       12.2
Old  :                 15.2       11.7       26.3       19.6       15.2        8.8       24.7       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    59,095:    10,634          0      2,618     44,461     56,417     57,713     59,035:     1,382         60
Old  :    59,095:    10,634          0      2,618     44,461     56,417     57,713     59,035:     1,382         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :       111:       551          0         38       -998        816       -409        854:       520       -743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        0.0        4.4       75.2       95.5       97.7       99.9:       2.3        0.1
Old  :     100.0:      18.0        0.0        4.4       75.2       95.5       97.7       99.9:       2.3        0.1
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  :        20:         7          0          2         10         12         17         14:
Old  :        20:         7          0          2         10         12         17         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  :                 74.7       65.5       87.4       88.1       61.8       58.9       70.2       70.9
Old  :                 74.7       65.5       87.4       88.1       61.8       58.9       70.2       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   128,842:    54,472     21,738      3,497     20,462     85,259     78,431    110,495:    50,411     18,347
Old  :   128,842:    54,472     21,738      3,497     20,462     85,259     78,431    110,495:    50,411     18,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     2,717:       514       -684        495        674        670      1,683        481:     1,034      2,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3       16.9        2.7       15.9       66.2       60.9       85.8:      39.1       14.2
Old  :     100.0:      42.3       16.9        2.7       15.9       66.2       60.9       85.8:      39.1       14.2
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  :        84:        40         10         12         17         31         63         47:
Old  :        84:        40         10         12         17         31         63         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       43.1       26.2       57.1       16.7       42.9       25.5       56.7
Old  :                 16.7       43.1       26.2       57.1       16.7       42.9       25.5       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    50,666:    22,465     11,490      1,507      4,080     25,402     28,052     38,398:    22,614     12,268
Old  :    50,666:    22,465     11,490      1,507      4,080     25,402     28,052     38,398:    22,614     12,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     6,688:     4,496        666         96        -86      5,536      4,506      6,298:     2,182        390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       22.7        3.0        8.1       50.1       55.4       75.8:      44.6       24.2
Old  :     100.0:      44.3       22.7        3.0        8.1       50.1       55.4       75.8:      44.6       24.2
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  :        46:        18          7          7          9         19         29         31:
Old  :        46:        18          7          7          9         19         29         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  :                 25.3       39.7       35.6       53.4       25.3       39.7       35.5       53.0
Old  :                 25.3       39.7       35.6       53.4       25.3       39.7       35.5       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   151,734:   123,543     20,426         32     20,100    129,964    143,675    150,422:     8,059      1,312
Old  :   151,734:   123,543     20,426         32     20,100    129,964    143,675    150,422:     8,059      1,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     8,948:     8,564        692        -30        591      8,556      9,125      9,218:      -177       -270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.4       13.5        0.0       13.2       85.7       94.7       99.1:       5.3        0.9
Old  :     100.0:      81.4       13.5        0.0       13.2       85.7       94.7       99.1:       5.3        0.9
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  :       118:        74         10          1         13         23         88         33:
Old  :       118:        74         10          1         13         23         88         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       55.5       56.7       77.3       42.6       55.5       56.7       77.2
Old  :                 42.6       55.5       56.7       77.3       42.6       55.5       56.7       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   124,413:    46,320     27,626      7,401     37,438     64,444     91,160     99,471:    33,253     24,942
Old  :   124,413:    46,320     27,626      7,401     37,438     64,444     91,160     99,471:    33,253     24,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    15,655:     9,934     -2,030      1,691      1,162     14,325     12,786     13,986:     2,868      1,669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       22.2        5.9       30.1       51.8       73.3       80.0:      26.7       20.0
Old  :     100.0:      37.2       22.2        5.9       30.1       51.8       73.3       80.0:      26.7       20.0
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  :        94:        31         26         20         23         32         65         67:
Old  :        94:        31         26         20         23         32         65         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       24.5       35.8       37.7       22.9       19.8       34.2       31.7
Old  :                 23.0       24.5       35.8       37.7       22.9       19.8       34.2       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   128,885:    52,960     21,860      5,583     41,178     65,054     99,721     92,497:    29,165     36,388
Old  :   128,885:    52,960     21,860      5,583     41,178     65,054     99,721     92,497:    29,165     36,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     1,326:    -2,055     -1,197        550        782     -1,850       -722     -2,496:     2,049      3,823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1       17.0        4.3       31.9       50.5       77.4       71.8:      22.6       28.2
Old  :     100.0:      41.1       17.0        4.3       31.9       50.5       77.4       71.8:      22.6       28.2
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  :       116:        32         40         22         30         30         74         80:
Old  :       116:        32         40         22         30         30         74         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       31.1       36.2       40.2       23.8       29.8       36.2       38.8
Old  :                 23.8       31.1       36.2       40.2       23.8       29.8       36.2       38.8
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 with Delta-adjusted Options and Futures Combined, February 1, 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  :   279,549:    80,645     38,603     44,351     85,729    126,642    210,726    209,597:    68,823     69,952
Old  :   279,549:    80,645     38,603     44,351     85,729    126,642    210,726    209,597:    68,823     69,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    25,432:     7,513     -9,679      8,158      7,104     24,250     22,776     22,730:     2,656      2,702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       13.8       15.9       30.7       45.3       75.4       75.0:      24.6       25.0
Old  :     100.0:      28.8       13.8       15.9       30.7       45.3       75.4       75.0:      24.6       25.0
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  :       181:        53         63         64         39         51        132        138:
Old  :       181:        53         63         64         39         51        132        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       19.3       24.9       27.6       16.7       18.1       23.0       24.7
Old  :                 17.0       19.3       24.9       27.6       16.7       18.1       23.0       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    27,450:    20,041      9,771          0      3,486     16,667     23,527     26,438:     3,923      1,012
Old  :    27,450:    20,041      9,771          0      3,486     16,667     23,527     26,438:     3,923      1,012
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     1,251:     1,534       -109          0       -258      1,488      1,276      1,379:       -25       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.0       35.6        0.0       12.7       60.7       85.7       96.3:      14.3        3.7
Old  :     100.0:      73.0       35.6        0.0       12.7       60.7       85.7       96.3:      14.3        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        22         10          0          5         10         27         20:
Old  :        46:        22         10          0          5         10         27         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       68.5       72.3       86.3       56.3       68.4       72.3       86.2
Old  :                 56.3       68.5       72.3       86.3       56.3       68.4       72.3       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :13,446,763:   851,653    355,699  4,673,563  7,016,782  7,471,201 12,541,999 12,500,464:   904,764    946,299
Old  :13,446,763:   851,653    355,699  4,673,563  7,016,782  7,471,201 12,541,999 12,500,464:   904,764    946,299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :   628,642:    26,301     71,755    304,151    268,283    258,727    598,736    634,633:    29,906     -5,991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        2.6       34.8       52.2       55.6       93.3       93.0:       6.7        7.0
Old  :     100.0:       6.3        2.6       34.8       52.2       55.6       93.3       93.0:       6.7        7.0
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  :       287:        71         54        113        135        147        267        265:
Old  :       287:        71         54        113        135        147        267        265:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       20.9       39.1       34.0       20.0       12.1       23.7       18.5
Old  :                 28.0       20.9       39.1       34.0       20.0       12.1       23.7       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   984,073:    81,185     87,486     78,856    686,219    719,724    846,260    886,066:   137,813     98,007
Old  :   984,073:    81,185     87,486     78,856    686,219    719,724    846,260    886,066:   137,813     98,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    43,060:      -646      2,125     23,412     20,136     20,241     42,902     45,779:       158     -2,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        8.9        8.0       69.7       73.1       86.0       90.0:      14.0       10.0
Old  :     100.0:       8.2        8.9        8.0       69.7       73.1       86.0       90.0:      14.0       10.0
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  :       567:       119        124        106        236        232        417        400:
Old  :       567:       119        124        106        236        232        417        400:
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  :                 16.6       17.1       23.6       25.7       13.3       13.5       18.8       19.9
Old  :                 16.6       17.1       23.6       25.7       13.3       13.5       18.8       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   394,749:    19,246     32,398     36,984    253,142    280,487    309,372    349,869:    85,377     44,880
Old  :   394,749:    19,246     32,398     36,984    253,142    280,487    309,372    349,869:    85,377     44,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    21,318:    -1,383      7,257      8,803     20,465      5,895     27,886     21,956:    -6,568       -638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        8.2        9.4       64.1       71.1       78.4       88.6:      21.6       11.4
Old  :     100.0:       4.9        8.2        9.4       64.1       71.1       78.4       88.6:      21.6       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        22         31         34         75         66        117        111:
Old  :       149:        22         31         34         75         66        117        111:
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  :                 19.1       21.4       28.4       33.9       17.3       20.0       26.4       32.5
Old  :                 19.1       21.4       28.4       33.9       17.3       20.0       26.4       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  : 2,946,619:   381,205    346,947    137,852  2,165,386  2,196,185  2,684,442  2,680,985:   262,177    265,635
Old  : 2,946,619:   381,205    346,947    137,852  2,165,386  2,196,185  2,684,442  2,680,985:   262,177    265,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :   108,710:    28,607       -737     48,119     -1,649     71,731     75,077    119,113:    33,633    -10,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       11.8        4.7       73.5       74.5       91.1       91.0:       8.9        9.0
Old  :     100.0:      12.9       11.8        4.7       73.5       74.5       91.1       91.0:       8.9        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       515:       108        110         89        210        214        371        360:
Old  :       515:       108        110         89        210        214        371        360:
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  :                 18.2       18.3       27.4       25.6       15.9       14.2       23.7       21.1
Old  :                 18.2       18.3       27.4       25.6       15.9       14.2       23.7       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    99,041:    15,904      7,889        354     72,181     88,256     88,439     96,499:    10,603      2,543
Old  :    99,041:    15,904      7,889        354     72,181     88,256     88,439     96,499:    10,603      2,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     1,515:     1,333      1,187       -468        508      1,512      1,373      2,231:       142       -716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        8.0        0.4       72.9       89.1       89.3       97.4:      10.7        2.6
Old  :     100.0:      16.1        8.0        0.4       72.9       89.1       89.3       97.4:      10.7        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        14          6          1         44         44         58         51:
Old  :        93:        14          6          1         44         44         58         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       37.0       55.9       57.5       37.7       37.0       52.0       57.5
Old  :                 40.1       37.0       55.9       57.5       37.7       37.0       52.0       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    91,724:    27,904      7,843      4,987     48,112     72,422     81,003     85,251:    10,721      6,473
Old  :    91,724:    27,904      7,843      4,987     48,112     72,422     81,003     85,251:    10,721      6,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    -3,394:    -1,166        -39     -1,151     -1,586     -3,046     -3,903     -4,237:       509        842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        8.6        5.4       52.5       79.0       88.3       92.9:      11.7        7.1
Old  :     100.0:      30.4        8.6        5.4       52.5       79.0       88.3       92.9:      11.7        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        79         35         16         83         84        169        129:
Old  :       251:        79         35         16         83         84        169        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       32.4       33.0       47.3       18.5       30.0       28.7       41.4
Old  :                 20.2       32.4       33.0       47.3       18.5       30.0       28.7       41.4
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 with Delta-adjusted Options and Futures Combined, February 1, 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  :    16,812:     3,872        819        256      8,809     12,524     12,937     13,599:     3,875      3,213
Old  :    16,812:     3,872        819        256      8,809     12,524     12,937     13,599:     3,875      3,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :      -386:    -1,790        436          0      1,196     -1,551       -594     -1,115:       209        730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        4.9        1.5       52.4       74.5       76.9       80.9:      23.1       19.1
Old  :     100.0:      23.0        4.9        1.5       52.4       74.5       76.9       80.9:      23.1       19.1
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  :        23:         3          3          1         12         10         16         13:
Old  :        23:         3          3          1         12         10         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       57.1       65.7       73.7       50.1       53.5       61.4       67.6
Old  :                 52.8       57.1       65.7       73.7       50.1       53.5       61.4       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   374,560:   138,581     53,538      5,235    196,513    299,489    340,330    358,263:    34,231     16,298
Old  :   374,560:   138,581     53,538      5,235    196,513    299,489    340,330    358,263:    34,231     16,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :   -15,043:    -3,920     -9,415      1,285    -13,908     -7,477    -16,544    -15,607:     1,500        563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       14.3        1.4       52.5       80.0       90.9       95.6:       9.1        4.4
Old  :     100.0:      37.0       14.3        1.4       52.5       80.0       90.9       95.6:       9.1        4.4
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  :       248:        79         34         13         80         81        163        124:
Old  :       248:        79         34         13         80         81        163        124:
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  :                 19.6       31.5       32.2       49.7       18.6       30.2       30.3       47.2
Old  :                 19.6       31.5       32.2       49.7       18.6       30.2       30.3       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   129,328:    71,105     11,328      3,550     18,921     98,042     93,576    112,920:    35,752     16,407
Old  :   129,328:    71,105     11,328      3,550     18,921     98,042     93,576    112,920:    35,752     16,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     8,526:    11,914     -3,341        952     -8,178     10,213      4,689      7,825:     3,837        702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.0        8.8        2.7       14.6       75.8       72.4       87.3:      27.6       12.7
Old  :     100.0:      55.0        8.8        2.7       14.6       75.8       72.4       87.3:      27.6       12.7
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  :        73:        30         16         14         17         20         53         44:
Old  :        73:        30         16         14         17         20         53         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       49.8       43.9       69.6       31.5       49.1       43.9       68.4
Old  :                 31.5       49.8       43.9       69.6       31.5       49.1       43.9       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    40,398:     8,202     11,332         12     21,234     10,405     29,448     21,749:    10,950     18,649
Old  :    40,398:     8,202     11,332         12     21,234     10,405     29,448     21,749:    10,950     18,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :      -389:      -195        571          0      1,804      1,334      1,609      1,905:    -1,998     -2,294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       28.1        0.0       52.6       25.8       72.9       53.8:      27.1       46.2
Old  :     100.0:      20.3       28.1        0.0       52.6       25.8       72.9       53.8:      27.1       46.2
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  :        61:        17         10          1         23         14         40         25:
Old  :        61:        17         10          1         23         14         40         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  :                 25.7       26.6       36.6       39.0       25.7       26.6       36.5       39.0
Old  :                 25.7       26.6       36.6       39.0       25.7       26.6       36.5       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    64,245:    13,105      7,663      1,473     34,371     23,788     48,949     32,924:    15,296     31,321
Old  :    64,245:    13,105      7,663      1,473     34,371     23,788     48,949     32,924:    15,296     31,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     6,532:       124        151        936      4,590       -749      5,650        338:       882      6,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       11.9        2.3       53.5       37.0       76.2       51.2:      23.8       48.8
Old  :     100.0:      20.4       11.9        2.3       53.5       37.0       76.2       51.2:      23.8       48.8
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  :        60:        19          7          3         20         18         41         27:
Old  :        60:        19          7          3         20         18         41         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  :                 31.9       29.3       45.6       39.1       30.1       28.6       43.7       37.6
Old  :                 31.9       29.3       45.6       39.1       30.1       28.6       43.7       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    28,493:     4,394        740        330     20,047     24,693     24,771     25,763:     3,722      2,730
Old  :    28,493:     4,394        740        330     20,047     24,693     24,771     25,763:     3,722      2,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :       354:      -402        209          0        817       -153        415         56:       -61        298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        2.6        1.2       70.4       86.7       86.9       90.4:      13.1        9.6
Old  :     100.0:      15.4        2.6        1.2       70.4       86.7       86.9       90.4:      13.1        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         7          3          1         19         25         26         29:
Old  :        45:         7          3          1         19         25         26         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       43.2       59.2       62.8       34.0       41.2       51.1       56.0
Old  :                 40.7       43.2       59.2       62.8       34.0       41.2       51.1       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE                                              Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI INDEX X $50)                                                         :
     :          :                                                                            :
All  :    34,150:     8,626      3,885         84     18,159     28,237     26,869     32,206:     7,281      1,944
Old  :    34,150:     8,626      3,885         84     18,159     28,237     26,869     32,206:     7,281      1,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    -4,075:    -1,678        129          0     -1,672     -4,564     -3,350     -4,435:      -725        360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       11.4        0.2       53.2       82.7       78.7       94.3:      21.3        5.7
Old  :     100.0:      25.3       11.4        0.2       53.2       82.7       78.7       94.3:      21.3        5.7
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  :        52:        16          5          1         18         20         35         25:
Old  :        52:        16          5          1         18         20         35         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  :                 40.0       49.4       54.6       68.2       38.1       49.4       52.6       68.2
Old  :                 40.0       49.4       54.6       68.2       38.1       49.4       52.6       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    14,827:     4,114      3,314          5      8,224     10,939     12,343     14,258:     2,484        569
Old  :    14,827:     4,114      3,314          5      8,224     10,939     12,343     14,258:     2,484        569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :       234:       327        338        -59        -24        -36        244        243:       -10         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       22.4        0.0       55.5       73.8       83.2       96.2:      16.8        3.8
Old  :     100.0:      27.7       22.4        0.0       55.5       73.8       83.2       96.2:      16.8        3.8
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  :        23:        12          3          1          6          4         18          8:
Old  :        23:        12          3          1          6          4         18          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       94.5       69.7       96.2       57.1       94.4       69.6       96.0
Old  :                 57.1       94.5       69.7       96.2       57.1       94.4       69.6       96.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 4, 2011