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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :     3,680:       255      1,141        113      2,688      2,032      3,056      3,286:       624        394
Old  :     3,680:       255      1,141        113      2,688      2,032      3,056      3,286:       624        394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :      -331:       -53        -24        112       -173       -250       -114       -162:      -217       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       31.0        3.1       73.0       55.2       83.1       89.3:      16.9       10.7
Old  :     100.0:       6.9       31.0        3.1       73.0       55.2       83.1       89.3:      16.9       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          5          2         11         11         14         16:
Old  :        24:         1          5          2         11         11         14         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  :                 51.8       59.4       71.1       73.5       51.8       53.2       66.0       65.7
Old  :                 51.8       59.4       71.1       73.5       51.8       53.2       66.0       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    53,589:     4,462      1,929     11,722     30,732     30,618     46,915     44,269:     6,674      9,320
Old  :    53,589:     4,462      1,929     11,722     30,732     30,618     46,915     44,269:     6,674      9,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    -9,747:    -2,538       -999     -2,323     -4,528     -5,284     -9,388     -8,605:      -358     -1,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        3.6       21.9       57.3       57.1       87.5       82.6:      12.5       17.4
Old  :     100.0:       8.3        3.6       21.9       57.3       57.1       87.5       82.6:      12.5       17.4
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  :        84:        27          8         23         39         39         72         64:
Old  :        84:        27          8         23         39         39         72         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  :                 36.2       34.8       48.0       47.4       35.9       32.9       43.5       42.6
Old  :                 36.2       34.8       48.0       47.4       35.9       32.9       43.5       42.6
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, April 5, 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  :   285,498:    73,271     13,291     84,166     98,567    148,024    256,004    245,480:    29,495     40,018
Old  :   247,677:    67,953     28,021     61,891     93,484    123,779    223,328    213,691:    24,350     33,986
Other:    37,821:    20,052          3      7,541      5,083     24,245     32,676     31,789:     5,145      6,032
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    14,757:     4,986        762      8,163      2,554      5,133     15,702     14,058:      -946        699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        4.7       29.5       34.5       51.8       89.7       86.0:      10.3       14.0
Old  :     100.0:      27.4       11.3       25.0       37.7       50.0       90.2       86.3:       9.8       13.7
Other:     100.0:      53.0        0.0       19.9       13.4       64.1       86.4       84.1:      13.6       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:       117         52        113         62         75        239        196:
Old  :       271:       106         65        110         54         73        228        194:
Other:       118:        49          2         21         36         50         92         71:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       25.1       27.1       33.9       16.9       24.1       26.8       30.6
Old  :                 19.5       25.6       29.7       33.5       19.4       24.8       29.6       31.7
Other:                 27.4       30.0       41.7       43.9       27.4       28.3       38.2       39.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   480,576:   123,695     23,019    147,522    175,444    224,967    446,661    395,508:    33,915     85,068
Old  :   480,576:   123,695     23,019    147,522    175,444    224,967    446,661    395,508:    33,915     85,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    -9,466:     9,169      1,894    -20,447      1,487      8,858     -9,791     -9,695:       325        230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        4.8       30.7       36.5       46.8       92.9       82.3:       7.1       17.7
Old  :     100.0:      25.7        4.8       30.7       36.5       46.8       92.9       82.3:       7.1       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       150         76        144        110        190        345        348:
Old  :       453:       150         76        144        110        190        345        348:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       15.5       27.4       22.2       17.6       13.9       26.7       18.0
Old  :                 18.0       15.5       27.4       22.2       17.6       13.9       26.7       18.0
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, April 5, 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  :    10,424:     4,705      2,159      1,041      2,847      5,342      8,593      8,542:     1,831      1,882
Old  :    10,424:     4,705      2,159      1,041      2,847      5,342      8,593      8,542:     1,831      1,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :       411:       235        607          4         52       -421        291        190:       120        221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.1       20.7       10.0       27.3       51.2       82.4       81.9:      17.6       18.1
Old  :     100.0:      45.1       20.7       10.0       27.3       51.2       82.4       81.9:      17.6       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        34         18         21         19         29         61         65:
Old  :        93:        34         18         21         19         29         61         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       28.4       51.4       40.6       35.2       28.4       50.5       40.5
Old  :                 35.2       28.4       51.4       40.6       35.2       28.4       50.5       40.5
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, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    48,352:    20,853      1,756      8,400     12,130     13,189     41,383     23,346:     6,969     25,006
Old  :    48,352:    20,853      1,756      8,400     12,130     13,189     41,383     23,346:     6,969     25,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    -1,598:     1,150        453     -2,488        335       -247     -1,003     -2,282:      -594        684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1        3.6       17.4       25.1       27.3       85.6       48.3:      14.4       51.7
Old  :     100.0:      43.1        3.6       17.4       25.1       27.3       85.6       48.3:      14.4       51.7
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  :       181:        58         22         39         50         73        125        126:
Old  :       181:        58         22         39         50         73        125        126:
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  :                 17.6       10.4       29.8       15.4       17.3        7.8       28.4       10.3
Old  :                 17.6       10.4       29.8       15.4       17.3        7.8       28.4       10.3
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, April 5, 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  :    90,166:    13,655          0        133     74,097     88,144     87,885     88,277:     2,281      1,889
Old  :    90,166:    13,655          0        133     74,097     88,144     87,885     88,277:     2,281      1,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     2,011:       492          0        124       -240        312        376        436:     1,635      1,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        0.0        0.1       82.2       97.8       97.5       97.9:       2.5        2.1
Old  :     100.0:      15.1        0.0        0.1       82.2       97.8       97.5       97.9:       2.5        2.1
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  :        25:         9          0          2         13         15         22         17:
Old  :        25:         9          0          2         13         15         22         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.3       66.9       92.0       87.7       44.9       37.8       50.4       49.5
Old  :                 81.3       66.9       92.0       87.7       44.9       37.8       50.4       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   152,166:    66,337      4,279      6,347     25,511    120,542     98,195    131,168:    53,972     20,998
Old  :   152,166:    66,337      4,279      6,347     25,511    120,542     98,195    131,168:    53,972     20,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    22,542:    13,455      2,022      2,608        687     14,673     16,749     19,303:     5,793      3,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6        2.8        4.2       16.8       79.2       64.5       86.2:      35.5       13.8
Old  :     100.0:      43.6        2.8        4.2       16.8       79.2       64.5       86.2:      35.5       13.8
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  :        89:        46          8         14         22         28         73         45:
Old  :        89:        46          8         14         22         28         73         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       54.2       27.8       68.6       18.7       52.9       27.1       67.3
Old  :                 18.8       54.2       27.8       68.6       18.7       52.9       27.1       67.3
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, April 5, 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  :    63,165:    21,458     10,167      1,515     13,845     41,950     36,817     53,631:    26,348      9,534
Old  :    63,165:    21,458     10,167      1,515     13,845     41,950     36,817     53,631:    26,348      9,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     3,478:    -2,597      5,651        -35      6,182     -1,480      3,549      4,136:       -72       -658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       16.1        2.4       21.9       66.4       58.3       84.9:      41.7       15.1
Old  :     100.0:      34.0       16.1        2.4       21.9       66.4       58.3       84.9:      41.7       15.1
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  :        40:        12         13          7         10         12         27         27:
Old  :        40:        12         13          7         10         12         27         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  :                 28.8       53.0       40.9       70.9       28.8       52.9       40.9       68.8
Old  :                 28.8       53.0       40.9       70.9       28.8       52.9       40.9       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   158,825:   126,414      7,352          8     23,925    149,905    150,347    157,265:     8,478      1,560
Old  :   158,825:   126,414      7,352          8     23,925    149,905    150,347    157,265:     8,478      1,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    29,464:    34,726      3,739       -219     -5,335     25,986     29,172     29,506:       292        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.6        4.6        0.0       15.1       94.4       94.7       99.0:       5.3        1.0
Old  :     100.0:      79.6        4.6        0.0       15.1       94.4       94.7       99.0:       5.3        1.0
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  :       123:        81          9          1         11         24         92         34:
Old  :       123:        81          9          1         11         24         92         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       65.3       53.8       80.5       37.0       65.1       53.8       80.4
Old  :                 37.0       65.3       53.8       80.5       37.0       65.1       53.8       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   122,050:    53,313     22,269      5,340     29,203     72,504     87,856    100,113:    34,195     21,937
Old  :   122,050:    53,313     22,269      5,340     29,203     72,504     87,856    100,113:    34,195     21,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     7,566:    23,123     -4,355     -1,200    -18,350     12,800      3,572      7,245:     3,994        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7       18.2        4.4       23.9       59.4       72.0       82.0:      28.0       18.0
Old  :     100.0:      43.7       18.2        4.4       23.9       59.4       72.0       82.0:      28.0       18.0
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  :       101:        33         28         15         26         31         69         64:
Old  :       101:        33         28         15         26         31         69         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  :                 26.8       32.5       36.1       43.7       26.8       31.1       35.8       42.3
Old  :                 26.8       32.5       36.1       43.7       26.8       31.1       35.8       42.3
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, April 5, 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  :   153,322:    18,145     63,540     17,227     91,812     27,722    127,184    108,488:    26,139     44,834
Old  :   153,322:    18,145     63,540     17,227     91,812     27,722    127,184    108,488:    26,139     44,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    32,191:   -20,022     32,388      6,187     51,348    -17,109     37,513     21,467:    -5,322     10,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       41.4       11.2       59.9       18.1       83.0       70.8:      17.0       29.2
Old  :     100.0:      11.8       41.4       11.2       59.9       18.1       83.0       70.8:      17.0       29.2
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  :       111:        31         42         26         32         21         74         78:
Old  :       111:        31         42         26         32         21         74         78:
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  :                 26.0       18.3       39.7       28.9       25.1       17.8       36.2       28.0
Old  :                 26.0       18.3       39.7       28.9       25.1       17.8       36.2       28.0
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, April 5, 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  :   284,507:    97,005     34,318     33,711     84,288    159,940    215,003    227,968:    69,504     56,539
Old  :   284,507:    97,005     34,318     33,711     84,288    159,940    215,003    227,968:    69,504     56,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    21,028:     5,639      4,163        186     10,731     11,975     16,556     16,323:     4,472      4,705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       12.1       11.8       29.6       56.2       75.6       80.1:      24.4       19.9
Old  :     100.0:      34.1       12.1       11.8       29.6       56.2       75.6       80.1:      24.4       19.9
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  :       193:        65         55         57         45         54        138        138:
Old  :       193:        65         55         57         45         54        138        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  :                 20.2       26.0       28.0       36.2       19.8       25.8       27.4       35.8
Old  :                 20.2       26.0       28.0       36.2       19.8       25.8       27.4       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    37,456:    32,067     26,202          0      4,056     11,117     36,123     37,319:     1,333        137
Old  :    37,456:    32,067     26,202          0      4,056     11,117     36,123     37,319:     1,333        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.6       70.0        0.0       10.8       29.7       96.4       99.6:       3.6        0.4
Old  :     100.0:      85.6       70.0        0.0       10.8       29.7       96.4       99.6:       3.6        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          2          0          2          7         12          9:
Old  :        20:        10          2          0          2          7         12          9:
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  :                 92.0       90.6       95.5       99.2       92.0       90.6       95.5       99.2
Old  :                 92.0       90.6       95.5       99.2       92.0       90.6       95.5       99.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    16,197:    10,129      7,434          3      2,772      7,022     12,904     14,459:     3,293      1,738
Old  :    16,197:    10,129      7,434          3      2,772      7,022     12,904     14,459:     3,293      1,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     2,796:     3,531      1,075       -213     -1,584      2,255      1,734      3,117:     1,062       -321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.5       45.9        0.0       17.1       43.4       79.7       89.3:      20.3       10.7
Old  :     100.0:      62.5       45.9        0.0       17.1       43.4       79.7       89.3:      20.3       10.7
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  :        37:        14          9          1          5         10         19         20:
Old  :        37:        14          9          1          5         10         19         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  :                 51.0       54.3       65.8       71.4       51.0       54.3       65.8       71.2
Old  :                 51.0       54.3       65.8       71.4       51.0       54.3       65.8       71.2
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, April 5, 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  :14,529,717:   854,996    381,467  4,401,113  8,359,653  8,674,242 13,615,762 13,456,822:   913,954  1,072,895
Old  :14,529,717:   854,996    381,467  4,401,113  8,359,653  8,674,242 13,615,762 13,456,822:   913,954  1,072,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :   574,533:    59,101    -46,846    145,009    345,269    443,446    549,379    541,609:    25,154     32,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        2.6       30.3       57.5       59.7       93.7       92.6:       6.3        7.4
Old  :     100.0:       5.9        2.6       30.3       57.5       59.7       93.7       92.6:       6.3        7.4
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  :       297:        62         58        107        153        164        276        277:
Old  :       297:        62         58        107        153        164        276        277:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       20.7       40.5       32.9       23.5       12.7       26.6       19.0
Old  :                 29.9       20.7       40.5       32.9       23.5       12.7       26.6       19.0
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, April 5, 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  :   968,350:    80,316     92,695     70,274    648,650    675,124    799,240    838,093:   169,110    130,257
Old  :   968,350:    80,316     92,695     70,274    648,650    675,124    799,240    838,093:   169,110    130,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    16,404:     9,492     -4,424     -2,834       -292     20,919      6,367     13,661:    10,038      2,744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        9.6        7.3       67.0       69.7       82.5       86.5:      17.5       13.5
Old  :     100.0:       8.3        9.6        7.3       67.0       69.7       82.5       86.5:      17.5       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       576:       111        132         98        236        236        402        412:
Old  :       576:       111        132         98        236        236        402        412:
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       13.4       23.8       20.2       13.2       12.7       19.1       18.8
Old  :                 16.6       13.4       23.8       20.2       13.2       12.7       19.1       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   389,425:    15,369     27,643     35,162    221,569    272,128    272,100    334,933:   117,325     54,492
Old  :   389,425:    15,369     27,643     35,162    221,569    272,128    272,100    334,933:   117,325     54,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     8,112:       469     -8,377     -1,050      3,495     17,478      2,913      8,051:     5,198         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        7.1        9.0       56.9       69.9       69.9       86.0:      30.1       14.0
Old  :     100.0:       3.9        7.1        9.0       56.9       69.9       69.9       86.0:      30.1       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        21         26         35         73         66        113        108:
Old  :       141:        21         26         35         73         66        113        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       23.3       25.9       35.4       16.9       22.7       24.1       33.4
Old  :                 18.4       23.3       25.9       35.4       16.9       22.7       24.1       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  : 2,894,627:   364,711    365,235    135,586  2,135,404  2,014,978  2,635,702  2,515,800:   258,925    378,827
Old  : 2,894,627:   364,711    365,235    135,586  2,135,404  2,014,978  2,635,702  2,515,800:   258,925    378,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    41,464:    17,273     -8,082     18,926    -18,933     17,204     17,266     28,049:    24,198     13,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       12.6        4.7       73.8       69.6       91.1       86.9:       8.9       13.1
Old  :     100.0:      12.6       12.6        4.7       73.8       69.6       91.1       86.9:       8.9       13.1
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  :       522:       103        118         81        207        217        353        373:
Old  :       522:       103        118         81        207        217        353        373:
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  :                 20.8       11.2       30.1       18.9       17.7       11.2       26.1       18.4
Old  :                 20.8       11.2       30.1       18.9       17.7       11.2       26.1       18.4
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, April 5, 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  :   112,255:    15,215      8,577          0     87,681    100,984    102,896    109,561:     9,359      2,694
Old  :   112,255:    15,215      8,577          0     87,681    100,984    102,896    109,561:     9,359      2,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     1,995:       715        855          0        856      1,089      1,571      1,944:       423         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        7.6        0.0       78.1       90.0       91.7       97.6:       8.3        2.4
Old  :     100.0:      13.6        7.6        0.0       78.1       90.0       91.7       97.6:       8.3        2.4
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  :       100:        13          8          0         53         40         66         48:
Old  :       100:        13          8          0         53         40         66         48:
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  :                 41.1       42.3       55.7       57.8       39.4       42.3       53.8       57.8
Old  :                 41.1       42.3       55.7       57.8       39.4       42.3       53.8       57.8
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, April 5, 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  :    91,616:    25,110      9,506      7,760     49,009     70,414     81,879     87,680:     9,738      3,936
Old  :    91,616:    25,110      9,506      7,760     49,009     70,414     81,879     87,680:     9,738      3,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    16,026:     5,783       -448      4,016      5,565     13,529     15,365     17,098:       661     -1,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       10.4        8.5       53.5       76.9       89.4       95.7:      10.6        4.3
Old  :     100.0:      27.4       10.4        8.5       53.5       76.9       89.4       95.7:      10.6        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        65         38         23         84         88        157        141:
Old  :       240:        65         38         23         84         88        157        141:
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  :                 25.4       25.8       38.3       41.8       21.9       25.3       32.1       38.4
Old  :                 25.4       25.8       38.3       41.8       21.9       25.3       32.1       38.4
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, April 5, 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  :    17,993:     6,977        611          0      7,221     16,129     14,198     16,740:     3,795      1,253
Old  :    17,993:     6,977        611          0      7,221     16,129     14,198     16,740:     3,795      1,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     6,752:     3,926       -513          0      2,914      7,769      6,840      7,256:       -88       -505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        3.4        0.0       40.1       89.6       78.9       93.0:      21.1        7.0
Old  :     100.0:      38.8        3.4        0.0       40.1       89.6       78.9       93.0:      21.1        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  :        27:         3          2          0         10         14         13         16:
Old  :        27:         3          2          0         10         14         13         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  :                 55.5       58.7       72.3       79.3       55.5       58.7       72.3       79.3
Old  :                 55.5       58.7       72.3       79.3       55.5       58.7       72.3       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   368,114:   124,053     77,863      5,411    208,939    271,422    338,403    354,697:    29,711     13,417
Old  :   368,114:   124,053     77,863      5,411    208,939    271,422    338,403    354,697:    29,711     13,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    46,370:    29,554     20,593       -186     13,256     28,799     42,625     49,207:     3,745     -2,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       21.2        1.5       56.8       73.7       91.9       96.4:       8.1        3.6
Old  :     100.0:      33.7       21.2        1.5       56.8       73.7       91.9       96.4:       8.1        3.6
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  :       237:        62         40         20         80         84        150        136:
Old  :       237:        62         40         20         80         84        150        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       27.6       41.9       43.1       26.4       27.6       40.4       43.1
Old  :                 27.7       27.6       41.9       43.1       26.4       27.6       40.4       43.1
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, April 5, 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  :   156,537:   100,332      8,814      3,833     16,425    125,726    120,591    138,373:    35,946     18,164
Old  :   156,537:   100,332      8,814      3,833     16,425    125,726    120,591    138,373:    35,946     18,164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     8,274:     7,763      1,991        304       -331      5,427      7,736      7,721:       538        553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.1        5.6        2.4       10.5       80.3       77.0       88.4:      23.0       11.6
Old  :     100.0:      64.1        5.6        2.4       10.5       80.3       77.0       88.4:      23.0       11.6
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  :        81:        41         15         12         15         20         61         42:
Old  :        81:        41         15         12         15         20         61         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       53.9       46.9       69.4       31.5       53.3       46.9       68.7
Old  :                 31.5       53.9       46.9       69.4       31.5       53.3       46.9       68.7
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, April 5, 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  :    57,183:    21,520      8,140         12     28,322     30,781     49,854     38,933:     7,329     18,250
Old  :    57,183:    21,520      8,140         12     28,322     30,781     49,854     38,933:     7,329     18,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :       458:     1,325      2,221          0       -604     -1,925        721        296:      -263        162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       14.2        0.0       49.5       53.8       87.2       68.1:      12.8       31.9
Old  :     100.0:      37.6       14.2        0.0       49.5       53.8       87.2       68.1:      12.8       31.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        20         13          1         20         22         40         36:
Old  :        70:        20         13          1         20         22         40         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       36.9       58.8       46.6       35.8       26.6       48.8       35.6
Old  :                 41.8       36.9       58.8       46.6       35.8       26.6       48.8       35.6
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, April 5, 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  :    64,219:    11,647     17,241      1,229     44,945     40,071     57,821     58,541:     6,398      5,678
Old  :    64,219:    11,647     17,241      1,229     44,945     40,071     57,821     58,541:     6,398      5,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    -2,659:     2,118     -1,485        477      4,226     -1,643      6,821     -2,651:    -9,480         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       26.8        1.9       70.0       62.4       90.0       91.2:      10.0        8.8
Old  :     100.0:      18.1       26.8        1.9       70.0       62.4       90.0       91.2:      10.0        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        20         14          5         26         24         50         39:
Old  :        77:        20         14          5         26         24         50         39:
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       36.7       46.6       55.9       24.4       31.4       35.1       45.3
Old  :                 31.5       36.7       46.6       55.9       24.4       31.4       35.1       45.3
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, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    31,640:     3,425      1,913        280     23,530     27,596     27,235     29,789:     4,405      1,851
Old  :    31,640:     3,425      1,913        280     23,530     27,596     27,235     29,789:     4,405      1,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :      -201:       798       -278        -30     -1,086        135       -318       -173:       117        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        6.0        0.9       74.4       87.2       86.1       94.1:      13.9        5.9
Old  :     100.0:      10.8        6.0        0.9       74.4       87.2       86.1       94.1:      13.9        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         5          5          1         22         24         27         30:
Old  :        48:         5          5          1         22         24         27         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       43.6       60.9       65.5       40.2       39.7       50.8       56.6
Old  :                 46.4       43.6       60.9       65.5       40.2       39.7       50.8       56.6
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, April 5, 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  :    38,042:    12,047      2,626         94     19,240     32,193     31,381     34,913:     6,661      3,129
Old  :    38,042:    12,047      2,626         94     19,240     32,193     31,381     34,913:     6,661      3,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     2,506:     1,394        168        -29        267      1,541      1,632      1,680:       874        826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        6.9        0.2       50.6       84.6       82.5       91.8:      17.5        8.2
Old  :     100.0:      31.7        6.9        0.2       50.6       84.6       82.5       91.8:      17.5        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        17          8          3         24         20         42         30:
Old  :        62:        17          8          3         24         20         42         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       53.6       49.7       71.6       35.0       51.3       48.6       69.3
Old  :                 36.1       53.6       49.7       71.6       35.0       51.3       48.6       69.3
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, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    13,417:     6,888      2,807         12      4,523     10,267     11,423     13,086:     1,994        331
Old  :    13,417:     6,888      2,807         12      4,523     10,267     11,423     13,086:     1,994        331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :        45:     2,860         18          0     -2,017         49        843         67:      -798        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.3       20.9        0.1       33.7       76.5       85.1       97.5:      14.9        2.5
Old  :     100.0:      51.3       20.9        0.1       33.7       76.5       85.1       97.5:      14.9        2.5
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  :        22:        12          3          1          7          3         20          6:
Old  :        22:        12          3          1          7          3         20          6:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       97.5       64.9       97.5       47.4       97.4       64.9       97.4
Old  :                 47.4       97.5       64.9       97.5       47.4       97.4       64.9       97.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 8, 2011