Commitments of Traders by Market and Exchange
Futures Only, 2011

1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
AECO FIN BASIS - ICE OTC
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
CBT ETHANOL - CHICAGO BOARD OF TRADE
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE
CHICAGO FIN BASIS - ICE OTC
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
CME MILK IV - CHICAGO MERCANTILE EXCHANGE
COCOA - ICE FUTURES U.S.
COFFEE C - ICE FUTURES U.S.
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
CORN - CHICAGO BOARD OF TRADE
COTTON NO. 2 - ICE FUTURES U.S.
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
DJIA Consolidated - CHICAGO BOARD OF TRADE
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE
EURO FX - CHICAGO MERCANTILE EXCHANGE
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE
GOLD - COMMODITY EXCHANGE INC.
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
HSC FIN BASIS - ICE OTC
IN DELIVERY MONTH EUA - GREEN EXCHANGE
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC
MID-C FINANCIAL PEAK OTC - ICE OTC
MILK, Class III - CHICAGO MERCANTILE EXCHANGE
MINI CORN - CHICAGO BOARD OF TRADE
MINI SOYBEANS - CHICAGO BOARD OF TRADE
MSCI EAFE MINI INDEX - NYSE LIFFE
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
NATURAL GAS ICE HENRY HUB - ICE OTC
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
NWP ROCKIES FIN BASIS - ICE OTC
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
OATS - CHICAGO BOARD OF TRADE
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
PG&E CITYGATE FIN BASIS - ICE OTC
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
PJM WH OFF PEAK REAL TIME OTC - ICE OTC
PJM WH REAL TIME PEAK OTC - ICE OTC
PLATINUM - NEW YORK MERCANTILE EXCHANGE
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE
ROUGH RICE - CHICAGO BOARD OF TRADE
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE
SILVER - COMMODITY EXCHANGE INC.
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE
SOCAL BORDER FIN BASIS - ICE OTC
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
SOYBEAN OIL - CHICAGO BOARD OF TRADE
SOYBEANS - CHICAGO BOARD OF TRADE
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC
SUGAR NO. 11 - ICE FUTURES U.S.
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
U.S. DOLLAR INDEX - ICE FUTURES U.S.
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE
VIX FUTURES - CBOE FUTURES EXCHANGE
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
WAHA FIN BASIS - ICE OTC
WHEAT - CHICAGO BOARD OF TRADE
WHEAT - KANSAS CITY BOARD OF TRADE
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE
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