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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    56,204:     1,195      8,331     11,373     38,928     23,172     51,496     42,877:     4,708     13,328
Old  :    56,204:     1,195      8,331     11,373     38,928     23,172     51,496     42,877:     4,708     13,328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :    -4,760:      -114       -126     -1,228     -3,269     -2,053     -4,611     -3,407:      -149     -1,353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       14.8       20.2       69.3       41.2       91.6       76.3:       8.4       23.7
Old  :     100.0:       2.1       14.8       20.2       69.3       41.2       91.6       76.3:       8.4       23.7
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  :        71:         5         28         16         28         24         48         54:
Old  :        71:         5         28         16         28         24         48         54:
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  :                 46.2       19.4       60.2       32.6       41.8       14.8       52.8       23.8
Old  :                 46.2       19.4       60.2       32.6       41.8       14.8       52.8       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   157,299:    33,521     27,654     44,318     58,990     60,403    136,830    132,376:    20,469     24,923
Old  :   154,742:    33,051     27,807     43,465     58,345     59,316    134,862    130,588:    19,880     24,153
Other:     2,557:       905        282        418        645      1,087      1,968      1,787:       589        770
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :    -1,689:    -6,303     -1,572      2,710      1,050     -1,230     -2,543        -93:       855     -1,596
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       17.6       28.2       37.5       38.4       87.0       84.2:      13.0       15.8
Old  :     100.0:      21.4       18.0       28.1       37.7       38.3       87.2       84.4:      12.8       15.6
Other:     100.0:      35.4       11.0       16.4       25.2       42.5       77.0       69.9:      23.0       30.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        75         57         69         56         53        156        165:
Old  :       210:        73         60         69         56         53        156        165:
Other:        34:        12          5          8          8         12         21         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       18.8       30.1       27.2       16.8       16.2       27.1       23.7
Old  :                 19.6       18.7       30.4       27.2       17.1       16.3       27.3       23.7
Other:                 39.7       36.6       56.5       52.1       38.0       32.2       47.8       44.1
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   264,312:    53,652     45,159     69,865    115,948    106,381    239,465    221,406:    24,847     42,906
Old  :   264,312:    53,652     45,159     69,865    115,948    106,381    239,465    221,406:    24,847     42,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     2,385:     1,350      1,039        -68       -334      2,902        948      3,873:     1,437     -1,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       17.1       26.4       43.9       40.2       90.6       83.8:       9.4       16.2
Old  :     100.0:      20.3       17.1       26.4       43.9       40.2       90.6       83.8:       9.4       16.2
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  :       335:        74         82         98        107        143        239        283:
Old  :       335:        74         82         98        107        143        239        283:
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  :                 17.5       15.1       28.6       22.5       14.7       11.3       24.5       16.4
Old  :                 17.5       15.1       28.6       22.5       14.7       11.3       24.5       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,290:     2,107      3,763      1,958      3,414      1,419      7,479      7,140:     1,811      2,149
Old  :     9,290:     2,107      3,763      1,958      3,414      1,419      7,479      7,140:     1,811      2,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :       112:       -60        -87        233       -229        -37        -55        110:       167          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       40.5       21.1       36.7       15.3       80.5       76.9:      19.5       23.1
Old  :     100.0:      22.7       40.5       21.1       36.7       15.3       80.5       76.9:      19.5       23.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        18         24         14         23         15         49         49:
Old  :        72:        18         24         14         23         15         49         49:
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  :                 30.7       26.4       48.1       44.7       27.7       25.6       40.4       35.4
Old  :                 30.7       26.4       48.1       44.7       27.7       25.6       40.4       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    22,650:     5,462      5,916      3,049      8,947      4,144     17,457     13,109:     5,193      9,541
Old  :    22,650:     5,462      5,916      3,049      8,947      4,144     17,457     13,109:     5,193      9,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :      -627:      -390        -88       -625        171         65       -844       -649:       217         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       26.1       13.5       39.5       18.3       77.1       57.9:      22.9       42.1
Old  :     100.0:      24.1       26.1       13.5       39.5       18.3       77.1       57.9:      22.9       42.1
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  :        94:        17         25         25         32         25         70         62:
Old  :        94:        17         25         25         32         25         70         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       19.8       31.0       27.0       19.6       18.6       31.0       24.8
Old  :                 19.6       19.8       31.0       27.0       19.6       18.6       31.0       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    77,347:     9,570     22,196      4,680     35,075     29,980     49,326     56,856:    28,021     20,491
Old  :    77,347:     9,570     22,196      4,680     35,075     29,980     49,326     56,856:    28,021     20,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     2,925:     1,671       -519        390       -867      4,265      1,194      4,136:     1,731     -1,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       28.7        6.1       45.3       38.8       63.8       73.5:      36.2       26.5
Old  :     100.0:      12.4       28.7        6.1       45.3       38.8       63.8       73.5:      36.2       26.5
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  :        55:        13         21         14         10         19         30         47:
Old  :        55:        13         21         14         10         19         30         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       32.1       49.7       44.9       36.8       32.1       43.0       43.1
Old  :                 37.9       32.1       49.7       44.9       36.8       32.1       43.0       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    36,797:     3,950     13,899      5,623     12,916      5,668     22,489     25,190:    14,307     11,606
Old  :    36,797:     3,950     13,899      5,623     12,916      5,668     22,489     25,190:    14,307     11,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :       908:      -553        217        216       -567       -506       -903        -72:     1,811        981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       37.8       15.3       35.1       15.4       61.1       68.5:      38.9       31.5
Old  :     100.0:      10.7       37.8       15.3       35.1       15.4       61.1       68.5:      38.9       31.5
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  :        36:        11         14          7          7          8         21         26:
Old  :        36:        11         14          7          7          8         21         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       34.3       48.0       47.8       28.0       24.6       35.5       34.1
Old  :                 33.0       34.3       48.0       47.8       28.0       24.6       35.5       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    42,781:     6,678     16,388         95     34,577     20,734     41,350     37,217:     1,431      5,564
Old  :    42,781:     6,678     16,388         95     34,577     20,734     41,350     37,217:     1,431      5,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :    12,019:     1,187         -5         94     11,046     11,551     12,327     11,640:      -308        379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       38.3        0.2       80.8       48.5       96.7       87.0:       3.3       13.0
Old  :     100.0:      15.6       38.3        0.2       80.8       48.5       96.7       87.0:       3.3       13.0
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  :        61:        11         33          2          7         11         18         46:
Old  :        61:        11         33          2          7         11         18         46:
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  :                 87.9       37.3       92.2       54.3       87.9       37.3       92.0       54.3
Old  :                 87.9       37.3       92.2       54.3       87.9       37.3       92.0       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   103,557:    11,079     43,164     12,018     50,229     22,922     73,325     78,104:    30,231     25,452
Old  :   103,557:    11,079     43,164     12,018     50,229     22,922     73,325     78,104:    30,231     25,452
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :    -4,388:    -1,707     -4,783        -27     -3,442       -246     -5,177     -5,057:       789        669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       41.7       11.6       48.5       22.1       70.8       75.4:      29.2       24.6
Old  :     100.0:      10.7       41.7       11.6       48.5       22.1       70.8       75.4:      29.2       24.6
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  :        66:        16         32         15         14         13         37         53:
Old  :        66:        16         32         15         14         13         37         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       30.5       52.9       46.5       34.2       28.7       43.1       37.9
Old  :                 39.6       30.5       52.9       46.5       34.2       28.7       43.1       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   133,560:    63,967     14,297     11,150     32,990     88,356    108,108    113,803:    25,453     19,758
Old  :   133,560:    63,967     14,297     11,150     32,990     88,356    108,108    113,803:    25,453     19,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     2,215:     1,833        487        114        -63      1,648      1,885      2,250:       331        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.9       10.7        8.3       24.7       66.2       80.9       85.2:      19.1       14.8
Old  :     100.0:      47.9       10.7        8.3       24.7       66.2       80.9       85.2:      19.1       14.8
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  :        83:        32         25         18         20         18         63         50:
Old  :        83:        32         25         18         20         18         63         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       49.2       39.5       63.6       26.2       48.9       39.3       61.2
Old  :                 26.2       49.2       39.5       63.6       26.2       48.9       39.3       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   182,451:    33,722     44,561     26,073     81,109     75,852    140,904    146,486:    41,547     35,965
Old  :   182,451:    33,722     44,561     26,073     81,109     75,852    140,904    146,486:    41,547     35,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :    13,411:     3,243      4,467      2,018      5,665      6,707     10,926     13,192:     2,485        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       24.4       14.3       44.5       41.6       77.2       80.3:      22.8       19.7
Old  :     100.0:      18.5       24.4       14.3       44.5       41.6       77.2       80.3:      22.8       19.7
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  :       118:        41         40         32         26         27         83         83:
Old  :       118:        41         40         32         26         27         83         83:
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  :                 28.4       32.5       41.4       45.3       28.3       31.3       36.7       40.8
Old  :                 28.4       32.5       41.4       45.3       28.3       31.3       36.7       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,945:     1,638      7,616          0      7,879      2,802      9,517     10,418:     3,428      2,527
Old  :    12,945:     1,638      7,616          0      7,879      2,802      9,517     10,418:     3,428      2,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     2,163:      -164      1,517          0      1,611         -8      1,447      1,509:       716        654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       58.8        0.0       60.9       21.6       73.5       80.5:      26.5       19.5
Old  :     100.0:      12.7       58.8        0.0       60.9       21.6       73.5       80.5:      26.5       19.5
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  :        25:         1         10          0         10          5         11         15:
Old  :        25:         1         10          0         10          5         11         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       58.7       68.5       72.4       54.8       58.7       68.5       72.4
Old  :                 54.8       58.7       68.5       72.4       54.8       58.7       68.5       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :12,644,694:   609,020    364,336  4,376,743  6,754,546  7,156,288 11,740,309 11,897,367:   904,385    747,327
Old  :12,644,694:   609,020    364,336  4,376,743  6,754,546  7,156,288 11,740,309 11,897,367:   904,385    747,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :  -110,518:   -19,268    -32,109   -149,902     97,841     72,986    -71,329   -109,025:   -39,189     -1,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        2.9       34.6       53.4       56.6       92.8       94.1:       7.2        5.9
Old  :     100.0:       4.8        2.9       34.6       53.4       56.6       92.8       94.1:       7.2        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  :       228:        77         31        100        109        108        217        214:
Old  :       228:        77         31        100        109        108        217        214:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       28.8       40.4       43.8       16.9       16.2       20.0       20.9
Old  :                 26.9       28.8       40.4       43.8       16.9       16.2       20.0       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   704,050:    46,802     60,859     42,559    476,112    539,513    565,473    642,931:   138,576     61,118
Old  :   704,050:    46,802     60,859     42,559    476,112    539,513    565,473    642,931:   138,576     61,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :    37,699:     3,045      5,128      4,591     18,714     25,558     26,350     35,277:    11,349      2,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        8.6        6.0       67.6       76.6       80.3       91.3:      19.7        8.7
Old  :     100.0:       6.6        8.6        6.0       67.6       76.6       80.3       91.3:      19.7        8.7
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  :       171:        36         26         43         85         71        141        120:
Old  :       171:        36         26         43         85         71        141        120:
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  :                 16.5       20.8       26.8       36.1       15.8       19.9       24.9       33.9
Old  :                 16.5       20.8       26.8       36.1       15.8       19.9       24.9       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,830,000:   601,968    288,434     89,466  1,926,469  2,119,592  2,617,903  2,497,492:   212,097    332,508
Old  : 2,830,000:   601,968    288,434     89,466  1,926,469  2,119,592  2,617,903  2,497,492:   212,097    332,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :    76,839:    21,075     13,418      7,546     28,334    -23,445     56,955     -2,481:    19,884     79,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       10.2        3.2       68.1       74.9       92.5       88.3:       7.5       11.7
Old  :     100.0:      21.3       10.2        3.2       68.1       74.9       92.5       88.3:       7.5       11.7
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  :       398:        93         88         63        150        147        276        265:
Old  :       398:        93         88         63        150        147        276        265:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       23.0       30.3       34.1       17.7       21.3       29.3       31.9
Old  :                 18.1       23.0       30.3       34.1       17.7       21.3       29.3       31.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   111,263:    15,560     12,045        368     88,365     94,970    104,293    107,383:     6,970      3,880
Old  :   111,263:    15,560     12,045        368     88,365     94,970    104,293    107,383:     6,970      3,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     1,906:       -28       -487        368      1,703      2,081      2,043      1,962:      -137        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       10.8        0.3       79.4       85.4       93.7       96.5:       6.3        3.5
Old  :     100.0:      14.0       10.8        0.3       79.4       85.4       93.7       96.5:       6.3        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:         7          8          2         45         34         53         43:
Old  :        84:         7          8          2         45         34         53         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       57.3       55.5       69.1       30.8       57.3       52.1       68.2
Old  :                 34.2       57.3       55.5       69.1       30.8       57.3       52.1       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    26,242:     1,843      5,419          0     16,661     19,211     18,504     24,630:     7,739      1,612
Old  :    26,242:     1,843      5,419          0     16,661     19,211     18,504     24,630:     7,739      1,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :       425:       169      1,126          0        679        132        848      1,258:      -423       -833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       20.6        0.0       63.5       73.2       70.5       93.9:      29.5        6.1
Old  :     100.0:       7.0       20.6        0.0       63.5       73.2       70.5       93.9:      29.5        6.1
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  :        41:         4          7          0         14         24         18         31:
Old  :        41:         4          7          0         14         24         18         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       45.2       59.5       64.4       45.8       45.2       58.3       64.4
Old  :                 45.8       45.2       59.5       64.4       45.8       45.2       58.3       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   260,689:    45,267     50,255      3,671    197,343    168,310    246,282    222,236:    14,407     38,453
Old  :   260,689:    45,267     50,255      3,671    197,343    168,310    246,282    222,236:    14,407     38,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     8,942:     9,296      5,474        729      1,869      7,251     11,894     13,454:    -2,953     -4,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       19.3        1.4       75.7       64.6       94.5       85.2:       5.5       14.8
Old  :     100.0:      17.4       19.3        1.4       75.7       64.6       94.5       85.2:       5.5       14.8
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  :       175:        42         41         14         45         63         94        111:
Old  :       175:        42         41         14         45         63         94        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       21.7       56.5       31.7       40.5       20.3       53.5       30.2
Old  :                 42.7       21.7       56.5       31.7       40.5       20.3       53.5       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    55,463:    11,478     16,130      4,347     25,399     19,455     41,224     39,932:    14,239     15,531
Old  :    55,463:    11,478     16,130      4,347     25,399     19,455     41,224     39,932:    14,239     15,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     4,206:       -97      1,511       -164      3,731        641      3,470      1,988:       736      2,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       29.1        7.8       45.8       35.1       74.3       72.0:      25.7       28.0
Old  :     100.0:      20.7       29.1        7.8       45.8       35.1       74.3       72.0:      25.7       28.0
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  :        49:        16         16          5         11         14         29         33:
Old  :        49:        16         16          5         11         14         29         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       33.9       49.2       47.2       33.2       30.6       42.6       41.2
Old  :                 33.3       33.9       49.2       47.2       33.2       30.6       42.6       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    37,576:     6,487      9,754          0     25,365     22,513     31,852     32,267:     5,724      5,309
Old  :    37,576:     6,487      9,754          0     25,365     22,513     31,852     32,267:     5,724      5,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     1,948:       461        653        -10      1,194      1,452      1,645      2,095:       303       -147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       26.0        0.0       67.5       59.9       84.8       85.9:      15.2       14.1
Old  :     100.0:      17.3       26.0        0.0       67.5       59.9       84.8       85.9:      15.2       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         8         18          0         18         22         26         40:
Old  :        62:         8         18          0         18         22         26         40:
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  :                 45.7       34.3       60.3       48.3       45.3       34.3       58.8       48.3
Old  :                 45.7       34.3       60.3       48.3       45.3       34.3       58.8       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    47,696:    12,895     19,706        790     25,228     21,571     38,913     42,067:     8,783      5,629
Old  :    47,696:    12,895     19,706        790     25,228     21,571     38,913     42,067:     8,783      5,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     4,045:     2,173      1,679        311      1,021      1,793      3,505      3,783:       540        262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       41.3        1.7       52.9       45.2       81.6       88.2:      18.4       11.8
Old  :     100.0:      27.0       41.3        1.7       52.9       45.2       81.6       88.2:      18.4       11.8
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  :        64:        12         14          2         20         21         33         36:
Old  :        64:        12         14          2         20         21         33         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  :                 27.2       35.4       46.2       51.4       25.3       35.4       42.9       51.3
Old  :                 27.2       35.4       46.2       51.4       25.3       35.4       42.9       51.3
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, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    30,338:     4,214      8,212         94     24,281     19,770     28,589     28,076:     1,749      2,262
Old  :    30,338:     4,214      8,212         94     24,281     19,770     28,589     28,076:     1,749      2,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :      -194:      -883      1,120          8        734     -1,512       -141       -384:       -53        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       27.1        0.3       80.0       65.2       94.2       92.5:       5.8        7.5
Old  :     100.0:      13.9       27.1        0.3       80.0       65.2       94.2       92.5:       5.8        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         6          7          2         11         13         18         21:
Old  :        36:         6          7          2         11         13         18         21:
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  :                 73.8       54.2       84.4       75.0       72.5       54.2       83.1       74.9
Old  :                 73.8       54.2       84.4       75.0       72.5       54.2       83.1       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    14,538:     4,025      1,306         22      9,753     12,522     13,800     13,850:       738        688
Old  :    14,538:     4,025      1,306         22      9,753     12,522     13,800     13,850:       738        688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :       288:       257        526         22         47       -285        326        263:       -38         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        9.0        0.2       67.1       86.1       94.9       95.3:       5.1        4.7
Old  :     100.0:      27.7        9.0        0.2       67.1       86.1       94.9       95.3:       5.1        4.7
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  :        23:         9          7          1          6          3         15         11:
Old  :        23:         9          7          1          6          3         15         11:
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  :                 65.8       91.0       82.0       94.3       65.3       91.0       81.6       94.3
Old  :                 65.8       91.0       82.0       94.3       65.3       91.0       81.6       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 6, 2009