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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2009                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     4,431:         0          0          0      3,946      3,954      3,946      3,954:       485        477
Old  :     4,431:         0          0          0      3,946      3,954      3,946      3,954:       485        477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :        48:         0          0          0         52          3         52          3:        -4         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       89.1       89.2       89.1       89.2:      10.9       10.8
Old  :     100.0:       0.0        0.0        0.0       89.1       89.2       89.1       89.2:      10.9       10.8
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  :        21:         0          0          0         16         12         16         12:
Old  :        21:         0          0          0         16         12         16         12:
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  :                 64.7       72.5       79.0       86.4       62.9       72.1       77.1       83.8
Old  :                 64.7       72.5       79.0       86.4       62.9       72.1       77.1       83.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :    40,740:       896      5,406      8,430     24,967     19,593     34,293     33,429:     6,447      7,311
Old  :    40,740:       896      5,406      8,430     24,967     19,593     34,293     33,429:     6,447      7,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :       837:        70        175         43        543        263        656        481:       181        356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       13.3       20.7       61.3       48.1       84.2       82.1:      15.8       17.9
Old  :     100.0:       2.2       13.3       20.7       61.3       48.1       84.2       82.1:      15.8       17.9
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  :        67:        11         17         19         33         25         56         50:
Old  :        67:        11         17         19         33         25         56         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       26.4       50.1       39.8       32.6       25.6       43.2       36.8
Old  :                 35.8       26.4       50.1       39.8       32.6       25.6       43.2       36.8
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, August 18, 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  :   161,839:    31,283     41,405     40,124     67,929     50,946    139,335    132,474:    22,503     29,364
Old  :    63,506:    16,947     30,711      5,962     34,186     12,999     57,095     49,672:     6,411     13,834
Other:    98,332:    23,223     19,582     25,274     33,743     37,946     82,240     82,802:    16,092     15,530
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    -2,507:     2,955      3,875     -2,848     -1,386     -2,073     -1,279     -1,046:    -1,228     -1,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       25.6       24.8       42.0       31.5       86.1       81.9:      13.9       18.1
Old  :     100.0:      26.7       48.4        9.4       53.8       20.5       89.9       78.2:      10.1       21.8
Other:     100.0:      23.6       19.9       25.7       34.3       38.6       83.6       84.2:      16.4       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        82         64         76         47         44        170        154:
Old  :       184:        47         83         25         31         36         95        127:
Other:       166:        83         29         51         37         41        136        105:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       17.0       32.8       26.6       20.0       15.0       31.9       23.3
Old  :                 38.4       15.6       50.9       23.9       38.4       15.2       50.9       22.3
Other:                 22.5       23.8       32.7       36.4       21.3       22.7       27.3       32.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :   277,194:    81,210     48,849     57,698    115,293    119,915    254,202    226,462:    22,992     50,733
Old  :   277,194:    81,210     48,849     57,698    115,293    119,915    254,202    226,462:    22,992     50,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :     6,634:     4,369      5,497        923        580       -414      5,872      6,006:       762        629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       17.6       20.8       41.6       43.3       91.7       81.7:       8.3       18.3
Old  :     100.0:      29.3       17.6       20.8       41.6       43.3       91.7       81.7:       8.3       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:        95         75         89        101        143        240        273:
Old  :       341:        95         75         89        101        143        240        273:
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  :                 22.1       14.4       33.6       21.3       21.7       11.7       31.9       17.7
Old  :                 22.1       14.4       33.6       21.3       21.7       11.7       31.9       17.7
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, August 18, 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  :     9,392:     3,464      2,415      1,014      2,948      4,242      7,426      7,671:     1,966      1,721
Old  :     9,392:     3,464      2,415      1,014      2,948      4,242      7,426      7,671:     1,966      1,721
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :        76:       251        -12        -32       -220       -145         -1       -190:        77        266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       25.7       10.8       31.4       45.2       79.1       81.7:      20.9       18.3
Old  :     100.0:      36.9       25.7       10.8       31.4       45.2       79.1       81.7:      20.9       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        26         18         12         15         22         48         49:
Old  :        74:        26         18         12         15         22         48         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  :                 31.1       28.0       47.1       42.4       31.1       28.0       45.9       42.1
Old  :                 31.1       28.0       47.1       42.4       31.1       28.0       45.9       42.1
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, August 18, 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  :    26,504:     7,917      3,534      5,184      7,047      6,686     20,147     15,404:     6,357     11,100
Old  :    26,504:     7,917      3,534      5,184      7,047      6,686     20,147     15,404:     6,357     11,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :       615:      -928      1,241        205        813       -751         90        695:       524        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       13.3       19.6       26.6       25.2       76.0       58.1:      24.0       41.9
Old  :     100.0:      29.9       13.3       19.6       26.6       25.2       76.0       58.1:      24.0       41.9
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  :       116:        31         24         27         37         48         81         89:
Old  :       116:        31         24         27         37         48         81         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       17.4       29.8       24.1       15.9       12.6       24.4       17.8
Old  :                 20.2       17.4       29.8       24.1       15.9       12.6       24.4       17.8
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, August 18, 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  :   108,888:    48,101      9,843      8,824     14,467     71,937     71,392     90,605:    37,496     18,284
Old  :   108,888:    48,101      9,843      8,824     14,467     71,937     71,392     90,605:    37,496     18,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :       544:       991     -3,140      1,618     -1,031      3,330      1,578      1,808:    -1,034     -1,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2        9.0        8.1       13.3       66.1       65.6       83.2:      34.4       16.8
Old  :     100.0:      44.2        9.0        8.1       13.3       66.1       65.6       83.2:      34.4       16.8
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  :        62:        24         12         12         17         18         48         35:
Old  :        62:        24         12         12         17         18         48         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       42.4       38.4       63.3       28.8       42.3       36.4       59.4
Old  :                 28.8       42.4       38.4       63.3       28.8       42.3       36.4       59.4
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, August 18, 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  :    33,396:    12,121      5,182      1,568      5,838     18,596     19,527     25,346:    13,869      8,050
Old  :    33,396:    12,121      5,182      1,568      5,838     18,596     19,527     25,346:    13,869      8,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    -2,560:     1,159     -5,721        -42     -3,405      2,588     -2,288     -3,174:      -272        614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       15.5        4.7       17.5       55.7       58.5       75.9:      41.5       24.1
Old  :     100.0:      36.3       15.5        4.7       17.5       55.7       58.5       75.9:      41.5       24.1
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  :        33:        10         10          4          6         12         20         22:
Old  :        33:        10         10          4          6         12         20         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       44.8       39.7       59.3       24.2       43.2       36.7       57.3
Old  :                 24.2       44.8       39.7       59.3       24.2       43.2       36.7       57.3
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, August 18, 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  :    89,816:    72,367      7,954        100     12,168     78,587     84,635     86,641:     5,181      3,175
Old  :    89,816:    72,367      7,954        100     12,168     78,587     84,635     86,641:     5,181      3,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    12,043:    15,101       -850       -156       -171     15,296     14,774     14,290:    -2,731     -2,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.6        8.9        0.1       13.5       87.5       94.2       96.5:       5.8        3.5
Old  :     100.0:      80.6        8.9        0.1       13.5       87.5       94.2       96.5:       5.8        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  :        80:        39         13          2         13         19         52         34:
Old  :        80:        39         13          2         13         19         52         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       59.5       76.4       79.2       64.3       59.3       76.4       78.2
Old  :                 64.3       59.5       76.4       79.2       64.3       59.3       76.4       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :   103,167:    27,479     27,565      4,203     53,147     46,998     84,829     78,766:    18,338     24,401
Old  :   103,167:    27,479     27,565      4,203     53,147     46,998     84,829     78,766:    18,338     24,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :     1,013:     2,405       -641        469      1,665     -2,112      4,540     -2,285:    -3,527      3,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       26.7        4.1       51.5       45.6       82.2       76.3:      17.8       23.7
Old  :     100.0:      26.6       26.7        4.1       51.5       45.6       82.2       76.3:      17.8       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  :        67:        24         17          8         15         17         40         41:
Old  :        67:        24         17          8         15         17         40         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       41.3       58.5       52.5       44.0       40.9       56.0       51.8
Old  :                 44.3       41.3       58.5       52.5       44.0       40.9       56.0       51.8
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, August 18, 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  :    80,987:    25,209     21,816      5,047     30,980     32,973     61,237     59,836:    19,751     21,151
Old  :    80,987:    25,209     21,816      5,047     30,980     32,973     61,237     59,836:    19,751     21,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :     1,887:     1,090       -779        512       -593      5,597      1,009      5,330:       878     -3,443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       26.9        6.2       38.3       40.7       75.6       73.9:      24.4       26.1
Old  :     100.0:      31.1       26.9        6.2       38.3       40.7       75.6       73.9:      24.4       26.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        18         28         14         20         22         48         54:
Old  :        77:        18         28         14         20         22         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  :                 26.7       27.9       42.8       41.0       26.7       26.0       42.2       36.2
Old  :                 26.7       27.9       42.8       41.0       26.7       26.0       42.2       36.2
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, August 18, 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  :   145,564:    39,740     33,127     10,693     40,125     62,263     90,558    106,083:    55,007     39,482
Old  :   145,564:    39,740     33,127     10,693     40,125     62,263     90,558    106,083:    55,007     39,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    -2,663:    -6,147      4,791     -1,082      9,301     -5,017      2,072     -1,308:    -4,735     -1,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       22.8        7.3       27.6       42.8       62.2       72.9:      37.8       27.1
Old  :     100.0:      27.3       22.8        7.3       27.6       42.8       62.2       72.9:      37.8       27.1
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  :       124:        42         39         28         31         30         88         82:
Old  :       124:        42         39         28         31         30         88         82:
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  :                 17.3       24.3       25.5       35.9       16.9       22.8       23.0       32.6
Old  :                 17.3       24.3       25.5       35.9       16.9       22.8       23.0       32.6
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, August 18, 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  :    24,783:    18,515      1,079          0      3,647     22,957     22,162     24,036:     2,621        747
Old  :    24,783:    18,515      1,079          0      3,647     22,957     22,162     24,036:     2,621        747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :      -251:    -1,381         -6          0      1,296        -43        -85        -49:      -166       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7        4.4        0.0       14.7       92.6       89.4       97.0:      10.6        3.0
Old  :     100.0:      74.7        4.4        0.0       14.7       92.6       89.4       97.0:      10.6        3.0
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  :        34:        13          5          0          5         13         18         18:
Old  :        34:        13          5          0          5         13         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       69.6       74.5       87.1       57.3       69.6       74.5       86.6
Old  :                 57.3       69.6       74.5       87.1       57.3       69.6       74.5       86.6
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, August 18, 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  :12,751,581:   982,972    243,906  4,515,510  6,258,004  7,016,995 11,756,486 11,776,411:   995,096    975,171
Old  :12,751,581:   982,972    243,906  4,515,510  6,258,004  7,016,995 11,756,486 11,776,411:   995,096    975,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :     1,482:   183,569    -36,775    -67,625   -108,696    150,739      7,248     46,339:    -5,766    -44,857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        1.9       35.4       49.1       55.0       92.2       92.4:       7.8        7.6
Old  :     100.0:       7.7        1.9       35.4       49.1       55.0       92.2       92.4:       7.8        7.6
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  :       257:        82         43        102        121        123        244        233:
Old  :       257:        82         43        102        121        123        244        233:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       26.5       32.7       41.2       12.8       17.3       16.2       20.4
Old  :                 20.8       26.5       32.7       41.2       12.8       17.3       16.2       20.4
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, August 18, 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  :   513,357:    25,589     34,319     55,220    330,949    357,044    411,758    446,582:   101,599     66,775
Old  :   513,357:    25,589     34,319     55,220    330,949    357,044    411,758    446,582:   101,599     66,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :     5,508:    -1,622     -2,694      1,028      3,980     -1,000      3,385     -2,667:     2,122      8,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        6.7       10.8       64.5       69.6       80.2       87.0:      19.8       13.0
Old  :     100.0:       5.0        6.7       10.8       64.5       69.6       80.2       87.0:      19.8       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  :       160:        29         27         43         82         73        136        119:
Old  :       160:        29         27         43         82         73        136        119:
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  :                 17.7       22.8       26.0       34.6       16.8       22.8       24.0       32.1
Old  :                 17.7       22.8       26.0       34.6       16.8       22.8       24.0       32.1
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, August 18, 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  : 2,833,247:   511,215    386,978    137,587  1,973,135  2,083,219  2,621,937  2,607,784:   211,310    225,463
Old  : 2,833,247:   511,215    386,978    137,587  1,973,135  2,083,219  2,621,937  2,607,784:   211,310    225,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    47,079:    28,388     10,153      6,322     27,555     60,923     62,265     77,398:   -15,186    -30,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       13.7        4.9       69.6       73.5       92.5       92.0:       7.5        8.0
Old  :     100.0:      18.0       13.7        4.9       69.6       73.5       92.5       92.0:       7.5        8.0
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  :       454:       107        103         88        172        165        324        311:
Old  :       454:       107        103         88        172        165        324        311:
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  :                 16.8       20.6       28.7       28.7       15.1       16.6       25.8       23.6
Old  :                 16.8       20.6       28.7       28.7       15.1       16.6       25.8       23.6
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, August 18, 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  :   103,921:    19,184     11,818          0     75,854     87,620     95,038     99,438:     8,882      4,483
Old  :   103,921:    19,184     11,818          0     75,854     87,620     95,038     99,438:     8,882      4,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :     2,454:     3,143      1,399       -250       -158        786      2,735      1,935:      -281        519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       11.4        0.0       73.0       84.3       91.5       95.7:       8.5        4.3
Old  :     100.0:      18.5       11.4        0.0       73.0       84.3       91.5       95.7:       8.5        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        11         12          0         50         30         61         42:
Old  :        91:        11         12          0         50         30         61         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       52.8       47.6       69.5       26.4       50.3       38.5       64.4
Old  :                 32.7       52.8       47.6       69.5       26.4       50.3       38.5       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :    20,367:     3,663      4,265         80     12,883     12,512     16,626     16,857:     3,741      3,510
Old  :    20,367:     3,663      4,265         80     12,883     12,512     16,626     16,857:     3,741      3,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :       -48:       697         37         16        867      1,871      1,580      1,924:    -1,628     -1,972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       20.9        0.4       63.3       61.4       81.6       82.8:      18.4       17.2
Old  :     100.0:      18.0       20.9        0.4       63.3       61.4       81.6       82.8:      18.4       17.2
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  :        38:         5          5          1         14         18         20         23:
Old  :        38:         5          5          1         14         18         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       36.9       67.9       57.9       41.6       36.5       67.9       57.5
Old  :                 41.6       36.9       67.9       57.9       41.6       36.5       67.9       57.5
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, August 18, 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  :   340,874:   121,467     88,746     10,322    182,566    224,125    314,356    323,194:    26,518     17,680
Old  :   340,874:   121,467     88,746     10,322    182,566    224,125    314,356    323,194:    26,518     17,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    -9,416:   -13,693      3,994     -1,174     16,074     -1,848      1,207        972:   -10,624    -10,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       26.0        3.0       53.6       65.8       92.2       94.8:       7.8        5.2
Old  :     100.0:      35.6       26.0        3.0       53.6       65.8       92.2       94.8:       7.8        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        59         55         27         57         69        126        141:
Old  :       225:        59         55         27         57         69        126        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       29.4       42.8       41.8       29.8       26.0       41.7       38.0
Old  :                 29.8       29.4       42.8       41.8       29.8       26.0       41.7       38.0
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, August 18, 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  :   107,640:    51,882      6,743      3,397     24,160     86,339     79,440     96,479:    28,200     11,160
Old  :   107,640:    51,882      6,743      3,397     24,160     86,339     79,440     96,479:    28,200     11,160
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    -5,197:    -5,434       -802         90        737     -3,522     -4,607     -4,235:      -590       -963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.2        6.3        3.2       22.4       80.2       73.8       89.6:      26.2       10.4
Old  :     100.0:      48.2        6.3        3.2       22.4       80.2       73.8       89.6:      26.2       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        25          9          5         15         15         43         26:
Old  :        55:        25          9          5         15         15         43         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  :                 41.7       66.6       50.2       78.4       41.7       66.6       50.1       76.9
Old  :                 41.7       66.6       50.2       78.4       41.7       66.6       50.1       76.9
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, August 18, 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  :    35,355:    10,557     13,387          0     12,240     15,338     22,797     28,725:    12,558      6,630
Old  :    35,355:    10,557     13,387          0     12,240     15,338     22,797     28,725:    12,558      6,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    -1,252:    -1,357       -300          0        305       -396     -1,052       -696:      -200       -556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       37.9        0.0       34.6       43.4       64.5       81.2:      35.5       18.8
Old  :     100.0:      29.9       37.9        0.0       34.6       43.4       64.5       81.2:      35.5       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        13         17          0         17         17         30         34:
Old  :        60:        13         17          0         17         17         30         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       35.1       33.6       49.4       21.1       34.0       32.9       47.9
Old  :                 21.1       35.1       33.6       49.4       21.1       34.0       32.9       47.9
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, August 18, 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  :    48,693:    15,201     13,274        248     28,440     21,527     43,889     35,049:     4,804     13,644
Old  :    48,693:    15,201     13,274        248     28,440     21,527     43,889     35,049:     4,804     13,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :       140:       437       -254         57      1,444        621      1,938        424:    -1,798       -284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       27.3        0.5       58.4       44.2       90.1       72.0:       9.9       28.0
Old  :     100.0:      31.2       27.3        0.5       58.4       44.2       90.1       72.0:       9.9       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  :        66:        16         10          2         24         22         40         34:
Old  :        66:        16         10          2         24         22         40         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       33.7       51.6       46.8       36.8       33.7       49.8       46.8
Old  :                 38.6       33.7       51.6       46.8       36.8       33.7       49.8       46.8
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, August 18, 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  :    24,233:     3,008      6,841        129     18,028     15,403     21,165     22,373:     3,068      1,860
Old  :    24,233:     3,008      6,841        129     18,028     15,403     21,165     22,373:     3,068      1,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :       241:      -340        -81          0        168        299       -172        218:       413         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       28.2        0.5       74.4       63.6       87.3       92.3:      12.7        7.7
Old  :     100.0:      12.4       28.2        0.5       74.4       63.6       87.3       92.3:      12.7        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         8          4          2         14         13         23         18:
Old  :        37:         8          4          2         14         13         23         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       64.6       70.3       81.5       52.8       64.6       65.5       78.7
Old  :                 57.4       64.6       70.3       81.5       52.8       64.6       65.5       78.7
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, August 18, 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  :    17,218:     4,296        114          0     11,262     16,879     15,558     16,993:     1,660        225
Old  :    17,218:     4,296        114          0     11,262     16,879     15,558     16,993:     1,660        225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :      -525:      -325       -624         -2        -80        473       -407       -153:      -118       -372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        0.7        0.0       65.4       98.0       90.4       98.7:       9.6        1.3
Old  :     100.0:      25.0        0.7        0.0       65.4       98.0       90.4       98.7:       9.6        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        11          1          0          7          2         18          3:
Old  :        21:        11          1          0          7          2         18          3:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       98.7       71.3       98.7       57.5       98.7       71.3       98.7
Old  :                 57.5       98.7       71.3       98.7       57.5       98.7       71.3       98.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 21, 2008