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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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  :     3,883:        26         67         25      3,399      3,562      3,450      3,654:       433        229
Old  :     3,883:        26         67         25      3,399      3,562      3,450      3,654:       433        229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :        72:      -152         67         25        212        -10         85         82:       -13        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        1.7        0.6       87.5       91.7       88.9       94.1:      11.1        5.9
Old  :     100.0:       0.7        1.7        0.6       87.5       91.7       88.9       94.1:      11.1        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  :        25:         1          1          1         19         14         21         15:
Old  :        25:         1          1          1         19         14         21         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  :                 58.2       75.8       74.8       89.1       57.0       74.8       73.6       86.6
Old  :                 58.2       75.8       74.8       89.1       57.0       74.8       73.6       86.6
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, September 15, 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  :    37,462:       686      4,945      8,044     22,417     17,400     31,148     30,388:     6,315      7,074
Old  :    37,462:       686      4,945      8,044     22,417     17,400     31,148     30,388:     6,315      7,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :       406:      -109        470         71        792        414        754        955:      -348       -549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8       13.2       21.5       59.8       46.4       83.1       81.1:      16.9       18.9
Old  :     100.0:       1.8       13.2       21.5       59.8       46.4       83.1       81.1:      16.9       18.9
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  :        71:         9         23         22         35         26         61         54:
Old  :        71:         9         23         22         35         26         61         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  :                 34.6       28.0       48.3       42.1       31.8       27.5       42.2       39.9
Old  :                 34.6       28.0       48.3       42.1       31.8       27.5       42.2       39.9
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, September 15, 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  :   179,087:    30,543     40,426     49,902     77,108     55,519    157,552    145,847:    21,535     33,239
Old  :    34,784:    11,497     10,840      6,553     11,617      9,070     29,667     26,463:     5,117      8,321
Other:   144,303:    27,365     37,906     35,029     65,491     46,449    127,885    119,384:    16,418     24,918
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :       781:     1,072     -7,356      1,339       -282      3,858      2,129     -2,159:    -1,348      2,940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       22.6       27.9       43.1       31.0       88.0       81.4:      12.0       18.6
Old  :     100.0:      33.1       31.2       18.8       33.4       26.1       85.3       76.1:      14.7       23.9
Other:     100.0:      19.0       26.3       24.3       45.4       32.2       88.6       82.7:      11.4       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        76         75         90         50         50        187        169:
Old  :       157:        53         48         29         27         42         97        102:
Other:       216:        73         78         76         48         43        170        152:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       14.4       30.8       23.2       17.8       12.4       29.5       20.4
Old  :                 26.3       17.6       38.4       27.1       26.3       16.8       37.0       24.5
Other:                 20.2       14.9       33.7       24.2       18.9       13.5       32.2       21.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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  :   306,038:    82,571     56,317     69,734    126,859    124,310    279,164    250,361:    26,874     55,677
Old  :   306,038:    82,571     56,317     69,734    126,859    124,310    279,164    250,361:    26,874     55,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    15,169:     4,933     -1,200      8,845        -84      5,739     13,693     13,384:     1,475      1,784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       18.4       22.8       41.5       40.6       91.2       81.8:       8.8       18.2
Old  :     100.0:      27.0       18.4       22.8       41.5       40.6       91.2       81.8:       8.8       18.2
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  :       355:       100         86         95        100        140        244        287:
Old  :       355:       100         86         95        100        140        244        287:
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       13.0       29.4       19.5       17.2       10.9       26.7       16.6
Old  :                 17.7       13.0       29.4       19.5       17.2       10.9       26.7       16.6
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, September 15, 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  :     9,175:     3,766      3,780        832      2,704      2,786      7,302      7,398:     1,873      1,776
Old  :     9,175:     3,766      3,780        832      2,704      2,786      7,302      7,398:     1,873      1,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :      -426:      -133        140         37       -219       -310       -316       -132:      -110       -293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0       41.2        9.1       29.5       30.4       79.6       80.6:      20.4       19.4
Old  :     100.0:      41.0       41.2        9.1       29.5       30.4       79.6       80.6:      20.4       19.4
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  :        78:        26         28         11         12         16         44         51:
Old  :        78:        26         28         11         12         16         44         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       29.9       53.5       43.3       35.4       29.9       53.5       42.8
Old  :                 35.4       29.9       53.5       43.3       35.4       29.9       53.5       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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  :    28,721:     9,392      6,636      4,317      7,968      6,519     21,676     17,471:     7,044     11,250
Old  :    28,721:     9,392      6,636      4,317      7,968      6,519     21,676     17,471:     7,044     11,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :      -128:       554       -987         64       -216        224        402       -699:      -530        571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       23.1       15.0       27.7       22.7       75.5       60.8:      24.5       39.2
Old  :     100.0:      32.7       23.1       15.0       27.7       22.7       75.5       60.8:      24.5       39.2
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  :       128:        36         27         30         41         41         93         87:
Old  :       128:        36         27         30         41         41         93         87:
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       16.0       29.1       23.5       18.2       15.5       25.8       22.0
Old  :                 19.6       16.0       29.1       23.5       18.2       15.5       25.8       22.0
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, September 15, 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  :   131,334:    45,658      7,446      8,603     38,866     98,028     93,127    114,076:    38,206     17,258
Old  :   131,334:    45,658      7,446      8,603     38,866     98,028     93,127    114,076:    38,206     17,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    19,879:     1,856        797      3,111     14,627     16,197     19,594     20,105:       285       -227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        5.7        6.6       29.6       74.6       70.9       86.9:      29.1       13.1
Old  :     100.0:      34.8        5.7        6.6       29.6       74.6       70.9       86.9:      29.1       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        25         13         12         19         18         54         34:
Old  :        65:        25         13         12         19         18         54         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  :                 32.3       53.0       44.5       71.4       20.0       34.3       25.7       47.6
Old  :                 32.3       53.0       44.5       71.4       20.0       34.3       25.7       47.6
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, September 15, 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  :    47,258:    24,075      5,630      1,040      1,293     33,251     26,408     39,921:    20,850      7,337
Old  :    47,258:    24,075      5,630      1,040      1,293     33,251     26,408     39,921:    20,850      7,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    -6,718:       704        523       -420     -7,413     -6,153     -7,129     -6,050:       411       -668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.9       11.9        2.2        2.7       70.4       55.9       84.5:      44.1       15.5
Old  :     100.0:      50.9       11.9        2.2        2.7       70.4       55.9       84.5:      44.1       15.5
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:        18          7          4          3         11         23         20:
Old  :        36:        18          7          4          3         11         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       57.9       41.9       71.9       30.0       57.8       41.9       70.5
Old  :                 30.0       57.9       41.9       71.9       30.0       57.8       41.9       70.5
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, September 15, 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  :    51,103:    26,589     27,881          0     23,533     21,938     50,122     49,819:       981      1,284
Old  :    51,103:    26,589     27,881          0     23,533     21,938     50,122     49,819:       981      1,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :   -24,431:      -552      4,804       -503    -21,440    -27,048    -22,495    -22,747:    -1,936     -1,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.0       54.6        0.0       46.1       42.9       98.1       97.5:       1.9        2.5
Old  :     100.0:      52.0       54.6        0.0       46.1       42.9       98.1       97.5:       1.9        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        24         18          0         15         11         39         29:
Old  :        64:        24         18          0         15         11         39         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.6       57.7       70.2       77.7       56.6       57.7       70.1       77.3
Old  :                 56.6       57.7       70.2       77.7       56.6       57.7       70.1       77.3
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, September 15, 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  :    72,277:    24,536     36,754      2,208     24,793     13,974     51,537     52,936:    20,741     19,341
Old  :    72,277:    24,536     36,754      2,208     24,793     13,974     51,537     52,936:    20,741     19,341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :   -37,978:    -4,843      1,784     -1,598    -34,125    -37,458    -40,565    -37,272:     2,588       -706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       50.9        3.1       34.3       19.3       71.3       73.2:      28.7       26.8
Old  :     100.0:      33.9       50.9        3.1       34.3       19.3       71.3       73.2:      28.7       26.8
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  :        66:        25         20          7         13         13         40         38:
Old  :        66:        25         20          7         13         13         40         38:
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       33.1       39.0       42.0       25.9       33.1       37.7       42.0
Old  :                 26.2       33.1       39.0       42.0       25.9       33.1       37.7       42.0
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, September 15, 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  :   116,106:    54,141     16,322      4,907     25,512     75,966     84,561     97,196:    31,545     18,910
Old  :   116,106:    54,141     16,322      4,907     25,512     75,966     84,561     97,196:    31,545     18,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    -5,331:    -2,597      1,042        601     -6,251     -6,976     -8,247     -5,333:     2,916          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6       14.1        4.2       22.0       65.4       72.8       83.7:      27.2       16.3
Old  :     100.0:      46.6       14.1        4.2       22.0       65.4       72.8       83.7:      27.2       16.3
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  :        75:        31         21         14         15         16         54         43:
Old  :        75:        31         21         14         15         16         54         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  :                 28.2       53.3       41.2       64.6       28.2       52.5       40.9       62.9
Old  :                 28.2       53.3       41.2       64.6       28.2       52.5       40.9       62.9
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, September 15, 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  :   176,512:    74,351     34,029     12,831     26,466     91,232    113,648    138,091:    62,864     38,420
Old  :   176,512:    74,351     34,029     12,831     26,466     91,232    113,648    138,091:    62,864     38,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :     9,662:    17,820     -2,468         33    -15,650      7,390      2,202      4,954:     7,459      4,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.1       19.3        7.3       15.0       51.7       64.4       78.2:      35.6       21.8
Old  :     100.0:      42.1       19.3        7.3       15.0       51.7       64.4       78.2:      35.6       21.8
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  :       130:        52         34         26         26         33         93         78:
Old  :       130:        52         34         26         26         33         93         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       36.7       26.1       46.4       17.6       34.4       25.2       43.4
Old  :                 17.6       36.7       26.1       46.4       17.6       34.4       25.2       43.4
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, September 15, 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  :    23,371:    20,206      1,211          0        131     21,192     20,337     22,403:     3,034        968
Old  :    23,371:    20,206      1,211          0        131     21,192     20,337     22,403:     3,034        968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    -6,488:     1,218        346          0     -7,819     -7,166     -6,601     -6,820:       113        332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.5        5.2        0.0        0.6       90.7       87.0       95.9:      13.0        4.1
Old  :     100.0:      86.5        5.2        0.0        0.6       90.7       87.0       95.9:      13.0        4.1
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  :        34:        16          4          0          2         13         18         17:
Old  :        34:        16          4          0          2         13         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       72.5       76.8       87.1       63.2       72.5       76.8       87.1
Old  :                 63.2       72.5       76.8       87.1       63.2       72.5       76.8       87.1
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, September 15, 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  :11,134,842: 1,158,830    262,122  3,745,703  5,281,786  6,256,599 10,186,318 10,264,424:   948,523    870,418
Old  :11,134,842: 1,158,830    262,122  3,745,703  5,281,786  6,256,599 10,186,318 10,264,424:   948,523    870,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :-2,576,732:     7,102    -42,460 -1,259,272 -1,204,259 -1,147,009 -2,456,429 -2,448,742:  -120,303   -127,990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        2.4       33.6       47.4       56.2       91.5       92.2:       8.5        7.8
Old  :     100.0:      10.4        2.4       33.6       47.4       56.2       91.5       92.2:       8.5        7.8
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  :       255:        75         45         99        125        126        242        234:
Old  :       255:        75         45         99        125        126        242        234:
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  :                 19.4       24.4       29.6       37.7       14.2       16.5       19.5       20.2
Old  :                 19.4       24.4       29.6       37.7       14.2       16.5       19.5       20.2
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, September 15, 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  :   596,755:    29,690     39,507     60,224    382,253    410,652    472,166    510,383:   124,589     86,373
Old  :   596,755:    29,690     39,507     60,224    382,253    410,652    472,166    510,383:   124,589     86,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    66,496:     3,198        564     17,262     36,531     35,273     56,991     53,099:     9,505     13,398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        6.6       10.1       64.1       68.8       79.1       85.5:      20.9       14.5
Old  :     100.0:       5.0        6.6       10.1       64.1       68.8       79.1       85.5:      20.9       14.5
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  :       160:        27         31         43         86         72        142        118:
Old  :       160:        27         31         43         86         72        142        118:
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       21.3       26.1       33.7       14.5       19.7       20.3       27.6
Old  :                 17.7       21.3       26.1       33.7       14.5       19.7       20.3       27.6
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, September 15, 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  : 3,302,868:   489,759    374,543    168,663  2,392,654  2,434,300  3,051,076  2,977,506:   251,793    325,362
Old  : 3,302,868:   489,759    374,543    168,663  2,392,654  2,434,300  3,051,076  2,977,506:   251,793    325,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :   432,390:    31,443      7,262     43,636    314,139    312,360    389,217    363,257:    43,173     69,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       11.3        5.1       72.4       73.7       92.4       90.1:       7.6        9.9
Old  :     100.0:      14.8       11.3        5.1       72.4       73.7       92.4       90.1:       7.6        9.9
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  :       464:       107        107         96        192        180        351        332:
Old  :       464:       107        107         96        192        180        351        332:
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  :                 19.4       23.7       29.3       30.6       12.6       13.2       21.3       19.7
Old  :                 19.4       23.7       29.3       30.6       12.6       13.2       21.3       19.7
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, September 15, 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  :   112,858:    15,680     11,351        214     87,816     96,365    103,710    107,930:     9,148      4,928
Old  :   112,858:    15,680     11,351        214     87,816     96,365    103,710    107,930:     9,148      4,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    13,387:    -1,416       -186        214     12,513     12,397     11,311     12,425:     2,076        962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       10.1        0.2       77.8       85.4       91.9       95.6:       8.1        4.4
Old  :     100.0:      13.9       10.1        0.2       77.8       85.4       91.9       95.6:       8.1        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        10          9          2         50         33         61         43:
Old  :        83:        10          9          2         50         33         61         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  :                 35.2       49.6       49.8       69.0       24.6       42.1       35.8       54.8
Old  :                 35.2       49.6       49.8       69.0       24.6       42.1       35.8       54.8
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, September 15, 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  :    33,667:     4,065      5,900        134     23,986     19,578     28,185     25,612:     5,482      8,055
Old  :    33,667:     4,065      5,900        134     23,986     19,578     28,185     25,612:     5,482      8,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    10,484:       556       -705        134      8,371      7,134      9,061      6,563:     1,423      3,921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       17.5        0.4       71.2       58.2       83.7       76.1:      16.3       23.9
Old  :     100.0:      12.1       17.5        0.4       71.2       58.2       83.7       76.1:      16.3       23.9
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  :        39:         3          6          1         18         23         21         30:
Old  :        39:         3          6          1         18         23         21         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       33.0       68.2       51.4       36.6       25.9       54.1       40.8
Old  :                 47.3       33.0       68.2       51.4       36.6       25.9       54.1       40.8
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, September 15, 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  :   427,748:   101,108     80,431     18,523    265,423    308,381    385,055    407,336:    42,694     20,412
Old  :   427,748:   101,108     80,431     18,523    265,423    308,381    385,055    407,336:    42,694     20,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    50,578:   -14,652    -35,146      7,614     43,809     77,875     36,772     50,344:    13,806        234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       18.8        4.3       62.1       72.1       90.0       95.2:      10.0        4.8
Old  :     100.0:      23.6       18.8        4.3       62.1       72.1       90.0       95.2:      10.0        4.8
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  :       239:        64         60         32         73         79        156        152:
Old  :       239:        64         60         32         73         79        156        152:
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  :                 29.0       29.4       42.6       39.8       24.1       24.4       34.6       33.1
Old  :                 29.0       29.4       42.6       39.8       24.1       24.4       34.6       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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  :   107,685:    58,139      9,196      1,756     18,052     89,436     77,947    100,388:    29,737      7,297
Old  :   107,685:    58,139      9,196      1,756     18,052     89,436     77,947    100,388:    29,737      7,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    -9,047:     3,269      2,892       -180    -10,594     -6,993     -7,505     -4,281:    -1,542     -4,766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.0        8.5        1.6       16.8       83.1       72.4       93.2:      27.6        6.8
Old  :     100.0:      54.0        8.5        1.6       16.8       83.1       72.4       93.2:      27.6        6.8
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  :        49:        24          9          6          7         13         35         24:
Old  :        49:        24          9          6          7         13         35         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       65.7       53.2       83.1       40.7       65.7       53.2       82.6
Old  :                 40.7       65.7       53.2       83.1       40.7       65.7       53.2       82.6
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, September 15, 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  :    32,139:    10,572      9,354          0      8,074     14,160     18,646     23,514:    13,493      8,625
Old  :    32,139:    10,572      9,354          0      8,074     14,160     18,646     23,514:    13,493      8,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :   -14,301:      -894     -4,257     -1,111     -7,273     -4,985     -9,278    -10,353:    -5,023     -3,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       29.1        0.0       25.1       44.1       58.0       73.2:      42.0       26.8
Old  :     100.0:      32.9       29.1        0.0       25.1       44.1       58.0       73.2:      42.0       26.8
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  :        46:        14         11          0         14         10         28         21:
Old  :        46:        14         11          0         14         10         28         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  :                 20.4       43.7       32.3       58.2       20.1       43.5       32.0       57.6
Old  :                 20.4       43.7       32.3       58.2       20.1       43.5       32.0       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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  :    37,929:     9,232      4,276      1,815     21,005     12,240     32,052     18,331:     5,877     19,598
Old  :    37,929:     9,232      4,276      1,815     21,005     12,240     32,052     18,331:     5,877     19,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :   -32,782:    -7,826     -9,486        990    -19,523    -16,193    -26,359    -24,689:    -6,423     -8,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       11.3        4.8       55.4       32.3       84.5       48.3:      15.5       51.7
Old  :     100.0:      24.3       11.3        4.8       55.4       32.3       84.5       48.3:      15.5       51.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        11          5          1         20         16         31         22:
Old  :        48:        11          5          1         20         16         31         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  :                 34.8       23.2       52.1       34.2       33.8       21.4       49.5       31.6
Old  :                 34.8       23.2       52.1       34.2       33.8       21.4       49.5       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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  :    24,722:     2,968        587        145     16,698     20,956     19,811     21,688:     4,911      3,034
Old  :    24,722:     2,968        587        145     16,698     20,956     19,811     21,688:     4,911      3,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :       580:      -618     -6,253         16       -402      5,699     -1,004       -538:     1,584      1,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        2.4        0.6       67.5       84.8       80.1       87.7:      19.9       12.3
Old  :     100.0:      12.0        2.4        0.6       67.5       84.8       80.1       87.7:      19.9       12.3
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  :        31:         6          2          2         13         14         20         17:
Old  :        31:         6          2          2         13         14         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       64.2       66.6       80.4       48.1       64.2       62.1       77.6
Old  :                 52.4       64.2       66.6       80.4       48.1       64.2       62.1       77.6
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, September 15, 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  :    17,175:     3,684        546          2     12,044     15,958     15,730     16,506:     1,445        669
Old  :    17,175:     3,684        546          2     12,044     15,958     15,730     16,506:     1,445        669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :       584:       272        325          2        428        245        702        572:      -118         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        3.2        0.0       70.1       92.9       91.6       96.1:       8.4        3.9
Old  :     100.0:      21.4        3.2        0.0       70.1       92.9       91.6       96.1:       8.4        3.9
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  :        22:         9          3          1         10          2         19          6:
Old  :        22:         9          3          1         10          2         19          6:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       95.5       70.8       96.1       56.5       92.4       70.8       93.0
Old  :                 56.5       95.5       70.8       96.1       56.5       92.4       70.8       93.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 18, 2009