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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :     3,811:       178          0          0      3,187      3,572      3,365      3,572:       446        239
Old  :     3,811:       178          0          0      3,187      3,572      3,365      3,572:       446        239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :      -633:        92        -94        -28       -676       -429       -612       -551:       -21        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        0.0        0.0       83.6       93.7       88.3       93.7:      11.7        6.3
Old  :     100.0:       4.7        0.0        0.0       83.6       93.7       88.3       93.7:      11.7        6.3
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  :        22:         1          0          0         17         13         18         13:
Old  :        22:         1          0          0         17         13         18         13:
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  :                 60.5       78.6       76.7       90.6       59.3       77.7       75.5       88.9
Old  :                 60.5       78.6       76.7       90.6       59.3       77.7       75.5       88.9
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 8, 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  :    37,056:       796      4,474      7,973     21,625     16,986     30,394     29,433:     6,662      7,623
Old  :    37,056:       796      4,474      7,973     21,625     16,986     30,394     29,433:     6,662      7,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :    -5,283:      -171       -757       -911     -4,347     -2,964     -5,428     -4,632:       145       -651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       12.1       21.5       58.4       45.8       82.0       79.4:      18.0       20.6
Old  :     100.0:       2.1       12.1       21.5       58.4       45.8       82.0       79.4:      18.0       20.6
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  :        68:        11         18         21         33         26         58         52:
Old  :        68:        11         18         21         33         26         58         52:
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       27.8       48.7       41.4       31.7       27.0       42.4       39.2
Old  :                 34.8       27.8       48.7       41.4       31.7       27.0       42.4       39.2
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 8, 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  :   178,305:    29,471     47,782     48,562     77,390     51,661    155,422    148,006:    22,883     30,300
Old  :    57,119:    15,652     27,431      6,142     29,178     12,447     50,972     46,019:     6,148     11,100
Other:   121,186:    27,241     33,774     28,998     48,212     39,214    104,451    101,986:    16,735     19,200
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     3,087:      -331      2,498      1,442      2,306      1,261      3,416      5,201:      -329     -2,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       26.8       27.2       43.4       29.0       87.2       83.0:      12.8       17.0
Old  :     100.0:      27.4       48.0       10.8       51.1       21.8       89.2       80.6:      10.8       19.4
Other:     100.0:      22.5       27.9       23.9       39.8       32.4       86.2       84.2:      13.8       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        74         74         88         49         47        179        168:
Old  :       186:        51         78         24         29         41         96        127:
Other:       198:        79         58         70         47         42        162        135:
     :----------------------------------------------------------------------------------------------------
     :             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       14.2       31.6       22.7       18.0       12.2       29.5       19.3
Old  :                 36.7       17.7       47.6       26.3       36.7       17.7       47.1       26.1
Other:                 20.9       17.2       31.5       28.2       19.8       15.9       29.6       24.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :   290,869:    77,638     57,516     60,889    126,944    118,572    265,470    236,976:    25,399     53,893
Old  :   290,869:    77,638     57,516     60,889    126,944    118,572    265,470    236,976:    25,399     53,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :    -1,895:    -4,436     -4,347     -1,090      1,701        665     -3,826     -4,772:     1,930      2,877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       19.8       20.9       43.6       40.8       91.3       81.5:       8.7       18.5
Old  :     100.0:      26.7       19.8       20.9       43.6       40.8       91.3       81.5:       8.7       18.5
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  :       351:        98         85         90        103        140        241        284:
Old  :       351:        98         85         90        103        140        241        284:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       13.2       30.2       20.9       18.2       11.5       28.1       17.5
Old  :                 18.5       13.2       30.2       20.9       18.2       11.5       28.1       17.5
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 8, 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  :     9,600:     3,899      3,640        795      2,923      3,096      7,617      7,531:     1,983      2,070
Old  :     9,600:     3,899      3,640        795      2,923      3,096      7,617      7,531:     1,983      2,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :      -249:       331        134         22        -66       -306        286       -150:      -535        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       37.9        8.3       30.5       32.2       79.3       78.4:      20.7       21.6
Old  :     100.0:      40.6       37.9        8.3       30.5       32.2       79.3       78.4:      20.7       21.6
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  :        82:        30         25         11         17         20         50         54:
Old  :        82:        30         25         11         17         20         50         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  :                 33.5       28.9       50.8       42.3       33.5       28.9       50.8       42.1
Old  :                 33.5       28.9       50.8       42.3       33.5       28.9       50.8       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, September 8, 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  :    28,848:     8,838      7,623      4,253      8,184      6,295     21,275     18,170:     7,574     10,678
Old  :    28,848:     8,838      7,623      4,253      8,184      6,295     21,275     18,170:     7,574     10,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     1,201:       143      1,037        407       -113        127        437      1,571:       764       -370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       26.4       14.7       28.4       21.8       73.7       63.0:      26.3       37.0
Old  :     100.0:      30.6       26.4       14.7       28.4       21.8       73.7       63.0:      26.3       37.0
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  :       128:        35         27         31         41         41         90         91:
Old  :       128:        35         27         31         41         41         90         91:
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  :                 19.3       16.8       29.3       25.3       17.0       14.7       24.5       22.0
Old  :                 19.3       16.8       29.3       25.3       17.0       14.7       24.5       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 8, 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  :   111,455:    43,802      6,649      5,492     24,240     81,830     73,534     93,971:    37,921     17,484
Old  :   111,455:    43,802      6,649      5,492     24,240     81,830     73,534     93,971:    37,921     17,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     6,394:     4,046        875     -2,674      4,247     10,931      5,619      9,132:       775     -2,738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3        6.0        4.9       21.7       73.4       66.0       84.3:      34.0       15.7
Old  :     100.0:      39.3        6.0        4.9       21.7       73.4       66.0       84.3:      34.0       15.7
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:        25         10         11         21         21         55         36:
Old  :        67:        25         10         11         21         21         55         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       45.4       36.4       64.7       22.5       38.6       29.3       53.3
Old  :                 25.1       45.4       36.4       64.7       22.5       38.6       29.3       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :    53,976:    23,371      5,107      1,460      8,706     39,404     33,537     45,971:    20,439      8,005
Old  :    53,976:    23,371      5,107      1,460      8,706     39,404     33,537     45,971:    20,439      8,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     5,971:     3,744        126       -370        848      6,700      4,222      6,457:     1,748       -486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.3        9.5        2.7       16.1       73.0       62.1       85.2:      37.9       14.8
Old  :     100.0:      43.3        9.5        2.7       16.1       73.0       62.1       85.2:      37.9       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          6          4          9         15         31         23:
Old  :        43:        20          6          4          9         15         31         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  :                 23.8       55.1       36.3       69.2       23.5       54.8       35.0       68.1
Old  :                 23.8       55.1       36.3       69.2       23.5       54.8       35.0       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :    75,534:    27,141     23,077        503     44,973     48,986     72,617     72,566:     2,917      2,968
Old  :    75,534:    27,141     23,077        503     44,973     48,986     72,617     72,566:     2,917      2,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :    -2,626:   -17,622      8,368        -40     17,024     -9,889       -638     -1,561:    -1,988     -1,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       30.6        0.7       59.5       64.9       96.1       96.1:       3.9        3.9
Old  :     100.0:      35.9       30.6        0.7       59.5       64.9       96.1       96.1:       3.9        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  :        67:        23         18          3         16         15         41         35:
Old  :        67:        23         18          3         16         15         41         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  :                 48.5       50.9       70.7       75.0       47.7       48.0       69.3       72.1
Old  :                 48.5       50.9       70.7       75.0       47.7       48.0       69.3       72.1
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 8, 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  :   110,255:    29,379     34,970      3,806     58,918     51,433     92,102     90,208:    18,153     20,047
Old  :   110,255:    29,379     34,970      3,806     58,918     51,433     92,102     90,208:    18,153     20,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     3,161:     6,299     -5,459       -877       -431     13,895      4,991      7,560:    -1,830     -4,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       31.7        3.5       53.4       46.6       83.5       81.8:      16.5       18.2
Old  :     100.0:      26.6       31.7        3.5       53.4       46.6       83.5       81.8:      16.5       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  :        67:        23         18         11         17         19         44         44:
Old  :        67:        23         18         11         17         19         44         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       37.6       52.7       49.7       33.9       35.3       47.5       47.2
Old  :                 36.7       37.6       52.7       49.7       33.9       35.3       47.5       47.2
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 8, 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  :   121,437:    56,739     15,280      4,307     31,763     82,942     92,808    102,529:    28,629     18,908
Old  :   121,437:    56,739     15,280      4,307     31,763     82,942     92,808    102,529:    28,629     18,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     4,292:     4,651     -3,502     -1,685        -49      9,405      2,917      4,218:     1,374         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7       12.6        3.5       26.2       68.3       76.4       84.4:      23.6       15.6
Old  :     100.0:      46.7       12.6        3.5       26.2       68.3       76.4       84.4:      23.6       15.6
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  :        86:        34         19         15         21         23         62         50:
Old  :        86:        34         19         15         21         23         62         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  :                 24.6       49.4       37.1       61.2       24.6       47.9       36.9       58.4
Old  :                 24.6       49.4       37.1       61.2       24.6       47.9       36.9       58.4
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 8, 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  :   166,850:    56,531     36,497     12,798     42,116     83,842    111,445    133,137:    55,404     33,713
Old  :   166,850:    56,531     36,497     12,798     42,116     83,842    111,445    133,137:    55,404     33,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :    17,904:    13,876      3,737     -1,163        321     15,538     13,034     18,113:     4,870       -209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       21.9        7.7       25.2       50.3       66.8       79.8:      33.2       20.2
Old  :     100.0:      33.9       21.9        7.7       25.2       50.3       66.8       79.8:      33.2       20.2
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  :       129:        45         37         29         33         35         93         86:
Old  :       129:        45         37         29         33         35         93         86:
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  :                 14.4       30.2       23.8       41.1       13.9       25.6       21.2       36.0
Old  :                 14.4       30.2       23.8       41.1       13.9       25.6       21.2       36.0
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 8, 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  :    29,859:    18,988        865          0      7,950     28,358     26,938     29,223:     2,921        636
Old  :    29,859:    18,988        865          0      7,950     28,358     26,938     29,223:     2,921        636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     3,800:       386        -73          0      3,216      4,132      3,602      4,059:       198       -259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.6        2.9        0.0       26.6       95.0       90.2       97.9:       9.8        2.1
Old  :     100.0:      63.6        2.9        0.0       26.6       95.0       90.2       97.9:       9.8        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        14          4          0          7         14         21         18:
Old  :        35:        14          4          0          7         14         21         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  :                 55.2       64.3       75.5       85.9       49.3       63.1       65.4       76.4
Old  :                 55.2       64.3       75.5       85.9       49.3       63.1       65.4       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :13,711,573: 1,151,728    304,582  5,004,975  6,486,045  7,403,609 12,642,748 12,713,165: 1,068,826    998,408
Old  :13,711,573: 1,151,728    304,582  5,004,975  6,486,045  7,403,609 12,642,748 12,713,165: 1,068,826    998,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :   248,079:    64,625      2,095    125,243     84,776    156,642    274,644    283,981:   -26,565    -35,901
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        2.2       36.5       47.3       54.0       92.2       92.7:       7.8        7.3
Old  :     100.0:       8.4        2.2       36.5       47.3       54.0       92.2       92.7:       7.8        7.3
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  :       259:        82         42         99        125        128        244        237:
Old  :       259:        82         42         99        125        128        244        237:
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       24.0       32.3       39.3       12.3       14.9       16.6       18.0
Old  :                 20.4       24.0       32.3       39.3       12.3       14.9       16.6       18.0
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 8, 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  :   530,259:    26,492     38,943     42,962    345,721    375,379    415,175    457,284:   115,084     72,975
Old  :   530,259:    26,492     38,943     42,962    345,721    375,379    415,175    457,284:   115,084     72,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :    20,150:     2,823      3,387        894      9,385     12,710     13,102     16,991:     7,048      3,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        7.3        8.1       65.2       70.8       78.3       86.2:      21.7       13.8
Old  :     100.0:       5.0        7.3        8.1       65.2       70.8       78.3       86.2:      21.7       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        25         31         39         83         71        135        115:
Old  :       159:        25         31         39         83         71        135        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       22.8       26.7       36.0       15.5       21.5       22.2       31.4
Old  :                 18.2       22.8       26.7       36.0       15.5       21.5       22.2       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  : 2,870,478:   458,316    367,281    125,028  2,078,515  2,121,940  2,661,859  2,614,249:   208,619    256,229
Old  : 2,870,478:   458,316    367,281    125,028  2,078,515  2,121,940  2,661,859  2,614,249:   208,619    256,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :    28,598:     2,914     17,749      4,100     42,204      1,845     49,218     23,694:   -20,620      4,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       12.8        4.4       72.4       73.9       92.7       91.1:       7.3        8.9
Old  :     100.0:      16.0       12.8        4.4       72.4       73.9       92.7       91.1:       7.3        8.9
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  :       453:       103        100         80        177        167        322        305:
Old  :       453:       103        100         80        177        167        322        305:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       19.9       28.9       27.7       14.6       15.4       24.7       22.2
Old  :                 17.5       19.9       28.9       27.7       14.6       15.4       24.7       22.2
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 8, 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  :    99,471:    17,096     11,537          0     75,303     83,968     92,399     95,505:     7,072      3,966
Old  :    99,471:    17,096     11,537          0     75,303     83,968     92,399     95,505:     7,072      3,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     3,493:     2,736        614       -194        568      3,168      3,110      3,588:       383        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       11.6        0.0       75.7       84.4       92.9       96.0:       7.1        4.0
Old  :     100.0:      17.2       11.6        0.0       75.7       84.4       92.9       96.0:       7.1        4.0
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  :        88:        10         12          0         48         28         58         40:
Old  :        88:        10         12          0         48         28         58         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       51.0       50.2       69.5       27.7       48.8       41.3       65.2
Old  :                 34.1       51.0       50.2       69.5       27.7       48.8       41.3       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :    23,184:     3,509      6,605          0     15,615     12,444     19,124     19,049:     4,060      4,135
Old  :    23,184:     3,509      6,605          0     15,615     12,444     19,124     19,049:     4,060      4,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :       416:     1,178       -507          0       -653        139        525       -368:      -109        784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       28.5        0.0       67.4       53.7       82.5       82.2:      17.5       17.8
Old  :     100.0:      15.1       28.5        0.0       67.4       53.7       82.5       82.2:      17.5       17.8
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  :        33:         2          5          0         12         17         14         22:
Old  :        33:         2          5          0         12         17         14         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  :                 52.7       37.1       76.7       58.4       52.5       37.1       76.5       58.4
Old  :                 52.7       37.1       76.7       58.4       52.5       37.1       76.5       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :   377,171:   115,760    115,578     10,909    221,614    230,506    348,283    356,992:    28,888     20,178
Old  :   377,171:   115,760    115,578     10,909    221,614    230,506    348,283    356,992:    28,888     20,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :    17,771:    27,221     13,862     -3,560    -11,664      6,920     11,997     17,223:     5,774        548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       30.6        2.9       58.8       61.1       92.3       94.7:       7.7        5.3
Old  :     100.0:      30.7       30.6        2.9       58.8       61.1       92.3       94.7:       7.7        5.3
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  :       226:        62         57         28         55         71        134        139:
Old  :       226:        62         57         28         55         71        134        139:
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  :                 31.2       30.0       45.1       40.8       27.2       24.8       39.3       34.1
Old  :                 31.2       30.0       45.1       40.8       27.2       24.8       39.3       34.1
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 8, 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  :   116,732:    54,870      6,304      1,936     28,647     96,428     85,453    104,669:    31,279     12,063
Old  :   116,732:    54,870      6,304      1,936     28,647     96,428     85,453    104,669:    31,279     12,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     6,970:     3,002     -2,866     -2,342      2,387     12,656      3,046      7,448:     3,923       -478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0        5.4        1.7       24.5       82.6       73.2       89.7:      26.8       10.3
Old  :     100.0:      47.0        5.4        1.7       24.5       82.6       73.2       89.7:      26.8       10.3
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  :        52:        22          9          8         13         17         40         29:
Old  :        52:        22          9          8         13         17         40         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  :                 39.1       62.8       50.9       77.9       37.7       62.5       47.8       73.6
Old  :                 39.1       62.8       50.9       77.9       37.7       62.5       47.8       73.6
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 8, 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  :    46,440:    11,466     13,611      1,111     15,347     19,145     27,924     33,867:    18,516     12,573
Old  :    46,440:    11,466     13,611      1,111     15,347     19,145     27,924     33,867:    18,516     12,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     9,162:     1,271       -555        910      2,474      3,046      4,655      3,401:     4,507      5,761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       29.3        2.4       33.0       41.2       60.1       72.9:      39.9       27.1
Old  :     100.0:      24.7       29.3        2.4       33.0       41.2       60.1       72.9:      39.9       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  :        60:        14         15          4         21         18         36         36:
Old  :        60:        14         15          4         21         18         36         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       31.7       25.0       43.6       15.2       27.2       23.5       38.4
Old  :                 15.8       31.7       25.0       43.6       15.2       27.2       23.5       38.4
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 8, 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  :    70,711:    17,058     13,762        825     40,528     28,433     58,411     43,020:    12,300     27,691
Old  :    70,711:    17,058     13,762        825     40,528     28,433     58,411     43,020:    12,300     27,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :    13,468:       735      1,443        -19      6,974      4,825      7,690      6,249:     5,778      7,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       19.5        1.2       57.3       40.2       82.6       60.8:      17.4       39.2
Old  :     100.0:      24.1       19.5        1.2       57.3       40.2       82.6       60.8:      17.4       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  :        67:        16         11          4         29         23         47         36:
Old  :        67:        16         11          4         29         23         47         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       26.0       47.2       39.8       31.3       24.2       40.5       33.8
Old  :                 36.2       26.0       47.2       39.8       31.3       24.2       40.5       33.8
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, September 8, 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  :    24,142:     3,586      6,840        129     17,100     15,257     20,815     22,226:     3,327      1,916
Old  :    24,142:     3,586      6,840        129     17,100     15,257     20,815     22,226:     3,327      1,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :      -366:        37        -90          0       -431       -307       -394       -397:        28         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       28.3        0.5       70.8       63.2       86.2       92.1:      13.8        7.9
Old  :     100.0:      14.9       28.3        0.5       70.8       63.2       86.2       92.1:      13.8        7.9
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  :        36:         9          3          2         13         13         23         17:
Old  :        36:         9          3          2         13         13         23         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  :                 54.4       65.6       69.0       82.7       50.0       65.6       63.7       80.0
Old  :                 54.4       65.6       69.0       82.7       50.0       65.6       63.7       80.0
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 8, 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  :    16,591:     3,412        221          0     11,616     15,713     15,028     15,934:     1,563        657
Old  :    16,591:     3,412        221          0     11,616     15,713     15,028     15,934:     1,563        657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :      -577:      -517        -12          0        -74       -902       -591       -914:        14        337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        1.3        0.0       70.0       94.7       90.6       96.0:       9.4        4.0
Old  :     100.0:      20.6        1.3        0.0       70.0       94.7       90.6       96.0:       9.4        4.0
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  :        21:         9          2          0         10          2         19          4:
Old  :        21:         9          2          0         10          2         19          4:
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  :                 58.9       96.0       74.0       96.0       58.9       96.0       74.0       96.0
Old  :                 58.9       96.0       74.0       96.0       58.9       96.0       74.0       96.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 11, 2009