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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     4,645:         0          0          0      4,194      4,118      4,194      4,118:       451        527
Old  :     4,645:         0          0          0      4,194      4,118      4,194      4,118:       451        527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :      -201:         0        -72          0        -74       -165        -74       -237:      -127         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       90.3       88.7       90.3       88.7:       9.7       11.3
Old  :     100.0:       0.0        0.0        0.0       90.3       88.7       90.3       88.7:       9.7       11.3
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:         0          0          0         18         12         18         12:
Old  :        22:         0          0          0         18         12         18         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.7       74.8       76.1       85.7       60.6       74.8       73.0       83.1
Old  :                 61.7       74.8       76.1       85.7       60.6       74.8       73.0       83.1
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, July 14, 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  :    44,154:     1,933      5,520      9,927     26,778     21,185     38,638     36,632:     5,516      7,522
Old  :    44,154:     1,933      5,520      9,927     26,778     21,185     38,638     36,632:     5,516      7,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :       171:      -534        305        -15        378        345       -170        636:       341       -465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       12.5       22.5       60.6       48.0       87.5       83.0:      12.5       17.0
Old  :     100.0:       4.4       12.5       22.5       60.6       48.0       87.5       83.0:      12.5       17.0
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  :        74:        11         24         18         33         30         57         59:
Old  :        74:        11         24         18         33         30         57         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       25.6       52.0       38.7       34.4       23.7       45.7       33.1
Old  :                 37.8       25.6       52.0       38.7       34.4       23.7       45.7       33.1
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, July 14, 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  :   166,559:    26,826     39,358     52,028     64,795     46,150    143,649    137,536:    22,911     29,023
Old  :   101,572:    22,782     34,104     26,662     39,496     22,736     88,939     83,502:    12,632     18,069
Other:    64,987:    15,041     16,251     14,369     25,299     23,414     54,709     54,033:    10,278     10,954
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     1,577:     2,591     -5,356       -805     -1,711      6,350         76        188:     1,501      1,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       23.6       31.2       38.9       27.7       86.2       82.6:      13.8       17.4
Old  :     100.0:      22.4       33.6       26.2       38.9       22.4       87.6       82.2:      12.4       17.8
Other:     100.0:      23.1       25.0       22.1       38.9       36.0       84.2       83.1:      15.8       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        64         67         73         43         39        156        142:
Old  :       184:        58         75         57         34         37        128        134:
Other:       126:        52         27         43         33         30        102         83:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.0       16.0       30.3       24.8       17.9       13.4       29.0       20.6
Old  :                 24.2       16.3       36.3       26.0       24.1       13.4       36.0       20.7
Other:                 27.7       26.5       39.8       37.5       27.6       24.2       38.3       33.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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  :   270,962:    72,325     32,597     61,221    111,184    128,102    244,730    221,920:    26,233     49,042
Old  :   270,962:    72,325     32,597     61,221    111,184    128,102    244,730    221,920:    26,233     49,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     7,460:     6,117     -7,308      1,114     -1,663      9,746      5,568      3,551:     1,892      3,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       12.0       22.6       41.0       47.3       90.3       81.9:       9.7       18.1
Old  :     100.0:      26.7       12.0       22.6       41.0       47.3       90.3       81.9:       9.7       18.1
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  :       338:       102         66         84         98        145        247        259:
Old  :       338:       102         66         84         98        145        247        259:
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  :                 17.9       12.7       28.5       20.3       17.8       10.9       26.5       16.7
Old  :                 17.9       12.7       28.5       20.3       17.8       10.9       26.5       16.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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  :     7,871:     3,082      1,707        544      2,579      3,997      6,204      6,247:     1,667      1,624
Old  :     7,871:     3,082      1,707        544      2,579      3,997      6,204      6,247:     1,667      1,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :      -157:       -53        748       -187        -26       -779       -267       -218:       110         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       21.7        6.9       32.8       50.8       78.8       79.4:      21.2       20.6
Old  :     100.0:      39.2       21.7        6.9       32.8       50.8       78.8       79.4:      21.2       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:        20         20          8         17         23         41         47:
Old  :        68:        20         20          8         17         23         41         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       25.2       53.2       41.2       35.3       25.2       52.7       40.8
Old  :                 35.3       25.2       53.2       41.2       35.3       25.2       52.7       40.8
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, July 14, 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  :    29,165:    10,846      1,967      5,276      6,820      9,776     22,942     17,018:     6,222     12,146
Old  :    29,165:    10,846      1,967      5,276      6,820      9,776     22,942     17,018:     6,222     12,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     1,207:       746         59       -450        650        386        947         -4:       260      1,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        6.7       18.1       23.4       33.5       78.7       58.4:      21.3       41.6
Old  :     100.0:      37.2        6.7       18.1       23.4       33.5       78.7       58.4:      21.3       41.6
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  :       137:        41         22         27         35         59         93         94:
Old  :       137:        41         22         27         35         59         93         94:
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  :                 20.9       16.7       30.8       23.4       16.2        9.4       25.7       15.6
Old  :                 20.9       16.7       30.8       23.4       16.2        9.4       25.7       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    18,520:     3,816      1,832          0     14,218     16,158     18,034     17,990:       486        530
Old  :    18,520:     3,816      1,832          0     14,218     16,158     18,034     17,990:       486        530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     1,551:    -1,040        185          0      2,365      1,021      1,325      1,206:       226        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        9.9        0.0       76.8       87.2       97.4       97.1:       2.6        2.9
Old  :     100.0:      20.6        9.9        0.0       76.8       87.2       97.4       97.1:       2.6        2.9
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:         6          4          0         10          8         16         12:
Old  :        22:         6          4          0         10          8         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       80.9       83.2       92.9       52.1       72.2       71.2       76.8
Old  :                 63.5       80.9       83.2       92.9       52.1       72.2       71.2       76.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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  :    98,414:    31,988     26,261      7,010     22,960     47,854     61,957     81,125:    36,456     17,289
Old  :    98,414:    31,988     26,261      7,010     22,960     47,854     61,957     81,125:    36,456     17,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     6,005:       924      1,718      1,121      2,958      2,160      5,003      5,000:     1,001      1,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       26.7        7.1       23.3       48.6       63.0       82.4:      37.0       17.6
Old  :     100.0:      32.5       26.7        7.1       23.3       48.6       63.0       82.4:      37.0       17.6
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  :        69:        21         19         15         20         16         51         40:
Old  :        69:        21         19         15         20         16         51         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  :                 24.6       36.9       33.0       53.5       24.6       36.7       31.7       50.0
Old  :                 24.6       36.9       33.0       53.5       24.6       36.7       31.7       50.0
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, July 14, 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  :    37,678:    16,838      5,894      2,160      4,183     19,958     23,181     28,013:    14,497      9,665
Old  :    37,678:    16,838      5,894      2,160      4,183     19,958     23,181     28,013:    14,497      9,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :       746:       427        686        138        325     -1,823        890     -1,000:      -144      1,746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7       15.6        5.7       11.1       53.0       61.5       74.3:      38.5       25.7
Old  :     100.0:      44.7       15.6        5.7       11.1       53.0       61.5       74.3:      38.5       25.7
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  :        31:        11         11          4          4          8         19         19:
Old  :        31:        11         11          4          4          8         19         19:
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       46.5       44.2       59.6       30.0       45.0       42.6       56.7
Old  :                 30.0       46.5       44.2       59.6       30.0       45.0       42.6       56.7
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, July 14, 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  :    45,901:    27,620     14,006        304     14,352     27,483     42,276     41,793:     3,625      4,108
Old  :    45,901:    27,620     14,006        304     14,352     27,483     42,276     41,793:     3,625      4,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :   -16,033:   -21,149      4,257        -40      6,452    -21,638    -14,737    -17,421:    -1,296      1,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.2       30.5        0.7       31.3       59.9       92.1       91.1:       7.9        8.9
Old  :     100.0:      60.2       30.5        0.7       31.3       59.9       92.1       91.1:       7.9        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  :        61:        17         24          3         10         12         29         37:
Old  :        61:        17         24          3         10         12         29         37:
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  :                 51.7       49.0       68.3       68.8       51.7       49.0       68.3       68.8
Old  :                 51.7       49.0       68.3       68.8       51.7       49.0       68.3       68.8
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, July 14, 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  :    98,041:    23,660     35,641      4,341     49,524     38,530     77,525     78,512:    20,516     19,529
Old  :    98,041:    23,660     35,641      4,341     49,524     38,530     77,525     78,512:    20,516     19,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     3,905:    -3,127        418        406      6,569      2,617      3,847      3,440:        58        465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       36.4        4.4       50.5       39.3       79.1       80.1:      20.9       19.9
Old  :     100.0:      24.1       36.4        4.4       50.5       39.3       79.1       80.1:      20.9       19.9
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  :        64:        19         22          8         14         15         37         41:
Old  :        64:        19         22          8         14         15         37         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       35.9       57.1       49.5       39.8       35.6       56.8       48.6
Old  :                 39.9       35.9       57.1       49.5       39.8       35.6       56.8       48.6
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, July 14, 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  :   119,546:    52,262     19,060      5,374     33,108     76,835     90,744    101,269:    28,802     18,277
Old  :   119,546:    52,262     19,060      5,374     33,108     76,835     90,744    101,269:    28,802     18,277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    22,807:    15,961       -499      1,777       -454     21,129     17,285     22,408:     5,522        399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7       15.9        4.5       27.7       64.3       75.9       84.7:      24.1       15.3
Old  :     100.0:      43.7       15.9        4.5       27.7       64.3       75.9       84.7:      24.1       15.3
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  :        79:        28         22         11         19         20         52         48:
Old  :        79:        28         22         11         19         20         52         48:
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  :                 23.6       53.4       38.3       64.5       23.6       51.6       38.0       61.4
Old  :                 23.6       53.4       38.3       64.5       23.6       51.6       38.0       61.4
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, July 14, 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  :   132,974:    43,767     29,535     11,110     28,640     58,307     83,517     98,953:    49,456     34,021
Old  :   132,974:    43,767     29,535     11,110     28,640     58,307     83,517     98,953:    49,456     34,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    -6,530:    -4,514     -8,398        865     -1,197      2,717     -4,846     -4,816:    -1,683     -1,713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       22.2        8.4       21.5       43.8       62.8       74.4:      37.2       25.6
Old  :     100.0:      32.9       22.2        8.4       21.5       43.8       62.8       74.4:      37.2       25.6
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  :       123:        41         38         29         27         34         82         87:
Old  :       123:        41         38         29         27         34         82         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  :                 13.4       23.4       22.1       37.1       12.9       21.7       20.4       32.7
Old  :                 13.4       23.4       22.1       37.1       12.9       21.7       20.4       32.7
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, July 14, 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  :    22,089:    15,990      1,021          0      4,042     19,945     20,032     20,966:     2,057      1,123
Old  :    22,089:    15,990      1,021          0      4,042     19,945     20,032     20,966:     2,057      1,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :       395:      -401        -13          0        864        432        463        419:       -68        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.4        4.6        0.0       18.3       90.3       90.7       94.9:       9.3        5.1
Old  :     100.0:      72.4        4.6        0.0       18.3       90.3       90.7       94.9:       9.3        5.1
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  :        29:         9          6          0          5         10         14         16:
Old  :        29:         9          6          0          5         10         14         16:
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  :                 63.3       77.7       81.9       89.2       63.3       77.7       81.9       88.7
Old  :                 63.3       77.7       81.9       89.2       63.3       77.7       81.9       88.7
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, July 14, 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  :11,861,878:   944,144    219,951  3,979,465  5,859,458  6,641,128 10,783,067 10,840,544: 1,078,811  1,021,334
Old  :11,861,878:   944,144    219,951  3,979,465  5,859,458  6,641,128 10,783,067 10,840,544: 1,078,811  1,021,334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :   -88,888:   111,582    -48,112   -117,554   -128,990     38,105   -134,962   -127,561:    46,074     38,673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        1.9       33.5       49.4       56.0       90.9       91.4:       9.1        8.6
Old  :     100.0:       8.0        1.9       33.5       49.4       56.0       90.9       91.4:       9.1        8.6
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  :       242:        73         36         98        121        119        234        220:
Old  :       242:        73         36         98        121        119        234        220:
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       29.0       31.8       43.3       13.0       20.2       17.3       23.5
Old  :                 20.4       29.0       31.8       43.3       13.0       20.2       17.3       23.5
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, July 14, 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  :   484,949:    34,570     42,771     36,708    303,917    348,246    375,195    427,726:   109,754     57,224
Old  :   484,949:    34,570     42,771     36,708    303,917    348,246    375,195    427,726:   109,754     57,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     3,228:    -3,037      1,816       -626      2,535      3,288     -1,128      4,478:     4,356     -1,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        8.8        7.6       62.7       71.8       77.4       88.2:      22.6       11.8
Old  :     100.0:       7.1        8.8        7.6       62.7       71.8       77.4       88.2:      22.6       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        29         27         40         83         69        134        115:
Old  :       157:        29         27         40         83         69        134        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  :                 19.0       24.5       26.9       36.7       18.2       24.4       26.0       34.7
Old  :                 19.0       24.5       26.9       36.7       18.2       24.4       26.0       34.7
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, July 14, 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  : 2,548,385:   473,613    363,549     76,771  1,830,402  1,789,344  2,380,786  2,229,665:   167,600    318,721
Old  : 2,548,385:   473,613    363,549     76,771  1,830,402  1,789,344  2,380,786  2,229,665:   167,600    318,721
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :       868:    -3,764    -11,006      5,934     10,877    -15,805     13,047    -20,877:   -12,179     21,745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       14.3        3.0       71.8       70.2       93.4       87.5:       6.6       12.5
Old  :     100.0:      18.6       14.3        3.0       71.8       70.2       93.4       87.5:       6.6       12.5
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  :       437:        86        115         74        154        160        282        307:
Old  :       437:        86        115         74        154        160        282        307:
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       17.8       31.2       26.5       17.3       13.8       29.0       21.9
Old  :                 17.6       17.8       31.2       26.5       17.3       13.8       29.0       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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  :   100,417:    12,175     10,993        258     78,605     85,587     91,038     96,838:     9,378      3,579
Old  :   100,417:    12,175     10,993        258     78,605     85,587     91,038     96,838:     9,378      3,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :      -905:       404      1,524       -722       -560     -1,001       -878       -199:       -28       -706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       10.9        0.3       78.3       85.2       90.7       96.4:       9.3        3.6
Old  :     100.0:      12.1       10.9        0.3       78.3       85.2       90.7       96.4:       9.3        3.6
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  :        84:         8          9          2         48         30         56         41:
Old  :        84:         8          9          2         48         30         56         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       59.1       49.5       71.5       29.3       59.1       46.3       71.5
Old  :                 32.3       59.1       49.5       71.5       29.3       59.1       46.3       71.5
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, July 14, 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  :    17,843:     2,503      4,887          0     11,251      8,486     13,754     13,373:     4,089      4,470
Old  :    17,843:     2,503      4,887          0     11,251      8,486     13,754     13,373:     4,089      4,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     2,706:     1,020       -245          0      1,499      2,392      2,519      2,147:       187        559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       27.4        0.0       63.1       47.6       77.1       74.9:      22.9       25.1
Old  :     100.0:      14.0       27.4        0.0       63.1       47.6       77.1       74.9:      22.9       25.1
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  :        31:         4          5          0         11         14         15         19:
Old  :        31:         4          5          0         11         14         15         19:
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  :                 53.3       36.6       68.9       57.8       53.3       36.6       68.7       57.8
Old  :                 53.3       36.6       68.9       57.8       53.3       36.6       68.7       57.8
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, July 14, 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  :   261,239:    63,361     58,066      7,732    166,853    175,576    237,947    241,374:    23,292     19,865
Old  :   261,239:    63,361     58,066      7,732    166,853    175,576    237,947    241,374:    23,292     19,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     6,514:     2,613      2,927        -25      4,959      1,576      7,546      4,477:    -1,033      2,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       22.2        3.0       63.9       67.2       91.1       92.4:       8.9        7.6
Old  :     100.0:      24.3       22.2        3.0       63.9       67.2       91.1       92.4:       8.9        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        48         55         20         55         71        115        134:
Old  :       211:        48         55         20         55         71        115        134:
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  :                 31.7       24.7       44.5       35.5       30.5       17.9       40.3       28.0
Old  :                 31.7       24.7       44.5       35.5       30.5       17.9       40.3       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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  :    93,084:    42,529     15,907      3,105     26,194     62,373     71,829     81,386:    21,255     11,698
Old  :    93,084:    42,529     15,907      3,105     26,194     62,373     71,829     81,386:    21,255     11,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     1,373:    -2,179      3,946        195      4,578     -3,711      2,594        429:    -1,221        943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7       17.1        3.3       28.1       67.0       77.2       87.4:      22.8       12.6
Old  :     100.0:      45.7       17.1        3.3       28.1       67.0       77.2       87.4:      22.8       12.6
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  :        55:        20         15          7         14         12         39         29:
Old  :        55:        20         15          7         14         12         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  :                 47.4       53.5       56.0       67.7       47.4       53.5       55.8       65.9
Old  :                 47.4       53.5       56.0       67.7       47.4       53.5       55.8       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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  :    26,795:     8,417      5,403          0      6,921     15,814     15,338     21,217:    11,457      5,577
Old  :    26,795:     8,417      5,403          0      6,921     15,814     15,338     21,217:    11,457      5,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :       544:       905       -883          0       -221      1,601        684        718:      -140       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       20.2        0.0       25.8       59.0       57.2       79.2:      42.8       20.8
Old  :     100.0:      31.4       20.2        0.0       25.8       59.0       57.2       79.2:      42.8       20.8
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:        12         10          0         10         19         22         29:
Old  :        49:        12         10          0         10         19         22         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  :                 21.1       29.3       35.0       45.2       21.1       29.1       34.3       45.0
Old  :                 21.1       29.3       35.0       45.2       21.1       29.1       34.3       45.0
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, July 14, 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  :    33,758:     9,420     10,266        410     15,283     18,536     25,113     29,212:     8,645      4,546
Old  :    33,758:     9,420     10,266        410     15,283     18,536     25,113     29,212:     8,645      4,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :      -860:     1,004       -501       -436      1,683       -431      2,251     -1,368:    -3,111        508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       30.4        1.2       45.3       54.9       74.4       86.5:      25.6       13.5
Old  :     100.0:      27.9       30.4        1.2       45.3       54.9       74.4       86.5:      25.6       13.5
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  :        63:        13         13          1         25         18         38         32:
Old  :        63:        13         13          1         25         18         38         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       37.7       41.4       57.8       25.0       37.7       38.6       57.8
Old  :                 27.8       37.7       41.4       57.8       25.0       37.7       38.6       57.8
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, July 14, 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  :    25,368:     2,575      6,356        184     19,632     17,336     22,391     23,876:     2,977      1,492
Old  :    25,368:     2,575      6,356        184     19,632     17,336     22,391     23,876:     2,977      1,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :      -579:      -614         97         15       -323       -715       -922       -603:       343         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       25.1        0.7       77.4       68.3       88.3       94.1:      11.7        5.9
Old  :     100.0:      10.2       25.1        0.7       77.4       68.3       88.3       94.1:      11.7        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  :        34:         7          5          3         12         13         21         19:
Old  :        34:         7          5          3         12         13         21         19:
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  :                 59.9       64.4       73.1       82.7       55.1       64.4       68.3       79.8
Old  :                 59.9       64.4       73.1       82.7       55.1       64.4       68.3       79.8
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, July 14, 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  :    17,758:     3,940        726         27     12,104     15,958     16,071     16,711:     1,687      1,047
Old  :    17,758:     3,940        726         27     12,104     15,958     16,071     16,711:     1,687      1,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     1,976:       -72        612         27      1,667        829      1,622      1,468:       354        508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        4.1        0.2       68.2       89.9       90.5       94.1:       9.5        5.9
Old  :     100.0:      22.2        4.1        0.2       68.2       89.9       90.5       94.1:       9.5        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  :        24:         9          4          2         10          4         20          9:
Old  :        24:         9          4          2         10          4         20          9:
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  :                 56.9       91.4       70.6       94.0       52.9       86.5       66.2       87.6
Old  :                 56.9       91.4       70.6       94.0       52.9       86.5       66.2       87.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 17, 2009