```
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    31,651:     1,059     10,248        957     26,137     14,985     28,153     26,190:     3,498      5,461
Old  :    31,651:     1,059     10,248        957     26,137     14,985     28,153     26,190:     3,498      5,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     1,798:       183      1,060         58      1,454        312      1,695      1,430:       103        368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       32.4        3.0       82.6       47.3       88.9       82.7:      11.1       17.3
Old  :     100.0:       3.3       32.4        3.0       82.6       47.3       88.9       82.7:      11.1       17.3
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  :        77:         6         26         12         31         28         46         58:
Old  :        77:         6         26         12         31         28         46         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       32.8       64.2       48.5       52.4       31.3       64.2       46.9
Old  :                 52.4       32.8       64.2       48.5       52.4       31.3       64.2       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   202,959:    62,452     25,319     29,237     89,056    120,587    180,745    175,143:    22,214     27,816
Old  :   191,861:    59,783     25,694     26,244     85,922    113,814    171,949    165,752:    19,912     26,109
Other:    11,098:     4,285      1,241      1,377      3,134      6,773      8,796      9,391:     2,302      1,707
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     4,407:     2,770      1,065        411      1,755      4,155      4,936      5,631:      -529     -1,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       12.5       14.4       43.9       59.4       89.1       86.3:      10.9       13.7
Old  :     100.0:      31.2       13.4       13.7       44.8       59.3       89.6       86.4:      10.4       13.6
Other:     100.0:      38.6       11.2       12.4       28.2       61.0       79.3       84.6:      20.7       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        90         58         85         41         56        181        167:
Old  :       237:        91         61         82         40         56        178        166:
Other:        68:        16         18          8         14         20         35         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       37.2       34.9       44.6       21.6       35.5       34.5       42.6
Old  :                 22.8       38.2       36.1       45.0       22.7       36.3       36.1       42.9
Other:                 39.1       37.0       54.9       54.3       39.1       37.0       50.1       51.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   358,017:   130,983     36,070     68,320    129,839    180,790    329,142    285,180:    28,875     72,837
Old  :   358,017:   130,983     36,070     68,320    129,839    180,790    329,142    285,180:    28,875     72,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     9,567:     6,009      4,796      6,246       -354      1,797     11,901     12,839:    -2,334     -3,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       10.1       19.1       36.3       50.5       91.9       79.7:       8.1       20.3
Old  :     100.0:      36.6       10.1       19.1       36.3       50.5       91.9       79.7:       8.1       20.3
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  :       431:       153         60        105         81        177        296        306:
Old  :       431:       153         60        105         81        177        296        306:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       14.8       27.2       21.8       16.3       14.0       26.4       19.6
Old  :                 16.7       14.8       27.2       21.8       16.3       14.0       26.4       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,541:     3,818        640      1,221      2,776      6,262      7,815      8,123:     1,726      1,418
Old  :     9,541:     3,818        640      1,221      2,776      6,262      7,815      8,123:     1,726      1,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :       265:       139         18        212         14         72        365        302:      -100        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        6.7       12.8       29.1       65.6       81.9       85.1:      18.1       14.9
Old  :     100.0:      40.0        6.7       12.8       29.1       65.6       81.9       85.1:      18.1       14.9
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  :        80:        31         14         12         16         26         57         46:
Old  :        80:        31         14         12         16         26         57         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       35.8       46.6       50.5       33.6       35.8       45.5       50.2
Old  :                 33.6       35.8       46.6       50.5       33.6       35.8       45.5       50.2
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    41,713:    20,945      6,263      5,143      9,278     12,149     35,366     23,555:     6,347     18,158
Old  :    41,713:    20,945      6,263      5,143      9,278     12,149     35,366     23,555:     6,347     18,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     2,670:     2,206      1,394        112        -56        136      2,262      1,642:       408      1,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.2       15.0       12.3       22.2       29.1       84.8       56.5:      15.2       43.5
Old  :     100.0:      50.2       15.0       12.3       22.2       29.1       84.8       56.5:      15.2       43.5
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  :       159:        53         35         31         29         50        103         99:
Old  :       159:        53         35         31         29         50        103         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0        9.2       29.6       16.8       17.6        8.7       27.6       15.3
Old  :                 18.0        9.2       29.6       16.8       17.6        8.7       27.6       15.3
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    25,831:     8,997        200          0     10,134     25,456     19,131     25,656:     6,700        175
Old  :    25,831:     8,997        200          0     10,134     25,456     19,131     25,656:     6,700        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     1,698:     1,155          0          0        532      1,760      1,687      1,760:        11        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        0.8        0.0       39.2       98.5       74.1       99.3:      25.9        0.7
Old  :     100.0:      34.8        0.8        0.0       39.2       98.5       74.1       99.3:      25.9        0.7
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  :        25:         9          1          0          9         13         18         14:
Old  :        25:         9          1          0          9         13         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       74.3       64.7       95.0       38.5       67.1       49.6       76.4
Old  :                 44.7       74.3       64.7       95.0       38.5       67.1       49.6       76.4
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   152,885:    90,278     17,251        115     14,953    120,060    105,346    137,426:    47,539     15,459
Old  :   152,885:    90,278     17,251        115     14,953    120,060    105,346    137,426:    47,539     15,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :   -27,299:     9,296      5,909     -5,809    -35,924    -25,735    -32,437    -25,635:     5,138     -1,664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.0       11.3        0.1        9.8       78.5       68.9       89.9:      31.1       10.1
Old  :     100.0:      59.0       11.3        0.1        9.8       78.5       68.9       89.9:      31.1       10.1
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  :        88:        47          8          3         17         25         65         35:
Old  :        88:        47          8          3         17         25         65         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       51.1       46.7       72.1       34.3       50.9       46.7       71.8
Old  :                 34.3       51.1       46.7       72.1       34.3       50.9       46.7       71.8
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    30,910:     9,239     10,327        131      9,433     11,335     18,803     21,793:    12,107      9,117
Old  :    30,910:     9,239     10,327        131      9,433     11,335     18,803     21,793:    12,107      9,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    -1,247:       262     -3,883          0     -1,352      4,634     -1,090        751:      -157     -1,998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       33.4        0.4       30.5       36.7       60.8       70.5:      39.2       29.5
Old  :     100.0:      29.9       33.4        0.4       30.5       36.7       60.8       70.5:      39.2       29.5
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  :        35:         9         13          1          6          9         16         22:
Old  :        35:         9         13          1          6          9         16         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       32.8       50.6       48.0       34.2       32.8       49.9       48.0
Old  :                 34.2       32.8       50.6       48.0       34.2       32.8       49.9       48.0
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   132,840:   114,686      4,824        385     10,122    125,898    125,193    131,107:     7,647      1,733
Old  :   132,840:   114,686      4,824        385     10,122    125,898    125,193    131,107:     7,647      1,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     5,547:     5,024     -1,584        -35        751      5,471      5,740      3,852:      -193      1,695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.3        3.6        0.3        7.6       94.8       94.2       98.7:       5.8        1.3
Old  :     100.0:      86.3        3.6        0.3        7.6       94.8       94.2       98.7:       5.8        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        62         10          1         13         20         75         31:
Old  :       102:        62         10          1         13         20         75         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       66.8       72.2       86.0       58.9       66.6       72.2       85.8
Old  :                 58.9       66.8       72.2       86.0       58.9       66.6       72.2       85.8
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   130,646:    11,349     82,973        120    105,029     15,981    116,498     99,074:    14,148     31,572
Old  :   130,646:    11,349     82,973        120    105,029     15,981    116,498     99,074:    14,148     31,572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     9,095:      -382      7,255        -38     10,264      1,770      9,844      8,987:      -749        108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       63.5        0.1       80.4       12.2       89.2       75.8:      10.8       24.2
Old  :     100.0:       8.7       63.5        0.1       80.4       12.2       89.2       75.8:      10.8       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        10         45          1         15         20         26         65:
Old  :        85:        10         45          1         15         20         26         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       33.2       73.9       44.4       58.2       33.2       73.1       44.4
Old  :                 58.3       33.2       73.9       44.4       58.2       33.2       73.1       44.4
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    96,913:    41,030     30,869         58     37,353     38,587     78,441     69,514:    18,472     27,399
Old  :    96,913:    41,030     30,869         58     37,353     38,587     78,441     69,514:    18,472     27,399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :       914:      -248      4,788          5      2,266     -4,716      2,023         77:    -1,109        837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3       31.9        0.1       38.5       39.8       80.9       71.7:      19.1       28.3
Old  :     100.0:      42.3       31.9        0.1       38.5       39.8       80.9       71.7:      19.1       28.3
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  :        88:        23         36          2         14         21         38         58:
Old  :        88:        23         36          2         14         21         38         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       34.7       53.5       46.6       38.4       30.3       51.9       42.1
Old  :                 38.7       34.7       53.5       46.6       38.4       30.3       51.9       42.1
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   195,287:    39,953    114,870      1,314    113,860     31,884    155,127    148,068:    40,160     47,219
Old  :   195,287:    39,953    114,870      1,314    113,860     31,884    155,127    148,068:    40,160     47,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    31,465:    -1,847     26,729       -117     31,736       -836     29,772     25,776:     1,693      5,689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       58.8        0.7       58.3       16.3       79.4       75.8:      20.6       24.2
Old  :     100.0:      20.5       58.8        0.7       58.3       16.3       79.4       75.8:      20.6       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        40         63         10         23         28         68         96:
Old  :       147:        40         63         10         23         28         68         96:
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  :                 35.9       31.3       48.3       41.8       35.9       30.6       47.8       41.1
Old  :                 35.9       31.3       48.3       41.8       35.9       30.6       47.8       41.1
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    17,599:    13,621      8,132          0      1,294      8,155     14,915     16,287:     2,684      1,312
Old  :    17,599:    13,621      8,132          0      1,294      8,155     14,915     16,287:     2,684      1,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     1,961:     2,287       -393          0       -533      2,185      1,754      1,792:       207        169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.4       46.2        0.0        7.4       46.3       84.7       92.5:      15.3        7.5
Old  :     100.0:      77.4       46.2        0.0        7.4       46.3       84.7       92.5:      15.3        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        14         12          0          3          9         17         21:
Old  :        37:        14         12          0          3          9         17         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       48.3       75.6       70.1       57.5       48.3       75.6       69.8
Old  :                 57.5       48.3       75.6       70.1       57.5       48.3       75.6       69.8
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 7,351,430: 1,224,542    484,252  1,032,502  4,363,918  4,930,621  6,620,962  6,447,375:   730,468    904,055
Old  : 7,351,430: 1,224,542    484,252  1,032,502  4,363,918  4,930,621  6,620,962  6,447,375:   730,468    904,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :   142,839:    51,091     31,700     10,409    130,922     84,943    192,422    127,052:   -49,583     15,787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        6.6       14.0       59.4       67.1       90.1       87.7:       9.9       12.3
Old  :     100.0:      16.7        6.6       14.0       59.4       67.1       90.1       87.7:       9.9       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        70         58         94        125        130        246        243:
Old  :       280:        70         58         94        125        130        246        243:
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  :                 31.3       27.2       41.5       37.4       31.0       23.2       37.6       28.8
Old  :                 31.3       27.2       41.5       37.4       31.0       23.2       37.6       28.8
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   309,880:    23,525     29,729        317    208,848    212,900    232,690    242,946:    77,190     66,934
Old  :   309,880:    23,525     29,729        317    208,848    212,900    232,690    242,946:    77,190     66,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :  -171,375:    -1,342    -67,385     -7,081    -98,999    -86,508   -107,422   -160,974:   -63,953    -10,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        9.6        0.1       67.4       68.7       75.1       78.4:      24.9       21.6
Old  :     100.0:       7.6        9.6        0.1       67.4       68.7       75.1       78.4:      24.9       21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        17         19          4         57         57         76         78:
Old  :       129:        17         19          4         57         57         76         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       21.5       35.3       35.9       23.7       21.5       33.8       35.9
Old  :                 25.2       21.5       35.3       35.9       23.7       21.5       33.8       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,348,917:   351,567    375,215     25,940  1,644,247  1,710,373  2,021,754  2,111,528:   327,163    237,389
Old  : 2,348,917:   351,567    375,215     25,940  1,644,247  1,710,373  2,021,754  2,111,528:   327,163    237,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :-1,229,912:  -349,979   -157,065    -25,589   -768,207   -719,729 -1,143,775   -902,383:   -86,137   -327,529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       16.0        1.1       70.0       72.8       86.1       89.9:      13.9       10.1
Old  :     100.0:      15.0       16.0        1.1       70.0       72.8       86.1       89.9:      13.9       10.1
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  :       451:       103        100         31        136        172        253        289:
Old  :       451:       103        100         31        136        172        253        289:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       14.2       33.5       22.8       21.3       10.9       29.9       18.1
Old  :                 22.1       14.2       33.5       22.8       21.3       10.9       29.9       18.1
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    99,613:    13,823      9,414        312     75,115     87,971     89,250     97,697:    10,363      1,916
Old  :    99,613:    13,823      9,414        312     75,115     87,971     89,250     97,697:    10,363      1,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :   -15,174:     1,151       -469        312    -16,666    -10,843    -15,203    -11,000:        29     -4,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        9.5        0.3       75.4       88.3       89.6       98.1:      10.4        1.9
Old  :     100.0:      13.9        9.5        0.3       75.4       88.3       89.6       98.1:      10.4        1.9
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  :        88:        15          4          1         46         38         61         43:
Old  :        88:        15          4          1         46         38         61         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       54.1       49.9       68.0       28.9       45.6       41.0       59.5
Old  :                 33.6       54.1       49.9       68.0       28.9       45.6       41.0       59.5
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,884:     2,774      1,445          0      5,413      7,443      8,187      8,888:     4,697      3,996
Old  :    12,884:     2,774      1,445          0      5,413      7,443      8,187      8,888:     4,697      3,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :   -10,758:     1,247     -1,382     -1,588    -11,071     -8,466    -11,412    -11,436:       654        678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       11.2        0.0       42.0       57.8       63.5       69.0:      36.5       31.0
Old  :     100.0:      21.5       11.2        0.0       42.0       57.8       63.5       69.0:      36.5       31.0
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  :        20:         2          1          0          9         10         11         11:
Old  :        20:         2          1          0          9         10         11         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       51.9       59.4       65.3       47.4       51.9       59.4       65.2
Old  :                 47.5       51.9       59.4       65.3       47.4       51.9       59.4       65.2
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   287,475:   137,664     80,335      1,612    111,216    180,658    250,492    262,605:    36,983     24,870
Old  :   287,475:   137,664     80,335      1,612    111,216    180,658    250,492    262,605:    36,983     24,870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :  -128,637:    -8,876    -17,999    -16,442   -108,403   -100,526   -133,721   -134,967:     5,084      6,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.9       27.9        0.6       38.7       62.8       87.1       91.3:      12.9        8.7
Old  :     100.0:      47.9       27.9        0.6       38.7       62.8       87.1       91.3:      12.9        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        78         47          9         63         70        146        121:
Old  :       243:        78         47          9         63         70        146        121:
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  :                 23.5       21.8       35.2       35.5       22.5       21.8       32.9       35.5
Old  :                 23.5       21.8       35.2       35.5       22.5       21.8       32.9       35.5
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   142,413:    84,248      9,909        667     25,514    116,708    110,429    127,284:    31,984     15,129
Old  :   142,413:    84,248      9,909        667     25,514    116,708    110,429    127,284:    31,984     15,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    16,112:    10,501       -344         40      2,708     10,988     13,249     10,684:     2,863      5,428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.2        7.0        0.5       17.9       82.0       77.5       89.4:      22.5       10.6
Old  :     100.0:      59.2        7.0        0.5       17.9       82.0       77.5       89.4:      22.5       10.6
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:        40          8          4          9         17         49         29:
Old  :        69:        40          8          4          9         17         49         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  :                 34.0       56.0       48.4       80.9       34.0       55.8       48.4       79.9
Old  :                 34.0       56.0       48.4       80.9       34.0       55.8       48.4       79.9
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    43,251:    14,258     13,865          0     20,128     15,455     34,386     29,320:     8,865     13,931
Old  :    43,251:    14,258     13,865          0     20,128     15,455     34,386     29,320:     8,865     13,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     1,026:        79        -44          0        397      1,579        476      1,535:       550       -509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       32.1        0.0       46.5       35.7       79.5       67.8:      20.5       32.2
Old  :     100.0:      33.0       32.1        0.0       46.5       35.7       79.5       67.8:      20.5       32.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        16         12          0         15         12         31         24:
Old  :        51:        16         12          0         15         12         31         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       37.2       51.7       49.3       38.0       33.6       50.8       45.5
Old  :                 38.0       37.2       51.7       49.3       38.0       33.6       50.8       45.5
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    36,809:    18,573      4,600        539     11,860     16,358     30,972     21,497:     5,837     15,312
Old  :    36,809:    18,573      4,600        539     11,860     16,358     30,972     21,497:     5,837     15,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     4,459:     2,392      1,682        245      1,418        686      4,055      2,613:       404      1,846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5       12.5        1.5       32.2       44.4       84.1       58.4:      15.9       41.6
Old  :     100.0:      50.5       12.5        1.5       32.2       44.4       84.1       58.4:      15.9       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  :        55:        16         10          2         17         18         34         29:
Old  :        55:        16         10          2         17         18         34         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  :                 30.8       27.8       46.9       37.7       30.0       24.6       44.6       34.4
Old  :                 30.8       27.8       46.9       37.7       30.0       24.6       44.6       34.4
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    27,501:     5,728        270         80     18,847     25,547     24,655     25,897:     2,846      1,604
Old  :    27,501:     5,728        270         80     18,847     25,547     24,655     25,897:     2,846      1,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    -1,864:     1,285       -257         -3     -2,190     -1,118       -908     -1,378:      -956       -486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        1.0        0.3       68.5       92.9       89.7       94.2:      10.3        5.8
Old  :     100.0:      20.8        1.0        0.3       68.5       92.9       89.7       94.2:      10.3        5.8
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  :        37:         9          1          1         15         17         24         19:
Old  :        37:         9          1          1         15         17         24         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  :                 55.1       65.8       68.8       80.8       52.9       65.7       66.6       80.4
Old  :                 55.1       65.8       68.8       80.8       52.9       65.7       66.6       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE                                              Code-244742
Commitments of Traders - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI INDEX X $50)                                                         :
     :          :                                                                            :
All  :    19,973:     4,366        793         82      8,715     17,340     13,163     18,215:     6,810      1,758
Old  :    19,973:     4,366        793         82      8,715     17,340     13,163     18,215:     6,810      1,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    -5,196:       989       -115         82     -4,725     -2,601     -3,654     -2,634:    -1,542     -2,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        4.0        0.4       43.6       86.8       65.9       91.2:      34.1        8.8
Old  :     100.0:      21.9        4.0        0.4       43.6       86.8       65.9       91.2:      34.1        8.8
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  :        27:         8          2          1         10          9         18         12:
Old  :        27:         8          2          1         10          9         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  :                 39.1       76.3       51.9       87.5       38.2       76.3       51.0       87.3
Old  :                 39.1       76.3       51.9       87.5       38.2       76.3       51.0       87.3
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 - Futures Only, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    18,761:     4,417      1,706          0     12,593     16,117     17,010     17,823:     1,751        938
Old  :    18,761:     4,417      1,706          0     12,593     16,117     17,010     17,823:     1,751        938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :       205:       -77        138          0        113        398         36        536:       169       -331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        9.1        0.0       67.1       85.9       90.7       95.0:       9.3        5.0
Old  :     100.0:      23.5        9.1        0.0       67.1       85.9       90.7       95.0:       9.3        5.0
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  :        23:        10          4          0          6          3         16          7:
Old  :        23:        10          4          0          6          3         16          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       91.1       78.4       95.0       64.7       91.1       78.4       95.0
Old  :                 64.7       91.1       78.4       95.0       64.7       91.1       78.4       95.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 26, 2010