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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :    41,124:     2,692      5,721      7,512     25,480     19,554     35,684     32,787:     5,440      8,337
Old  :    41,124:     2,692      5,721      7,512     25,480     19,554     35,684     32,787:     5,440      8,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     2,861:       218        102      1,054      1,928      1,041      3,200      2,196:      -338        665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       13.9       18.3       62.0       47.5       86.8       79.7:      13.2       20.3
Old  :     100.0:       6.5       13.9       18.3       62.0       47.5       86.8       79.7:      13.2       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  :        75:        20         15         24         33         27         60         59:
Old  :        75:        20         15         24         33         27         60         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  :                 37.7       31.4       49.7       44.4       37.3       30.3       46.3       43.3
Old  :                 37.7       31.4       49.7       44.4       37.3       30.3       46.3       43.3
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, January 26, 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  :   224,255:    55,199     12,745     52,656     91,107    124,194    198,963    189,594:    25,292     34,661
Old  :   220,083:    54,233     12,927     51,957     89,506    121,088    195,697    185,972:    24,386     34,110
Other:     4,172:     1,160         12        505      1,601      3,105      3,266      3,622:       906        550
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    -2,490:    -3,000       -846      1,115        298     -2,649     -1,586     -2,380:      -903       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        5.7       23.5       40.6       55.4       88.7       84.5:      11.3       15.5
Old  :     100.0:      24.6        5.9       23.6       40.7       55.0       88.9       84.5:      11.1       15.5
Other:     100.0:      27.8        0.3       12.1       38.4       74.4       78.3       86.8:      21.7       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        92         48         80         48         57        183        159:
Old  :       223:        88         51         80         47         57        181        159:
Other:        50:        21          6         13          9         17         35         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       34.7       29.5       43.5       18.0       34.0       29.1       40.2
Old  :                 18.4       35.1       29.5       43.3       18.3       33.9       29.0       40.0
Other:                 47.5       48.4       57.4       65.4       45.4       48.4       54.4       64.3
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :   345,665:   119,080     30,583     69,493    131,181    179,020    319,753    279,096:    25,912     66,569
Old  :   345,665:   119,080     30,583     69,493    131,181    179,020    319,753    279,096:    25,912     66,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     1,314:    -1,440     -3,313      3,452       -265        989      1,747      1,127:      -433        187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4        8.8       20.1       38.0       51.8       92.5       80.7:       7.5       19.3
Old  :     100.0:      34.4        8.8       20.1       38.0       51.8       92.5       80.7:       7.5       19.3
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  :       412:       127         77         99        101        179        277        317:
Old  :       412:       127         77         99        101        179        277        317:
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       16.3       26.7       23.2       16.6       13.8       26.5       20.0
Old  :                 16.7       16.3       26.7       23.2       16.6       13.8       26.5       20.0
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, January 26, 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  :    10,870:     4,067      1,147      1,870      2,956      6,235      8,893      9,253:     1,977      1,618
Old  :    10,870:     4,067      1,147      1,870      2,956      6,235      8,893      9,253:     1,977      1,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :       421:       -22       -226        306        116        192        399        272:        22        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       10.6       17.2       27.2       57.4       81.8       85.1:      18.2       14.9
Old  :     100.0:      37.4       10.6       17.2       27.2       57.4       81.8       85.1:      18.2       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  :        85:        30         17         13         15         30         54         54:
Old  :        85:        30         17         13         15         30         54         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       24.2       47.8       40.3       31.5       24.2       46.3       38.4
Old  :                 31.5       24.2       47.8       40.3       31.5       24.2       46.3       38.4
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, January 26, 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  :    37,785:    13,331      5,059      7,560     11,307     10,778     32,199     23,396:     5,586     14,388
Old  :    37,785:    13,331      5,059      7,560     11,307     10,778     32,199     23,396:     5,586     14,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     3,092:     1,290     -1,304      2,014       -306      1,113      2,997      1,823:        95      1,270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       13.4       20.0       29.9       28.5       85.2       61.9:      14.8       38.1
Old  :     100.0:      35.3       13.4       20.0       29.9       28.5       85.2       61.9:      14.8       38.1
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  :       147:        36         38         40         40         52        106        106:
Old  :       147:        36         38         40         40         52        106        106:
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  :                 21.2       11.7       33.0       20.0       21.2       11.0       31.9       17.7
Old  :                 21.2       11.7       33.0       20.0       21.2       11.0       31.9       17.7
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, January 26, 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  :    17,936:     2,785        209         30     10,561     17,455     13,376     17,694:     4,560        242
Old  :    17,936:     2,785        209         30     10,561     17,455     13,376     17,694:     4,560        242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :       759:      -272        209        -30        836        541        534        720:       225         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        1.2        0.2       58.9       97.3       74.6       98.7:      25.4        1.3
Old  :     100.0:      15.5        1.2        0.2       58.9       97.3       74.6       98.7:      25.4        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  :        20:         6          1          1          8         11         14         13:
Old  :        20:         6          1          1          8         11         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       84.5       67.1       93.5       39.0       69.3       48.8       74.1
Old  :                 49.9       84.5       67.1       93.5       39.0       69.3       48.8       74.1
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, January 26, 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  :   106,724:    36,164      8,412      6,140     22,032     73,658     64,336     88,210:    42,388     18,514
Old  :   106,724:    36,164      8,412      6,140     22,032     73,658     64,336     88,210:    42,388     18,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :   -24,733:   -22,039     -2,249      2,090        689    -22,624    -19,259    -22,783:    -5,474     -1,951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        7.9        5.8       20.6       69.0       60.3       82.7:      39.7       17.3
Old  :     100.0:      33.9        7.9        5.8       20.6       69.0       60.3       82.7:      39.7       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  :        80:        32         12         14         22         29         58         51:
Old  :        80:        32         12         14         22         29         58         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       34.3       30.5       51.1       19.2       33.4       30.5       48.0
Old  :                 19.2       34.3       30.5       51.1       19.2       33.4       30.5       48.0
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, January 26, 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  :    36,912:    12,164      6,715      1,625     11,134     15,401     24,923     23,741:    11,989     13,171
Old  :    36,912:    12,164      6,715      1,625     11,134     15,401     24,923     23,741:    11,989     13,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    -3,260:    -4,852      3,405         19      4,810    -10,521        -22     -7,096:    -3,238      3,836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       18.2        4.4       30.2       41.7       67.5       64.3:      32.5       35.7
Old  :     100.0:      33.0       18.2        4.4       30.2       41.7       67.5       64.3:      32.5       35.7
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  :        34:        14          7          5          8          9         23         20:
Old  :        34:        14          7          5          8          9         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       36.2       44.8       48.7       30.7       36.2       42.9       48.7
Old  :                 32.2       36.2       44.8       48.7       30.7       36.2       42.9       48.7
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, January 26, 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  :    97,411:    67,133      8,983        229     23,785     86,156     91,147     95,368:     6,264      2,043
Old  :    97,411:    67,133      8,983        229     23,785     86,156     91,147     95,368:     6,264      2,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :   -14,976:   -19,957      1,145         -4      6,780    -16,372    -13,181    -15,231:    -1,795        255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.9        9.2        0.2       24.4       88.4       93.6       97.9:       6.4        2.1
Old  :     100.0:      68.9        9.2        0.2       24.4       88.4       93.6       97.9:       6.4        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        48         14          2         17         19         66         34:
Old  :        92:        48         14          2         17         19         66         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       65.7       66.1       82.1       48.5       65.4       66.0       81.3
Old  :                 48.6       65.7       66.1       82.1       48.5       65.4       66.0       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :    93,414:    15,029     42,374      3,746     55,999     22,881     74,775     69,002:    18,640     24,413
Old  :    93,414:    15,029     42,374      3,746     55,999     22,881     74,775     69,002:    18,640     24,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     3,915:    -6,535      1,337        217     13,155      4,682      6,837      6,237:    -2,922     -2,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       45.4        4.0       59.9       24.5       80.0       73.9:      20.0       26.1
Old  :     100.0:      16.1       45.4        4.0       59.9       24.5       80.0       73.9:      20.0       26.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        15         30         10         18         20         40         53:
Old  :        74:        15         30         10         18         20         40         53:
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  :                 37.4       28.7       51.5       39.0       36.6       28.6       49.2       38.9
Old  :                 37.4       28.7       51.5       39.0       36.6       28.6       49.2       38.9
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, January 26, 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  :   133,024:    28,308     31,110      9,640     70,350     61,635    108,298    102,384:    24,726     30,639
Old  :   133,024:    28,308     31,110      9,640     70,350     61,635    108,298    102,384:    24,726     30,639
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :      -644:     4,932     -8,422      1,525    -11,947      8,475     -5,490      1,578:     4,846     -2,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       23.4        7.2       52.9       46.3       81.4       77.0:      18.6       23.0
Old  :     100.0:      21.3       23.4        7.2       52.9       46.3       81.4       77.0:      18.6       23.0
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  :        90:        26         33         24         18         25         58         68:
Old  :        90:        26         33         24         18         25         58         68:
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  :                 43.9       34.9       55.9       49.0       38.3       34.6       50.2       42.2
Old  :                 43.9       34.9       55.9       49.0       38.3       34.6       50.2       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :   226,485:    32,402     68,799     31,095    113,551     75,708    177,047    175,601:    49,438     50,884
Old  :   226,485:    32,402     68,799     31,095    113,551     75,708    177,047    175,601:    49,438     50,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    31,476:    -3,724      9,545      9,385     29,001      9,874     34,662     28,804:    -3,186      2,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       30.4       13.7       50.1       33.4       78.2       77.5:      21.8       22.5
Old  :     100.0:      14.3       30.4       13.7       50.1       33.4       78.2       77.5:      21.8       22.5
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  :       155:        45         56         46         36         37        107        113:
Old  :       155:        45         56         46         36         37        107        113:
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  :                 37.1       19.8       44.3       30.3       35.6       19.1       41.2       28.4
Old  :                 37.1       19.8       44.3       30.3       35.6       19.1       41.2       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :    21,440:    16,005      7,534          0      2,762     12,630     18,767     20,164:     2,673      1,276
Old  :    21,440:    16,005      7,534          0      2,762     12,630     18,767     20,164:     2,673      1,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    -5,477:    -6,392      1,493          0      1,544     -7,034     -4,848     -5,541:      -629         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7       35.1        0.0       12.9       58.9       87.5       94.0:      12.5        6.0
Old  :     100.0:      74.7       35.1        0.0       12.9       58.9       87.5       94.0:      12.5        6.0
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  :        35:        12          9          0          6          9         18         18:
Old  :        35:        12          9          0          6          9         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       59.6       76.9       83.4       61.9       59.6       76.9       82.3
Old  :                 61.9       59.6       76.9       83.4       61.9       59.6       76.9       82.3
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, January 26, 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  :12,736,578: 1,581,565    303,420  4,235,283  6,006,001  7,199,951 11,822,848 11,738,653:   913,730    997,925
Old  :12,736,578: 1,581,565    303,420  4,235,283  6,006,001  7,199,951 11,822,848 11,738,653:   913,730    997,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :   575,347:   154,644      3,433    140,953    258,762    432,532    554,358    576,917:    20,989     -1,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        2.4       33.3       47.2       56.5       92.8       92.2:       7.2        7.8
Old  :     100.0:      12.4        2.4       33.3       47.2       56.5       92.8       92.2:       7.2        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        76         62        116        136        136        272        262:
Old  :       288:        76         62        116        136        136        272        262:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       25.0       32.0       37.0       16.2       16.2       21.9       19.1
Old  :                 20.8       25.0       32.0       37.0       16.2       16.2       21.9       19.1
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, January 26, 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  :   440,054:    28,443     48,188     31,787    279,781    308,386    340,012    388,361:   100,043     51,693
Old  :   440,054:    28,443     48,188     31,787    279,781    308,386    340,012    388,361:   100,043     51,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    37,898:     1,665     17,695      7,603     27,689      7,335     36,957     32,633:       941      5,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       11.0        7.2       63.6       70.1       77.3       88.3:      22.7       11.7
Old  :     100.0:       6.5       11.0        7.2       63.6       70.1       77.3       88.3:      22.7       11.7
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  :       156:        33         18         30         87         70        130        108:
Old  :       156:        33         18         30         87         70        130        108:
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       27.9       24.7       41.5       15.7       27.7       21.7       41.1
Old  :                 17.6       27.9       24.7       41.5       15.7       27.7       21.7       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  : 2,801,131:   503,932    402,190     90,319  1,976,483  2,023,793  2,570,733  2,516,302:   230,398    284,830
Old  : 2,801,131:   503,932    402,190     90,319  1,976,483  2,023,793  2,570,733  2,516,302:   230,398    284,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :   203,247:   106,646     60,462     31,987     34,805    111,942    173,439    204,390:    29,808     -1,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       14.4        3.2       70.6       72.2       91.8       89.8:       8.2       10.2
Old  :     100.0:      18.0       14.4        3.2       70.6       72.2       91.8       89.8:       8.2       10.2
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  :       450:       105         95         72        170        170        309        304:
Old  :       450:       105         95         72        170        170        309        304:
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  :                 19.9       19.2       31.0       26.7       19.9       16.3       28.4       23.6
Old  :                 19.9       19.2       31.0       26.7       19.9       16.3       28.4       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :   101,574:    11,351      8,852          0     80,289     89,938     91,640     98,790:     9,934      2,784
Old  :   101,574:    11,351      8,852          0     80,289     89,938     91,640     98,790:     9,934      2,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     3,327:     2,180       -847          0      1,432      4,145      3,612      3,298:      -284         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        8.7        0.0       79.0       88.5       90.2       97.3:       9.8        2.7
Old  :     100.0:      11.2        8.7        0.0       79.0       88.5       90.2       97.3:       9.8        2.7
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  :        78:        11          3          0         45         31         56         34:
Old  :        78:        11          3          0         45         31         56         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       58.6       48.8       76.2       25.9       55.6       39.2       68.3
Old  :                 33.0       58.6       48.8       76.2       25.9       55.6       39.2       68.3
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, January 26, 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  :    15,501:     1,259        661        626      9,594     11,625     11,479     12,912:     4,022      2,589
Old  :    15,501:     1,259        661        626      9,594     11,625     11,479     12,912:     4,022      2,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :      -180:    -4,399        456         -1      4,402       -440          2         15:      -182       -195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        4.3        4.0       61.9       75.0       74.1       83.3:      25.9       16.7
Old  :     100.0:       8.1        4.3        4.0       61.9       75.0       74.1       83.3:      25.9       16.7
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  :        27:         3          2          1         14         11         17         14:
Old  :        27:         3          2          1         14         11         17         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  :                 42.0       54.4       60.2       73.9       34.1       42.9       48.2       60.3
Old  :                 42.0       54.4       60.2       73.9       34.1       42.9       48.2       60.3
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, January 26, 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  :   368,168:   115,052     84,113      9,971    217,994    257,532    343,017    351,616:    25,151     16,552
Old  :   368,168:   115,052     84,113      9,971    217,994    257,532    343,017    351,616:    25,151     16,552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    20,636:   -24,088     -6,072      3,279     45,570     22,482     24,761     19,689:    -4,125        948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       22.8        2.7       59.2       69.9       93.2       95.5:       6.8        4.5
Old  :     100.0:      31.2       22.8        2.7       59.2       69.9       93.2       95.5:       6.8        4.5
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  :       228:        70         44         13         66         68        142        119:
Old  :       228:        70         44         13         66         68        142        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       35.8       36.5       47.9       23.5       35.0       32.8       46.7
Old  :                 26.2       35.8       36.5       47.9       23.5       35.0       32.8       46.7
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, January 26, 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  :   118,067:    61,011     15,459      3,933     24,714     85,449     89,658    104,841:    28,408     13,225
Old  :   118,067:    61,011     15,459      3,933     24,714     85,449     89,658    104,841:    28,408     13,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :   -20,351:   -16,325      1,435        517       -383    -23,298    -16,191    -21,347:    -4,159        996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7       13.1        3.3       20.9       72.4       75.9       88.8:      24.1       11.2
Old  :     100.0:      51.7       13.1        3.3       20.9       72.4       75.9       88.8:      24.1       11.2
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  :        63:        25         15         10         13         17         43         37:
Old  :        63:        25         15         10         13         17         43         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  :                 36.3       51.0       53.0       69.9       36.3       50.5       52.0       68.1
Old  :                 36.3       51.0       53.0       69.9       36.3       50.5       52.0       68.1
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, January 26, 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  :    41,755:    15,376     13,224          0     20,773     15,295     36,149     28,519:     5,606     13,236
Old  :    41,755:    15,376     13,224          0     20,773     15,295     36,149     28,519:     5,606     13,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     1,627:       691     -1,921          0      1,759      3,528      2,450      1,607:      -823         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       31.7        0.0       49.7       36.6       86.6       68.3:      13.4       31.7
Old  :     100.0:      36.8       31.7        0.0       49.7       36.6       86.6       68.3:      13.4       31.7
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  :        59:        18         10          0         21         18         39         28:
Old  :        59:        18         10          0         21         18         39         28:
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  :                 43.0       36.6       55.3       48.2       34.6       32.8       46.4       41.7
Old  :                 43.0       36.6       55.3       48.2       34.6       32.8       46.4       41.7
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, January 26, 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  :    42,850:    15,390      5,659      1,877     17,305     31,856     34,572     39,392:     8,278      3,458
Old  :    42,850:    15,390      5,659      1,877     17,305     31,856     34,572     39,392:     8,278      3,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     6,609:     2,156     -2,373      1,389        303     10,209      3,848      9,225:     2,761     -2,616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       13.2        4.4       40.4       74.3       80.7       91.9:      19.3        8.1
Old  :     100.0:      35.9       13.2        4.4       40.4       74.3       80.7       91.9:      19.3        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        16          9          2         18         29         35         39:
Old  :        65:        16          9          2         18         29         35         39:
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  :                 31.9       32.5       47.0       48.7       24.7       27.7       35.4       41.8
Old  :                 31.9       32.5       47.0       48.7       24.7       27.7       35.4       41.8
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, January 26, 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  :    28,336:     5,442          0         40     20,478     27,034     25,960     27,074:     2,376      1,262
Old  :    28,336:     5,442          0         40     20,478     27,034     25,960     27,074:     2,376      1,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :       668:      -484       -347          0        883      1,215        399        868:       269       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        0.0        0.1       72.3       95.4       91.6       95.5:       8.4        4.5
Old  :     100.0:      19.2        0.0        0.1       72.3       95.4       91.6       95.5:       8.4        4.5
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  :        41:        11          0          1         16         18         27         19:
Old  :        41:        11          0          1         16         18         27         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  :                 55.2       73.4       68.6       84.4       53.1       73.4       66.3       83.0
Old  :                 55.2       73.4       68.6       84.4       53.1       73.4       66.3       83.0
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 with Delta-adjusted Options and Futures Combined, January 26, 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  :    19,859:     3,772        920         40      9,972     17,620     13,784     18,580:     6,075      1,279
Old  :    19,859:     3,772        920         40      9,972     17,620     13,784     18,580:     6,075      1,279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :      -230:      -278       -237          0        380        -54        102       -291:      -332         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        4.6        0.2       50.2       88.7       69.4       93.6:      30.6        6.4
Old  :     100.0:      19.0        4.6        0.2       50.2       88.7       69.4       93.6:      30.6        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         8          2          1         11          7         19         10:
Old  :        26:         8          2          1         11          7         19         10:
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  :                 46.4       85.1       54.7       92.5       45.5       85.1       53.8       92.3
Old  :                 46.4       85.1       54.7       92.5       45.5       85.1       53.8       92.3
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 with Delta-adjusted Options and Futures Combined, January 26, 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  :    17,376:     4,123        318         21     11,025     16,551     15,169     16,890:     2,207        486
Old  :    17,376:     4,123        318         21     11,025     16,551     15,169     16,890:     2,207        486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    -1,774:      -839          3          6       -405     -1,832     -1,238     -1,823:      -536         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        1.8        0.1       63.4       95.3       87.3       97.2:      12.7        2.8
Old  :     100.0:      23.7        1.8        0.1       63.4       95.3       87.3       97.2:      12.7        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10          3          2          7          1         18          5:
Old  :        21:        10          3          2          7          1         18          5:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       97.2       72.2       97.2       60.4       97.1       72.2       97.1
Old  :                 60.4       97.2       72.2       97.2       60.4       97.1       72.2       97.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 29, 2010