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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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  :    46,505:     1,380      5,928      9,562     30,791     20,632     41,734     36,123:     4,772     10,382
Old  :    46,505:     1,380      5,928      9,562     30,791     20,632     41,734     36,123:     4,772     10,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :     1,370:      -805        507         69      2,061        979      1,324      1,555:        46       -185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       12.7       20.6       66.2       44.4       89.7       77.7:      10.3       22.3
Old  :     100.0:       3.0       12.7       20.6       66.2       44.4       89.7       77.7:      10.3       22.3
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  :        82:         7         27         21         39         34         61         68:
Old  :        82:         7         27         21         39         34         61         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  :                 42.1       28.6       53.1       41.2       42.1       27.6       49.9       38.5
Old  :                 42.1       28.6       53.1       41.2       42.1       27.6       49.9       38.5
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, March 16, 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  :   223,477:    61,525     12,373     49,045     88,993    129,102    199,563    190,519:    23,914     32,958
Old  :   210,615:    58,541     14,066     44,543     85,932    120,995    189,016    179,603:    21,599     31,012
Other:    12,862:     4,725         47      2,762      3,060      8,107     10,547     10,916:     2,315      1,946
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :     2,937:     1,777        249        497      1,089      4,123      3,364      4,869:      -427     -1,932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        5.5       21.9       39.8       57.8       89.3       85.3:      10.7       14.7
Old  :     100.0:      27.8        6.7       21.1       40.8       57.4       89.7       85.3:      10.3       14.7
Other:     100.0:      36.7        0.4       21.5       23.8       63.0       82.0       84.9:      18.0       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:       101         48         96         50         59        202        167:
Old  :       236:        99         54         95         49         59        200        167:
Other:        70:        23         11         20         16         24         49         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       35.5       30.5       42.8       18.1       33.6       29.7       40.1
Old  :                 19.6       36.3       31.6       42.8       19.1       34.2       31.0       40.2
Other:                 29.0       36.3       45.3       55.9       27.9       36.3       39.1       49.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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  :   430,542:   134,684     12,697    115,924    146,040    214,742    396,648    343,363:    33,894     87,179
Old  :   430,542:   134,684     12,697    115,924    146,040    214,742    396,648    343,363:    33,894     87,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :    33,572:       556     -2,655     19,008     10,145     11,466     29,709     27,819:     3,863      5,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        2.9       26.9       33.9       49.9       92.1       79.8:       7.9       20.2
Old  :     100.0:      31.3        2.9       26.9       33.9       49.9       92.1       79.8:       7.9       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       434:       146         61        124        105        188        321        327:
Old  :       434:       146         61        124        105        188        321        327:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       15.4       24.6       23.6       14.1       14.2       22.9       18.9
Old  :                 15.2       15.4       24.6       23.6       14.1       14.2       22.9       18.9
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, March 16, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,499:     3,684        495      1,181      2,773      6,303      7,638      7,979:     1,861      1,520
Old  :     9,499:     3,684        495      1,181      2,773      6,303      7,638      7,979:     1,861      1,520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :      -217:      -129         15         15         -1       -169       -115       -139:      -103        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        5.2       12.4       29.2       66.4       80.4       84.0:      19.6       16.0
Old  :     100.0:      38.8        5.2       12.4       29.2       66.4       80.4       84.0:      19.6       16.0
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  :        76:        31         12         15         17         25         56         47:
Old  :        76:        31         12         15         17         25         56         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       36.3       46.6       51.0       33.8       36.1       45.9       50.8
Old  :                 33.8       36.3       46.6       51.0       33.8       36.1       45.9       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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  :    43,831:    18,767      2,573      8,643     10,216     13,457     37,626     24,674:     6,204     19,157
Old  :    43,831:    18,767      2,573      8,643     10,216     13,457     37,626     24,674:     6,204     19,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :       746:     1,512       -392       -332       -120      1,047      1,060        323:      -314        423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8        5.9       19.7       23.3       30.7       85.8       56.3:      14.2       43.7
Old  :     100.0:      42.8        5.9       19.7       23.3       30.7       85.8       56.3:      14.2       43.7
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  :       157:        51         29         35         40         58        113        105:
Old  :       157:        51         29         35         40         58        113        105:
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  :                 16.4        8.7       27.7       16.0       16.0        8.1       25.9       13.3
Old  :                 16.4        8.7       27.7       16.0       16.0        8.1       25.9       13.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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  :    24,133:     7,842        200          0      9,602     23,696     17,444     23,896:     6,689        237
Old  :    24,133:     7,842        200          0      9,602     23,696     17,444     23,896:     6,689        237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :    -1,020:     2,090          0        -30     -3,121       -991     -1,061     -1,021:        41          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        0.8        0.0       39.8       98.2       72.3       99.0:      27.7        1.0
Old  :     100.0:      32.5        0.8        0.0       39.8       98.2       72.3       99.0:      27.7        1.0
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  :        26:        10          1          0          8         12         18         13:
Old  :        26:        10          1          0          8         12         18         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       74.2       62.5       94.6       37.3       69.1       49.2       78.0
Old  :                 41.2       74.2       62.5       94.6       37.3       69.1       49.2       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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  :   191,737:    82,259     11,316     11,142     53,976    148,931    147,376    171,388:    44,360     20,349
Old  :   191,737:    82,259     11,316     11,142     53,976    148,931    147,376    171,388:    44,360     20,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :    43,256:    10,102      1,282      5,821     26,255     33,481     42,178     40,584:     1,079      2,673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9        5.9        5.8       28.2       77.7       76.9       89.4:      23.1       10.6
Old  :     100.0:      42.9        5.9        5.8       28.2       77.7       76.9       89.4:      23.1       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        37         14         17         22         31         69         52:
Old  :        85:        37         14         17         22         31         69         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       47.5       43.4       66.9       24.5       34.3       34.7       48.6
Old  :                 28.6       47.5       43.4       66.9       24.5       34.3       34.7       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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  :    34,188:     8,799     14,399      1,156     11,171      7,151     21,126     22,706:    13,062     11,482
Old  :    34,188:     8,799     14,399      1,156     11,171      7,151     21,126     22,706:    13,062     11,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :   -15,412:    -1,646     -1,473         75    -16,535    -13,045    -18,106    -14,443:     2,694       -969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       42.1        3.4       32.7       20.9       61.8       66.4:      38.2       33.6
Old  :     100.0:      25.7       42.1        3.4       32.7       20.9       61.8       66.4:      38.2       33.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8         12          4          7          8         17         22:
Old  :        31:         8         12          4          7          8         17         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       33.4       51.4       45.6       34.9       33.4       49.5       45.2
Old  :                 34.9       33.4       51.4       45.6       34.9       33.4       49.5       45.2
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, March 16, 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  :   127,293:   109,662      6,408        420      9,371    120,427    119,453    127,255:     7,840         38
Old  :   127,293:   109,662      6,408        420      9,371    120,427    119,453    127,255:     7,840         38
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :   -40,780:     6,869     -2,911     -1,207    -45,239    -33,885    -39,577    -38,003:    -1,203     -2,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.1        5.0        0.3        7.4       94.6       93.8      100.0:       6.2        0.0
Old  :     100.0:      86.1        5.0        0.3        7.4       94.6       93.8      100.0:       6.2        0.0
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  :        97:        56         14          3         12         18         68         35:
Old  :        97:        56         14          3         12         18         68         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.6       68.4       73.7       89.1       59.6       68.1       73.7       88.8
Old  :                 59.6       68.4       73.7       89.1       59.6       68.1       73.7       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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  :   136,213:    12,344     76,402      8,358     98,149     17,425    118,850    102,185:    17,363     34,028
Old  :   136,213:    12,344     76,402      8,358     98,149     17,425    118,850    102,185:    17,363     34,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :   -26,446:     1,420      2,354     -1,477    -23,787    -24,522    -23,845    -23,645:    -2,602     -2,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       56.1        6.1       72.1       12.8       87.3       75.0:      12.7       25.0
Old  :     100.0:       9.1       56.1        6.1       72.1       12.8       87.3       75.0:      12.7       25.0
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  :        87:        16         43         18         17         20         44         70:
Old  :        87:        16         43         18         17         20         44         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       29.8       65.1       39.4       51.7       29.8       63.2       39.4
Old  :                 51.7       29.8       65.1       39.4       51.7       29.8       63.2       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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  :   106,194:    41,318     24,655      7,008     36,642     45,347     84,968     77,010:    21,226     29,184
Old  :   106,194:    41,318     24,655      7,008     36,642     45,347     84,968     77,010:    21,226     29,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :   -40,897:   -10,632        280       -142    -26,749    -41,759    -37,523    -41,621:    -3,374        724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9       23.2        6.6       34.5       42.7       80.0       72.5:      20.0       27.5
Old  :     100.0:      38.9       23.2        6.6       34.5       42.7       80.0       72.5:      20.0       27.5
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  :        95:        29         35         23         18         25         60         70:
Old  :        95:        29         35         23         18         25         60         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       30.7       47.8       41.3       34.6       25.8       45.9       35.9
Old  :                 34.6       30.7       47.8       41.3       34.6       25.8       45.9       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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  :   199,309:    43,599     88,316     27,113     86,633     36,714    157,344    152,143:    41,965     47,166
Old  :   199,309:    43,599     88,316     27,113     86,633     36,714    157,344    152,143:    41,965     47,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :   -80,782:    10,364    -18,132     -2,968    -87,276    -56,911    -79,879    -78,011:      -903     -2,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       44.3       13.6       43.5       18.4       78.9       76.3:      21.1       23.7
Old  :     100.0:      21.9       44.3       13.6       43.5       18.4       78.9       76.3:      21.1       23.7
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  :       153:        53         57         50         26         34        106        114:
Old  :       153:        53         57         50         26         34        106        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       29.7       35.1       38.2       23.0       29.0       34.0       36.3
Old  :                 23.4       29.7       35.1       38.2       23.0       29.0       34.0       36.3
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, March 16, 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  :    15,638:    11,334      8,525          0      1,827      5,970     13,161     14,495:     2,477      1,143
Old  :    15,638:    11,334      8,525          0      1,827      5,970     13,161     14,495:     2,477      1,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :    -6,225:      -630       -192       -135     -5,410     -5,520     -6,175     -5,847:       -50       -378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.5       54.5        0.0       11.7       38.2       84.2       92.7:      15.8        7.3
Old  :     100.0:      72.5       54.5        0.0       11.7       38.2       84.2       92.7:      15.8        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        11         12          0          5          8         16         20:
Old  :        34:        11         12          0          5          8         16         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  :                 60.3       58.5       75.6       76.4       60.3       58.5       75.6       75.5
Old  :                 60.3       58.5       75.6       76.4       60.3       58.5       75.6       75.5
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, March 16, 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  :11,799,457: 1,425,361    419,229  3,931,643  5,603,235  6,493,667 10,960,240 10,844,540:   839,217    954,917
Old  :11,799,457: 1,425,361    419,229  3,931,643  5,603,235  6,493,667 10,960,240 10,844,540:   839,217    954,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :-2,471,473:  -157,171    -71,795 -1,078,230 -1,222,942 -1,312,911 -2,458,344 -2,462,936:   -13,129     -8,537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        3.6       33.3       47.5       55.0       92.9       91.9:       7.1        8.1
Old  :     100.0:      12.1        3.6       33.3       47.5       55.0       92.9       91.9:       7.1        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  :       297:        78         68        117        137        138        282        263:
Old  :       297:        78         68        117        137        138        282        263:
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  :                 21.5       23.2       31.2       33.8       18.7       15.7       24.2       19.0
Old  :                 21.5       23.2       31.2       33.8       18.7       15.7       24.2       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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  :   599,926:    25,674     94,469     48,466    375,178    368,506    449,318    511,441:   150,609     88,485
Old  :   599,926:    25,674     94,469     48,466    375,178    368,506    449,318    511,441:   150,609     88,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :    99,727:      -694      3,288      7,770     56,610     57,092     63,686     68,150:    36,041     31,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       15.7        8.1       62.5       61.4       74.9       85.3:      25.1       14.7
Old  :     100.0:       4.3       15.7        8.1       62.5       61.4       74.9       85.3:      25.1       14.7
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  :       159:        26         31         41         87         70        138        117:
Old  :       159:        26         31         41         87         70        138        117:
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  :                 17.3       27.1       25.3       38.5       14.3       27.1       20.5       36.2
Old  :                 17.3       27.1       25.3       38.5       14.3       27.1       20.5       36.2
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, March 16, 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  : 3,784,040:   690,392    523,747    137,517  2,528,429  2,531,700  3,356,338  3,192,965:   427,703    591,076
Old  : 3,784,040:   690,392    523,747    137,517  2,528,429  2,531,700  3,356,338  3,192,965:   427,703    591,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :   643,545:    -7,313     30,907     30,555    409,684    320,151    432,927    381,613:   210,618    261,933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       13.8        3.6       66.8       66.9       88.7       84.4:      11.3       15.6
Old  :     100.0:      18.2       13.8        3.6       66.8       66.9       88.7       84.4:      11.3       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       477:       100        116         94        193        197        344        358:
Old  :       477:       100        116         94        193        197        344        358:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       16.2       33.7       22.9       20.5       11.9       27.5       17.9
Old  :                 23.9       16.2       33.7       22.9       20.5       11.9       27.5       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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  :   114,838:    12,672      9,883          0     91,818     98,814    104,490    108,697:    10,349      6,141
Old  :   114,838:    12,672      9,883          0     91,818     98,814    104,490    108,697:    10,349      6,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :    15,682:       286        291          0     13,193     12,897     13,479     13,188:     2,203      2,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        8.6        0.0       80.0       86.0       91.0       94.7:       9.0        5.3
Old  :     100.0:      11.0        8.6        0.0       80.0       86.0       91.0       94.7:       9.0        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        13          4          0         51         38         64         42:
Old  :        85:        13          4          0         51         38         64         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       48.7       43.3       65.9       21.2       45.5       31.4       54.9
Old  :                 27.7       48.7       43.3       65.9       21.2       45.5       31.4       54.9
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, March 16, 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  :    23,658:     1,523      2,827      1,592     16,484     15,909     19,599     20,328:     4,059      3,331
Old  :    23,658:     1,523      2,827      1,592     16,484     15,909     19,599     20,328:     4,059      3,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :      -811:       860     -3,137        844     -2,310         71       -606     -2,222:      -205      1,411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       11.9        6.7       69.7       67.2       82.8       85.9:      17.2       14.1
Old  :     100.0:       6.4       11.9        6.7       69.7       67.2       82.8       85.9:      17.2       14.1
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  :        28:         4          2          3         13         15         19         18:
Old  :        28:         4          2          3         13         15         19         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  :                 54.1       41.9       70.1       69.2       48.1       38.8       56.6       62.5
Old  :                 54.1       41.9       70.1       69.2       48.1       38.8       56.6       62.5
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, March 16, 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  :   427,533:   146,381     97,605     21,823    226,993    288,624    395,197    408,052:    32,336     19,481
Old  :   427,533:   146,381     97,605     21,823    226,993    288,624    395,197    408,052:    32,336     19,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :     6,629:   -21,563    -21,349     13,917      1,836     10,846     -5,811      3,414:    12,439      3,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       22.8        5.1       53.1       67.5       92.4       95.4:       7.6        4.6
Old  :     100.0:      34.2       22.8        5.1       53.1       67.5       92.4       95.4:       7.6        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        78         52         28         77         85        172        148:
Old  :       251:        78         52         28         77         85        172        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       31.1       36.9       43.8       21.4       29.9       30.7       42.6
Old  :                 24.7       31.1       36.9       43.8       21.4       29.9       30.7       42.6
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, March 16, 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  :   130,697:    74,328     10,347      2,578     23,371    106,590    100,278    119,515:    30,419     11,182
Old  :   130,697:    74,328     10,347      2,578     23,371    106,590    100,278    119,515:    30,419     11,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :    -4,137:     3,960      1,545       -517     -6,840     -2,573     -3,397     -1,546:      -740     -2,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.9        7.9        2.0       17.9       81.6       76.7       91.4:      23.3        8.6
Old  :     100.0:      56.9        7.9        2.0       17.9       81.6       76.7       91.4:      23.3        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        35          8         11         10         18         49         33:
Old  :        65:        35          8         11         10         18         49         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       56.3       49.0       80.8       35.2       55.9       49.0       80.1
Old  :                 35.2       56.3       49.0       80.8       35.2       55.9       49.0       80.1
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, March 16, 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  :    42,227:    14,179     13,909          0     19,733     13,876     33,912     27,785:     8,315     14,442
Old  :    42,227:    14,179     13,909          0     19,733     13,876     33,912     27,785:     8,315     14,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :   -19,115:      -433      4,085     -6,194     -7,858    -12,721    -14,485    -14,830:    -4,630     -4,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       32.9        0.0       46.7       32.9       80.3       65.8:      19.7       34.2
Old  :     100.0:      33.6       32.9        0.0       46.7       32.9       80.3       65.8:      19.7       34.2
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  :        50:        15         12          0         15         12         30         24:
Old  :        50:        15         12          0         15         12         30         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       39.7       54.1       50.8       39.4       35.4       52.6       46.5
Old  :                 39.8       39.7       54.1       50.8       39.4       35.4       52.6       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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  :    32,350:    16,181      2,918        294     10,442     15,672     26,917     18,884:     5,433     13,466
Old  :    32,350:    16,181      2,918        294     10,442     15,672     26,917     18,884:     5,433     13,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :   -31,405:     1,650     -5,885     -6,011    -20,941    -18,652    -25,302    -30,548:    -6,103       -857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.0        9.0        0.9       32.3       48.4       83.2       58.4:      16.8       41.6
Old  :     100.0:      50.0        9.0        0.9       32.3       48.4       83.2       58.4:      16.8       41.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        14          5          1         17         16         31         22:
Old  :        46:        14          5          1         17         16         31         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       32.8       49.2       44.0       31.6       29.2       46.5       39.9
Old  :                 32.5       32.8       49.2       44.0       31.6       29.2       46.5       39.9
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, March 16, 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  :    29,365:     4,443        527         83     21,037     26,665     25,563     27,275:     3,802      2,090
Old  :    29,365:     4,443        527         83     21,037     26,665     25,563     27,275:     3,802      2,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :     1,261:      -569        527         43        941        396        415        966:       846        295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        1.8        0.3       71.6       90.8       87.1       92.9:      12.9        7.1
Old  :     100.0:      15.1        1.8        0.3       71.6       90.8       87.1       92.9:      12.9        7.1
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  :        39:         7          2          2         17         21         25         24:
Old  :        39:         7          2          2         17         21         25         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       61.1       67.4       75.2       53.5       61.0       65.3       74.9
Old  :                 55.6       61.1       67.4       75.2       53.5       61.0       65.3       74.9
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, March 16, 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  :    25,169:     3,377        908          0     13,440     19,941     16,817     20,849:     8,352      4,320
Old  :    25,169:     3,377        908          0     13,440     19,941     16,817     20,849:     8,352      4,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :     4,660:      -519       -265        -82      2,835      2,688      2,234      2,341:     2,426      2,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        3.6        0.0       53.4       79.2       66.8       82.8:      33.2       17.2
Old  :     100.0:      13.4        3.6        0.0       53.4       79.2       66.8       82.8:      33.2       17.2
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  :        25:         5          2          0         12          9         17         11:
Old  :        25:         5          2          0         12          9         17         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       70.9       55.4       80.4       38.6       66.4       47.7       72.6
Old  :                 44.7       70.9       55.4       80.4       38.6       66.4       47.7       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    18,556:     4,494      1,568          0     12,480     15,719     16,974     17,287:     1,582      1,269
Old  :    18,556:     4,494      1,568          0     12,480     15,719     16,974     17,287:     1,582      1,269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2010                        :
     :     1,971:       625        -92          0      1,539      2,162      2,164      2,070:      -193        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        8.5        0.0       67.3       84.7       91.5       93.2:       8.5        6.8
Old  :     100.0:      24.2        8.5        0.0       67.3       84.7       91.5       93.2:       8.5        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        10          3          0          6          3         16          6:
Old  :        22:        10          3          0          6          3         16          6:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       90.4       79.3       93.2       65.3       90.4       79.3       93.2
Old  :                 65.3       90.4       79.3       93.2       65.3       90.4       79.3       93.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 19, 2010