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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    50,301:     1,688      6,236     10,842     32,702     21,688     45,232     38,766:     5,069     11,536
Old  :    50,301:     1,688      6,236     10,842     32,702     21,688     45,232     38,766:     5,069     11,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     3,796:       308        308      1,280      1,911      1,055      3,499      2,643:       297      1,153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       12.4       21.6       65.0       43.1       89.9       77.1:      10.1       22.9
Old  :     100.0:       3.4       12.4       21.6       65.0       43.1       89.9       77.1:      10.1       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        11         24         22         41         33         65         67:
Old  :        83:        11         24         22         41         33         65         67:
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  :                 41.4       28.0       52.8       40.9       41.4       27.1       48.9       37.5
Old  :                 41.4       28.0       52.8       40.9       41.4       27.1       48.9       37.5
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 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   228,677:    63,918     13,131     50,823     90,583    132,839    205,323    196,793:    23,354     31,884
Old  :   214,535:    60,683     14,897     45,755     87,139    124,205    193,577    184,857:    20,958     29,677
Other:    14,142:     5,192        191      3,111      3,444      8,634     11,747     11,936:     2,396      2,207
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     5,200:     2,392        758      1,778      1,590      3,738      5,760      6,274:      -560     -1,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        5.7       22.2       39.6       58.1       89.8       86.1:      10.2       13.9
Old  :     100.0:      28.3        6.9       21.3       40.6       57.9       90.2       86.2:       9.8       13.8
Other:     100.0:      36.7        1.4       22.0       24.4       61.1       83.1       84.4:      16.9       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        99         53        100         48         59        201        173:
Old  :       238:        97         59         99         47         59        199        173:
Other:        73:        28          8         22         17         24         53         48:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       36.0       31.0       43.3       18.8       34.1       30.3       40.6
Old  :                 20.4       36.9       32.3       43.2       20.0       34.9       31.9       40.8
Other:                 30.7       35.3       47.1       53.6       30.7       35.3       41.7       47.7
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   442,433:   134,053     12,426    134,142    142,556    212,125    410,752    358,694:    31,681     83,740
Old  :   442,433:   134,053     12,426    134,142    142,556    212,125    410,752    358,694:    31,681     83,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    11,891:      -630       -271     18,219     -3,485     -2,618     14,104     15,330:    -2,212     -3,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        2.8       30.3       32.2       47.9       92.8       81.1:       7.2       18.9
Old  :     100.0:      30.3        2.8       30.3       32.2       47.9       92.8       81.1:       7.2       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       440:       162         57        122        103        184        331        321:
Old  :       440:       162         57        122        103        184        331        321:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       15.5       23.9       23.8       13.9       14.1       22.2       18.8
Old  :                 14.8       15.5       23.9       23.8       13.9       14.1       22.2       18.8
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 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,798:     3,805        470      1,442      2,788      6,394      8,036      8,306:     1,763      1,492
Old  :     9,798:     3,805        470      1,442      2,788      6,394      8,036      8,306:     1,763      1,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :       299:       121        -25        261         15         91        398        327:       -98        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        4.8       14.7       28.5       65.3       82.0       84.8:      18.0       15.2
Old  :     100.0:      38.8        4.8       14.7       28.5       65.3       82.0       84.8:      18.0       15.2
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  :        80:        33         13         15         17         26         60         47:
Old  :        80:        33         13         15         17         26         60         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  :                 32.7       35.1       45.4       50.0       32.7       35.1       44.3       49.5
Old  :                 32.7       35.1       45.4       50.0       32.7       35.1       44.3       49.5
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 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    47,066:    21,054      3,416      9,690      9,630     13,639     40,374     26,746:     6,691     20,320
Old  :    47,066:    21,054      3,416      9,690      9,630     13,639     40,374     26,746:     6,691     20,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     3,235:     2,287        843      1,047       -586        182      2,748      2,073:       487      1,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7        7.3       20.6       20.5       29.0       85.8       56.8:      14.2       43.2
Old  :     100.0:      44.7        7.3       20.6       20.5       29.0       85.8       56.8:      14.2       43.2
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  :       168:        57         33         35         37         58        116        108:
Old  :       168:        57         33         35         37         58        116        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9        8.9       26.2       17.0       15.6        8.3       24.5       13.6
Old  :                 15.9        8.9       26.2       17.0       15.6        8.3       24.5       13.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    25,831:     8,997        200          0     10,134     25,456     19,131     25,656:     6,700        175
Old  :    25,831:     8,997        200          0     10,134     25,456     19,131     25,656:     6,700        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     1,698:     1,155          0          0        532      1,760      1,687      1,760:        11        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        0.8        0.0       39.2       98.5       74.1       99.3:      25.9        0.7
Old  :     100.0:      34.8        0.8        0.0       39.2       98.5       74.1       99.3:      25.9        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         9          1          0          9         13         18         14:
Old  :        25:         9          1          0          9         13         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       74.3       64.7       95.0       38.5       67.1       49.6       76.4
Old  :                 44.7       74.3       64.7       95.0       38.5       67.1       49.6       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   164,275:    90,946     16,509      6,114     17,717    123,437    114,777    146,059:    49,498     18,216
Old  :   164,275:    90,946     16,509      6,114     17,717    123,437    114,777    146,059:    49,498     18,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :   -27,462:     8,687      5,193     -5,028    -36,259    -25,494    -32,599    -25,329:     5,138     -2,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.4       10.0        3.7       10.8       75.1       69.9       88.9:      30.1       11.1
Old  :     100.0:      55.4       10.0        3.7       10.8       75.1       69.9       88.9:      30.1       11.1
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  :        89:        43         13         18         19         28         72         49:
Old  :        89:        43         13         18         19         28         72         49:
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  :                 32.0       48.1       43.9       67.7       31.9       47.6       43.9       67.0
Old  :                 32.0       48.1       43.9       67.7       31.9       47.6       43.9       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    33,245:     9,083     10,503      1,368      9,859     11,812     20,310     23,683:    12,935      9,562
Old  :    33,245:     9,083     10,503      1,368      9,859     11,812     20,310     23,683:    12,935      9,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :      -943:       284     -3,896        212     -1,312      4,661       -816        977:      -127     -1,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       31.6        4.1       29.7       35.5       61.1       71.2:      38.9       28.8
Old  :     100.0:      27.3       31.6        4.1       29.7       35.5       61.1       71.2:      38.9       28.8
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  :        35:         8         14          5          7         10         18         26:
Old  :        35:         8         14          5          7         10         18         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       30.6       47.0       44.7       31.8       30.4       46.4       44.6
Old  :                 31.8       30.6       47.0       44.7       31.8       30.4       46.4       44.6
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 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   132,844:   114,686      4,824        385     10,122    125,898    125,193    131,107:     7,651      1,737
Old  :   132,844:   114,686      4,824        385     10,122    125,898    125,193    131,107:     7,651      1,737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     5,551:     5,024     -1,584        -35        751      5,471      5,740      3,852:      -189      1,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.3        3.6        0.3        7.6       94.8       94.2       98.7:       5.8        1.3
Old  :     100.0:      86.3        3.6        0.3        7.6       94.8       94.2       98.7:       5.8        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        62         10          1         13         20         75         31:
Old  :       102:        62         10          1         13         20         75         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       66.8       72.2       86.0       58.9       66.6       72.2       85.8
Old  :                 58.9       66.8       72.2       86.0       58.9       66.6       72.2       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   148,185:    11,479     83,297     10,990    108,670     19,981    131,139    114,268:    17,046     33,917
Old  :   148,185:    11,479     83,297     10,990    108,670     19,981    131,139    114,268:    17,046     33,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    11,972:      -864      6,895      2,632     10,522      2,556     12,289     12,083:      -317       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       56.2        7.4       73.3       13.5       88.5       77.1:      11.5       22.9
Old  :     100.0:       7.7       56.2        7.4       73.3       13.5       88.5       77.1:      11.5       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        15         47         20         19         22         46         77:
Old  :        92:        15         47         20         19         22         46         77:
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  :                 51.8       29.3       66.5       39.2       51.2       29.3       64.0       39.2
Old  :                 51.8       29.3       66.5       39.2       51.2       29.3       64.0       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   107,260:    41,104     29,505      7,214     38,920     40,596     87,238     77,315:    20,022     29,945
Old  :   107,260:    41,104     29,505      7,214     38,920     40,596     87,238     77,315:    20,022     29,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     1,066:      -214      4,850        206      2,278     -4,752      2,269        304:    -1,204        761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       27.5        6.7       36.3       37.8       81.3       72.1:      18.7       27.9
Old  :     100.0:      38.3       27.5        6.7       36.3       37.8       81.3       72.1:      18.7       27.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        30         38         24         19         23         63         71:
Old  :        98:        30         38         24         19         23         63         71:
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  :                 35.0       31.5       48.3       43.0       34.7       27.5       46.9       37.7
Old  :                 35.0       31.5       48.3       43.0       34.7       27.5       46.9       37.7
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 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   239,208:    40,641    114,084     33,875    119,021     38,298    193,537    186,257:    45,671     52,951
Old  :   239,208:    40,641    114,084     33,875    119,021     38,298    193,537    186,257:    45,671     52,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    39,899:    -2,958     25,768      6,762     32,388      1,584     36,193     34,114:     3,706      5,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       47.7       14.2       49.8       16.0       80.9       77.9:      19.1       22.1
Old  :     100.0:      17.0       47.7       14.2       49.8       16.0       80.9       77.9:      19.1       22.1
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  :       165:        53         68         52         30         31        112        122:
Old  :       165:        53         68         52         30         31        112        122:
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  :                 29.6       25.5       40.4       34.8       29.1       25.0       38.8       34.2
Old  :                 29.6       25.5       40.4       34.8       29.1       25.0       38.8       34.2
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 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    17,599:    13,621      8,132          0      1,294      8,155     14,915     16,287:     2,684      1,312
Old  :    17,599:    13,621      8,132          0      1,294      8,155     14,915     16,287:     2,684      1,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     1,961:     2,287       -393          0       -533      2,185      1,754      1,792:       207        169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.4       46.2        0.0        7.4       46.3       84.7       92.5:      15.3        7.5
Old  :     100.0:      77.4       46.2        0.0        7.4       46.3       84.7       92.5:      15.3        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        14         12          0          3          9         17         21:
Old  :        37:        14         12          0          3          9         17         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       48.3       75.6       70.1       57.5       48.3       75.6       69.8
Old  :                 57.5       48.3       75.6       70.1       57.5       48.3       75.6       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :11,944,279: 1,465,896    423,465  3,949,041  5,744,949  6,600,403 11,159,885 10,972,909:   784,394    971,370
Old  :11,944,279: 1,465,896    423,465  3,949,041  5,744,949  6,600,403 11,159,885 10,972,909:   784,394    971,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :   144,822:    40,534      4,235     17,397    141,714    106,736    199,645    128,369:   -54,823     16,453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        3.5       33.1       48.1       55.3       93.4       91.9:       6.6        8.1
Old  :     100.0:      12.3        3.5       33.1       48.1       55.3       93.4       91.9:       6.6        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  :       306:        83         67        123        141        142        286        277:
Old  :       306:        83         67        123        141        142        286        277:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       22.7       31.8       33.2       19.2       14.7       24.9       18.6
Old  :                 22.3       22.7       31.8       33.2       19.2       14.7       24.9       18.6
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 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   382,742:    23,232     29,206     25,960    250,995    253,050    300,188    308,216:    82,554     74,527
Old  :   382,742:    23,232     29,206     25,960    250,995    253,050    300,188    308,216:    82,554     74,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :  -217,184:    -2,441    -65,263    -22,505   -124,183   -115,457   -149,130   -203,225:   -68,054    -13,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        7.6        6.8       65.6       66.1       78.4       80.5:      21.6       19.5
Old  :     100.0:       6.1        7.6        6.8       65.6       66.1       78.4       80.5:      21.6       19.5
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  :       149:        22         31         32         74         63        117        105:
Old  :       149:        22         31         32         74         63        117        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  :                 20.5       17.4       28.6       29.2       19.1       17.4       27.2       29.1
Old  :                 20.5       17.4       28.6       29.2       19.1       17.4       27.2       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,486,780:   346,724    375,610     81,594  1,718,958  1,772,696  2,147,276  2,229,900:   339,505    256,880
Old  : 2,486,780:   346,724    375,610     81,594  1,718,958  1,772,696  2,147,276  2,229,900:   339,505    256,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :-1,297,260:  -343,668   -148,138    -55,923   -809,471   -759,004 -1,209,062   -963,065:   -88,198   -334,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       15.1        3.3       69.1       71.3       86.3       89.7:      13.7       10.3
Old  :     100.0:      13.9       15.1        3.3       69.1       71.3       86.3       89.7:      13.7       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       462:        98        115         74        159        179        301        324:
Old  :       462:        98        115         74        159        179        301        324:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       13.5       31.7       21.6       20.2       10.4       28.2       17.2
Old  :                 20.9       13.5       31.7       21.6       20.2       10.4       28.2       17.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    99,677:    13,823      9,414        312     75,153     87,971     89,288     97,697:    10,389      1,979
Old  :    99,677:    13,823      9,414        312     75,153     87,971     89,288     97,697:    10,389      1,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :   -15,161:     1,151       -469        312    -16,665    -10,843    -15,202    -11,000:        40     -4,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        9.4        0.3       75.4       88.3       89.6       98.0:      10.4        2.0
Old  :     100.0:      13.9        9.4        0.3       75.4       88.3       89.6       98.0:      10.4        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        15          4          1         46         38         61         43:
Old  :        88:        15          4          1         46         38         61         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       54.1       49.8       67.9       28.9       45.6       40.9       59.5
Old  :                 33.5       54.1       49.8       67.9       28.9       45.6       40.9       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    12,894:     2,774      1,445          0      5,413      7,443      8,187      8,888:     4,707      4,006
Old  :    12,894:     2,774      1,445          0      5,413      7,443      8,187      8,888:     4,707      4,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :   -10,765:     1,251     -1,382     -1,592    -11,071     -8,466    -11,412    -11,440:       647        675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       11.2        0.0       42.0       57.7       63.5       68.9:      36.5       31.1
Old  :     100.0:      21.5       11.2        0.0       42.0       57.7       63.5       68.9:      36.5       31.1
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  :        20:         2          1          0          9         10         11         11:
Old  :        20:         2          1          0          9         10         11         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       51.9       59.3       65.3       47.4       51.9       59.3       65.2
Old  :                 47.4       51.9       59.3       65.3       47.4       51.9       59.3       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   295,543:   137,549     79,858      4,097    116,541    186,124    258,187    270,079:    37,357     25,464
Old  :   295,543:   137,549     79,858      4,097    116,541    186,124    258,187    270,079:    37,357     25,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :  -131,989:    -8,832    -17,746    -17,726   -110,452   -102,500   -137,010   -137,973:     5,021      5,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.5       27.0        1.4       39.4       63.0       87.4       91.4:      12.6        8.6
Old  :     100.0:      46.5       27.0        1.4       39.4       63.0       87.4       91.4:      12.6        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  :       244:        76         50         17         67         71        154        127:
Old  :       244:        76         50         17         67         71        154        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       21.5       34.2       34.9       21.9       20.3       32.1       33.5
Old  :                 22.9       21.5       34.2       34.9       21.9       20.3       32.1       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   147,271:    84,812      9,778      2,842     26,384    118,009    114,037    130,628:    33,234     16,643
Old  :   147,271:    84,812      9,778      2,842     26,384    118,009    114,037    130,628:    33,234     16,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    16,574:    10,484       -569        264      3,012     11,419     13,760     11,113:     2,814      5,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.6        6.6        1.9       17.9       80.1       77.4       88.7:      22.6       11.3
Old  :     100.0:      57.6        6.6        1.9       17.9       80.1       77.4       88.7:      22.6       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        42          9         12         11         17         58         33:
Old  :        72:        42          9         12         11         17         58         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  :                 32.9       54.7       46.8       78.8       32.9       54.4       46.8       77.5
Old  :                 32.9       54.7       46.8       78.8       32.9       54.4       46.8       77.5
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 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    43,253:    14,258     13,865          0     20,130     15,455     34,388     29,320:     8,865     13,933
Old  :    43,253:    14,258     13,865          0     20,130     15,455     34,388     29,320:     8,865     13,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     1,026:        79        -44          0        397      1,579        476      1,535:       550       -509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       32.1        0.0       46.5       35.7       79.5       67.8:      20.5       32.2
Old  :     100.0:      33.0       32.1        0.0       46.5       35.7       79.5       67.8:      20.5       32.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        16         12          0         15         12         31         24:
Old  :        51:        16         12          0         15         12         31         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       37.2       51.7       49.3       38.0       33.6       50.8       45.5
Old  :                 38.0       37.2       51.7       49.3       38.0       33.6       50.8       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    36,809:    18,573      4,600        539     11,860     16,358     30,972     21,497:     5,837     15,312
Old  :    36,809:    18,573      4,600        539     11,860     16,358     30,972     21,497:     5,837     15,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     4,459:     2,392      1,682        245      1,418        686      4,055      2,613:       404      1,846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5       12.5        1.5       32.2       44.4       84.1       58.4:      15.9       41.6
Old  :     100.0:      50.5       12.5        1.5       32.2       44.4       84.1       58.4:      15.9       41.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        16         10          2         17         18         34         29:
Old  :        55:        16         10          2         17         18         34         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       27.8       46.9       37.7       30.0       24.6       44.6       34.4
Old  :                 30.8       27.8       46.9       37.7       30.0       24.6       44.6       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    27,501:     5,728        270         80     18,847     25,547     24,655     25,897:     2,846      1,604
Old  :    27,501:     5,728        270         80     18,847     25,547     24,655     25,897:     2,846      1,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    -1,864:     1,285       -257         -3     -2,190     -1,118       -908     -1,378:      -956       -486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        1.0        0.3       68.5       92.9       89.7       94.2:      10.3        5.8
Old  :     100.0:      20.8        1.0        0.3       68.5       92.9       89.7       94.2:      10.3        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         9          1          1         15         17         24         19:
Old  :        37:         9          1          1         15         17         24         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       65.8       68.8       80.8       52.9       65.7       66.6       80.4
Old  :                 55.1       65.8       68.8       80.8       52.9       65.7       66.6       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE                                              Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI INDEX X $50)                                                         :
     :          :                                                                            :
All  :    19,973:     4,366        793         82      8,715     17,340     13,163     18,215:     6,810      1,758
Old  :    19,973:     4,366        793         82      8,715     17,340     13,163     18,215:     6,810      1,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    -5,196:       989       -115         82     -4,725     -2,601     -3,654     -2,634:    -1,542     -2,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        4.0        0.4       43.6       86.8       65.9       91.2:      34.1        8.8
Old  :     100.0:      21.9        4.0        0.4       43.6       86.8       65.9       91.2:      34.1        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         8          2          1         10          9         18         12:
Old  :        27:         8          2          1         10          9         18         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       76.3       51.9       87.5       38.2       76.3       51.0       87.3
Old  :                 39.1       76.3       51.9       87.5       38.2       76.3       51.0       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    18,761:     4,417      1,706          0     12,593     16,117     17,010     17,823:     1,751        938
Old  :    18,761:     4,417      1,706          0     12,593     16,117     17,010     17,823:     1,751        938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :       205:       -77        138          0        113        398         36        536:       169       -331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        9.1        0.0       67.1       85.9       90.7       95.0:       9.3        5.0
Old  :     100.0:      23.5        9.1        0.0       67.1       85.9       90.7       95.0:       9.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        10          4          0          6          3         16          7:
Old  :        23:        10          4          0          6          3         16          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       91.1       78.4       95.0       64.7       91.1       78.4       95.0
Old  :                 64.7       91.1       78.4       95.0       64.7       91.1       78.4       95.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 26, 2010